Contact information of arXiv.org
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Content
2025
- 2503.08666 Modeling Stock Return Distributions and Pricing Options
by Xinxin Jiang
- 2503.08655 On a new robust method of inference for general time series models
by Zihan Wang & Xinghao Qiao & Dong Li & Howell Tong
- 2503.08503 Existence of Optimal Contracts for Principal-Agent Problem with Drift Control and Quadratic Effort Cost
by Xinfu Chen & Shuaijie Qian & Guan Qiao
- 2503.08364 Functional Linear Projection and Impulse Response Analysis
by Won-Ki Seo & Dakyung Seong
- 2503.08287 Liquidity Competition Between Brokers and an Informed Trader
by Ryan Donnelly & Zi Li
- 2503.08272 Dynamically optimal portfolios for monotone mean--variance preferences
by Alev{s} v{C}ern'y & Johannes Ruf & Martin Schweizer
- 2503.08074 Hedonic Adaptation in the Age of AI: A Perspective on Diminishing Satisfaction Returns in Technology Adoption
by Venkat Ram Reddy Ganuthula & Krishna Kumar Balaraman & Nimish Vohra
- 2503.07876 Impact of the Pandemic on Currency Circulation in Brazil: Projections using the SARIMA Model
by Jo~ao Victor Monteiros de Andrade & Leonardo Santos da Cruz
- 2503.07811 A primer on optimal transport for causal inference with observational data
by Florian F Gunsilius
- 2503.07558 Incentive-Compatible Recovery from Manipulated Signals, with Applications to Decentralized Physical Infrastructure
by Jason Milionis & Jens Ernstberger & Joseph Bonneau & Scott Duke Kominers & Tim Roughgarden
- 2503.07498 Optimal Diversification and Leverage in a Utility-Based Portfolio Allocation Approach
by Vladimir Markov
- 2503.07461 Optimal energy storage management for self-consumption groups
by Almendra Awerkin & Elena De Giuli & Tiziano Vargiolu
- 2503.07341 The Economics of p(doom): Scenarios of Existential Risk and Economic Growth in the Age of Transformative AI
by Jakub Growiec & Klaus Prettner
- 2503.07213 Nonlinear Temperature Sensitivity of Residential Electricity Demand: Evidence from a Distributional Regression Approach
by Kyungsik Nam & Won-Ki Seo
- 2503.07131 The Sustainable Future is now: a dynamic model to advance investments in PV and Energy Storage
by L. Becchetti & N. Solferino & M. E. Tessitore
- 2503.06929 Assessing Uncertainty in Stock Returns: A Gaussian Mixture Distribution-Based Method
by Yanlong Wang & Jian Xu & Shao-Lun Huang & Danny Dongning Sun & Xiao-Ping Zhang
- 2503.06928 FinTSBridge: A New Evaluation Suite for Real-world Financial Prediction with Advanced Time Series Models
by Yanlong Wang & Jian Xu & Tiantian Gao & Hongkang Zhang & Shao-Lun Huang & Danny Dongning Sun & Xiao-Ping Zhang
- 2503.06806 No Fear of Discounting How to Manage the Transition from EONIA to ESTR
by Marco Bianchetti & Marco Scaringi
- 2503.06707 Axes that matter: PCA with a difference
by Brian Huge & Antoine Savine
- 2503.06696 Financial Markets and ESG: How Big Data is Transforming Sustainable Investing in Developing countries
by A T M Omor Faruq & Md Ataur Rahman Chowdhury
- 2503.06646 Evaluating and Aligning Human Economic Risk Preferences in LLMs
by Jiaxin Liu & Yi Yang & Kar Yan Tam
- 2503.06645 Singularity-Based Consistent QML Estimation of Multiple Breakpoints in High-Dimensional Factor Models
by Jiangtao Duan & Jushan Bai & Xu Han
- 2503.06603 The impact of external uncertainties on the extreme return connectedness between food, fossil energy, and clean energy markets
by Ting Zhang & Hai-Chuan Xu & Wei-Xing Zhou
- 2503.06599 Spillover effects between climate policy uncertainty, energy markets, and food markets: A time-frequency analysis
by Ting Zhang & Peng-Fei Li & Wei-Xing Zhou
- 2503.06582 The Role of the Marketplace Operator in Inducing Competition
by Tiffany Ding & Dominique Perrault-Joncas & Orit Ronen & Michael I. Jordan & Dirk Bergemann & Dean Foster & Omer Gottesman
- 2503.06454 Bayesian Synthetic Control with a Soft Simplex Constraint
by Yihong Xu & Quan Zhou
- 2503.06251 Entropy-Assisted Quality Pattern Identification in Finance
by Rishabh Gupta & Shivam Gupta & Jaskirat Singh & Sabre Kais
- 2503.06244 Hate in the Time of Algorithms: Evidence on Online Behavior from a Large-Scale Experiment
by Aarushi Kalra
- 2503.06087 Maine's Forestry and Logging Industry: Building a Model for Forecasting
by Andrew Crawley & Adam Daigneault & Jonathan Gendron
- 2503.06046 Bounding the Effect of Persuasion with Monotonicity Assumptions: Reassessing the Impact of TV Debates
by Sung Jae Jun & Sokbae Lee
- 2503.06007 Paying and Persuading
by Daniel Luo
- 2503.05966 Explaining the Unexplainable: A Systematic Review of Explainable AI in Finance
by Md Talha Mohsin & Nabid Bin Nasim
- 2503.05946 Place-Based Policies for Neighborhood Improvement: Evidence from Promise Zones
by Adamson Bryant
- 2503.05828 Market-based Architectures in RL and Beyond
by Abhimanyu Pallavi Sudhir & Long Tran-Thanh
- 2503.05824 Building floorspace and stock measurement: A review of global efforts, knowledge gaps, and research priorities
by Minda Ma & Shufan Zhang & Junhong Liu & Ran Yan & W Cai & Nan Zhou & Jinyue Yan
- 2503.05816 Will Neural Scaling Laws Activate Jevons' Paradox in AI Labor Markets? A Time-Varying Elasticity of Substitution (VES) Analysis
by Rajesh P. Narayanan & R. Kelley Pace
- 2503.05815 Trust, Experience, and Innovation: Key Factors Shaping American Attitudes About AI
by Risa Palm & Justin Kingsland & Toby Bolsen
- 2503.05800 How Do Consumers Really Choose: Exposing Hidden Preferences with the Mixture of Experts Model
by Diego Vallarino
- 2503.05795 Assessing provincial carbon budgets for residential buildings to advance net-zero ambitions
by Hong Yuan & Minda Ma & Nan Zhou & Zhili Ma
- 2503.05754 Examining the Dynamics of Local and Transfer Passenger Share Patterns in Air Transportation
by Xufang Zheng & Qilei Zhang & Victoria Cobb & Max Z. Li
- 2503.05708 On Large Language Models as Data Sources for Policy Deliberation on Climate Change and Sustainability
by Rachel Bina & Kha Luong & Shrey Mehta & Daphne Pang & Mingjun Xie & Christine Chou & Steven O. Kimbrough
- 2503.05594 Multi-asset optimal trade execution with stochastic cross-effects: An Obizhaeva-Wang-type framework
by Julia Ackermann & Thomas Kruse & Mikhail Urusov
- 2503.05481 Maximum Hallucination Standards for Domain-Specific Large Language Models
by Tingmingke Lu
- 2503.05381 Construction of Compromise Values for Cooperative Games
by Robert P. Gilles & Ren'e van den Brink
- 2503.05340 Matrix Time Series Modeling: A Hybrid Framework Combining Autoregression and Common Factors
by Zhiyun Fan & Xiaoyu Zhang & Mingyang Chen & Di Wang
- 2503.05338 Using "Failure Costs" to Guarantee Execution Quality in Competitive and Permissionless Order Flow Auctions
by Alex Watts & Davide Sinesi & Jacob Greene
- 2503.05310 Skill and spatial mismatches for sustainable development in Brazil
by Anna K. Berryman & Joris Bucker & Fernanda Senra de Moura & Pete Barbrook-Johnson & Marek Hanusch & Penny Mealy & J. Doyne Farmer & R. Maria del Rio-Chanona
- 2503.05256 Distortion risk measures of sums of two counter-monotonic risks
by Chunle Huang
- 2503.05254 Modeling metaorder impact with a Non-Markovian Zero Intelligence model
by Adele Ravagnani & Fabrizio Lillo
- 2503.05234 Unveiling Biases in AI: ChatGPT's Political Economy Perspectives and Human Comparisons
by Leonardo Becchetti & Nazaria Solferino
- 2503.05185 FinTMMBench: Benchmarking Temporal-Aware Multi-Modal RAG in Finance
by Fengbin Zhu & Junfeng Li & Liangming Pan & Wenjie Wang & Fuli Feng & Chao Wang & Huanbo Luan & Tat-Seng Chua
- 2503.05125 When can we get away with using the two-way fixed effects regression?
by Apoorva Lal
- 2503.05048 Addressing the Subsumption Thesis: A Formal Bridge between Microeconomics and Active Inference
by Noe Kuhn
- 2503.05015 Value of Information in Social Learning
by Hiroto Sato & Konan Shimizu
- 2503.04941 GATE: An Integrated Assessment Model for AI Automation
by Ege Erdil & Andrei Potlogea & Tamay Besiroglu & Edu Roldan & Anson Ho & Jaime Sevilla & Matthew Barnett & Matej Vrzla & Robert Sandler
- 2503.04873 Are Large Language Models Good In-context Learners for Financial Sentiment Analysis?
by Xinyu Wei & Luojia Liu
- 2503.04854 Aggregation Model and Market Mechanism for Virtual Power Plant Participation in Inertia and Primary Frequency Response
by Changsen Feng & Zhongliang Huang & Jun Lin & Licheng Wang & Youbing Zhang & Fushuan Wen
- 2503.04662 Risk-aware Trading Portfolio Optimization
by Marco Bianchetti & Gabriele D'Acunto & Gianmarco De Francisci Morales & Yuko Kuroki & Marco Scaringi & Fabio Vitale
- 2503.04661 Control for Coalitions in Parliamentary Elections
by Hodaya Barr & Eden Hartman & Yonatan Aumann & Sarit Kraus
- 2503.04489 Welfare Effects of Self-Preferencing by a Platform: Empirical Evidence from Airbnb
by Kaede Hanazawa
- 2503.04476 Optimizing Economic Complexity
by Viktor Stojkoski & C'esar A. Hidalgo
- 2503.04435 Persistent gender attitudes and women entrepreneurship
by Ulrich Kaiser & Jose Mata
- 2503.04323 Fredholm Approach to Nonlinear Propagator Models
by Eduardo Abi Jaber & Alessandro Bondi & Nathan De Carvalho & Eyal Neuman & Sturmius Tuschmann
- 2503.04300 Enhancing Poverty Targeting with Spatial Machine Learning: An application to Indonesia
by Rolando Gonzales Martinez & Mariza Cooray
- 2503.04218 Hedging with Sparse Reward Reinforcement Learning
by Yiheng Ding & Gangnan Yuan & Dewei Zuo & Ting Gao
- 2503.04164 CoFinDiff: Controllable Financial Diffusion Model for Time Series Generation
by Yuki Tanaka & Ryuji Hashimoto & Takehiro Takayanagi & Zhe Piao & Yuri Murayama & Kiyoshi Izumi
- 2503.04072 Wasserstein Robust Market Making via Entropy Regularization
by Zhou Fang & Arie Israel
- 2503.03996 Managing Procurement Auction Failure: Bid Requirements or Reserve Prices
by Jun Ma & Vadim Marmer & Pai Xu
- 2503.03910 Optimal Policy Choices Under Uncertainty
by Sarah Moon
- 2503.03858 Looking into informal currency markets as Limit Order Books: impact of market makers
by Alejandro Garc'ia Figal & Alejandro Lage Castellanos & Roberto Mulet
- 2503.03788 Kuhn's Theorem for Games of the Extensive Form with Unawareness
by Ki Vin Foo & Burkhard C. Schipper
- 2503.03612 Large language models in finance : what is financial sentiment?
by Kemal Kirtac & Guido Germano
- 2503.03602 When Should we Expect Non-Decreasing Returns from Data in Prediction Tasks?
by Maximilian Schaefer
- 2503.03497 The Limits of Search Algorithms
by Xiaoyu Chen & Jingmin Huang & Yibo Lian
- 2503.03471 Constructing elicitable risk measures
by Akif Ince & Marlon Moresco & Ilaria Peri & Silvana M. Pesenti
- 2503.03323 Exchange Rate Sensitivity in Free Zone Trade: An Empirical Study of the Istanbul Ataturk Airport Free Zone
by Sukru C. Demirtas
- 2503.03312 How manipulable are prediction markets?
by Itzhak Rasooly & Roberto Rozzi
- 2503.03306 Modeling portfolio loss distribution under infectious defaults and immunization
by Gianluca Farina & Rosella Giacometti & Gabriele Torri
- 2503.03275 Walrasian equilibrium: An alternate proof of existence and lattice structure
by Komal Malik
- 2503.03082 A Linear Theory of Multi-Winner Voting
by Lirong Xia
- 2503.02991 Bayesian Estimation of Corporate Default Spreads
by Maksim Papenkov & Beau Robinette
- 2503.02965 Complex discontinuities of $\surd\overline{\text{Fredholm determinants}}$ in the Volterra Stein-Stein model
by Eduardo Abi Jaber & Maxime Guellil
- 2503.02946 Markets for Models
by Krishna Dasaratha & Juan Ortner & Chengyang Zhu
- 2503.02889 Function-Coherent Gambles with Non-Additive Sequential Dynamics
by Gregory Wheeler
- 2503.02763 Consistent Segregation Metrics: Addressing Structural Variations in Global Labor Markets
by Ana Kujundzic & Janneke Pieters
- 2503.02741 Seeded Poisson Factorization: Leveraging domain knowledge to fit topic models
by Bernd Prostmaier & Jan V'avra & Bettina Grun & Paul Hofmarcher
- 2503.02740 On voting rules satisfying false-name-proofness and participation
by Agustin G. Bonifacio & Federico Fioravanti
- 2503.02722 N-player and mean field games among fund managers considering excess logarithmic returns
by Guohui Guan & Jiaqi Hu & Zongxia Liang
- 2503.02713 Educational Assortative Mating and Household Income Inequality: Evidence from Brazil, Indonesia, Mexico, and South Africa
by Ana Kujundzic
- 2503.02697 Consumption-portfolio choice with preferences for liquid assets
by Guohui Guan & Jiaqi Hu & Zongxia Liang
- 2503.02692 FinArena: A Human-Agent Collaboration Framework for Financial Market Analysis and Forecasting
by Congluo Xu & Zhaobin Liu & Ziyang Li
- 2503.02680 VWAP Execution with Signature-Enhanced Transformers: A Multi-Asset Learning Approach
by Remi Genet
- 2503.02592 Succinct Ambiguous Contracts
by Paul Duetting & Michal Feldman & Yarden Rashti
- 2503.02518 Extrapolating the long-term seasonal component of electricity prices for forecasting in the day-ahead market
by Katarzyna Chk{e}'c & Bartosz Uniejewski & Rafa{l} Weron
- 2503.02496 To Hedge or Not to Hedge: Optimal Strategies for Stochastic Trade Flow Management
by Philippe Bergault & Olivier Gu'eant & Hamza Bodor
- 2503.02464 Approximate Equilibria in Nonconvex Markets: Theory and Evidence from European Electricity Auctions
by Thomas Hubner
- 2503.02419 Beyond the Leland strategies
by Emmanuel Lepinette & Amal Omrani
- 2503.02395 Numerical methods for two-dimensional G-heat equation
by Z. T. Pei & X. Y. Yue & X. T. Zheng
- 2503.02283 On the Realized Joint Laplace Transform of Volatilities with Application to Test the Volatility Dependence
by XinWei Feng & Yu Jiang & Zhi Liu & Zhe Meng
- 2503.02237 Women's Status and Fertility: A Novel Perspective on Low Fertility Issue
by Ruiwu Liu
- 2503.02217 Enhancing Efficiency of Local Projections Estimation with Volatility Clustering in High-Frequency Data
by Chew Lian Chua & David Gunawan & Sandy Suardi
- 2503.02146 Seeing Stereotypes
by Elisa Baldazzi & Pietro Biroli & Marina Della Giusta & Florent Dubois
- 2503.02074 Economic dynamics with differential fertility
by Francis Dennig & Bassel Tarbush
- 2503.01893 BiHRNN -- Bi-Directional Hierarchical Recurrent Neural Network for Inflation Forecasting
by Maya Vilenko
- 2503.01889 Non-Cooperative Games with Uncertainty
by Jozsef Konczer
- 2503.01886 Advanced Deep Learning Techniques for Analyzing Earnings Call Transcripts: Methodologies and Applications
by Umair Zakir & Evan Daykin & Amssatou Diagne & Jacob Faile
- 2503.01870 Can Large Language Models Extract Customer Needs as well as Professional Analysts?
by Artem Timoshenko & Chengfeng Mao & John R. Hauser
- 2503.01855 Function-Coherent Gambles
by Gregory Wheeler
- 2503.01780 Price Impact of Health Insurance
by Andrea Di Giovan Paolo & Jose Higueras
- 2503.01716 The Volterra Stein-Stein model with stochastic interest rates
by Eduardo Abi Jaber & Donatien Hainaut & Edouard Motte
- 2503.01686 \textsc{Perseus}: Tracing the Masterminds Behind Cryptocurrency Pump-and-Dump Schemes
by Honglin Fu & Yebo Feng & Cong Wu & Jiahua Xu
- 2503.01663 Simultaneous elections make single-party sweeps more likely
by Pradeep Dubey & Siddhartha Sahi
- 2503.01629 A New Traders' Game? -- Response Functions in a Historical Perspective
by Cedric Schuhmann & Benjamin Kohler & Anton J. Heckens & Thomas Guhr
- 2503.01591 The Role of Deep Learning in Financial Asset Management: A Systematic Review
by Pedro Reis & Ana Paula Serra & Jo~ao Gama
- 2503.01572 Using firm-level supply chain networks to measure the speed of the energy transition
by Johannes Stangl & Andr'as Borsos & Stefan Thurner
- 2503.01148 Dynamic spillovers and investment strategies across artificial intelligence ETFs, artificial intelligence tokens, and green markets
by Ying-Hui Shao & Yan-Hong Yang & Wei-Xing Zhou
- 2503.01099 A Dynamic Model of Private Asset Allocation
by Hui Chen & Giovanni Gambarotta & Simon Scheidegger & Yu Xu
- 2503.01080 Dynamic Factor Correlation Model
by Chen Tong & Peter Reinhard Hansen
- 2503.01072 Vector Copula Variational Inference and Dependent Block Posterior Approximations
by Yu Fu & Michael Stanley Smith & Anastasios Panagiotelis
- 2503.01053 Commitment, Conflict, and Status Quo in Bargaining
by Harry Pei
- 2503.01040 Pricing time-capped American options using Least Squares Monte Carlo method
by Pawe{l} Stc{e}pniak & Zbigniew Palmowski
- 2503.01000 Privacy vs. Profit: The Impact of Google's Manifest Version 3 (MV3) Update on Ad Blocker Effectiveness
by Karlo Lukic & Lazaros Papadopoulos
- 2503.00883 Keynesian Beauty Contest in Morocco's Public Procurement Reform
by Nizar Riane
- 2503.00851 Forecasting realized volatility in the stock market: a path-dependent perspective
by Xiangdong Liu & Sicheng Fu & Shaopeng Hong
- 2503.00772 Bayesian inference for dynamic spatial quantile models with interactive effects
by Tomohiro Ando & Jushan Bai & Kunpeng Li & Yong Song
- 2503.00757 Wikipedia Contributions in the Wake of ChatGPT
by Liang Lyu & James Siderius & Hannah Li & Daron Acemoglu & Daniel Huttenlocher & Asuman Ozdaglar
- 2503.00725 Causal Inference on Outcomes Learned from Text
by Iman Modarressi & Jann Spiess & Amar Venugopal
- 2503.00650 The Hidden Cost of Waiting for Accurate Predictions
by Ali Shirali & Ariel Procaccia & Rediet Abebe
- 2503.00632 Policy Design in Long-Run Welfare Dynamics
by Jiduan Wu & Rediet Abebe & Moritz Hardt & Ana-Andreea Stoica
- 2503.00603 Understanding the Commodity Futures Term Structure Through Signatures
by Hari P. Krishnan & Stephan Sturm
- 2503.00549 The Uncertainty of Machine Learning Predictions in Asset Pricing
by Yuan Liao & Xinjie Ma & Andreas Neuhierl & Linda Schilling
- 2503.00422 The effect of remote work on urban transportation emissions: evidence from 141 cities
by Sophia Shen & Xinyi Wang & Nicholas Caros & Jinhua Zhao
- 2503.00391 The Evolution of Health Investment: Historical Motivations and Fertility Implications
by Ruiwu Liu
- 2503.00320 Shifting Power: Leveraging LLMs to Simulate Human Aversion in ABMs of Bilateral Financial Exchanges, A bond market study
by Alicia Vidler & Toby Walsh
- 2503.00290 Uniform Limit Theory for Network Data
by Yuya Sasaki
- 2503.00243 Strong Solutions and Quantization-Based Numerical Schemes for a Class of Non-Markovian Volatility Models
by Martino Grasselli & Gilles Pag`es
- 2503.00227 The Learning Approach to Games
by Melih .Ic{s}eri & Erhan Bayraktar
- 2503.00201 Path Dependence in AMM-Based Markets: Mathematical Proof and Implications for Truth Discovery
by Keroshan Pillay
- 2503.00142 The Unequal Costs of Pollution: Carbon Tax, Inequality, and Redistribution
by Cristiano Cantore & Giovanni Di Bartolomeo & Francesco Saverio Gaudio
- 2503.00085 The Impact of Employee Education and Health on Firm-Level TFP in China
by Yuhan He
- 2503.00039 Measure of Morality: A Mathematical Theory of Egalitarian Ethics
by Shuang Wei
- 2502.21306 Solar prosumage under different pricing regimes: Interactions with the transmission grid
by Dana Kirchem & Mario Kendziorski & Enno Wiebrow & Wolf-Peter Schill & Claudia Kemfert & Christian von Hirschhausen
- 2502.21252 Short-Rate Derivatives in a Higher-for-Longer Environment
by Aram Karakhanyan & Takis Konstantopoulos & Matthew Lorig & Evgenii Samutichev
- 2502.21206 Chronologically Consistent Large Language Models
by Songrun He & Linying Lv & Asaf Manela & Jimmy Wu
- 2502.21141 Tracks to Modernity: Railroads, Growth, and Social Movements in Denmark
by Tom Gorges & Magnus {O}rberg Rove & Paul Sharp & Christian Vedel
- 2502.21063 The Luce Model, Regularity, and Choice Overload
by Daniele Caliari & Henrik Petri
- 2502.21037 The amplifier effect of artificial agents in social contagion
by Eric Hitz & Mingmin Feng & Radu Tanase & Ren'e Algesheimer & Manuel S. Mariani
- 2502.20978 Using quantile time series and historical simulation to forecast financial risk multiple steps ahead
by Richard Gerlach & Antonio Naimoli & Giuseppe Storti
- 2502.20963 Retrieval Augmented Generation for Topic Modeling in Organizational Research: An Introduction with Empirical Demonstration
by Gerion Spielberger & Florian Artinger & Jochen Reb & Rudolf Kerschreiter
- 2502.20917 Location Characteristics of Conditional Selective Confidence Intervals via Polyhedral Methods
by Andreas Dzemski & Ryo Okui & Wenjie Wang
- 2502.20819 Enhanced Derivative-Free Optimization Using Adaptive Correlation-Induced Finite Difference Estimators
by Guo Liang & Guangwu Liu & Kun Zhang
- 2502.20816 Structural breaks detection and variable selection in dynamic linear regression via the Iterative Fused LASSO in high dimension
by Angelo Milfont & Alvaro Veiga
- 2502.20706 Natural Asset Beta
by Daniel Grainger
- 2502.20670 Auto-Balancer: Harnessing idle network resources for enhanced market stability
by Arman Abgaryan & Utkarsh Sharma
- 2502.20489 Do Sell-side Analyst Reports Have Investment Value?
by Linying Lv
- 2502.20418 Network effects and incumbent response to entry threats: empirical evidence from the airline industry
by Steve Lawford
- 2502.20413 Excertos da Historia Keynesiana
by Gustavo Lima Moura
- 2502.20001 Better market Maker Algorithm to Save Impermanent Loss with High Liquidity Retention
by CY Yan & Steve Keol & Xo Co & Nate Leung
- 2502.19898 Economic Causal Inference Based on DML Framework: Python Implementation of Binary and Continuous Treatment Variables
by Shunxin Yao
- 2502.19862 Optimal risk-aware interest rates for decentralized lending protocols
by Bastien Baude & Damien Challet & Ioane Muni Toke
- 2502.19861 Social Influence Distorts Ratings in Online Interfaces
by Marina Kontalexi & Alexandros Gelastopoulos & Pantelis P. Analytis
- 2502.19788 Semiparametric Triple Difference Estimators
by Sina Akbari & Negar Kiyavash & AmirEmad Ghassami
- 2502.19659 Time-Varying Identification of Structural Vector Autoregressions
by Annika Camehl & Tomasz Wo'zniak
- 2502.19640 Mass Shootings, Community Mobility, and the Relocation of Economic Activity
by Miguel Cuellar & Hyunseok Jung
- 2502.19620 Triple Difference Designs with Heterogeneous Treatment Effects
by Laura Caron
- 2502.19615 A Method for Evaluating the Interpretability of Machine Learning Models in Predicting Bond Default Risk Based on LIME and SHAP
by Yan Zhang & Lin Chen & Yixiang Tian
- 2502.19608 Mobility and Mobility Measures
by Frank A. Cowell & Emmanuel Flachaire
- 2502.19553 Cued to Queue: Information in Waiting-Line Auctions
by Jack Hirsch & Eric Tang
- 2502.19525 Differentially Private Sequential Learning
by Yuxin Liu & M. Amin Rahimian
- 2502.19349 CryptoPulse: Short-Term Cryptocurrency Forecasting with Dual-Prediction and Cross-Correlated Market Indicators
by Amit Kumar & Taoran Ji
- 2502.19305 Corporate Fraud Detection in Rich-yet-Noisy Financial Graph
by Shiqi Wang & Zhibo Zhang & Libing Fang & Cam-Tu Nguyen & Wenzhon Li
- 2502.19213 Framework for asset-liability management with fixed-term securities
by Yevhen Havrylenko
- 2502.19075 Incomplete Information Robustness
by Stephen Morris & Takashi Ui
- 2502.18984 Cycles and collusion in congestion games under Q-learning
by Cesare Carissimo & Jan Nagler & Heinrich Nax
- 2502.18970 Empirical likelihood approach for high-dimensional moment restrictions with dependent data
by Jinyuan Chang & Qiao Hu & Zhentao Shi & Jia Zhang
- 2502.18916 Measuring trade costs and analyzing the determinants of trade growth between Cambodia and major trading partners: 1993 to 2019
by Borin Keo & Bin Li & Waqas Younis
- 2502.18876 Multidimensional Monotonicity and Economic Applications
by Frank Yang & Kai Hao Yang
- 2502.18805 It's Not All Black and White: Degree of Truthfulness for Risk-Avoiding Agents
by Eden Hartman & Erel Segal-Halevi & Biaoshuai Tao
- 2502.18625 To Make, or to Take, That Is the Question: Impact of LOB Mechanics on Natural Trading Strategies
by Jakob Albers & Mihai Cucuringu & Sam Howison & Alexander Y. Shestopaloff
- 2502.18598 Locational Energy Storage Bid Bounds for Facilitating Social Welfare Convergence
by Ning Qi & Bolun Xu
- 2502.18488 Sustainable intensification of small-scale aquaculture systems depends on the local context and characteristics of producers
by Sonja Radosavljevic & Ezio Venturino & Francesca Acotto & Quanli Wang & Jie Su & Alexandros Gasparatos
- 2502.18471 FinBloom: Knowledge Grounding Large Language Model with Real-time Financial Data
by Ankur Sinha & Chaitanya Agarwal & Pekka Malo
- 2502.18261 The effect of minimum wages on employment in the presence of productivity fluctuations
by Asahi Sato
- 2502.18253 Enhancing External Validity of Experiments with Ongoing Sampling
by Chen Wang & Shichao Han & Shan Huang
- 2502.18242 Minimum Distance Estimation of Quantile Panel Data Models
by Blaise Melly & Martina Pons
- 2502.18177 Recurrent Neural Networks for Dynamic VWAP Execution: Adaptive Trading Strategies with Temporal Kolmogorov-Arnold Networks
by Remi Genet
- 2502.17967 LLM Knows Geometry Better than Algebra: Numerical Understanding of LLM-Based Agents in A Trading Arena
by Tianmi Ma & Jiawei Du & Wenxin Huang & Wenjie Wang & Liang Xie & Xian Zhong & Joey Tianyi Zhou
- 2502.17915 Dynamic Factor Model-Based Multiperiod Mean-Variance Portfolio Selection with Portfolio Constraints
by Jianjun Gao & Chengneng Jin & Yun Shi & Xiangyu Cui
- 2502.17906 Exactly solvable model of the square-root price impact dynamics under the long-range market-order correlation
by Yuki Sato & Kiyoshi Kanazawa
- 2502.17830 Certified Decisions
by Isaiah Andrews & Jiafeng Chen
- 2502.17816 Escaping the Subprime Trap in Algorithmic Lending
by Adam Bouyamourn & Alexander Williams Tolbert
- 2502.17777 Adaptive Nesterov Accelerated Distributional Deep Hedging for Efficient Volatility Risk Management
by Lei Zhao & Lin Cai & Wu-Sheng Lu
- 2502.17757 Robust and Efficient Deep Hedging via Linearized Objective Neural Network
by Lei Zhao & Lin Cai
- 2502.17731 Comparative Study of Monte Carlo and Quasi-Monte Carlo Techniques for Enhanced Derivative Pricing
by Giacomo Case
- 2502.17682 Pareto-undominated strategy-proof rules in economies with multidimensional single-peaked preferences
by Agustin G. Bonifacio
- 2502.17518 Ensemble RL through Classifier Models: Enhancing Risk-Return Trade-offs in Trading Strategies
by Zheli Xiong
- 2502.17493 Pursuing Top Growth with Novel Loss Function
by Ruoyu Guo & Haochen Qiu
- 2502.17417 Event-Based Limit Order Book Simulation under a Neural Hawkes Process: Application in Market-Making
by Luca Lalor & Anatoliy Swishchuk
- 2502.17271 Optimal Salaries of Researchers with Motivational Emergence
by Eldar Knar
Printed from https://ideas.repec.org/s/arx/papers.html
