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Content
2019
- 1905.01096 A Uniform Bound on the Operator Norm of Sub-Gaussian Random Matrices and Its Applications
by Grigory Franguridi & Hyungsik Roger Moon - 1905.01018 Fractal Time Series Analysis of Social Network Activities
by Lyudmyla Kirichenko & Vitalii Bulakh & Tamara Radivilova - 1905.00853 The Declining Price Anomaly is not Universal in Multi-Buyer Sequential Auctions (but almost is)
by Vishnu V. Narayan & Enguerrand Prebet & Adrian Vetta - 1905.00744 Sparsity Double Robust Inference of Average Treatment Effects
by Jelena Bradic & Stefan Wager & Yinchu Zhu - 1905.00728 Optimal execution with rough path signatures
by Jasdeep Kalsi & Terry Lyons & Imanol Perez Arribas - 1905.00711 Nonparametric pricing and hedging of exotic derivatives
by Terry Lyons & Sina Nejad & Imanol Perez Arribas - 1905.00556 Data Analytics in Operations Management: A Review
by Velibor V. Miv{s}i'c & Georgia Perakis - 1905.00545 Determining the number of factors in a forecast model by a random matrix test: cryptocurrencies
by Andr'es Garc'ia Medina & Graciela Gonz'alez-Far'ias - 1905.00486 Set-valued risk statistics with the time value of money
by Fei Sun & Xiaozhi Fan & Weitao Liu - 1905.00419 Variational Bayesian Inference for Mixed Logit Models with Unobserved Inter- and Intra-Individual Heterogeneity
by Rico Krueger & Prateek Bansal & Michel Bierlaire & Ricardo A. Daziano & Taha H. Rashidi - 1905.00364 Matching for the Israeli "Mechinot" Gap-Year Programs: Handling Rich Diversity Requirements
by Yannai A. Gonczarowski & Lior Kovalio & Noam Nisan & Assaf Romm - 1905.00355 Compactification of Extensive Game Structures and Backward Dominance Procedure
by Shuige Liu - 1905.00238 Fast Calculation of Credit Exposures for Barrier and Bermudan options using Chebyshev interpolation
by Kathrin Glau & Ricardo Pachon & Christian Potz - 1905.00175 Boosting: Why You Can Use the HP Filter
by Peter C. B. Phillips & Zhentao Shi - 1905.00107 Statistical Learning for Probability-Constrained Stochastic Optimal Control
by Alessandro Balata & Michael Ludkovski & Aditya Maheshwari & Jan Palczewski - 1904.13329 Supervised Machine Learning for Eliciting Individual Demand
by John A. Clithero & Jae Joon Lee & Joshua Tasoff - 1904.13276 Tax Mechanisms and Gradient Flows
by Stefan Steinerberger & Aleh Tsyvinski - 1904.13257 Risk measures and progressive enlargement of filtration: a BSDE approach
by Alessandro Calvia & Emanuela Rosazza Gianin - 1904.13194 A Factor-Augmented Markov Switching (FAMS) Model
by Gregor Zens & Maximilian Bock - 1904.13064 Bessel-like birth-death process
by Vygintas Gontis & Aleksejus Kononovicius - 1904.12992 Fast Mesh Refinement in Pseudospectral Optimal Control
by N. Koeppen & I. M. Ross & L. C. Wilcox & R. J. Proulx - 1904.12887 Curriculum Learning in Deep Neural Networks for Financial Forecasting
by Allison Koenecke & Amita Gajewar - 1904.12834 Incorporating prior financial domain knowledge into neural networks for implied volatility surface prediction
by Yu Zheng & Yongxin Yang & Bowei Chen - 1904.12775 Exact Testing of Many Moment Inequalities Against Multiple Violations
by Nick Koning & Paul Bekker - 1904.12614 Modelling election dynamics and the impact of disinformation
by Dorje C Brody - 1904.12526 Empirical facts characterizing banking crises: an analysis via binary time series
by Paolo Di Caro & Giuseppe Pernagallo & Antonino Damiano Rossello & Benedetto Torrisi - 1904.12442 Mean-variance portfolio selection under Volterra Heston model
by Bingyan Han & Hoi Ying Wong - 1904.12422 Efficiency in Truthful Auctions via a Social Network
by Seiji Takanashi & Takehiro Kawasaki & Taiki Todo & Makoto Yokoo - 1904.12397 Identification of Key Companies for International Profit Shifting in the Global Ownership Network
by Tembo Nakamoto & Abhijit Chakraborty & Yuichi Ikeda - 1904.12346 Rough volatility of Bitcoin
by Tetsuya Takaishi - 1904.12260 Pricing and hedging of VIX options for Barndorff-Nielsen and Shephard models
by Takuji Arai - 1904.12134 Regulating AI: do we need new tools?
by Otello Ardovino & Jacopo Arpetti & Marco Delmastro - 1904.12113 Tail models and the statistical limit of accuracy in risk assessment
by Ingo Hoffmann & Christoph J. Borner - 1904.12085 The Category of Node-and-Choice Forms, with Subcategories for Choice-Sequence Forms and Choice-Set Forms
by Peter A. Streufert - 1904.12051 A Multicriteria Decision Making Approach to Study the Barriers to the Adoption of Autonomous Vehicles
by Alok Raj & J Ajith Kumar & Prateek Bansal - 1904.11911 Optimally stopping at a given distance from the ultimate supremum of a spectrally negative L\'evy process
by M'onica B. Carvajal Pinto & Kees van Schaik - 1904.11604 A Game Theoretic Setting of Capitation Versus Fee-For-Service Payment Systems
by Allison Koenecke - 1904.11565 The Black-Scholes Equation in Presence of Arbitrage
by Simone Farinelli & Hideyuki Takada - 1904.11496 Multiple Benefits through Smart Home Energy Management Solutions -- A Simulation-Based Case Study of a Single-Family House in Algeria and Germany
by Marc Ringel & Roufaida Laidi & Djamel Djenouri - 1904.11392 Continuous-Time Mean-Variance Portfolio Selection: A Reinforcement Learning Framework
by Haoran Wang & Xun Yu Zhou - 1904.11377 Shared factory: a new production node for social manufacturing in the context of sharing economy
by Pingyu Jiang & Pulin Li - 1904.11376 Deep Generative Models for Reject Inference in Credit Scoring
by Rogelio A. Mancisidor & Michael Kampffmeyer & Kjersti Aas & Robert Jenssen - 1904.11252 Risk-neutral pricing for APT
by Laurence Carassus & Miklos Rasonyi - 1904.11156 Nonparametric Estimation and Inference in Economic and Psychological Experiments
by Raffaello Seri & Samuele Centorrino & Michele Bernasconi - 1904.11145 Forecasting in Big Data Environments: an Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet)
by Ali Habibnia & Esfandiar Maasoumi - 1904.11143 Identification of Regression Models with a Misclassified and Endogenous Binary Regressor
by Hiroyuki Kasahara & Katsumi Shimotsu - 1904.11060 Normal Approximation in Large Network Models
by Michael P. Leung & Hyungsik Roger Moon - 1904.11032 Regulator-based risk statistics with scenario analysis
by Xiaochuan Deng & Fei Sun - 1904.10744 Observing Actions in Bayesian Games
by Dominik Grafenhofer & Wolfgang Kuhle - 1904.10625 Optimization of the post-crisis recovery plans in scale-free networks
by Mohammad Bahrami & Narges Chinichian & Ali Hosseiny & Gholamreza Jafari & Marcel Ausloos - 1904.10554 Deep Q-Learning for Nash Equilibria: Nash-DQN
by Philippe Casgrain & Brian Ning & Sebastian Jaimungal - 1904.10523 A neural network-based framework for financial model calibration
by Shuaiqiang Liu & Anastasia Borovykh & Lech A. Grzelak & Cornelis W. Oosterlee - 1904.10250 Best Portfolio Management Strategies For Synthetic and Real Assets
by Jaros{l}aw Gruszka & Janusz Szwabi'nski - 1904.10229 Hedging longevity risk in defined contribution pension schemes
by Ankush Agarwal & Christian-Oliver Ewald & Yongjie Wang - 1904.10182 Copula estimation for nonsynchronous financial data
by Arnab Chakrabarti & Rituparna Sen - 1904.10063 Optimal valuation of American callable credit default swaps under drawdown of L\'evy insurance risk process
by Zbigniew Palmowski & Budhi Surya - 1904.09967 Investment in EV charging spots for parking
by Brendan Badia & Randall Berry & Ermin Wei - 1904.09888 Penney's Game Odds From No-Arbitrage
by Joshua B. Miller - 1904.09857 ICT Capital-Skill Complementarity and Wage Inequality: Evidence from OECD Countries
by Hiroya Taniguchi & Ken Yamada - 1904.09799 Prediction Law of Mixed Gaussian Volterra Processes
by Tommi Sottinen & Lauri Viitasaari - 1904.09586 Limits to green growth and the dynamics of innovation
by Salvador Pueyo - 1904.09456 Certainty Equivalent and Utility Indifference Pricing for Incomplete Preferences via Convex Vector Optimization
by Birgit Rudloff & Firdevs Ulus - 1904.09403 On the Evolution of Cryptocurrency Market Efficiency
by Akihiko Noda - 1904.09379 Horizon-unbiased Investment with Ambiguity
by Qian Lin & Xianming Sun & Chao Zhou - 1904.09372 Average Density Estimators: Efficiency and Bootstrap Consistency
by Matias D. Cattaneo & Michael Jansson - 1904.09240 ADOL - Markovian approximation of rough lognormal model
by Peter Carr & Andrey Itkin - 1904.09214 Inefficiency of the Brazilian Stock Market: the IBOVESPA Future Contracts
by Tarcisio M. Rocha Filho & Paulo M. M. Rocha - 1904.09165 Location-Sector Analysis of International Profit Shifting on a Multilayer Ownership-Tax Network
by Tembo Nakamoto & Odile Rouhban & Yuichi Ikeda - 1904.09088 Simulation-based Value-at-Risk for Nonlinear Portfolios
by Junyao Chen & Tony Sit & Hoi Ying Wong - 1904.08925 The impact of proportional transaction costs on systematically generated portfolios
by Johannes Ruf & Kangjianan Xie - 1904.08829 Regulator-based risk statistics for portfolios
by Xiaochuan Deng & Fei Sun - 1904.08780 No-arbitrage with multiple-priors in discrete time
by Romain Blanchard & Laurence Carassus - 1904.08580 Ridge regularization for Mean Squared Error Reduction in Regression with Weak Instruments
by Karthik Rajkumar - 1904.08551 Asymptotic Behavior of Bayesian Learners with Misspecified Models
by Ignacio Esponda & Demian Pouzo & Yuichi Yamamoto - 1904.08522 Sharp Bounds for the Marginal Treatment Effect with Sample Selection
by Vitor Possebom - 1904.08459 Stock Forecasting using M-Band Wavelet-Based SVR and RNN-LSTMs Models
by Hieu Quang Nguyen & Abdul Hasib Rahimyar & Xiaodi Wang - 1904.08332 A Generalized Continuous-Multinomial Response Model with a t-distributed Error Kernel
by Subodh Dubey & Prateek Bansal & Ricardo A. Daziano & Erick Guerra - 1904.08153 A Dynamic Bayesian Model for Interpretable Decompositions of Market Behaviour
by Th'eophile Griveau-Billion & Ben Calderhead - 1904.08136 A Pyramid Scheme Model Based on "Consumption Rebate" Frauds
by Yong Shi & Bo Li & Wen Long - 1904.08131 Averaging plus Learning Models and Their Asymptotics
by Ionel Popescu & Tushar Vaidya - 1904.08029 Optimal loss-carry-forward taxation for L\'{e}vy risk processes stopped at general draw-down time
by Wenyuan Wang & Zhimin Zhang - 1904.07987 Can Mobility-on-Demand services do better after discerning reliability preferences of riders?
by Prateek Bansal & Yang Liu & Ricardo Daziano & Samitha Samaranayake - 1904.07688 P\'olygamma Data Augmentation to address Non-conjugacy in the Bayesian Estimation of Mixed Multinomial Logit Models
by Prateek Bansal & Rico Krueger & Michel Bierlaire & Ricardo A. Daziano & Taha H. Rashidi - 1904.07660 Multiple-interaction kinetic modelling of a virtual-item gambling economy
by Giuseppe Toscani & Andrea Tosin & Mattia Zanella - 1904.07644 Consumer Privacy and Serial Monopoly
by V. Bhaskar & Nikita Roketskiy - 1904.07583 Clearing price distributions in call auctions
by M. Derksen & B. Kleijn & R. de Vilder - 1904.07456 Optimal mechanism for the sale of a durable good
by Laura Doval & Vasiliki Skreta - 1904.07444 Equilibria in a large production economy with an infinite dimensional commodity space and price dependent preferences
by Hyo Seok Jang & Sangjik Lee - 1904.07226 From multi-dimensional black scholes to Hamilton jacobi
by Muhammad Naqeeb & Amjad hussain - 1904.07111 On the construction of confidence intervals for ratios of expectations
by Alexis Derumigny & Lucas Girard & Yannick Guyonvarch - 1904.07103 Subgeometric ergodicity and $\beta$-mixing
by Mika Meitz & Pentti Saikkonen - 1904.07089 Subgeometrically ergodic autoregressions
by Mika Meitz & Pentti Saikkonen - 1904.06843 Estimation of Cross-Sectional Dependence in Large Panels
by Jiti Gao & Guangming Pan & Yanrong Yang & Bo Zhang - 1904.06824 Tail probabilities of random linear functions of regularly varying random vectors
by Bikramjit Das & Vicky Fasen-Hartmann & Claudia Kluppelberg - 1904.06757 Price Setting on a Network
by Toomas Hinnosaar - 1904.06742 Peer Effects in Random Consideration Sets
by Nail Kashaev & Natalia Lazzati - 1904.06722 Boomerang: Rebounding the Consequences of Reputation Feedback on Crowdsourcing Platforms
by Snehalkumar & S. Gaikwad & Durim Morina & Adam Ginzberg & Catherine Mullings & Shirish Goyal & Dilrukshi Gamage & Christopher Diemert & Mathias Burton & Sharon Zhou & Mark Whiting & Karolina Ziulkoski & Alipta Ballav & Aaron Gilbee & Senadhipathige S. Niranga & Vibhor Sehgal & Jasmine Lin & Leonardy Kristianto & Angela Richmond-Fuller & Jeff Regino & Nalin Chhibber & Dinesh Majeti & Sachin Sharma & Kamila Mananova & Dinesh Dhakal & William Dai & Victoria Purynova & Samarth Sandeep & Varshine Chandrakanthan & Tejas Sarma & Sekandar Matin & Ahmed Nasser & Rohit Nistala & Alexander Stolzoff & Kristy Milland & Vinayak Mathur & Rajan Vaish & Michael S. Bernstein - 1904.06695 Eliciting Preferences of Ridehailing Users and Drivers: Evidence from the United States
by Prateek Bansal & Akanksha Sinha & Rubal Dua & Ricardo Daziano - 1904.06640 Complex Network Construction of Internet Financial risk
by Runjie Xu & Chuanmin Mi & Rafal Mierzwiak & Runyu Meng - 1904.06628 Nash Bargaining Over Margin Loans to Kelly Gamblers
by Alex Garivaltis - 1904.06520 Costly Attention and Retirement
by Jamie Hentall-MacCuish - 1904.06337 Optimal Behaviour in Solar Renewable Energy Certificate (SREC) Markets
by Arvind Shrivats & Sebastian Jaimungal - 1904.06300 Journal ranking should depend on the level of aggregation
by L'aszl'o Csat'o - 1904.06298 Dynamic investment model of the life cycle of a company under the influence of factors in a competitive environment
by O. A. Malafeyev & I. I. Pavlov - 1904.06185 Distribution Regression in Duration Analysis: an Application to Unemployment Spells
by Miguel A. Delgado & Andr'es Garc'ia-Suaza & Pedro H. C. Sant'Anna - 1904.06007 A Weight-based Information Filtration Algorithm for Stock-Correlation Networks
by Seyed Soheil Hosseini & Nick Wormald & Tianhai Tian - 1904.05952 Identification of Noncausal Models by Quantile Autoregressions
by Alain Hecq & Li Sun - 1904.05931 A memory-based method to select the number of relevant components in Principal Component Analysis
by Anshul Verma & Pierpaolo Vivo & Tiziana Di Matteo - 1904.05921 Deep-learning based numerical BSDE method for barrier options
by Bing Yu & Xiaojing Xing & Agus Sudjianto - 1904.05656 Pricing under Fairness Concerns
by Erik Eyster & Kristof Madarasz & Pascal Michaillat - 1904.05554 Understanding consumer demand for new transport technologies and services, and implications for the future of mobility
by Akshay Vij - 1904.05481 Stochastic Comparative Statics in Markov Decision Processes
by Bar Light - 1904.05472 Theory of Cryptocurrency Interest Rates
by Dorje C. Brody & Lane P. Hughston & Bernhard K. Meister - 1904.05422 Optimal excess-of-loss reinsurance for stochastic factor risk models
by Matteo Brachetta & Claudia Ceci - 1904.05384 Feature Engineering for Mid-Price Prediction with Deep Learning
by Adamantios Ntakaris & Giorgio Mirone & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis - 1904.05317 On the Co-movement of Crude, Gold Prices and Stock Index in Indian Market
by Abhibasu Sen & Karabi Dutta Chaudhury - 1904.05315 Bitcoin Price Prediction: An ARIMA Approach
by Amin Azari - 1904.05312 Bayesian prediction of jumps in large panels of time series data
by Angelos Alexopoulos & Petros Dellaportas & Omiros Papaspiliopoulos - 1904.05232 Solving Dynamic Discrete Choice Models Using Smoothing and Sieve Methods
by Dennis Kristensen & Patrick K. Mogensen & Jong Myun Moon & Bertel Schjerning - 1904.05209 Local Polynomial Estimation of Time-Varying Parameters in Nonlinear Models
by Dennis Kristensen & Young Jun Lee - 1904.05028 A Normative Dual-value Theory for Bitcoin and other Cryptocurrencies
by Zhiyong Tu & Lan Ju - 1904.04973 Model-Free Reinforcement Learning for Financial Portfolios: A Brief Survey
by Yoshiharu Sato - 1904.04951 Robust Mathematical Formulation and Probabilistic Description of Agent-Based Computational Economic Market Models
by Maximilian Beikirch & Simon Cramer & Martin Frank & Philipp Otte & Emma Pabich & Torsten Trimborn - 1904.04912 Enhancing Time Series Momentum Strategies Using Deep Neural Networks
by Bryan Lim & Stefan Zohren & Stephen Roberts - 1904.04911 FDI, banking crisis and growth: direct and spill over effects
by Brahim Gaies & Khaled Guesmi & St'ephane Goutte - 1904.04644 Martingale optimal transport duality
by Patrick Cheridito & Matti Kiiski & David J. Promel & H. Mete Soner - 1904.04554 From (Martingale) Schrodinger bridges to a new class of Stochastic Volatility Models
by Pierre Henry-Labordere - 1904.04546 (Martingale) Optimal Transport And Anomaly Detection With Neural Networks: A Primal-dual Algorithm
by Pierre Henry-Labordere - 1904.04422 A long-term alternative formula for a stochastic stock price model
by Takuya Okabe & Jin Yoshimura - 1904.04225 A Forward Electricity Contract Price Projection: A Market Equilibrium Approach
by Mateus A. Cavaliere & Sergio Granville & Gerson C. Oliveira & Mario V. F. Pereira - 1904.04217 Fixed Effects Binary Choice Models: Estimation and Inference with Long Panels
by Daniel Czarnowske & Amrei Stammann - 1904.04192 The fragility of decentralised trustless socio-technical systems
by Manlio De Domenico & Andrea Baronchelli - 1904.04171 Stability of martingale optimal transport and weak optimal transport
by Julio Backhoff-Veraguas & Gudmund Pammer - 1904.03726 A Theory of Information overload applied to perfectly efficient financial markets
by Giuseppe Pernagallo & Benedetto Torrisi - 1904.03647 Bayesian Estimation of Mixed Multinomial Logit Models: Advances and Simulation-Based Evaluations
by Prateek Bansal & Rico Krueger & Michel Bierlaire & Ricardo A. Daziano & Taha H. Rashidi - 1904.03488 Blindfolded monkeys or financial analysts: who is worth your money? New evidence on informational inefficiencies in the U.S. stock market
by Giuseppe Pernagallo & Benedetto Torrisi - 1904.03356 The Leland-Toft optimal capital structure model under Poisson observations
by Zbigniew Palmowski & Jos'e Luis P'erez & Budhi Arta Surya & Kazutoshi Yamazaki - 1904.03058 A stochastic partial differential equation model for limit order book dynamics
by Rama Cont & Marvin S. Mueller - 1904.03053 Anticipated impacts of Brexit scenarios on UK food prices and implications for policies on poverty and health: a structured expert judgement approach
by Martine J Barons & Willy Aspinall - 1904.02934 Second-order Inductive Inference: an axiomatic approach
by Patrick H. O'Callaghan - 1904.02930 Term Structure Modeling under Volatility Uncertainty
by Julian Holzermann - 1904.02567 Fat Tails in Financial Return Distributions Revisited: Evidence from the Korean Stock Market
by Cheoljun Eom & Taisei Kaizoji & Enrico Scalas - 1904.02412 Enhancing countries' fitness with recommender systems on the international trade network
by Hao Liao & Xiao-Min Huang & Xing-Tong Wu & Ming-Kai Liu & Alexandre Vidmer & Mingyang Zhou & Yi-Cheng Zhang - 1904.02058 Do Hospital Data Breaches Reduce Patient Care Quality?
by Sung J. Choi & M. Eric Johnson - 1904.01889 Probability-free models in option pricing: statistically indistinguishable dynamics and historical vs implied volatility
by Damiano Brigo - 1904.01745 Forward Rank-Dependent Performance Criteria: Time-Consistent Investment Under Probability Distortion
by Xue Dong He & Moris S. Strub & Thaleia Zariphopoulou - 1904.01566 Bayesian Trading Cost Analysis and Ranking of Broker Algorithms
by Vladimir Markov - 1904.01490 Synthetic learner: model-free inference on treatments over time
by Davide Viviano & Jelena Bradic - 1904.01412 Quintet Volume Projection
by Vladimir Markov & Olga Vilenskaia & Vlad Rashkovich - 1904.01159 Matching Points: Supplementing Instruments with Covariates in Triangular Models
by Junlong Feng - 1904.01047 Dynamically Optimal Treatment Allocation
by Karun Adusumilli & Friedrich Geiecke & Claudio Schilter - 1904.00989 Counterfactual Sensitivity and Robustness
by Timothy Christensen & Benjamin Connault - 1904.00890 Momentum and liquidity in cryptocurrencies
by Stjepan Beguv{s}i'c & Zvonko Kostanjv{c}ar - 1904.00749 Forecasting the Volatilities of Philippine Stock Exchange Composite Index Using the Generalized Autoregressive Conditional Heteroskedasticity Modeling
by Novy Ann M. Etac & Roel F. Ceballos - 1904.00745 Deep Learning in Asset Pricing
by Luyang Chen & Markus Pelger & Jason Zhu - 1904.00613 An Alternative Set Model of Cognitive Jump
by Kiri Sakahara & Takashi Sato - 1904.00500 Game of Variable Contributions to the Common Good under Uncertainty
by H. Dharma Kwon - 1904.00454 Herding driven by the desire to differ
by Sander Heinsalu - 1904.00267 Price equations with symmetric supply/demand; implications for fat tails
by Carey Caginalp & Gunduz Caginalp - 1904.00211 Post-Selection Inference in Three-Dimensional Panel Data
by Harold D. Chiang & Joel Rodrigue & Yuya Sasaki - 1904.00151 A Thermodynamic Picture of Financial Market and Model Risk
by Yu Feng - 1904.00111 Simple subvector inference on sharp identified set in affine models
by Bulat Gafarov - 1904.00075 Optimal stopping for the exponential of a Brownian bridge
by Tiziano De Angelis & Alessandro Milazzo - 1904.00029 Parametric identification of the dynamics of inter-sectoral balance: modelling and forecasting
by Olena Kostylenko & Helena Sofia Rodrigues & Delfim F. M. Torres - 1903.12458 Market Manipulation as a Security Problem
by Vasilios Mavroudis - 1903.12426 Optimal Reinsurance and Investment in a Diffusion Model
by Matteo Brachetta & Hanspeter Schmidli - 1903.12267 Modeling, discretization, and hyperchaos detection of conformable derivative approach to a financial system with market confidence and ethics risk
by Baogui Xin & Wei Peng & Yekyung Kwon & Yanqin Liu - 1903.12258 Using Deep Learning Neural Networks and Candlestick Chart Representation to Predict Stock Market
by Rosdyana Mangir Irawan Kusuma & Trang-Thi Ho & Wei-Chun Kao & Yu-Yen Ou & Kai-Lung Hua - 1903.12077 Time series models for realized covariance matrices based on the matrix-F distribution
by Jiayuan Zhou & Feiyu Jiang & Ke Zhu & Wai Keung Li - 1903.11804 Short Selling with Margin Risk and Recall Risk
by Kristoffer Glover & Hardy Hulley - 1903.11686 Discounted optimal stopping of a Brownian bridge, with application to American options under pinning
by Bernardo D'Auria & Eduardo Garc'ia-Portugu'es & Abel Guada - 1903.11642 Sutte Indicator: an approach to predict the direction of stock market movements
by Ansari Saleh Ahmar - 1903.11530 Market Dynamics: On Directional Information Derived From (Time, Execution Price, Shares Traded) Transaction Sequences
by Vladislav Gennadievich Malyshkin - 1903.11469 Towards more effective consumer steering via network analysis
by Jacopo Arpetti & Antonio Iovanella - 1903.11383 Determining Fundamental Supply and Demand Curves in a Wholesale Electricity Market
by Sergei Kulakov & Florian Ziel - 1903.11275 Variance Reduction Applied to Machine Learning for Pricing Bermudan/American Options in High Dimension
by Ludovic Gouden`ege & Andrea Molent & Antonino Zanette - 1903.11198 Parallel Experimentation and Competitive Interference on Online Advertising Platforms
by Caio Waisman & Navdeep S. Sahni & Harikesh S. Nair & Xiliang Lin - 1903.11183 Why understanding multiplex social network structuring processes will help us better understand the evolution of human behavior
by Curtis Atkisson & Piotr J. G'orski & Matthew O. Jackson & Janusz A. Ho{l}yst & Raissa M. D'Souza - 1903.11117 Testing for Differences in Stochastic Network Structure
by Eric Auerbach - 1903.11047 Estimation of the Shapley Value of a Peer-to-Peer Energy Sharing Game using Coalitional Stratified Random Sampling
by Liyang Han & Thomas Morstyn & Malcolm McCulloch - 1903.11004 On the Effect of Imputation on the 2SLS Variance
by Helmut Farbmacher & Alexander Kann - 1903.10965 Improving the Scalability of a Prosumer Cooperative Game with K-Means Clustering
by Liyang Han & Thomas Morstyn & Constance Crozier & Malcolm McCulloch - 1903.10855 R\'eint\'egration des refus\'es en Credit Scoring
by Adrien Ehrhardt & Christophe Biernacki & Vincent Vandewalle & Philippe Heinrich & S'ebastien Beben - 1903.10795 Stacked Monte Carlo for option pricing
by Antoine Jacquier & Emma R. Malone & Mugad Oumgari - 1903.10454 Portfolio optimization with two coherent risk measures
by Tahsin Deniz Akturk & c{C}au{g}{i}n Ararat - 1903.10361 On the fair division of a random object
by Anna Bogomolnaia & Herve Moulin & Fedor Sandomirskiy - 1903.10079 Ensemble Methods for Causal Effects in Panel Data Settings
by Susan Athey & Mohsen Bayati & Guido Imbens & Zhaonan Qu - 1903.10075 Machine Learning Methods Economists Should Know About
by Susan Athey & Guido Imbens - 1903.10065 Dynamic intertemporal utility optimization by means of Riccati transformation of Hamilton-Jacobi Bellman equation
by Sona Kilianova & Daniel Sevcovic - 1903.09898 Dynamics of Value-Tracking in Financial Markets
by Nicholas CL Beale & Richard M Gunton & Kutlwano L Bashe & Heather S Battey & Robert S MacKay - 1903.09867 An interim core for normal form games and exchange economies with incomplete information: a correction
by Youcef Askoura - 1903.09819 On the core of normal form games with a continuum of players : a correction
by Youcef Askoura - 1903.09683 Modern Asset Theory: A Framework for Successful Active Management
by Corry Bedwell & Ryan Guttridge - 1903.09679 Identification and Estimation of a Partially Linear Regression Model using Network Data
by Eric Auerbach - 1903.09641 The Impact of Renewable Energy Forecasts on Intraday Electricity Prices
by Sergei Kulakov & Florian Ziel - 1903.09536 A Machine Learning approach to Risk Minimisation in Electricity Markets with Coregionalized Sparse Gaussian Processes
by Daniel Poh & Stephen Roberts & Martin Tegn'er - 1903.09279 Unravelling the forces underlying urban industrial agglomeration
by Neave O'Clery & Samuel Heroy & Francois Hulot & Mariano Beguerisse-D'iaz - 1903.09140 Transaction Cost Analytics for Corporate Bonds
by Xin Guo & Charles-Albert Lehalle & Renyuan Xu