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Content
2019
- 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 - 1901.11081 Gaussian Process Regression for Derivative Portfolio Modeling and Application to CVA Computations
by St'ephane Cr'epey & Matthew Dixon - 1901.11013 Top performing stocks recommendation strategy for portfolio
by Kartikay Gupta & Niladri Chatterjee - 1901.10989 Equilibrium Asset Pricing with Transaction Costs
by Martin Herdegen & Johannes Muhle-Karbe & Dylan Possamai - 1901.10860 Learning Context-Dependent Choice Functions
by Karlson Pfannschmidt & Pritha Gupta & Bjorn Haddenhorst & Eyke Hullermeier - 1901.10771 Minimal Investment Risk with Cost and Return Constraints: A Replica Analysis
by Takashi Shinzato - 1901.10581 A Review on Energy, Environmental, and Sustainability Implications of Connected and Automated Vehicles
by Morteza Taiebat & Austin L. Brown & Hannah R. Safford & Shen Qu & Ming Xu - 1901.09795 Lost in Diversification
by Marco Bardoscia & Daniele d'Arienzo & Matteo Marsili & Valerio Volpati - 1901.09729 Estimation and simulation of the transaction arrival process in intraday electricity markets
by Micha{l} Narajewski & Florian Ziel - 1901.09647 Deep Learning Volatility
by Blanka Horvath & Aitor Muguruza & Mehdi Tomas - 1901.09629 May's Instability in Large Economies
by Jos'e Moran & Jean-Philippe Bouchaud - 1901.09469 Tangled String for Multi-Scale Explanation of Contextual Shifts in Stock Market
by Yukio Ohsawa & Teruaki Hayashi & Takaaki Yoshino - 1901.09309 High-dimensional statistical arbitrage with factor models and stochastic control
by Jorge Guijarro-Ordonez - 1901.09145 Volatility Models Applied to Geophysics and High Frequency Financial Market Data
by Maria C Mariani & Md Al Masum Bhuiyan & Osei K Tweneboah & Hector Gonzalez-Huizar & Ionut Florescu - 1901.09143 A Study on Neural Network Architecture Applied to the Prediction of Brazilian Stock Returns
by Leonardo Felizardo & Afonso Pinto - 1901.09073 Technological Parasitism
by Mario Coccia - 1901.09036 Orthogonal Statistical Learning
by Dylan J. Foster & Vasilis Syrgkanis - 1901.08986 How the investor's risk preferences influence the optimal allocation in a credibilistic portfolio problem
by Irina Georgescu & Jani Kinnunen - 1901.08943 Pricing options and computing implied volatilities using neural networks
by Shuaiqiang Liu & Cornelis W. Oosterlee & Sander M. Bohte - 1901.08938 Queue-reactive Hawkes models for the order flow
by Peng Wu & Marcello Rambaldi & Jean-Franc{c}ois Muzy & Emmanuel Bacry - 1901.08932 Theories and Practice of Agent based Modeling: Some practical Implications for Economic Planners
by Hossein Sabzian & Mohammad Ali Shafia & Ali Maleki & Seyeed Mostapha Seyeed Hashemi & Ali Baghaei & Hossein Gharib - 1901.08826 Supplement to "Erratum: Higher Order Elicitability and Osband's Principle"
by Tobias Fissler & Johanna F. Ziegel - 1901.08772 Psychological model of the investor and manager behavior in risk
by O. A. Malafeyev & A. N. Malova & A. E. Tsybaeva - 1901.08764 Lattice investment projects support process model with corruption
by O. A. Malafeyev & S. A. Nemnyugin - 1901.08356 Optimal Reduction of Public Debt under Partial Observation of the Economic Growth
by Giorgia Callegaro & Claudia Ceci & Giorgio Ferrari - 1901.08280 Temporal Logistic Neural Bag-of-Features for Financial Time series Forecasting leveraging Limit Order Book Data
by Nikolaos Passalis & Anastasios Tefas & Juho Kanniainen & Moncef Gabbouj & Alexandros Iosifidis - 1901.08133 The Wisdom of a Kalman Crowd
by Ulrik W. Nash - 1901.08112 The Economic Complexity of US Metropolitan Areas
by Benedikt S. L. Fritz & Robert A. Manduca - 1901.07725 Academic Engagement and Commercialization in an Institutional Transition Environment: Evidence from Shanghai Maritime University
by Dongbo Shi & Yeyanran Ge - 1901.07721 Nonextensive triplets in stock market indices
by Dusan Stosic & Darko Stosic & Tatijana Stosic - 1901.07605 A Noncooperative Model of Contest Network Formation
by Kenan Huremovic - 1901.07542 Dancing with Donald: Polarity in the 2016 Presidential Election
by Robert Chuchro & Kyle D'Souza & Darren Mei - 1901.07450 Adapted Wasserstein Distances and Stability in Mathematical Finance
by Julio Backhoff-Veraguas & Daniel Bartl & Mathias Beiglbock & Manu Eder - 1901.07241 The spread of a financial virus through Europe and beyond
by Olena Kostylenko & Helena Sofia Rodrigues & Delfim F. M. Torres - 1901.06855 A closed formula for illiquid corporate bonds and an application to the European market
by Roberto Baviera & Aldo Nassigh & Emanuele Nastasi - 1901.06715 A Backward Simulation Method for Stochastic Optimal Control Problems
by Zhiyi Shen & Chengguo Weng - 1901.06680 Optimal redeeming strategy of stock loans under drift uncertainty
by Zuo Quan Xu & Fahuai Yi - 1901.06609 Preparing millennials as digital citizens and socially and environmentally responsible business professionals in a socially irresponsible climate
by Barbara Burgess-Wilkerson & Clovia Hamilton & Chlotia Garrison & Keith Robbins - 1901.06467 Option Pricing in Illiquid Markets with Jumps
by Jose Cruz & Daniel Sevcovic - 1901.06309 On a dividend problem with random funding
by Josef Anton Strini & Stefan Thonhauser - 1901.06021 A Probabilistic Approach to Nonparametric Local Volatility
by Martin Tegn'er & Stephen Roberts - 1901.05872 International crop trade networks: The impact of shocks and cascades
by Rebekka Burkholz & Frank Schweitzer - 1901.05802 Conditional Optimal Stopping: A Time-Inconsistent Optimization
by Marcel Nutz & Yuchong Zhang - 1901.05672 Pricing path-dependent Bermudan options using Wiener chaos expansion: an embarrassingly parallel approach
by J'er^ome Lelong - 1901.05645 Relational Communication
by Anton Kolotilin & Hongyi Li - 1901.05397 lassopack: Model selection and prediction with regularized regression in Stata
by Achim Ahrens & Christian B. Hansen & Mark E. Schaffer - 1901.05332 Slow decay of impact in equity markets: insights from the ANcerno database
by Fr'ed'eric Bucci & Michael Benzaquen & Fabrizio Lillo & Jean-Philippe Bouchaud - 1901.05113 Instantaneous Arbitrage and the CAPM
by Lars Tyge Nielsen - 1901.05053 An Agent-Based Model to Explain the Emergence of Stylised Facts in Log Returns
by Elena Green & Daniel M. Heffernan - 1901.05024 Econophysics of Asset Price, Return and Multiple Expectations
by Victor Olkhov - 1901.04995 RPS(1) Preferences
by Misha Perepelitsa - 1901.04967 Clustering patterns in efficiency and the coming-of-age of the cryptocurrency market
by Higor Y. D. Sigaki & Matjaz Perc & Haroldo V. Ribeiro - 1901.04945 Financial Portfolios based on Tsallis Relative Entropy as the Risk Measure
by Sandhya Devi - 1901.04928 PROOF OF VALUE ALIENATION (PoVA) - a concept of a cryptocurrency issuance protocol
by Tim Shuliar & Nikita Goldsmit