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Content
2019
- 1903.06033 Altcoin-Bitcoin Arbitrage
by Zura Kakushadze & Willie Yu
- 1903.05990 Modern tontine with bequest: innovation in pooled annuity products
by Thomas Bernhardt & Catherine Donnelly
- 1903.05781 A micro-simulation model of irrigation farms in the southern Murray-Darling Basin
by Huong Dinh & Manannan Donoghoe & Neal Hughes & Tim Goesch
- 1903.05753 Derivative of a Conic Problem with a Unique Solution
by Enzo Busseti
- 1903.05747 The fractional and mixed-fractional CEV model
by Axel A. Araneda
- 1903.05403 A statistical analysis of time trends in atmospheric ethane
by Marina Friedrich & Eric Beutner & Hanno Reuvers & Stephan Smeekes & Jean-Pierre Urbain & Whitney Bader & Bruno Franco & Bernard Lejeune & Emmanuel Mahieu
- 1903.05322 Stylized facts of the Indian Stock Market
by Rituparna Sen & Manavthi S
- 1903.05189 Variational inequality for perpetual American option price and convergence to the solution of the difference equation
by Hyong-chol O & Song-San Jo
- 1903.05020 Science Quality and the Value of Inventions
by Felix Poege & Dietmar Harhoff & Fabian Gaessler & Stefano Baruffaldi
- 1903.04954 Frictional Unemployment on Labor Flow Networks
by Robert L. Axtell & Omar A. Guerrero & Eduardo L'opez
- 1903.04901 Nonlinear expectations of random sets
by Ilya Molchanov & Anja Muhlemann
- 1903.04841 Financial Applications of Gaussian Processes and Bayesian Optimization
by Joan Gonzalvez & Edmond Lezmi & Thierry Roncalli & Jiali Xu
- 1903.04305 A fractional-order difference Cournot duopoly game with long memory
by Baogui Xin & Wei Peng & Yekyung Kwon
- 1903.04257 Optimal Entry and Consumption under Habit Formation
by Yue Yang & Xiang Yu
- 1903.04211 Affine term structure models : a time-changed approach with perfect fit to market curves
by Cheikh Mbaye & Fr'ed'eric Vrins
- 1903.04209 From interpretability to inference: an estimation framework for universal approximators
by Andreas Joseph
- 1903.04106 Pricing Formulae of Power Binary and Normal Distribution Standard Options and Applications
by Hyong-Chol O & Dae-Sung Choe
- 1903.04060 Stackelberg Independence
by Toomas Hinnosaar
- 1903.04035 Retailer response to wholesale stockouts
by George Liberopoulos & Isidoros Tsikis
- 1903.03987 Price competition with uncertain quality and cost
by Sander Heinsalu
- 1903.03969 Pro-Cyclicality of Traditional Risk Measurements: Quantifying and Highlighting Factors at its Source
by Marcel Brautigam & Michel Dacorogna & Marie Kratz
- 1903.03925 Heterogeneous Impact of the Minimum Wage: Implications for Changes in Between- and Within-group Inequality
by Tatsushi Oka & Ken Yamada
- 1903.03887 Fine Properties of the Optimal Skorokhod Embedding Problem
by Mathias Beiglbock & Marcel Nutz & Florian Stebegg
- 1903.03721 On occupation times in the red of L\'evy risk models
by David Landriault & Bin Li & Mohamed Amine Lkabous
- 1903.03407 Uncovering networks amongst stocks returns by studying nonlinear interactions in high frequency data of the Indian Stock Market using mutual information
by Charu Sharma & Amber Habib
- 1903.03304 Kernel Based Estimation of Spectral Risk Measures
by Suparna Biswas & Rituparna Sen
- 1903.03203 Economic resilience from input-output susceptibility improves predictions of economic growth and recovery
by Peter Klimek & Sebastian Poledna & Stefan Thurner
- 1903.03202 Nowcasting Recessions using the SVM Machine Learning Algorithm
by Alexander James & Yaser S. Abu-Mostafa & Xiao Qiao
- 1903.03201 Quantitative evaluation of consecutive resilience cycles in stock market performance: A systems-oriented approach
by Junqing Tang & Hans R. Heinimann
- 1903.02934 Entrepreneurship, Institutions, and Economic Growth: Does the Level of Development Matter?
by Christopher J. Boudreaux
- 1903.02924 The Interdependence of Hierarchical Institutions: Federal Regulation, Job Creation, and the Moderating Effect of State Economic Freedom
by David S. Lucas & Christopher J. Boudreaux
- 1903.02833 Asymptotics for volatility derivatives in multi-factor rough volatility models
by Chloe Lacombe & Aitor Muguruza & Henry Stone
- 1903.02390 A Varying Coefficient Model for Assessing the Returns to Growth to Account for Poverty and Inequality
by Max Kohler & Stefan Sperlich & Jisu Yoon
- 1903.02383 Strict Local Martingales and the Khasminskii test for Explosions
by Philip Protter & Aditi Dandapani
- 1903.02357 The Africa-Dummy: Gone with the Millennium?
by Max Kohler & Stefan Sperlich
- 1903.02273 Mean Field Equilibrium: Uniqueness, Existence, and Comparative Statics
by Bar Light & Gabriel Weintraub
- 1903.02228 Learning the dynamics of technical trading strategies
by Nicholas Murphy & Tim Gebbie
- 1903.02124 Experimenting in Equilibrium
by Stefan Wager & Kuang Xu
- 1903.02043 Optimal Climate Strategy with Mitigation, Carbon Removal, and Solar Geoengineering
by Mariia Belaia
- 1903.01954 Elusive Longer-Run Impacts of Head Start: Replications Within and Across Cohorts
by Remy J. -C. Pages & Dylan J. Lukes & Drew H. Bailey & Greg J. Duncan
- 1903.01861 Externalities in Knowledge Production: Evidence from a Randomized Field Experiment
by Marit Hinnosaar & Toomas Hinnosaar & Michael Kummer & Olga Slivko
- 1903.01820 Influence of petroleum and gas trade on EU economies from the reduced Google matrix analysis of UN COMTRADE data
by C'elestin Coquid'e & Leonardo Ermann & Jos'e Lages & D. L. Shepelyansky
- 1903.01744 Scaling Features of Price-Volume Cross-Correlation
by Jamshid Ardalankia & Mohammad Osoolian & Emmanuel Haven & G. Reza Jafari
- 1903.01690 ppmlhdfe: Fast Poisson Estimation with High-Dimensional Fixed Effects
by Sergio Correia & Paulo Guimar~aes & Thomas Zylkin
- 1903.01655 Cross-shareholding networks and stock price synchronicity: Evidence from China
by Fenghua Wen & Yujie Yuan & Wei-Xing Zhou
- 1903.01637 When do common time series estimands have nonparametric causal meaning?
by Ashesh Rambachan & Neil Shephard
- 1903.01633 Verifying the existence of maximum likelihood estimates for generalized linear models
by Sergio Correia & Paulo Guimar~aes & Thomas Zylkin
- 1903.01511 Finite Sample Inference for the Maximum Score Estimand
by Adam M. Rosen & Takuya Ura
- 1903.01082 Exact Solution for the Portfolio Diversification Problem Based on Maximizing the Risk Adjusted Return
by Abdulnasser Hatemi-J & Mohamed Ali Hajji & Youssef El-Khatib
- 1903.01059 Limit Theorems for Network Dependent Random Variables
by Denis Kojevnikov & Vadim Marmer & Kyungchul Song
- 1903.00955 Artificial Counselor System for Stock Investment
by Hadi NekoeiQachkanloo & Benyamin Ghojogh & Ali Saheb Pasand & Mark Crowley
- 1903.00954 Conditional Density Estimation with Neural Networks: Best Practices and Benchmarks
by Jonas Rothfuss & Fabio Ferreira & Simon Walther & Maxim Ulrich
- 1903.00952 Piketty's second fundamental law of capitalism as an emergent property in a kinetic wealth-exchange model of economic growth
by D. S. Quevedo & C. J. Quimbay
- 1903.00937 Pricing foreign exchange options under stochastic volatility and interest rates using an RBF--FD method
by Fazlollah Soleymani & Andrey Itkin
- 1903.00829 Cover's Rebalancing Option With Discrete Hindsight Optimization
by Alex Garivaltis
- 1903.00716 Model Selection in Utility-Maximizing Binary Prediction
by Jiun-Hua Su
- 1903.00690 Using Artificial Intelligence to Recapture Norms: Did #metoo change gender norms in Sweden?
by Sara Moricz
- 1903.00631 Optimal Investment-Consumption-Insurance with Durable and Perishable Consumption Goods in a Jump Diffusion Market
by Jin Sun & Ryle S. Perera & Pavel V. Shevchenko
- 1903.00617 Approximation Properties of Variational Bayes for Vector Autoregressions
by Reza Hajargasht
- 1903.00590 Non-Parametric Robust Model Risk Measurement with Path-Dependent Loss Functions
by Yu Feng
- 1903.00472 Cryptocurrency market structure: connecting emotions and economics
by Tomaso Aste
- 1903.00369 Gaussian Process Regression for Pricing Variable Annuities with Stochastic Volatility and Interest Rate
by Ludovic Gouden`ege & Andrea Molent & Antonino Zanette
- 1903.00313 Hierarchical financial structures with money cascade
by Mahendra K. Verma
- 1903.00261 Stealed-bid Auctions: Detecting Bid Leakage via Semi-Supervised Learning
by Dmitry I. Ivanov & Alexander S. Nesterov
- 1903.00129 Persuading part of an audience
by Bruno Salcedo
- 1903.00067 Implementing a financial derivative as smart contract
by Christian Fries & Peter Kohl-Landgraf & Bjorn Paffen & Stefanie Weddigen & Luca Del Re & Wilfried Schutte & David Bacher & Rebecca Declara & Daniel Eichsteller & Florian Weichand & Michael Streubel
- 1902.11228 A numerical scheme for the quantile hedging problem
by Cyril B'en'ezet & Jean-Franc{c}ois Chassagneux & Christoph Reisinger
- 1902.11181 Robust Nearly-Efficient Estimation of Large Panels with Factor Structures
by Marco Avarucci & Paolo Zaffaroni
- 1902.11017 Integrability and Identification in Multinomial Choice Models
by Debopam Bhattacharya
- 1902.11012 The Empirical Content of Binary Choice Models
by Debopam Bhattacharya
- 1902.10991 Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure
by Alain Hecq & Luca Margaritella & Stephan Smeekes
- 1902.10948 Global Stock Market Prediction Based on Stock Chart Images Using Deep Q-Network
by Jinho Lee & Raehyun Kim & Yookyung Koh & Jaewoo Kang
- 1902.10877 Financial series prediction using Attention LSTM
by Sangyeon Kim & Myungjoo Kang
- 1902.10849 A novel dynamic asset allocation system using Feature Saliency Hidden Markov models for smart beta investing
by Elizabeth Fons & Paula Dawson & Jeffrey Yau & Xiao-jun Zeng & John Keane
- 1902.10800 Three Different Ways Synchronization Can Cause Contagion in Financial Markets
by Naji Massad & J{o}rgen Vitting Andersen
- 1902.10790 On the monotonicity of the eigenvector method
by L'aszl'o Csat'o & D'ora Gr'eta Petr'oczy
- 1902.10743 From Glosten-Milgrom to the whole limit order book and applications to financial regulation
by Weibing Huang & Sergio Pulido & Mathieu Rosenbaum & Pamela Saliba & Emmanouil Sfendourakis
- 1902.10502 Quantum model for price forecasting in financial markets
by J. L. Subias
- 1902.10500 Q-Gaussian diffusion in stock markets
by Alonso-Marroquin Fernando & Arias-Calluari Karina & Harre Michael & Najafi Morteza N. & Herrmann Hans J
- 1902.10492 A convex duality approach for pricing contingent claims under partial information and short selling constraints
by Kristina Rognlien Dahl
- 1902.10405 Mean-field moral hazard for optimal energy demand response management
by Romuald Elie & Emma Hubert & Thibaut Mastrolia & Dylan Possamai
- 1902.10318 Estimation of Dynamic Panel Threshold Model using Stata
by Myung Hwan Seo & Sueyoul Kim & Young-Joo Kim
- 1902.10100 Penalized Sieve GEL for Weighted Average Derivatives of Nonparametric Quantile IV Regressions
by Xiaohong Chen & Demian Pouzo & James L. Powell
- 1902.10080 Meeting Global Cooling Demand with Photovoltaics during the 21st Century
by Hannu S. Laine & Jyri Salpakari & Erin E. Looney & Hele Savin & Ian Marius Peters & Tonio Buonassisi
- 1902.10044 Fair Estimation of Capital Risk Allocation
by Tomasz R. Bielecki & Igor Cialenco & Marcin Pitera & Thorsten Schmidt
- 1902.10021 Self-respecting worker in the precarious gig economy: A dynamic principal-agent model
by Zsolt Bihary & P'eter Cs'oka & P'eter Ker'enyi & Alexander Szimayer
- 1902.10015 The ineffectiveness of coherent risk measures
by John Armstrong & Damiano Brigo
- 1902.09999 Analytic solutions in a continuous-time financial market model
by Zsolt Bihary & Attila Andr'as V'ig
- 1902.09978 Semiparametric estimation of heterogeneous treatment effects under the nonignorable assignment condition
by Keisuke Takahata & Takahiro Hoshino
- 1902.09615 Binscatter Regressions
by Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng
- 1902.09608 On Binscatter
by Matias D. Cattaneo & Richard K. Crump & Max H. Farrell & Yingjie Feng
- 1902.09606 A Mean Field Game of Portfolio Trading and Its Consequences On Perceived Correlations
by Charles-Albert Lehalle & Charafeddine Mouzouni
- 1902.09425 Statistical mechanics and time-series analysis by L\'evy-parameters with the possibility of real-time application
by Alexander Jurisch
- 1902.09253 Market efficiency, liquidity, and multifractality of Bitcoin: A dynamic study
by Tetsuya Takaishi & Takanori Adachi
- 1902.09205 A changepoint approach for the identification of financial extreme regimes
by Chiara Lattanzi & Manuele Leonelli
- 1902.09204 Climate Change and Agriculture: Subsistence Farmers' Response to Extreme Heat
by Fernando M. Arag'on & Francisco Oteiza & Juan Pablo Rud
- 1902.09167 Diversity and its decomposition into variety, balance and disparity
by Alje van Dam
- 1902.08938 Working Paper: Improved Stock Price Forecasting Algorithm based on Feature-weighed Support Vector Regression by using Grey Correlation Degree
by Quanxi Wang
- 1902.08821 Closed-End Formula for options linked to Target Volatility Strategies
by Luca Di Persio & Luca Prezioso & Kai Wallbaum
- 1902.08735 Robust Principal Component Analysis with Non-Sparse Errors
by Jushan Bai & Junlong Feng
- 1902.08684 Discovering Language of the Stocks
by Marko Pov{z}enel & Dejan Lavbiv{c}
- 1902.08681 Influencing factors that determine the usage of the crowd-shipping services
by Tho V. Le & Satish V. Ukkusuri
- 1902.08502 Counterfactual Inference in Duration Models with Random Censoring
by Jiun-Hua Su
- 1902.08483 Controlling systemic risk - network structures that minimize it and node properties to calculate it
by Sebastian M. Krause & Hrvoje v{S}tefanv{c}i'c & Vinko Zlati'c & Guido Caldarelli
- 1902.08405 Revising SA-CCR
by Mourad Berrahoui & Othmane Islah & Chris Kenyon
- 1902.08350 Nonparametric Counterfactuals in Random Utility Models
by Yuichi Kitamura & Jorg Stoye
- 1902.07920 What is the central bank of Wikipedia?
by Denis Demidov & Klaus M. Frahm & Dima L. Shepelyansky
- 1902.07892 Deep Adaptive Input Normalization for Time Series Forecasting
by Nikolaos Passalis & Anastasios Tefas & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis
- 1902.07855 Stacking with Neural network for Cryptocurrency investment
by Avinash Barnwal & Hari Pad Bharti & Aasim Ali & Vishal Singh
- 1902.07696 Robust Ranking of Happiness Outcomes: A Median Regression Perspective
by Le-Yu Chen & Ekaterina Oparina & Nattavudh Powdthavee & Sorawoot Srisuma
- 1902.07481 Divestment may burst the carbon bubble if investors' beliefs tip to anticipating strong future climate policy
by Birte Ewers & Jonathan F. Donges & Jobst Heitzig & Sonja Peterson
- 1902.07449 Robust Asset Allocation for Robo-Advisors
by Thibault Bourgeron & Edmond Lezmi & Thierry Roncalli
- 1902.07447 Eliciting ambiguity with mixing bets
by Patrick Schmidt
- 1902.07355 Combining Outcome-Based and Preference-Based Matching: A Constrained Priority Mechanism
by Avidit Acharya & Kirk Bansak & Jens Hainmueller
- 1902.07343 Estimation and Inference for Synthetic Control Methods with Spillover Effects
by Jianfei Cao & Connor Dowd
- 1902.07260 The preference lattice
by Gregorio Curello & Ludvig Sinander
- 1902.07133 Estimating Network Effects Using Naturally Occurring Peer Notification Queue Counterfactuals
by Craig Tutterow & Guillaume Saint-Jacques
- 1902.06941 Risk Management with Tail Quasi-Linear Means
by Nicole Bauerle & Tomer Shushi
- 1902.06883 Multiscale Asymptotic Analysis for Portfolio Optimization under Stochastic Environment
by Jean-Pierre Fouque & Ruimeng Hu
- 1902.06629 Discrete Choice under Risk with Limited Consideration
by Levon Barseghyan & Francesca Molinari & Matthew Thirkettle
- 1902.06623 Model risk in mean-variance portfolio selection: an analytic solution to the worst-case approach
by Roberto Baviera & Giulia Bianchi
- 1902.06552 Existence of solutions to principal-agent problems with adverse selection under minimal assumptions
by Guillaume Carlier & Kelvin Shuangjian Zhang
- 1902.06549 Market fragmentation and market consolidation: Multiple steady states in systems of adaptive traders choosing where to trade
by Aleksandra Alori'c & Peter Sollich
- 1902.06505 Options on CPPI with guaranteed minimum equity exposure
by L. Di Persio & I. Oliva. K. Wallbaum
- 1902.06483 Correlation Patterns in Foreign Exchange Markets
by Lasko Basnarkov & Viktor Stojkoski & Zoran Utkovski & Ljupco Kocarev
- 1902.06294 Optimal dividends and capital injection under dividend restrictions
by Kristoffer Lindensjo & Filip Lindskog
- 1902.06286 Semiparametric correction for endogenous truncation bias with Vox Populi based participation decision
by Nir Billfeld & Moshe Kim
- 1902.06175 Optimal Stopping and Utility in a Simple Model of Unemployment Insurance
by Jason S. Anquandah & Leonid V. Bogachev
- 1902.06143 Weak Identification and Estimation of Social Interaction Models
by Guy Tchuente
- 1902.06053 Non-Stationary Dividend-Price Ratios
by Vassilis Polimenis & Ioannis Neokosmidis
- 1902.05938 A Comparison of Economic Agent-Based Model Calibration Methods
by Donovan Platt
- 1902.05810 Supervised Deep Neural Networks (DNNs) for Pricing/Calibration of Vanilla/Exotic Options Under Various Different Processes
by Ali Hirsa & Tugce Karatas & Amir Oskoui
- 1902.05710 Constrained Risk Budgeting Portfolios: Theory, Algorithms, Applications & Puzzles
by Jean-Charles Richard & Thierry Roncalli
- 1902.05622 The Shapley Taylor Interaction Index
by Kedar Dhamdhere & Ashish Agarwal & Mukund Sundararajan
- 1902.05610 Partial Identification in Matching Models for the Marriage Market
by Cristina Gualdani & Shruti Sinha
- 1902.05418 Market Impact: A Systematic Study of the High Frequency Options Market
by Emilio Said & Ahmed Bel Hadj Ayed & Damien Thillou & Jean-Jacques Rabeyrin & Fr'ed'eric Abergel
- 1902.05287 Risk management with machine-learning-based algorithms
by Simon F'ecamp & Joseph Mikael & Xavier Warin
- 1902.04954 Risk Prediction of Peer-to-Peer Lending Market by a LSTM Model with Macroeconomic Factor
by Yan Wang & Xuelei Sherry Ni
- 1902.04940 The fair reward problem: the illusion of success and how to solve it
by Didier Sornette & Spencer Wheatley & Peter Cauwels
- 1902.04691 Scaling of inefficiencies in the U.S. equity markets: Evidence from three market indices and more than 2900 securities
by John H. Ring IV & Colin M. Van Oort & David R. Dewhurst & Tyler J. Gray & Christopher M. Danforth & Brian F. Tivnan
- 1902.04690 Fragmentation and inefficiencies in US equity markets: Evidence from the Dow 30
by Brian F. Tivnan & David Rushing Dewhurst & Colin M. Van Oort & John H. Ring IV & Tyler J. Gray & Brendan F. Tivnan & Matthew T. K. Koehler & Matthew T. McMahon & David Slater & Jason Veneman & Christopher M. Danforth
- 1902.04613 Global labor flow network reveals the hierarchical organization and dynamics of geo-industrial clusters in the world economy
by Jaehyuk Park & Ian Wood & Elise Jing & Azadeh Nematzadeh & Souvik Ghosh & Michael Conover & Yong-Yeol Ahn
- 1902.04517 Wikipedia and Digital Currencies: Interplay Between Collective Attention and Market Performance
by Abeer ElBahrawy & Laura Alessandretti & Andrea Baronchelli
- 1902.04489 Evaluating Range Value at Risk Forecasts
by Tobias Fissler & Johanna F. Ziegel
- 1902.04456 Building arbitrage-free implied volatility: Sinkhorn's algorithm and variants
by Hadrien De March & Pierre Henry-Labordere
- 1902.04437 Direct determination approach for the multifractal detrending moving average analysis
by Hai-Chuan Xu & Gao-Feng Gu & Wei-Xing Zhou
- 1902.04367 Low-rank tensor approximation for Chebyshev interpolation in parametric option pricing
by Kathrin Glau & Daniel Kressner & Francesco Statti
- 1902.03982 Unified Bayesian Conditional Autoregressive Risk Measures using the Skew Exponential Power Distribution
by Marco Bottone & Mauro Bernardi & Lea Petrella
- 1902.03797 Phase transition in the Bayesian estimation of the default portfolio
by Masato Hisakado & Shintaro Mori
- 1902.03714 Hawkes processes for credit indices time series analysis: How random are trades arrival times?
by Achraf Bahamou & Maud Doumergue & Philippe Donnat
- 1902.03610 Physics and Derivatives: Effective-Potential Path-Integral Approximations of Arrow-Debreu Densities
by Luca Capriotti & Ruggero Vaia
- 1902.03457 Are trading invariants really invariant? Trading costs matter
by Fr'ed'eric Bucci & Fabrizio Lillo & Jean-Philippe Bouchaud & Michael Benzaquen
- 1902.03350 Bayesian Nonparametric Adaptive Spectral Density Estimation for Financial Time Series
by Nick James & Roman Marchant & Richard Gerlach & Sally Cripps
- 1902.03327 Censored Quantile Regression Forests
by Alexander Hanbo Li & Jelena Bradic
- 1902.03310 Preserve or retreat? Willingness-to-pay for Coastline Protection in New South Wales
by Ali Ardeshiri & Joffre Swait & Elizabeth C. Heagney & Mladen Kovac
- 1902.03125 High-performance stock index trading: making effective use of a deep LSTM neural network
by Chariton Chalvatzis & Dimitrios Hristu-Varsakelis
- 1902.03041 Modelling Extremal Dependence for Operational Risk by a Bipartite Graph
by Oliver Kley & Claudia Kluppelberg & Sandra Paterlini
- 1902.02935 Expressive mechanisms for equitable rent division on a budget
by Rodrigo A. Velez
- 1902.02920 Testing the Order of Multivariate Normal Mixture Models
by Hiroyuki Kasahara & Katsumi Shimotsu
- 1902.02869 Two-Step market clearing for local energy trading in feeder-based markets
by Mohsen Khorasany & Yateendra Mishra & Gerard Ledwich
- 1902.02854 Static and semi-static hedging as contrarian or conformist bets
by Svetlana Boyarchenko & Sergei Levendorskii
- 1902.02659 Implementation of a Port-graph Model for Finance
by Nneka Ene
- 1902.02628 Persuasion Meets Delegation
by Anton Kolotilin & Andriy Zapechelnyuk
- 1902.02480 Crowdfunding Public Projects: Collaborative Governance for Achieving Citizen Co-funding of Public Goods
by Sounman Hong & Jungmin Ryu
- 1902.02419 Seasonality Effects on Consumers Preferences Over Quality Attributes of Different Beef Products
by Ali Ardeshiri & Spring Sampson & Joffre Swait
- 1902.02418 Conservation or deterioration in heritage sites? Estimating willingness to pay for preservation
by Ali Ardeshiri & Roya Etminani Ghasrodashti & Taha Hossein Rashidi & Mahyar Ardeshiri & Ken Willis
- 1902.02040 Development of an agent-based speculation game for higher reproducibility of financial stylized facts
by Kei Katahira & Yu Chen & Gaku Hashimoto & Hiroshi Okuda
- 1902.01986 A lifestyle-based model of household neighbourhood location and individual travel mode choice behaviours
by Ali Ardeshiri & Akshay Vij
- 1902.01941 Market Manipulation of Bitcoin: Evidence from Mining the Mt. Gox Transaction Network
by Weili Chen & Jun Wu & Zibin Zheng & Chuan Chen & Yuren Zhou
- 1902.01808 A Bootstrap Test for the Existence of Moments for GARCH Processes
by Alexander Heinemann
- 1902.01802 How should you discount your backtest PnL?
by Adam Rej & Philip Seager & Jean-Philippe Bouchaud
- 1902.01673 On spatially irregular ordinary differential equations and a pathwise volatility modelling framework
by Ryan McCrickerd
- 1902.01622 A General Framework for Prediction in Time Series Models
by Eric Beutner & Alexander Heinemann & Stephan Smeekes
- 1902.01497 Asymptotic Theory for Clustered Samples
by Bruce E. Hansen & Seojeong Lee
- 1902.01471 Strong convergence rates for Markovian representations of fractional processes
by Philipp Harms
- 1902.01456 A Sieve-SMM Estimator for Dynamic Models
by Jean-Jacques Forneron
- 1902.01398 How on Earth: Flourishing in a Not-for-Profit World by 2050
by Jennifer Hinton & Donnie Maclurcan
- 1902.01265 Surprised by the Hot Hand Fallacy? A Truth in the Law of Small Numbers
by Joshua B. Miller & Adam Sanjurjo
- 1902.01157 Optimal market making under partial information with general intensities
by Diego Zabaljauregui & Luciano Campi
- 1902.01015 Factor Investing: A Bayesian Hierarchical Approach
by Guanhao Feng & Jingyu He
- 1902.00976 Bayesian Elicitation
by Mark Whitmeyer
- 1902.00924 Approximation of the first passage time distribution for the birth-death processes
by Aleksejus Kononovicius & Vygintas Gontis
- 1902.00786 The Applications of Graph Theory to Investing
by Joseph Attia
- 1902.00766 Multivariate risk measures in the non-convex setting
by Andreas Haier & Ilya Molchanov
- 1902.00706 Rate of Convergence of the Probability of Ruin in the Cram\'er-Lundberg Model to its Diffusion Approximation
by Asaf Cohen & Virginia R. Young
- 1902.00691 A copula based Markov Reward approach to the credit spread in European Union
by Guglielmo D'Amico & Filippo Petroni & Philippe Regnault & Stefania Scocchera & Loriano Storchi
- 1902.00678 Robust Productivity Analysis: An application to German FADN data
by Mathias Kloss & Thomas Kirschstein & Steffen Liebscher & Martin Petrick
- 1902.00432 How do governments determine policy priorities? Studying development strategies through spillover networks
by Omar A. Guerrero & Gonzalo Casta~neda & Florian Ch'avez-Ju'arez
- 1902.00430 Quantifying the Coherence of Development Policy Priorities
by Omar A. Guerrero & Gonzalo Casta~neda
- 1902.00429 The Importance of Social and Government Learning in Ex Ante Policy Evaluation
by Gonzalo Casta~eda & Omar A. Guerrero
- 1902.00428 Does Better Governance Guarantee Less Corruption? Evidence of Loss in Effectiveness of the Rule of Law
by Omar A. Guerrero & Gonzalo Casta~neda
- 1902.00382 Forecasting the Impact of Connected and Automated Vehicles on Energy Use A Microeconomic Study of Induced Travel and Energy Rebound
by Morteza Taiebat & Samuel Stolper & Ming Xu
- 1901.11493 Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model
by Kei Nakagawa & Tomoki Ito & Masaya Abe & Kiyoshi Izumi
- 1901.11491 Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage
by Darjus Hosszejni & Gregor Kastner
- 1901.11435 Modelling transfer profits as externalities in a cooperative game-theoretic model of natural gas networks
by D'avid Csercsik & Franz Hubert & Bal'azs R. Sziklai & L'aszl'o 'A. K'oczy
- 1901.11355 A dynamic factor model approach to incorporate Big Data in state space models for official statistics
by Caterina Schiavoni & Franz Palm & Stephan Smeekes & Jan van den Brakel
- 1901.11296 Taxation of a GMWB Variable Annuity in a Stochastic Interest Rate Model
by Andrea Molent
- 1901.11123 Quantitative Cost and Schedule Risk Analysis of Nuclear Waste Storage
by Alexander Budzier & Bent Flyvbjerg & Andi Garavaglia & Andreas Leed
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