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Content
2019
- 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 - 1901.04861 Inference on Functionals under First Order Degeneracy
by Qihui Chen & Zheng Fang - 1901.04819 100+ Metrics for Software Startups - A Multi-Vocal Literature Review
by Kai-Kristian Kemell & Xiaofeng Wang & Anh Nguyen-Duc & Jason Grendus & Tuure Tuunanen & Pekka Abrahamsson - 1901.04770 Empirical forward price distribution from Bitcoin option prices
by Nikolai Zaitsev - 1901.04689 Systemic Risk: Conditional Distortion Risk Measures
by Jan Dhaene & Roger J. A. Laeven & Yiying Zhang - 1901.04265 Designing An Industrial Policy For Developing Countries: A New Approach
by Ali Haeri & Abbas Arabmazar - 1901.04200 Remarks on stochastic automatic adjoint differentiation and financial models calibration
by Dmitri Goloubentsev & Evgeny Lakshtanov - 1901.04120 Acquisition of Project-Specific Assets with Bayesian Updating
by H. Dharma Kwon & Steven A. Lippman - 1901.03951 Inequality, mobility and the financial accumulation process: A computational economic analysis
by Simone Righi & Yuri Biondi - 1901.03889 How many people microwork in France? Estimating the size of a new labor force
by Cl'ement Le Ludec & Paola Tubaro & Antonio A. Casilli - 1901.03874 A Risk-Sharing Framework of Bilateral Contracts
by Junbeom Lee & Stephan Sturm & Chao Zhou - 1901.03843 Fuzzy Profit Shifting: A Model for Optimal Tax-induced Transfer Pricing with Fuzzy Arm's Length Parameter
by Alex A. T. Rathke - 1901.03821 Mastering Panel 'Metrics: Causal Impact of Democracy on Growth
by Shuowen Chen & Victor Chernozhukov & Iv'an Fern'andez-Val - 1901.03719 Non-Parametric Inference Adaptive to Intrinsic Dimension
by Khashayar Khosravi & Greg Lewis & Vasilis Syrgkanis - 1901.03698 Report for the Commission of Inquiry Respecting the Muskrat Falls Project
by Bent Flyvbjerg & Alexander Budzier - 1901.03691 Econophysics: Still fringe after 30 years?
by Jean-Philippe Bouchaud - 1901.03645 Evaluating betting odds and free coupons using desirability
by Nawapon Nakharutai & Camila C. S. Caiado & Matthias C. M. Troffaes - 1901.03544 Community Matters: Heterogeneous Impacts of a Sanitation Intervention
by Laura Abramovsky & Britta Augsburg & Melanie Luhrmann & Francisco Oteiza & Juan Pablo Rud - 1901.03478 Deep Learning for Ranking Response Surfaces with Applications to Optimal Stopping Problems
by Ruimeng Hu - 1901.03356 When does privatization spur entrepreneurial performance? The moderating effect of institutional quality in an emerging market
by Christopher Boudreaux - 1901.03030 Mean-variance portfolio selection under partial information with drift uncertainty
by Jie Xiong & Zuo quan Xu & Jiayu Zheng - 1901.03021 On the bail-out dividend problem for spectrally negative Markov additive models
by Kei Noba & Jos'e-Luis P'erez & Xiang Yu - 1901.02995 Jump-telegraph models for the short rate: pricing and convexity adjustments of zero coupon bonds
by Oscar Lopez & Gerardo E. Oleaga & Alejandra Sanchez - 1901.02991 Estimating population average treatment effects from experiments with noncompliance
by Kellie Ottoboni & Jason Poulos - 1901.02715 Blockchain in Global Supply Chains and Cross Border Trade: A Critical Synthesis of the State-of-the-Art, Challenges and Opportunities
by Yanling Chang & Eleftherios Iakovou & Weidong Shi4 - 1901.02691 The Arrival of News and Return Jumps in Stock Markets: A Nonparametric Approach
by Juho Kanniainen & Ye Yue - 1901.02505 An optional decomposition of $\mathscr{Y}^{g,\xi}-submartingales$ and applications to the hedging of American options in incomplete markets
by Roxana Dumitrescu - 1901.02480 On Positive Solutions of a Delay Equation Arising When Trading in Financial Markets
by Chung-Han Hsieh & B. Ross Barmish & John A. Gubner - 1901.02471 Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares
by Alexis Akira Toda & Yulong Wang - 1901.02419 Dynamic tail inference with log-Laplace volatility
by Gordon V. Chavez - 1901.02384 Public Health and access to medicine. Pharmaceutical industry's role
by Juan Gonzalez-Blanco - 1901.02327 Optimal VWAP execution under transient price impact
by Alexander Barzykin & Fabrizio Lillo - 1901.02254 Evaluation of equity-based debt obligations
by Alexander Fromm - 1901.02246 Forecasting interest rates through Vasicek and CIR models: a partitioning approach
by Giuseppe Orlando & Rosa Maria Mininni & Michele Bufalo - 1901.02045 Semi-parametric dynamic contextual pricing
by Virag Shah & Jose Blanchet & Ramesh Johari - 1901.01976 The interconnected wealth of nations: Shock propagation on global trade-investment multiplex networks
by Michele Starnini & Mari'an Bogu~n'a & M. 'Angeles Serrano - 1901.01970 Decision-making and Fuzzy Temporal Logic
by Jos'e Cl'audio do Nascimento - 1901.01898 Shrinkage for Categorical Regressors
by Phillip Heiler & Jana Mareckova - 1901.01832 Timing the market: the economic value of price extremes
by Haibin Xie & Shouyang Wang - 1901.01751 Generative Adversarial Networks for Financial Trading Strategies Fine-Tuning and Combination
by Adriano Koshiyama & Nick Firoozye & Philip Treleaven - 1901.01486 Invest or Exit? Optimal Decisions in the Face of a Declining Profit Stream
by H. Dharma Kwon - 1901.01485 Conditions for the uniqueness of the Gately point for cooperative games
by Jochen Staudacher & Johannes Anwander - 1901.01241 Nonparametric Instrumental Variables Estimation Under Misspecification
by Ben Deaner - 1901.00834 The market nanostructure origin of asset price time reversal asymmetry
by Marcus Cordi & Damien Challet & Serge Kassibrakis - 1901.00793 The Impact Of Country Of Origin In Mobile Phone Choice Of Generation Y And Z
by Szabolcs Nagy - 1901.00769 Modeling Dynamic Transport Network with Matrix Factor Models: with an Application to International Trade Flow
by Elynn Y. Chen & Rong Chen - 1901.00617 Optimal execution with dynamic risk adjustment
by Xue Cheng & Marina Di Giacinto & Tai-Ho Wang - 1901.00495 The Institutional Economics of Collective Waste Recovery Systems: an empirical investigation
by Shteryo Nozharov - 1901.00424 Consumption, Investment, and Healthcare with Aging
by Paolo Guasoni & Yu-Jui Huang - 1901.00345 Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory
by Ben-zhang Yang & Xinjiang He & Nan-jing Huang - 1901.00283 Digital Economy And Society. A Cross Country Comparison Of Hungary And Ukraine
by Szabolcs Nagy - 1901.00227 Multitask Learning Deep Neural Networks to Combine Revealed and Stated Preference Data
by Shenhao Wang & Qingyi Wang & Jinhua Zhao - 1901.00191 Methodological provisions for conducting empirical research of the availability and implementation of the consumers socially responsible intentions
by Lyudmyla Potrashkova & Diana Raiko & Leonid Tseitlin & Olga Savchenko & Szabolcs Nagy - 1901.00177 Credit Cycles, Securitization, and Credit Default Swaps
by Juan Ignacio Pe~na
2018
- 1901.10556 Possibilistic investment models with background risk
by Irina Georgescu - 1901.10552 Stochastic Estimated Risk for Storage Capacity
by Revathi Anil Kumar & Mark Chamness - 1901.10544 Quantum Brownian oscillator for the stock market
by Jasmina Jekni'c-Dugi'c & Sonja Radi' c & Igor Petrovi'c & Momir Arsenijevi'c & Miroljub Dugi'c - 1901.10534 Investigating Limit Order Book Characteristics for Short Term Price Prediction: a Machine Learning Approach
by Faisal I Qureshi - 1901.05070 An Inattention Model for Traveler Behavior with e-Coupons
by Han Qiu - 1901.02391 Modeling tax distribution in metropolitan regions with PolicySpace
by Bernardo Alves Furtado - 1901.00814 Elementary Microeconomics of the Talmudic Rule
by Anton Salikhmetov - 1901.00419 Selection and the Distribution of Female Hourly Wages in the U.S
by Iv'an Fern'andez-Val & Franco Peracchi & Aico van Vuuren & Francis Vella - 1812.11896 Approximately Optimal Mechanism Design
by Tim Roughgarden & Inbal Talgam-Cohen - 1812.11824 Schr\"{o}dinger type equation for subjective identification of supply and demand
by Marcin Makowski & Edward W. Piotrowski & Jan S{l}adkowski - 1812.11775 Learning and Selfconfirming Equilibria in Network Games
by Pierpaolo Battigalli & Fabrizio Panebianco & Paolo Pin - 1812.11669 Optimal Insurance with Limited Commitment in a Finite Horizon
by Junkee Jeon & Hyeng Keun Koo & Kyunghyun Park - 1812.11598 Salvaging Falsified Instrumental Variable Models
by Matthew A. Masten & Alexandre Poirier - 1812.11488 E-commerce in Hungary: A Market Analysis
by Szabolcs Nagy - 1812.11420 Selling Wind
by Ali Kakhbod & Asuman Ozdaglar & Ian Schneider - 1812.11417 Thought Viruses and Asset Prices
by Wolfgang Kuhle - 1812.11336 The gruesome murder of Jamal Khashoggi : Saudi Arabia's new economy dream at risk ?
by Jamal Bouoiyour & Refk Selmi - 1812.11297 Interdistrict School Choice: A Theory of Student Assignment
by Isa E. Hafalir & Fuhito Kojima & M. Bumin Yenmez - 1812.11246 Dynamic Models with Robust Decision Makers: Identification and Estimation
by Timothy M. Christensen - 1812.11226 Fast Training Algorithms for Deep Convolutional Fuzzy Systems with Application to Stock Index Prediction
by Li-Xin Wang - 1812.11201 The robust superreplication problem: a dynamic approach
by Laurence Carassus & Jan Obloj & Johannes Wiesel - 1812.11067 Predicting "Design Gaps" in the Market: Deep Consumer Choice Models under Probabilistic Design Constraints
by Alex Burnap & John Hauser - 1812.10925 Decentralization Estimators for Instrumental Variable Quantile Regression Models
by Hiroaki Kaido & Kaspar Wuthrich - 1812.10876 Efficient hedging under ambiguity in continuous time
by Ludovic Tangpi - 1812.10846 Semiparametric Difference-in-Differences with Potentially Many Control Variables
by Neng-Chieh Chang - 1812.10820 Debiasing and $t$-tests for synthetic control inference on average causal effects
by Victor Chernozhukov & Kaspar Wuthrich & Yinchu Zhu - 1812.10752 How to avoid the zero-power trap in testing for correlation
by David Preinerstorfer - 1812.10619 Predicting the Stock Price of Frontier Markets Using Modified Black-Scholes Option Pricing Model and Machine Learning
by Reaz Chowdhury & M. R. C. Mahdy & Tanisha Nourin Alam & Golam Dastegir Al Quaderi - 1812.10479 Multimodal deep learning for short-term stock volatility prediction
by Marcelo Sardelich & Suresh Manandhar - 1812.10326 Equivalent Choice Functions and Stable Mechanisms
by Jan Christoph Schlegel - 1812.10293 Cartel Stability under Quality Differentiation
by Iwan Bos & Marco Marini - 1812.10252 Optimizing Market Making using Multi-Agent Reinforcement Learning
by Yagna Patel - 1812.10183 Portfolio Optimization for Cointelated Pairs: SDEs vs. Machine Learning
by Babak Mahdavi-Damghani & Konul Mustafayeva & Stephen Roberts & Cristin Buescu - 1812.10108 Revisiting Transformation and Directional Technology Distance Functions
by Yaryna Kolomiytseva - 1812.10038 Duesenberry's Theory of Consumption: Habit, Learning, and Ratcheting
by Kyoung Jin Choi & Junkee Jeon & Hyeng Keun Koo - 1812.09904 A volatility-of-volatility expansion of the option prices in the SABR stochastic volatility model
by Olesya Grishchenko & Xiao Han & Victor Nistor - 1812.09637 Characterization of the Ito Integral
by Lars Tyge Nielsen - 1812.09619 Random Utility and Limited Consideration
by Victor H. Aguiar & Maria Jose Boccardi & Nail Kashaev & Jeongbin Kim - 1812.09518 Robust Tests for Convergence Clubs
by Luisa Corrado & Melvyn Weeks & Thanasis Stengos & M. Ege Yazgan - 1812.09487 Modified Causal Forests for Estimating Heterogeneous Causal Effects
by Michael Lechner - 1812.09452 The Price of BitCoin: GARCH Evidence from High Frequency Data
by Pavel Ciaian & d'Artis Kancs & Miroslava Rajcaniova - 1812.09408 Functional Sequential Treatment Allocation
by Anders Bredahl Kock & David Preinerstorfer & Bezirgen Veliyev - 1812.09407 An Enhanced Initial Margin Methodology to Manage Warehoused Credit Risk
by Lucia Cipolina-Kun & Ignacio Ruiz & Mariano Zero-Medina Laris - 1812.09397 Many Average Partial Effects: with An Application to Text Regression
by Harold D. Chiang - 1812.09393 Population Growth and Economic Development in Bangladesh: Revisited Malthus
by Md Niaz Murshed Chowdhury & Md. Mobarak Hossain - 1812.09385 Poverty, Income Inequality and Growth in Bangladesh: Revisited Karl-Marx
by Md Niaz Murshed Chowdhury & Md Mobarak Hossain - 1812.09302 Growth, Industrial Externality, Prospect Dynamics, and Well-being on Markets
by Emmanuel Chauvet - 1812.09234 A Primal-dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint
by Ningyuan Chen & Guillermo Gallego - 1812.09149 Multivariate Fractional Components Analysis
by Tobias Hartl & Roland Weigand - 1812.09142 Approximate State Space Modelling of Unobserved Fractional Components
by Tobias Hartl & Roland Weigand - 1812.09081 Econometric modelling and forecasting of intraday electricity prices
by Micha{l} Narajewski & Florian Ziel - 1812.09067 How spread changes affect the order book: Comparing the price responses of order deletions and placements to trades
by Stephan Grimm & Thomas Guhr - 1812.08913 Internal migration and education: A cross-national comparison
by Aude Bernard & Martin Bell - 1812.08548 Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017
by Marcin Wk{a}torek & Stanis{l}aw Dro.zd.z & Pawe{l} O'swic{e}cimka & Marek Stanuszek - 1812.08533 Hierarchical adaptive sparse grids and quasi Monte Carlo for option pricing under the rough Bergomi model
by Christian Bayer & Chiheb Ben Hammouda & Raul Tempone - 1812.08486 Affine Rough Models
by Martin Keller-Ressel & Martin Larsson & Sergio Pulido - 1812.08435 An optimization approach to adaptive multi-dimensional capital management
by G. A. Delsing & M. R. H. Mandjes & P. J. C. Spreij & E. M. M. Winands - 1812.08343 Stochastic comparisons of the largest claim amounts from two sets of interdependent heterogeneous portfolios
by Hossein Nadeb & Hamzeh Torabi & Ali Dolati - 1812.08099 Estimating biomass migration parameters by analyzing the spatial behavior of the fishing fleet
by Hugo Salgado & Ariel Soto-Caro - 1812.08091 Social security and labor absenteeism in a regional health service
by Ariel Soto Caro & Roberto Herrera Cofre & Rodrigo Fuentes Solis - 1812.07961 Geobiodynamics and Roegenian Economic Systems
by Constantin Udriste & Massimiliano Ferrara & Dorel Zugravescu & Florin Munteanu & Ionel Tevy - 1812.07960 Economic Cycles of Carnot Type
by Constantin Udriste & Vladimir Golubyatnikov & Ionel Tevy - 1812.07959 Phase Diagram for Roegenian Economics
by Constantin Udriste & Massimiliano Ferrara & Ionel Tevy & Dorel Zugravescu & Florin Munteanu - 1812.07827 Spreading of an infectious disease between different locations
by Alessio Muscillo & Paolo Pin & Tiziano Razzolini - 1812.07803 Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility
by Kaustav Das & Nicolas Langren'e - 1812.07645 Network effects in default clustering for large systems
by Konstantinos Spiliopoulos & Jia Yang - 1812.07635 Portfolio Rebalancing under Uncertainty Using Meta-heuristic Algorithm
by Mostafa Zandieh & Seyed Omid Mohaddesi - 1812.07529 On pricing rules and optimal strategies in general Kyle-Back models
by Umut c{C}etin & Albina Danilova - 1812.07415 Change of Measure in Midcurve Pricing
by K. E. Feldman - 1812.07414 Causality: a decision theoretic approach
by Pablo Schenone - 1812.07369 Emergence of stylized facts during the opening of stock markets
by Sebastian M. Krause & Jonas A. Fiegen & Thomas Guhr - 1812.07318 Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros
by Francisco Blasques & Vladim'ir Hol'y & Petra Tomanov'a - 1812.07295 A new time-varying model for forecasting long-memory series
by Luisa Bisaglia & Matteo Grigoletto - 1812.07048 Double Majority and Generalized Brexit: Explaining Counterintuitive Results
by Werner Kirsch & Wojciech S{l}omczy'nski & Dariusz Stolicki & Karol .Zyczkowski - 1812.06975 The risk of contagion spreading and its optimal control in the economy
by Olena Kostylenko & Helena Sofia Rodrigues & Delfim F. M. Torres - 1812.06973 Systemic risk governance in a dynamical model of a banking system
by Lorella Fatone & Francesca Mariani - 1812.06967 Optimal Dynamic Allocation of Attention
by Yeon-Koo Che & Konrad Mierendorff - 1812.06694 How the network properties of shareholders vary with investor type and country
by Qing Yao & Tim Evans & Kim Christensen - 1812.06679 Real-Time Carbon Accounting Method for the European Electricity Markets
by Bo Tranberg & Olivier Corradi & Bruno Lajoie & Thomas Gibon & Iain Staffell & Gorm Bruun Andresen - 1812.06600 Double Deep Q-Learning for Optimal Execution
by Brian Ning & Franco Ho Ting Lin & Sebastian Jaimungal - 1812.06537 Fuzzy Difference-in-Discontinuities: Identification Theory and Application to the Affordable Care Act
by Hector Galindo-Silva & Nibene Habib Some & Guy Tchuente - 1812.06533 What Is the Value Added by Using Causal Machine Learning Methods in a Welfare Experiment Evaluation?
by Anthony Strittmatter - 1812.06185 Systemic risk measures with markets volatility
by Fei Sun & Yijun Hu - 1812.06175 Can Deep Learning Predict Risky Retail Investors? A Case Study in Financial Risk Behavior Forecasting
by Yaodong Yang & Alisa Kolesnikova & Stefan Lessmann & Tiejun Ma & Ming-Chien Sung & Johnnie E. V. Johnson - 1812.06166 Ordering the smallest claim amounts from two sets of interdependent heterogeneous portfolios
by Hossein Nadeb & Hamzeh Torabi & Ali Dolati - 1812.06000 The Rank Effect
by Ricardo T. Fernholz & Christoffer Koch - 1812.05916 Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications
by Achref Bachouch & C^ome Hur'e & Nicolas Langren'e & Huyen Pham - 1812.05893 Stochastic derivative estimation for max-stable random fields
by Erwan Koch & Christian Y. Robert - 1812.05859 Consistent Time-Homogeneous Modeling of SPX and VIX Derivatives
by Andrew Papanicolaou - 1812.05748 Dynamic Programming with Recursive Preferences: Optimality and Applications
by Guanlong Ren & John Stachurski - 1812.05657 Selection mechanisms affect volatility in evolving markets
by David Rushing Dewhurst & Michael Vincent Arnold & Colin Michael Van Oort - 1812.05315 Calibrating rough volatility models: a convolutional neural network approach
by Henry Stone - 1812.05093 Apropiaci\'on privada de renta de recursos naturales? El caso del cobre en Chile
by Benjam'in Leiva - 1812.05091 A theoretical framework to consider energy transfers within growth theory
by Benjamin Leiva & Octavio Ramirez & John R. Schramski - 1812.04827 Weak comonotonicity
by Ruodu Wang & Ricardas Zitikis - 1812.04603 Game-Theoretic Optimal Portfolios for Jump Diffusions
by Alex Garivaltis - 1812.04528 Deep Neural Networks for Choice Analysis: Extracting Complete Economic Information for Interpretation
by Shenhao Wang & Qingyi Wang & Jinhua Zhao - 1812.04486 Trade Selection with Supervised Learning and OCA
by David Saltiel & Eric Benhamou - 1812.04354 Monetary Measures of Risk
by Andreas H Hamel - 1812.04345 Closing the U.S. gender wage gap requires understanding its heterogeneity
by Philipp Bach & Victor Chernozhukov & Martin Spindler - 1812.04272 A Numerical Analysis of the Modified Kirk's Formula and Applications to Spread Option Pricing Approximations a numerical analysis of the modified kirk's formula and applications to spread option pricing approximations
by Suren Harutyunyan & Adri`A Masip Borr`As - 1812.04211 The Cost of Information: The Case of Constant Marginal Costs
by Luciano Pomatto & Philipp Strack & Omer Tamuz - 1812.04184 Influence of High-Speed Railway System on Inter-city Travel Behavior in Vietnam
by Tho V. Le & Junyi Zhang & Makoto Chikaraishi & Akimasa Fujiwara - 1812.03771 Shattering the glass ceiling? How the institutional context mitigates the gender gap in entrepreneurship
by Christopher J. Boudreaux & Boris Nikolaev - 1812.03566 Mutual Conversion Between Preference Maps And Cook-Seiford Vectors
by Fujun Hou - 1812.03534 Machine-learned patterns suggest that diversification drives economic development
by Charles D. Brummitt & Andres Gomez-Lievano & Ricardo Hausmann & Matthew H. Bonds - 1812.03526 Path Dependent Optimal Transport and Model Calibration on Exotic Derivatives
by Ivan Guo & Gregoire Loeper - 1812.03475 A supreme test for periodic explosive GARCH
by Stefan Richter & Weining Wang & Wei Biao Wu - 1812.03453 Asymptotic Filter Behavior for High-Frequency Expert Opinions in a Market with Gaussian Drift
by Abdelali Gabih & Hakam Kondakji & Ralf Wunderlich - 1812.02993 Optimal Dynamic Auctions are Virtual Welfare Maximizers
by Vahab Mirrokni & Renato Paes Leme & Pingzhong Tang & Song Zuo - 1812.02842 Estimating the drivers of urban economic complexity and their connection to economic performance
by Andres Gomez-Lievano & Oscar Patterson-Lomba - 1812.02726 Simulation of Stylized Facts in Agent-Based Computational Economic Market Models
by Maximilian Beikirch & Simon Cramer & Martin Frank & Philipp Otte & Emma Pabich & Torsten Trimborn - 1812.02527 Evaluating the Building Blocks of a Dynamically Adaptive Systematic Trading Strategy
by Sonam Srivastava & Ritabratta Bhattacharya - 1812.02433 Using published bid/ask curves to error dress spot electricity price forecasts
by Gunnhildur H. Steinbakk & Alex Lenkoski & Ragnar Bang Huseby & Anders L{o}land & Tor Arne {O}ig{aa}rd - 1812.02371 Quantification of market efficiency based on informational-entropy
by Roland Rothenstein - 1812.02340 Continual Learning Augmented Investment Decisions
by Daniel Philps & Tillman Weyde & Artur d'Avila Garcez & Roy Batchelor - 1812.02337 Improved Inference on the Rank of a Matrix
by Qihui Chen & Zheng Fang - 1812.02311 In (Stochastic) Search of a Fairer Alife
by Dmitriy Volinskiy & Lana Cuthbertson & Omid Ardakanian - 1812.02298 General Compound Hawkes Processes in Limit Order Books
by Anatoliy Swishchuk & Aiden Huffman