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Content
2019
- 1912.02416 Revisiting the Epps effect using volume time averaging: An exercise in R
by Patrick Chang & Roger Bukuru & Tim Gebbie - 1912.02373 Modeling and Prediction of Iran's Steel Consumption Based on Economic Activity Using Support Vector Machines
by Hossein Kamalzadeh & Saeid Nassim Sobhan & Azam Boskabadi & Mohsen Hatami & Amin Gharehyakheh - 1912.02251 Quality Selection in Two-Sided Markets: A Constrained Price Discrimination Approach
by Bar Light & Ramesh Johari & Gabriel Weintraub - 1912.02231 Estimating Large Mixed-Frequency Bayesian VAR Models
by Sebastian Ankargren & Paulina Jon'eus - 1912.02151 High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing
by Alexandre Belloni & Mingli Chen & Oscar Hernan Madrid Padilla & Zixuan & Wang - 1912.01952 A Mean Field Games Model for Cryptocurrency Mining
by Zongxi Li & A. Max Reppen & Ronnie Sircar - 1912.01809 Deep Fictitious Play for Finding Markovian Nash Equilibrium in Multi-Agent Games
by Jiequn Han & Ruimeng Hu - 1912.01793 Multi-time state mean-variance model in continuous time
by Shuzhen Yang - 1912.01708 Celebrating Three Decades of Worldwide Stock Market Manipulation
by Bruce Knuteson - 1912.01605 Examination of the Correlation between Working Time Reduction and Employment
by Virginia Tsoukatou - 1912.01455 Extensions of the Deep Galerkin Method
by Ali Al-Aradi & Adolfo Correia & Danilo de Frietas Naiff & Gabriel Jardim & Yuri Saporito - 1912.01410 Bilinear form test statistics for extremum estimation
by Federico Crudu & Felipe Osorio - 1912.01387 Pricing FX Options under Intermediate Currency
by S. Maurer & T. E. Sharp & M. V. Tretyakov - 1912.01281 Time-inconsistent consumption-investment problems in incomplete markets under general discount functions
by Yushi Hamaguchi - 1912.01280 Speed-up credit exposure calculations for pricing and risk management
by Kathrin Glau & Ricardo Pachon & Christian Potz - 1912.01250 Refuting Samuelson's Capitulation on the Re-switching of Techniques in the Cambridge Capital Controversy
by Carlo Milana - 1912.01194 Mean-shift least squares model averaging
by Kenichiro McAlinn & Kosaku Takanashi - 1912.01129 Market making and incentives design in the presence of a dark pool: a deep reinforcement learning approach
by Bastien Baldacci & Iuliia Manziuk & Thibaut Mastrolia & Mathieu Rosenbaum - 1912.01091 A Simple Proof of the Fundamental Theorem of Asset Pricing
by Keith A. Lewis - 1912.01052 Clustering and External Validity in Randomized Controlled Trials
by Antoine Deeb & Cl'ement de Chaisemartin - 1912.00764 A multifactor regime-switching model for inter-trade durations in the limit order market
by Zhicheng Li & Haipeng Xing & Xinyun Chen - 1912.00712 Financial Market Directional Forecasting With Stacked Denoising Autoencoder
by Shaogao Lv & Yongchao Hou & Hongwei Zhou - 1912.00691 Artificial boundary method for the solution of pricing European options under the Heston model
by Hongshan Li & Zhongyi Huang - 1912.00469 Valuing Tradeability in Exponential L\'evy Models
by Ludovic Mathys - 1912.00459 Fair Division with Bounded Sharing: Binary and Non-Degenerate Valuations
by Samuel Bismuth & Ivan Bliznets & Erel Segal-Halevi - 1912.00454 On Extensions of the Barone-Adesi & Whaley Method to Price American-Type Options
by Ludovic Mathys - 1912.00359 Endogenous Liquidity Crises
by Antoine Fosset & Jean-Philippe Bouchaud & Michael Benzaquen - 1912.00269 Optimal forest rotation under carbon pricing and forest damage risk
by Tommi Ekholm - 1912.00244 A Machine Learning Approach to Adaptive Robust Utility Maximization and Hedging
by Tao Chen & Michael Ludkovski - 1912.00211 Super-Nash performance in games
by Mehmet S. Ismail - 1912.00011 Heuristic Strategies in Uncertain Approval Voting Environments
by Jaelle Scheuerman & Jason L. Harman & Nicholas Mattei & K. Brent Venable - 1911.13300 Refinements of Barndorff-Nielsen and Shephard model: an analysis of crude oil price with machine learning
by Indranil SenGupta & William Nganje & Erik Hanson - 1911.13288 Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019
by Omer Berat Sezer & Mehmet Ugur Gudelek & Ahmet Murat Ozbayoglu - 1911.13123 The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model
by Jaehyuk Choi & Lixin Wu - 1911.13063 Semiparametric Quantile Models for Ascending Auctions with Asymmetric Bidders
by Jayeeta Bhattacharya & Nathalie Gimenes & Emmanuel Guerre - 1911.13025 Dynamic Optimal Choice When Rewards are Unbounded Below
by Qingyin Ma & John Stachurski - 1911.12969 The Microstructure of Stochastic Volatility Models with Self-Exciting Jump Dynamics
by Ulrich Horst & Wei Xu - 1911.12944 Pricing and hedging short-maturity Asian options in local volatility models
by Jaehyun Kim & Hyungbin Park & Jonghwa Park - 1911.12816 On the Importance of Opponent Modeling in Auction Markets
by Mahmoud Mahfouz & Angelos Filos & Cyrine Chtourou & Joshua Lockhart & Samuel Assefa & Manuela Veloso & Danilo Mandic & Tucker Balch - 1911.12779 Inference under random limit bootstrap measures
by Giuseppe Cavaliere & Iliyan Georgiev - 1911.12623 A Principal-Agent approach to Capacity Remuneration Mechanisms
by Cl'emence Alasseur & Heythem Farhat & Marcelo Saguan - 1911.12596 An Integrated Early Warning System for Stock Market Turbulence
by Peiwan Wang & Lu Zong & Ye Ma - 1911.12582 Reaction Asymmetries to Social Responsibility Index Recomposition: A Matching Portfolio Approach
by Wanling Rudkin & Charlie X Cai - 1911.12540 U-CNNpred: A Universal CNN-based Predictor for Stock Markets
by Ehsan Hoseinzade & Saman Haratizadeh & Arash Khoeini - 1911.12490 A Contribution to Theory of Factor Income Distribution, Cambridge Capital Controversy and Equity Premium Puzzle
by Xiaofeng Liu - 1911.12469 Reduction of Qubits in Quantum Algorithm for Monte Carlo Simulation by Pseudo-random Number Generator
by Koichi Miyamoto & Kenji Shiohara - 1911.12231 Introduction to Solving Quant Finance Problems with Time-Stepped FBSDE and Deep Learning
by Bernhard Hientzsch - 1911.11971 With or without replacement? Sampling uncertainty in Shepp's urn scheme
by Kristoffer Glover - 1911.11880 A General Framework on Enhancing Portfolio Management with Reinforcement Learning
by Yinheng Li & Junhao Wang & Yijie Cao - 1911.11819 Cryptocurrency Price Prediction and Trading Strategies Using Support Vector Machines
by David Zhao & Alessandro Rinaldo & Christopher Brookins - 1911.11747 Proportionality and the Limits of Welfarism
by Dominik Peters & Piotr Skowron - 1911.11569 Direct and indirect transactions and requirements
by Husna Betul Coskun & Huseyin Coskun - 1911.11501 Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations
by Masaaki Fujii - 1911.11475 Closed Quantum Black-Scholes: Quantum Drift and the Heisenberg Equation of Motion
by Will Hicks - 1911.11362 Neural network for pricing and universal static hedging of contingent claims
by Vikranth Lokeshwar & Vikram Bhardawaj & Shashi Jain - 1911.11226 A new set of cluster driven composite development indicators
by Anshul Verma & Orazio Angelini & Tiziana Di Matteo - 1911.11205 Income growth with high inequality implies loss of well-being: A mathematical model
by Fernando C'ordova-Lepe - 1911.10972 On unbiased simulations of stochastic bridges conditioned on extrema
by Andrew Schaug & Harish Chandra - 1911.10948 Denting the FRTB IMA computational challenge via Orthogonal Chebyshev Sliding Technique
by Mariano Zeron-Medina Laris & Ignacio Ruiz - 1911.10916 Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal models
by Alain Hecq & Elisa Voisin - 1911.10552 High-Dimensional Forecasting in the Presence of Unit Roots and Cointegration
by Stephan Smeekes & Etienne Wijler - 1911.10476 Topologically Mapping the Macroeconomy
by Pawel Dlotko & Simon Rudkin & Wanling Qiu - 1911.10450 A singular stochastic control approach for optimal pairs trading with proportional transaction costs
by Haipeng Xing - 1911.10297 Financial ratios and stock returns reappraised through a topological data analysis lens
by Pawel Dlotko & Wanling Qiu & Simon Rudkin - 1911.10254 Omega and Sharpe ratio
by Eric Benhamou & Beatrice Guez & Nicolas Paris1 - 1911.10215 Uniform inference for value functions
by Sergio Firpo & Antonio F. Galvao & Thomas Parker - 1911.10149 Asset Price Bubbles in market models with proportional transaction costs
by Francesca Biagini & Thomas Reitsam - 1911.10116 Aggregative Efficiency of Bayesian Learning in Networks
by Krishna Dasaratha & Kevin He - 1911.10107 Deep Reinforcement Learning for Trading
by Zihao Zhang & Stefan Zohren & Stephen Roberts - 1911.10106 Speculative Trading, Prospect Theory and Transaction Costs
by Alex S. L. Tse & Harry Zheng - 1911.10104 Towards Quantification of Explainability in Explainable Artificial Intelligence Methods
by Sheikh Rabiul Islam & William Eberle & Sheikh K. Ghafoor - 1911.10047 Collectivised Pension Investment with Homogeneous Epstein-Zin Preferences
by John Armstrong & Cristin Buescu - 1911.10009 Guarantees in Fair Division: general or monotone preferences
by Anna bogomolnaia & Herve Moulin - 1911.09985 Estimation of the Parameters of Symmetric Stable ARMA and ARMA-GARCH Models
by Aastha M. Sathe & N. S. Upadhye - 1911.09858 Investigating bankruptcy prediction models in the presence of extreme class imbalance and multiple stages of economy
by Sheikh Rabiul Islam & William Eberle & Sheikh K. Ghafoor & Sid C. Bundy & Douglas A. Talbert & Ambareen Siraj - 1911.09813 Facility Location Problem with Capacity Constraints: Algorithmic and Mechanism Design Perspectives
by Haris Aziz & Hau Chan & Barton E. Lee & Bo Li & Toby Walsh - 1911.09681 The artefact of the Natural Resources Curse
by Matata Ponyo Mapon & Jean-Paul K. Tsasa - 1911.09511 A Practical Introduction to Regression Discontinuity Designs: Foundations
by Matias D. Cattaneo & Nicolas Idrobo & Rocio Titiunik - 1911.09441 Some analytically solvable problems of the mean-field games theory
by Sergey I. Nikulin & Olga S. Rozanova - 1911.09359 Multi-Scale RCNN Model for Financial Time-series Classification
by Liu Guang & Wang Xiaojie & Li Ruifan - 1911.09343 Hybrid quantile estimation for asymmetric power GARCH models
by Guochang Wang & Ke Zhu & Guodong Li & Wai Keung Li - 1911.09256 Information Disclosure and Promotion Policy Design for Platforms
by Yonatan Gur & Gregory Macnamara & Ilan Morgenstern & Daniela Saban - 1911.09248 Regression Discontinuity Design under Self-selection
by Sida Peng & Yang Ning - 1911.09209 Bounded Temporal Fairness for FIFO Financial Markets
by Vasilios Mavroudis - 1911.09173 Manipulable outcomes within the class of scoring voting rules
by Mostapha Diss & Boris Tsvelikhovskiy - 1911.09151 A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior
by Sebastian Ankargren & M{aa}ns Unosson & Yukai Yang - 1911.09128 A Scrambled Method of Moments
by Jean-Jacques Forneron - 1911.08944 Competition of noise and collectivity in global cryptocurrency trading: route to a self-contained market
by Stanis{l}aw Dro.zd.z & Ludovico Minati & Pawe{l} O'swik{e}cimka & Marek Stanuszek & Marcin Wk{a}torek - 1911.08830 Statistical Inference on Partially Linear Panel Model under Unobserved Linearity
by Ruiqi Liu & Ben Boukai & Zuofeng Shang - 1911.08809 Strategy-Proof and Non-Wasteful Multi-Unit Auction via Social Network
by Takehiro Kawasaki & Nathanael Barrot & Seiji Takanashi & Taiki Todo & Makoto Yokoo - 1911.08662 Equivariant online predictions of non-stationary time series
by K=osaku Takanashi & Kenichiro McAlinn - 1911.08647 Deep Reinforcement Learning in Cryptocurrency Market Making
by Jonathan Sadighian - 1911.08637 Robust Inference on Infinite and Growing Dimensional Time Series Regression
by Abhimanyu Gupta & Myung Hwan Seo - 1911.08521 Synthetic Controls with Imperfect Pre-Treatment Fit
by Bruno Ferman & Cristine Pinto - 1911.08448 Artificial intelligence approach to momentum risk-taking
by Ivan Cherednik - 1911.08412 Infinitesimal generators for two-dimensional L\'evy process-driven hypothesis testing
by Michael Roberts & Indranil SenGupta - 1911.08260 Bidding in Smart Grid PDAs: Theory, Analysis and Strategy (Extended Version)
by Susobhan Ghosh & Sujit Gujar & Praveen Paruchuri & Easwar Subramanian & Sanjay P. Bhat - 1911.08247 A Multicriteria Macroeconomic Model with Intertemporal Equity and Spatial Spillovers
by Herb Kunze & Davide La Torre & Simone Marsiglio - 1911.08129 Communication, Distortion, and Randomness in Metric Voting
by David Kempe - 1911.08094 Strongly Budget Balanced Auctions for Multi-Sided Markets
by Rica Gonen & Erel Segal-Halevi - 1911.07914 On the Price of Satisficing in Network User Equilibria
by Mahdi Takalloo & Changhyun Kwon - 1911.07773 Optimal Search and Discovery
by Rafael P. Greminger - 1911.07719 The Laplace transform of the integrated Volterra Wishart process
by Eduardo Abi Jaber - 1911.07526 Bayesian Filtering for Multi-period Mean-Variance Portfolio Selection
by Shubhangi Sikaria & Rituparna Sen & Neelesh S. Upadhye - 1911.07313 Mathematical Modeling of Systemic Risk in Financial Networks: Managing Default Contagion and Fire Sales
by Daniel Ritter - 1911.07288 Application of Principal Component Analysis in Chinese Sovereign Bond Market and Principal Component-Based Fixed Income Immunization
by Lim Tze Yee & Tony She & Kezia Irene - 1911.07162 An Analysis Framework for Metric Voting based on LP Duality
by David Kempe - 1911.07106 Inference in Models of Discrete Choice with Social Interactions Using Network Data
by Michael P. Leung - 1911.07103 Distributionally Robust Optimal Auction Design under Mean Constraints
by Ethan Che - 1911.07085 Causal Inference Under Approximate Neighborhood Interference
by Michael P. Leung - 1911.06893 Imitation in the Imitation Game
by Ravi Kashyap - 1911.06872 Innovation and Strategic Network Formation
by Krishna Dasaratha - 1911.06857 Semiparametric Estimation of Correlated Random Coefficient Models without Instrumental Variables
by Samuele Centorrino & Aman Ullah & Jing Xue - 1911.06716 A Generalized Markov Chain Model to Capture Dynamic Preferences and Choice Overload
by Kumar Goutam & Vineet Goyal & Agathe Soret - 1911.06698 Cyber bonds and their pricing models
by Oleg Kolesnikov & Alexander Markov & Daulet Smagulov & Sergejs Solovjovs - 1911.06552 An approximate solution for the power utility optimization under predictable returns
by Dmytro Ivasiuk - 1911.06442 Weak Monotone Comparative Statics
by Yeon-Koo Che & Jinwoo Kim & Fuhito Kojima - 1911.06400 Tracking the circulation routes of fresh coins in Bitcoin: A way of identifying coin miners with transaction network structural properties
by Zeng-Xian Lin & Xiao Fan Liu - 1911.06206 Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy
by Niko Hauzenberger & Michael Pfarrhofer - 1911.06193 Predicting Indian stock market using the psycho-linguistic features of financial news
by B. Shravan Kumar & Vadlamani Ravi & Rishabh Miglani - 1911.06159 Nonlinear reserving and multiple contract modifications in life insurance
by Marcus C. Christiansen & Boualem Djehiche - 1911.06126 Unveil stock correlation via a new tensor-based decomposition method
by Giuseppe Brandi & Ruggero Gramatica & Tiziana Di Matteo - 1911.06123 Assessing Guaranteed Minimum Income Benefits and Rationality of Exercising Reset Options in Variable
by Riley Jones & Adriana Ocejo - 1911.05952 Change-point Analysis in Financial Networks
by Sayantan Banerjee & Kousik Guhathakurta - 1911.05892 Reinforcement Learning for Market Making in a Multi-agent Dealer Market
by Sumitra Ganesh & Nelson Vadori & Mengda Xu & Hua Zheng & Prashant Reddy & Manuela Veloso - 1911.05814 Econophysics deserves a revamping
by Paolo Magrassi - 1911.05620 Neural networks for option pricing and hedging: a literature review
by Johannes Ruf & Weiguan Wang - 1911.05523 Bounds on Multi-asset Derivatives via Neural Networks
by Luca De Gennaro Aquino & Carole Bernard - 1911.05462 Quantization-based Bermudan option pricing in the $FX$ world
by Jean-Michel Fayolle & Vincent Lemaire & Thibaut Montes & Gilles Pag`es - 1911.05363 How do scientific disciplines evolve in applied sciences? The properties of scientific fission and ambidextrous scientific drivers
by Mario Coccia - 1911.05309 Adaptive Portfolio by Solving Multi-armed Bandit via Thompson Sampling
by Mengying Zhu & Xiaolin Zheng & Yan Wang & Yuyuan Li & Qianqiao Liang - 1911.05307 Randomization tests of copula symmetry
by Brendan K. Beare & Juwon Seo - 1911.05271 Beveridgean Unemployment Gap
by Pascal Michaillat & Emmanuel Saez - 1911.05193 Optical Proof of Work
by Michael Dubrovsky & Marshall Ball & Bogdan Penkovsky - 1911.05122 A two-player portfolio tracking game
by Moritz Vo{ss} - 1911.05116 An Unethical Optimization Principle
by Nicholas Beale & Heather Battey & Anthony C. Davison & Robert S. MacKay - 1911.05052 Index Tracking with Cardinality Constraints: A Stochastic Neural Networks Approach
by Yu Zheng & Bowei Chen & Timothy M. Hospedales & Yongxin Yang - 1911.05044 Combinatorial Models of Cross-Country Dual Meets: What is a Big Victory?
by Kurt S. Riedel - 1911.04865 Analytical solution of $k$th price auction
by Martin Mihelich & Yan Shu - 1911.04844 Dynamical approach to Zipf's law
by Giordano De Marzo & Andrea Gabrielli & Andrea Zaccaria & Luciano Pietronero - 1911.04729 A Simple Estimator for Quantile Panel Data Models Using Smoothed Quantile Regressions
by Liang Chen & Yulong Huo - 1911.04696 Extended MinP Tests for Global and Multiple testing
by Zeng-Hua Lu - 1911.04529 Identification in discrete choice models with imperfect information
by Cristina Gualdani & Shruti Sinha - 1911.04489 Making Good on LSTMs' Unfulfilled Promise
by Daniel Philps & Artur d'Avila Garcez & Tillman Weyde - 1911.04435 A many-to-many assignment game and stable outcome algorithm to evaluate collaborative Mobility-as-a-Service platforms
by Theodoros P. Pantelidis & Joseph Y. J. Chow & Saeid Rasulkhani - 1911.04348 Semi-discrete optimal transport
by Gershon Wolansky - 1911.04223 Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem
by Torben Koch & Tiziano Vargiolu - 1911.04199 Quantitative earnings enhancement from share buybacks
by Lawrence Middleton & James Dodd & Graham Baird - 1911.04090 A post hoc test on the Sharpe ratio
by Steven Pav - 1911.04059 Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943
by Kenichi Hirayama & Akihiko Noda - 1911.03771 An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation
by Yixiao Sun & Xuexin Wang - 1911.03764 Optimal Experimental Design for Staggered Rollouts
by Ruoxuan Xiong & Susan Athey & Mohsen Bayati & Guido Imbens - 1911.03629 Tit-for-Tat Dynamics and Market Volatility
by Simina Br^anzei - 1911.03467 Relation between Blomqvist's beta and other 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} - 1911.03380 An analysis of Uniswap markets
by Guillermo Angeris & Hsien-Tang Kao & Rei Chiang & Charlie Noyes & Tarun Chitra - 1911.03245 Dual Representation of Expectile based Expected Shortfall and Its Properties
by Samuel Drapeau & Mekonnen Tadese - 1911.03000 Dynamic Influence on Replicator Evolution for the Propagation of Competing Technologies
by Elijah D. Bolluyt & Cristina Comaniciu - 1911.02918 Behavioral Equivalence of Extensive Game Structures
by Pierpaolo Battigalli & Paolo Leonetti & Fabio Maccheroni - 1911.02906 Multiple yield curve modelling with CBI processes
by Claudio Fontana & Alessandro Gnoatto & Guillaume Szulda - 1911.02688 Group Average Treatment Effects for Observational Studies
by Daniel Jacob - 1911.02678 Relative Maximum Likelihood Updating of Ambiguous Beliefs
by Xiaoyu Cheng - 1911.02614 Infinite dimensional polynomial processes
by Christa Cuchiero & Sara Svaluto-Ferro - 1911.02502 Deep Learning for Stock Selection Based on High Frequency Price-Volume Data
by Junming Yang & Yaoqi Li & Xuanyu Chen & Jiahang Cao & Kangkang Jiang - 1911.02449 Scaling in Income Inequalities and its Dynamical Origin
by Zoltan Neda & Istvan Gere & Tamas S. Biro & Geza Toth & Noemi Derzsy - 1911.02361 Modelling bid-ask spread conditional distributions using hierarchical correlation reconstruction
by Jaros{l}aw Duda & Robert Syrek & Henryk Gurgul - 1911.02296 Collectivised Pension Investment with Exponential Kihlstrom--Mirman Preferences
by John Armstrong & Cristin Buescu - 1911.02261 Acceptability Indices of Performance for Bounded C\`adl\`ag Processes
by Christos E. Kountzakis & Damiano Rossello - 1911.02205 The Fourier Transform Method for Volatility Functional Inference by Asynchronous Observations
by Richard Y. Chen - 1911.02194 A Rational Finance Explanation of the Stock Predictability Puzzle
by Abootaleb Shirvani & Svetlozar T. Rachev & Frank J. Fabozzi - 1911.02173 Quantile Factor Models
by Liang Chen & Juan Jose Dolado & Jesus Gonzalo - 1911.02067 Robo-advising: Learning Investors' Risk Preferences via Portfolio Choices
by Humoud Alsabah & Agostino Capponi & Octavio Ruiz Lacedelli & Matt Stern - 1911.01826 A Regulated Market Under Sanctions: On Tail Dependence Between Oil, Gold, and Tehran Stock Exchange Index
by Abootaleb Shirvani & Dimitri Volchenkov - 1911.01824 Nonparametric Quantile Regressions for Panel Data Models with Large T
by Liang Chen - 1911.01700 Deep Hedging: Learning to Simulate Equity Option Markets
by Magnus Wiese & Lianjun Bai & Ben Wood & Hans Buehler - 1911.01568 Engel's law in the commodity composition of exports
by Sung-Gook Choi & Deok-Sun Lee - 1911.01391 Personalized Robo-Advising: Enhancing Investment through Client Interaction
by Agostino Capponi & Sveinn Olafsson & Thaleia Zariphopoulou - 1911.01330 Bitcoin Coin Selection with Leverage
by Daniel J. Diroff - 1911.01272 iCurrency?
by Zura Kakushadze & Willie Yu - 1911.01251 Cheating with (Recursive) Models
by Kfir Eliaz & Ran Spiegler & Yair Weiss - 1911.01203 ElecSim: Monte-Carlo Open-Source Agent-Based Model to Inform Policy for Long-Term Electricity Planning
by Alexander J. M. Kell & Matthew Forshaw & A. Stephen McGough - 1911.01073 The survival of start-ups in time of crisis. A machine learning approach to measure innovation
by Marco Guerzoni & Consuelo R. Nava & Massimiliano Nuccio - 1911.00992 The Transport-based Mesh-free Method (TMM) and its applications in finance: a review
by Philippe G. LeFloch & Jean-Marc Mercier - 1911.00946 Decision Making under Uncertainty: An Experimental Study in Market Settings
by Federico Echenique & Taisuke Imai & Kota Saito - 1911.00919 The Reactive Beta Model
by Sebastien Valeyre & Denis S. Grebenkov & Sofiane Aboura - 1911.00877 Calibration of Local-Stochastic and Path-Dependent Volatility Models to Vanilla and No-Touch Options
by Alan Bain & Matthieu Mariapragassam & Christoph Reisinger - 1911.00872 Aggregation for potentially infinite populations without continuity or completeness
by David McCarthy & Kalle Mikkola & Teruji Thomas - 1911.00715 Do Chinese Internet Users Exist Heterogeneity in Search Behavior?
by Ren-jie Han & Shi-yuan Liu & Qian Li - 1911.00688 Model Specification Test with Unlabeled Data: Approach from Covariate Shift
by Masahiro Kato & Hikaru Kawarazaki - 1911.00667 A two-dimensional propensity score matching method for longitudinal quasi-experimental studies: A focus on travel behavior and the built environment
by Haotian Zhong & Wei Li & Marlon G. Boarnet - 1911.00512 Modeling National Latent Socioeconomic Health and Examination of Policy Effects via Causal Inference
by F. Swen Kuh & Grace S. Chiu & Anton H. Westveld - 1911.00467 Explaining black box decisions by Shapley cohort refinement
by Masayoshi Mase & Art B. Owen & Benjamin Seiler - 1911.00386 Risk Neutral Valuation of Inflation-Linked Interest Rate Derivatives
by Flavia Antonacci & Cristina Costantini & Fernanda D'Ippoliti & Marco Papi - 1911.00370 Time discounting under uncertainty
by Lorenzo Bastianello & Jos'e Heleno Faro - 1911.00281 Asset Prices with Investor Protection and Past Information
by Jia Yue & Ben-Zhang Yang & Ming-Hui Wang & Nan-Jing Huang - 1911.00272 Dominantly Truthful Multi-task Peer Prediction with a Constant Number of Tasks
by Yuqing Kong - 1911.00166 Regularized Quantile Regression with Interactive Fixed Effects
by Junlong Feng - 1911.00033 Integration into \'economie-monde and regionalisation of the Central Eastern European space since 1989
by Natalia Zdanowska - 1910.14658 Spatial polarisation within foreign trade and transnational firms' networks. The Case of Central and Eastern Europe
by Natalia Zdanowska