Printed from https://ideas.repec.org/s/arx/papers90.html
Content
2020
- 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 - 2001.05034 Sparse Covariance Estimation in Logit Mixture Models
by Youssef M Aboutaleb & Mazen Danaf & Yifei Xie & Moshe Ben-Akiva - 2001.04867 A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data
by Davide La Vecchia & Alban Moor & Olivier Scaillet - 2001.04324 Panel Data Quantile Regression for Treatment Effect Models
by Takuya Ishihara - 2001.04283 Electricity prices and tariffs to keep everyone happy: a framework for fixed and nodal prices coexistence in distribution grids with optimal tariffs for investment cost recovery
by Iacopo Savelli & Thomas Morstyn - 2001.04237 Exponential moving average versus moving exponential average
by Frank Klinker - 2001.04188 Econophysics Through Computation
by Antika Sinha & Sudip Mukherjee & Bikas K Chakrabarti - 2001.04185 Zooming In on Equity Factor Crowding
by Valerio Volpati & Michael Benzaquen & Zoltan Eisler & Iacopo Mastromatteo & Bence Toth & Jean-Philippe Bouchaud - 2001.04097 Reconstruction of Interbank Network using Ridge Entropy Maximization Model
by Yuichi Ikeda & Hidetoshi Takeda - 2001.03982 Food Supply Chain and Business Model Innovation
by Saeed Nosratabadi & Amirhosein Mosavi & Zoltan Lakner - 2001.03967 Pricing Exchange Options under Stochastic Correlation
by Enrique Villamor & Pablo Olivares - 2001.03935 A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis
by Florian Huber & Michael Pfarrhofer & Philipp Piribauer - 2001.03853 Supply Network Formation and Fragility
by Matthew Elliott & Benjamin Golub & Matthew V. Leduc - 2001.03838 Two-Step Estimation of a Strategic Network Formation Model with Clustering
by Geert Ridder & Shuyang Sheng - 2001.03733 Optimal Dividends Paid in a Foreign Currency for a L\'evy Insurance Risk Model
by Julia Eisenberg & Zbigniew Palmowski - 2001.03646 Commuting Service Platform: Concept and Analysis
by Rong Fan & Xuegang & Ban - 2001.03488 Constructing a Social Accounting Matrix Framework to Analyse the Impact of Public Expenditure on Income Distribution in Malaysia
by Mukaramah Harun & A. R. Zakariah & M. Azali - 2001.03487 Does Non-Farm Income Improve The Poverty and Income Inequality Among Agricultural Household In Rural Kedah?
by Siti Hadijah Che Mata & Ahmad Zafarullah Abdul Jalil & Mukaramah Harun - 2001.03486 Macroeconomic Instability And Fiscal Decentralization: An Empirical Analysis
by Ahmad Zafarullah Abdul Jalil & Mukaramah Harun & Siti Hadijah Che Mat - 2001.03461 Associating Ridesourcing with Road Safety Outcomes: Insights from Austin Texas
by Eleftheria Kontou & Noreen C. McDonald - 2001.03401 Text as Data: Real-time Measurement of Economic Welfare
by Rickard Nyman & Paul Ormerod - 2001.03333 A new approach for trading based on Long Short Term Memory technique
by Zineb Lanbouri & Saaid Achchab - 2001.03327 How to Cut a Cake Fairly: A Generalization to Groups
by Erel Segal-Halevi & Warut Suksompong - 2001.03246 The Logic of Strategic Assets: From Oil to Artificial Intelligence
by Jeffrey Ding & Allan Dafoe - 2001.03213 Behavioral and Game-Theoretic Security Investments in Interdependent Systems Modeled by Attack Graphs
by Mustafa Abdallah & Parinaz Naghizadeh & Ashish R. Hota & Timothy Cason & Saurabh Bagchi & Shreyas Sundaram - 2001.03197 Competition between shared autonomous vehicles and public transit: A case study in Singapore
by Baichuan Mo & Zhejing Cao & Hongmou Zhang & Yu Shen & Jinhua Zhao - 2001.03190 Semimartingale price systems in models with transaction costs beyond efficient friction
by Christoph Kuhn & Alexander Molitor - 2001.03132 A game of hide and seek in networks
by Francis Bloch & Bhaskar Dutta & Marcin Dziubinski - 2001.03122 Targeting in social networks with anonymized information
by Francis Bloch & Shaden Shabayek - 2001.03101 Stationary Heston model: Calibration and Pricing of exotics using Product Recursive Quantization
by Vincent Lemaire & Thibaut Montes & Gilles Pag`es - 2001.03099 Using Networks and Partial Differential Equations to Predict Bitcoin Price
by Yufang Wang & Haiyan Wang - 2001.03046 Relationship between Type of Risks and Income of the Rural Households in the Pattani Province of Thailand
by Mukaramah Harun - 2001.03045 Estimating the Impact of GST Implementation on Cost of Production and Cost of Living in Malaysia
by Mukaramah Harun - 2001.03043 Determinants of Social-economic Mobility in the Northern Region of Malaysia
by Mukaramah Harun - 2001.02966 Clustering Approaches for Global Minimum Variance Portfolio
by Jinwoo Park - 2001.02959 Segregation with Social Linkages: Evaluating Schelling's Model with Networked Individuals
by Roy Cerqueti & Luca De Benedictis & Valerio Leone Sciabolazza - 2001.02863 China's First Workforce Skill Taxonomy
by Weipan Xu & Xiaozhen Qin & Xun Li & HaohuiCaron Chen & Morgan Frank & Alex Rutherford & Andrew Reeson & Iyad Rahwan - 2001.02804 Institutions and China's comparative development
by Paul Minard - 2001.02783 If the Prospect of Some Occupations Are Stagnating With Technological Advancement? A Task Attribute Approach to Detect Employment Vulnerability
by Iftekhairul Islam & Fahad Shaon - 2001.02510 Infrastructure Disparities in Northern Malaysia
by Mukaramah Harun - 2001.02509 Ways to Reduce Cost of Living: A Case Study among Low Income Household in Kubang Pasu, Kedah, Malaysia
by Mukaramah Harun - 2001.02508 Pursuing More Sustainable Energy Consumption by Analyzing Sectoral Direct and Indirect Energy Use in Malaysia: An Input-Output Analysis
by Mukaramah Harun - 2001.02426 Bilateral Tariffs Under International Competition
by Tsotne Kutalia & Revaz Tevzadze - 2001.02404 Nonparametric Pricing and Hedging of Volatility Swaps in Stochastic Volatility Models
by Frido Rolloos - 2001.02322 External Threats, Political Turnover and Fiscal Capacity
by Hector Galindo-Silva - 2001.02200 Whos Ditching the Bus?
by Simon J. Berrebi & Kari E. Watkins - 2001.02115 Understanding the Great Recession Using Machine Learning Algorithms
by Rickard Nyman & Paul Ormerod - 2001.02099 Optimal contracts under adverse selection for staple goods: efficiency of in-kind insurance
by Cl'emence Alasseur & Corinne Chaton & Emma Hubert - 2001.02071 Efficient allocations in double auction markets
by Teemu Pennanen - 2001.01998 A note on the worst case approach for a market with a stochastic interest rate
by Dariusz Zawisza - 2001.01860 A simple microstructural explanation of the concavity of price impact
by Sergey Nadtochiy - 2001.01789 The quadratic rough Heston model and the joint S&P 500/VIX smile calibration problem
by Jim Gatheral & Paul Jusselin & Mathieu Rosenbaum - 2001.01718 Passengers' Travel Behavior in Response to Unplanned Transit Disruptions
by Nima Golshani & Ehsan Rahimi & Ramin Shabanpour & Kouros Mohammadian & Joshua Auld & Hubert Ley - 2001.01646 The Optimal Dynamic Reinsurance Strategies in Multidimensional Portfolio
by Khaled Masoumifard & Mohammad Zokaei - 2001.01641 Housing Investment, Stock Market Participation and Household Portfolio choice: Evidence from China's Urban Areas
by Huirong Liu - 2001.01612 A Note on Portfolio Optimization with Quadratic Transaction Costs
by Pierre Chen & Edmond Lezmi & Thierry Roncalli & Jiali Xu - 2001.01605 Classifying ecosystem disservices and comparing their effects with ecosystem services in Beijing, China
by Shuyao Wu & Jiao Huang & Shuangcheng Li - 2001.01518 Disentangling shock diffusion on complex networks: Identification through graph planarity
by Sudarshan Kumar & Tiziana Di Matteo & Anindya S. Chakrabarti - 2001.01443 Hedging problems for Asian options with transactions costs
by Serguei Pergamenchtchikov & Alena Shishkova - 2001.01127 Forecasting Bitcoin closing price series using linear regression and neural networks models
by Nicola Uras & Lodovica Marchesi & Michele Marchesi & Roberto Tonelli - 2001.01116 Bayesian Median Autoregression for Robust Time Series Forecasting
by Zijian Zeng & Meng Li - 2001.01036 A Socioeconomic Well-Being Index
by A. Alexandre Trindade & Abootaleb Shirvani & Xiaohan Ma - 2001.00889 Judicial Favoritism of Politicians: Evidence from Small Claims Court
by Andre Assumpcao & Julio Trecenti - 2001.00737 Option Pricing in an Investment Risk-Return Setting
by Abootaleb Shirvani & Frank J. Fabozzi & Stoyan V. Stoyanov - 2001.00691 Logical Differencing in Dyadic Network Formation Models with Nontransferable Utilities
by Wayne Yuan Gao & Ming Li & Sheng Xu - 2001.00529 The Impact of the Choice of Risk and Dispersion Measure on Procyclicality
by Marcel Brautigam & Marie Kratz - 2001.00465 A review of the Dividend Discount Model: from deterministic to stochastic models
by Guglielmo D'Amico & Riccardo De Blasis - 2001.00419 Prediction in locally stationary time series
by Holger Dette & Weichi Wu
2019
- 2001.00920 Estimation of the yield curve for Costa Rica using combinatorial optimization metaheuristics applied to nonlinear regression
by Andres Quiros-Granados & JAvier Trejos-Zelaya - 2001.00919 Competitive equilibria between staking and on-chain lending
by Tarun Chitra - 2001.00918 Fairness in Multi-agent Reinforcement Learning for Stock Trading
by Wenhang Bao - 2001.00622 An FBSDE approach to market impact games with stochastic parameters
by Samuel Drapeau & Peng Luo & Alexander Schied & Dewen Xiong - 2001.00516 On the probability flow in the Stock market I: The Black-Scholes case
by Ivan Arraut & Alan Au & Alan Ching-biu Tse & Joao Alexandre Lobo Marques - 2001.00478 Growth and inequalities in a physicist's view
by Angelo Tartaglia - 2001.00122 Entropic Decision Making
by Adnan Rebei - 2001.00078 Regulatory Markets for AI Safety
by Jack Clark & Gillian K. Hadfield - 1912.13275 Systemic liquidity contagion in the European interbank market
by V. Macchiati & G. Brandi & G. Cimini & G. Caldarelli & D. Paolotti & T. Di Matteo - 1912.13259 On the positivity of local mild solutions to stochastic evolution equations
by Carlo Marinelli & Luca Scarpa - 1912.13249 Generalized Rental Harmony
by Erel Segal-Halevi - 1912.13110 Open Markets
by Donghan Kim - 1912.13081 Recovering Latent Variables by Matching
by Manuel Arellano & Stephane Bonhomme - 1912.12983 A Consistently Oriented Basis for Eigenanalysis
by Jay Damask - 1912.12940 Effect of Franchised Business models on Fast Food Company Stock Prices in Recession and Recovery with Weibull Analysis
by Sandip Dutta & Vignesh Prabhu - 1912.12908 Robust perfect equilibrium in large games
by Enxian Chen & Lei Qiao & Xiang Sun & Yeneng Sun - 1912.12867 Adaptive Discrete Smoothing for High-Dimensional and Nonlinear Panel Data
by Xi Chen & Ye Luo & Martin Spindler - 1912.12864 Priority to unemployed immigrants? A causal machine learning evaluation of training in Belgium
by Bart Cockx & Michael Lechner & Joost Bollens - 1912.12787 On an Extension of a Theorem of Eilenberg and a Characterization of Topological Connectedness
by M. Ali Khan & Metin Uyanik - 1912.12615 Approximating intractable short ratemodel distribution with neural network
by Anna Knezevic & Nikolai Dokuchaev - 1912.12611 Credit Risk: Simple Closed Form Approximate Maximum Likelihood Estimator
by Anand Deo & Sandeep Juneja - 1912.12590 The Generalisation of the DMCA Coefficient to Serve Distinguishing Between Hedge and Safe Haven Capabilities of the Gold
by Mohamed Arbi Madani & Zied Ftiti - 1912.12571 Focused Bayesian Prediction
by Ruben Loaiza-Maya & Gael M. Martin & David T. Frazier - 1912.12527 Bayesian estimation of large dimensional time varying VARs using copulas
by Mike Tsionas & Marwan Izzeldin & Lorenzo Trapani - 1912.12521 Portfolio Optimization under Correlation Constraint
by Aditya Maheshwari & Traian Pirvu - 1912.12472 Positivity of mild solution to stochastic evolution equations with an application to forward rates
by Carlo Marinelli - 1912.12354 Conditional Correlations and Principal Regression Analysis for Futures
by Armine Karami & Raphael Benichou & Michael Benzaquen & Jean-Philippe Bouchaud - 1912.12351 Reading Macroeconomics From the Yield Curve: The Turkish Case
by Ipek Turker & Bayram Cakir - 1912.12329 Transforming public pensions: A mixed scheme with a credit granted by the state
by M. Carmen Boado-Penas & Julia Eisenberg & Ralf Korn - 1912.12226 Multivariate Systemic Optimal Risk Transfer Equilibrium
by Alessandro Doldi & Marco Frittelli - 1912.12213 Minimax Semiparametric Learning With Approximate Sparsity
by Jelena Bradic & Victor Chernozhukov & Whitney K. Newey & Yinchu Zhu - 1912.12146 Semicooperation under curved strategy spacetime
by Paramahansa Pramanik & Alan M. Polansky - 1912.12113 A Stochastic Investment Model for Actuarial Use in South Africa
by c{S}ule c{S}ahin & Shaun Levitan - 1912.11858 Maximising with-profit pensions without guarantees
by M. Carmen Boado-Penas & Julia Eisenberg & Paul Kruhner - 1912.11761 Alpha Discovery Neural Network based on Prior Knowledge
by Jie Fang & Shutao Xia & Jianwu Lin & Zhikang Xia & Xiang Liu & Yong Jiang - 1912.11736 Pareto models for risk management
by Arthur Charpentier & Emmanuel Flachaire - 1912.11665 Dynamics of the Price Behavior in Stock Market: A Statistical Physics Approach
by Hung T. Diep & Gabriel Desgranges - 1912.11351 Healthy Access for Healthy Places: A Multidimensional Food Access Measure
by Irena Gao & Marynia Kolak - 1912.11341 Quantifying the Effects of the 2008 Recession using the Zillow Dataset
by Arunav Gupta & Lucas Nguyen & Camille Dunning & Ka Ming Chan - 1912.11250 Predicting one type of technological motion? A nonlinear map to study the 'sailing-ship' effect
by G. Filatrella & N. De Liso - 1912.11216 Evolutionary Dynamics of Investors Expectations and Market Price Movement
by Inga Ivanova - 1912.11172 Online Quantification of Input Model Uncertainty by Two-Layer Importance Sampling
by Tianyi Liu & Enlu Zhou - 1912.11166 A Gated Recurrent Unit Approach to Bitcoin Price Prediction
by Aniruddha Dutta & Saket Kumar & Meheli Basu - 1912.11060 Pricing and hedging American-style options with deep learning
by Sebastian Becker & Patrick Cheridito & Arnulf Jentzen - 1912.11059 Forecasting Implied Volatility Smile Surface via Deep Learning and Attention Mechanism
by Shengli Chen & Zili Zhang - 1912.10958 Electoral Crime Under Democracy: Information Effects from Judicial Decisions in Brazil
by Andre Assumpcao - 1912.10955 Economic Complexity: why we like "Complexity weighted diversification"
by Luciano Pietronero & Andrea Gabrielli & Andrea Zaccaria - 1912.10866 Quantile Diffusions for Risk Analysis
by Holly Brannelly & Andrea Macrina & Gareth W. Peters - 1912.10858 "The Squawk Bot": Joint Learning of Time Series and Text Data Modalities for Automated Financial Information Filtering
by Xuan-Hong Dang & Syed Yousaf Shah & Petros Zerfos - 1912.10829 Variable-lag Granger Causality for Time Series Analysis
by Chainarong Amornbunchornvej & Elena Zheleva & Tanya Y. Berger-Wolf - 1912.10813 Model uncertainty in financial forecasting
by Matthias J. Feiler & Thibaut Ajdler - 1912.10806 DP-LSTM: Differential Privacy-inspired LSTM for Stock Prediction Using Financial News
by Xinyi Li & Yinchuan Li & Hongyang Yang & Liuqing Yang & Xiao-Yang Liu - 1912.10774 Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections
by Francis X. Diebold & Glenn D. Rudebusch - 1912.10709 Centralizing-Unitizing Standardized High-Dimensional Directional Statistics and Its Applications in Finance
by Yijian Chuan & Lan Wu - 1912.10640 Pricing of the Geometric Asian Options Under a Multifactor Stochastic Volatility Model
by Gifty Malhotra & R. Srivastava & H. C. Taneja - 1912.10529 Improved Central Limit Theorem and bootstrap approximations in high dimensions
by Victor Chernozhukov & Denis Chetverikov & Kengo Kato & Yuta Koike - 1912.10526 Building and Testing Yield Curve Generators for P&C Insurance
by Gary Venter & Kailan Shang - 1912.10488 Efficient and Convergent Sequential Pseudo-Likelihood Estimation of Dynamic Discrete Games
by Adam Dearing & Jason R. Blevins - 1912.10380 The Black-Scholes-Merton dual equation
by Shuxin Guo & Qiang Liu - 1912.10343 Design of High-Frequency Trading Algorithm Based on Machine Learning
by Boyue Fang & Yutong Feng - 1912.10328 Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for the financial crisis
by Maziar Sahamkhadam & Andreas Stephan - 1912.10237 Comparative Study of Two Extensions of Heston Stochastic Volatility Model
by Gifty Malhotra & R. Srivastava & H. C. Taneja - 1912.10105 Dissecting Ethereum Blockchain Analytics: What We Learn from Topology and Geometry of Ethereum Graph
by Yitao Li & Umar Islambekov & Cuneyt Akcora & Ekaterina Smirnova & Yulia R. Gel & Murat Kantarcioglu - 1912.10097 Mining the Automotive Industry: A Network Analysis of Corporate Positioning and Technological Trends
by Niklas Stoehr & Fabian Braesemann & Michael Frommelt & Shi Zhou - 1912.10058 ResLogit: A residual neural network logit model for data-driven choice modelling
by Melvin Wong & Bilal Farooq - 1912.10014 Optimal Dynamic Treatment Regimes and Partial Welfare Ordering
by Sukjin Han - 1912.09964 Grouping of Contracts in Insurance using Neural Networks
by Mark Kiermayer & Christian Wei{ss} - 1912.09814 How connected is too connected? Impact of network topology on systemic risk and collapse of complex economic systems
by Aymeric Vi'e & Alfredo J. Morales - 1912.09764 An Artificial Intelligence approach to Shadow Rating
by Angela Rita Provenzano & Daniele Trifir`o & Nicola Jean & Giacomo Le Pera & Maurizio Spadaccino & Luca Massaron & Claudio Nordio - 1912.09702 Monetary Policy and Wealth Inequalities in Great Britain: Assessing the role of unconventional policies for a decade of household data
by Anastasios Evgenidis & Apostolos Fasianos - 1912.09679 From Disequilibrium Markets to Equilibrium
by Christian Lax & Torsten Trimborn - 1912.09573 Comparison of various risk measures for an optimal portfolio
by Alev Meral - 1912.09569 Argentum: a collaborative saving and investment platform for unstable countries
by Leonardo Belen & Alejandro Baranek & Xavier Gonzalez - 1912.09552 Robust Product-line Pricing under Generalized Extreme Value Models
by Tien Mai & Patrick Jaillet - 1912.09524 Evolving ab initio trading strategies in heterogeneous environments
by David Rushing Dewhurst & Yi Li & Alexander Bogdan & Jasmine Geng - 1912.09509 Temporal-Difference estimation of dynamic discrete choice models
by Karun Adusumilli & Dita Eckardt - 1912.09273 Pay-As-You-Drive Insurance Pricing Model
by Safoora Zarei & Ali R. Fallahi - 1912.09104 Causal Inference and Data Fusion in Econometrics
by Paul Hunermund & Elias Bareinboim - 1912.09012 Inefficiencies in Digital Advertising Markets
by Brett R Gordon & Kinshuk Jerath & Zsolt Katona & Sridhar Narayanan & Jiwoong Shin & Kenneth C Wilbur - 1912.09002 Regularized Estimation of High-Dimensional Vector AutoRegressions with Weakly Dependent Innovations
by Ricardo P. Masini & Marcelo C. Medeiros & Eduardo F. Mendes - 1912.08916 Hybrid threats as an exogenous economic shock
by Shteryo Nozharov - 1912.08863 Extended Weak Convergence and Utility Maximization with Proportional Transaction Costs
by Erhan Bayraktar & Leonid Dolinskyi & Yan Dolinsky - 1912.08791 Forecasting significant stock price changes using neural networks
by Firuz Kamalov - 1912.08772 Assessing Inference Methods
by Bruno Ferman - 1912.08726 Econometrics For Decision Making: Building Foundations Sketched By Haavelmo And Wald
by Charles F. Manski - 1912.08713 Four-factor model of Quanto CDS with jumps-at-default and stochastic recovery
by Andrey Itkin & Fazlollah Soleymani - 1912.08695 A Dynamic Default Contagion Model: From Eisenberg-Noe to the Mean Field
by Zachary Feinstein & Andreas Sojmark - 1912.07701 Exploring Multi-Banking Customer-to-Customer Relations in AML Context with Poincar\'e Embeddings
by Lucia Larise Stavarache & Donatas Narbutis & Toyotaro Suzumura & Ray Harishankar & Augustas v{Z}altauskas - 1912.07700 A Robust Predictive Model for Stock Price Prediction Using Deep Learning and Natural Language Processing
by Sidra Mehtab & Jaydip Sen - 1912.07601 Estimating a Behavioral New Keynesian Model
by Joaquim Andrade & Pedro Cordeiro & Guilherme Lambais - 1912.07466 Estimation of Auction Models with Shape Restrictions
by Joris Pinkse & Karl Schurter - 1912.07445 Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels
by Eduardo Abi Jaber - 1912.07346 Analysis of Regression Discontinuity Designs with Multiple Cutoffs or Multiple Scores
by Matias D. Cattaneo & Rocio Titiunik & Gonzalo Vazquez-Bare - 1912.07165 Predicting intraday jumps in stock prices using liquidity measures and technical indicators
by Ao Kong & Hongliang Zhu & Robert Azencott - 1912.07163 An Economical Business-Cycle Model
by Pascal Michaillat & Emmanuel Saez - 1912.07120 Prediction Intervals for Synthetic Control Methods
by Matias D. Cattaneo & Yingjie Feng & Rocio Titiunik - 1912.07115 EU Economic Modelling System
by Olga Ivanova & d'Artis Kancs & Mark Thissen - 1912.06948 Gauge transformations in the dual space, and pricing and estimation in the long run in affine jump-diffusion models
by Svetlana Boyarchenko & Sergei Levendorskiu{i} - 1912.06916 Set-Valued Risk Measures as Backward Stochastic Difference Inclusions and Equations
by c{C}au{g}{i}n Ararat & Zachary Feinstein - 1912.06909 The Crawler: Three Equivalence Results for Object (Re)allocation Problems when Preferences Are Single-peaked
by Yuki Tamura & Hadi Hosseini - 1912.06831 Periodic attractor in the discrete time best-response dynamics of the Rock-Paper-Scissors game
by Jos'e Pedro Gaiv~ao & Telmo Peixe - 1912.06809 Operator splitting schemes for American options under the two-asset Merton jump-diffusion model
by Lynn Boen & Karel J. in 't Hout - 1912.06709 Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure
by Jan Posp'iv{s}il & Tom'av{s} Sobotka & Philipp Ziegler - 1912.06558 The role of low temperature waste heat recovery in achieving 2050 goals: a policy positioning paper
by Edward Wheatcroft & Henry Wynn & Kristina Lygnerud & Giorgio Bonvicini - 1912.06533 Solution of option pricing equations using orthogonal polynomial expansion
by Falko Baustian & Katev{r}ina Filipov'a & Jan Posp'iv{s}il - 1912.06426 Portfolio liquidation under transient price impact -- theoretical solution and implementation with 100 NASDAQ stocks
by Ying Chen & Ulrich Horst & Hoang Hai Tran - 1912.06410 A mechanical and economical based framework to help decision-makers for natural hazards and malicious events impact on infrastructure prevention
by P-J. Tisserand & M. Ragueneau - 1912.06346 Network Data
by Bryan S. Graham - 1912.06320 Synthetic Control Inference for Staggered Adoption: Estimating the Dynamic Effects of Board Gender Diversity Policies
by Jianfei Cao & Shirley Lu - 1912.06307 High-Dimensional Granger Causality Tests with an Application to VIX and News
by Andrii Babii & Eric Ghysels & Jonas Striaukas - 1912.06236 Automatic Financial Feature Construction
by Jie Fang & Shutao Xia & Jianwu Lin & Yong Jiang - 1912.06202 Optimal, Truthful, and Private Securities Lending
by Emily Diana & Michael Kearns & Seth Neel & Aaron Roth - 1912.06193 Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19
by Nick James & Max Menzies & Jennifer Chan - 1912.06049 A Regularized Factor-augmented Vector Autoregressive Model
by Maurizio Daniele & Julie Schnaitmann - 1912.06031 Some pricing tools for the Variance Gamma model
by Jean-Philippe Aguilar - 1912.05961 Alternative Axioms in Group Identification Problems
by Federico Fioravanti & Fernando Tohm'e - 1912.05917 On the uniqueness of solutions of stochastic Volterra equations
by Alexandre Pannier & Antoine Jacquier - 1912.05844 A Bilateral River Bargaining Problem with Negative Externality
by Shivshanker Singh Patel & Parthasarathy Ramachandran - 1912.05773 Brexit Risk Implied by the SABR Martingale Defect in the EUR-GBP Smile
by Petteri Piiroinen & Lassi Roininen & Martin Simon - 1912.05641 A Dynamic MST- deltaCovar Model Of Systemic Risk In The European Insurance Sector
by Anna Denkowska & Stanis{l}aw Wanat - 1912.05635 Assessment of Financial Potential as a Determinant of Enterprise Development
by Dmytro Zherlitsyn & Stanislav Levytskyi & Denys Mykhailyk & Victoriia Ogloblina