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2020: Implementation of a cost-benefit analysis of Demand-Responsive Transport with a Multi-Agent Transport Simulation Downloads
Conny Grunicke, Jan Christian Schl\"uter and Jani-Pekka Jokinen
2020: Functional Principal Component Analysis of Cointegrated Functional Time Series Downloads
Won-Ki Seo
2020: State Space Vasicek Model of a Longevity Bond Downloads
Georgina Onuma Kalu, Chinemerem Dennis Ikpe, Benjamin Ifeanyichukwu Oruh and Samuel Asante Gyamerah
2020: On the benefits of index insurance in US agriculture: a large-scale analysis using satellite data Downloads
Matthieu Stigler and David Lobell
2020: Exploiting arbitrage requires short selling Downloads
Eckhard Platen and Stefan Tappe
2020: Classification of Priorities Such That Deferred Acceptance is Obviously Strategyproof Downloads
Clayton Thomas
2020: The Application of Data Mining in the Production Processes Downloads
Hamza Saad
2020: Use Bagging Algorithm to Improve Prediction Accuracy for Evaluation of Worker Performances at a Production Company Downloads
Hamza Saad
2020: Asymmetric excitation of left- and right-tail extreme events probed using a Hawkes model: application to financial returns Downloads
Matthew F. Tomlinson, David Greenwood and Marcin Mucha-Kruczynski
2020: Using Machine Learning to Create an Early Warning System for Welfare Recipients Downloads
Dario Sansone and Anna Zhu
2020: Job Transitions in a Time of Automation and Labor Market Crises Downloads
Nikolas Dawson, Marian-Andrei Rizoiu and Mary-Anne Williams
2020: The risk of death in newborn businesses during the first years in market Downloads
Faustino Prieto, Jos\'e Mar\'ia Sarabia and Enrique Calder\'in-Ojeda
2020: Doubly weighted M-estimation for nonrandom assignment and missing outcomes Downloads
Akanksha Negi
2020: Assessing Systemic Risk in the Insurance Sector via Network Theory Downloads
Gian Paolo Clemente and Alessandra Cornaro
2020: The Epps effect under alternative sampling schemes Downloads
Patrick Chang, Etienne Pienaar and Tim Gebbie
2020: The Impact of Research Funding on Knowledge Creation and Dissemination: A study of SNSF Research Grants Downloads
Rachel Heyard and Hanna Hottenrott
2020: Non-Identifiability in Network Autoregressions Downloads
Federico Martellosio
2020: Exploiting network information to disentangle spillover effects in a field experiment on teens' museum attendance Downloads
Silvia Noirjean, Marco Mariani, Alessandra Mattei and Fabrizia Mealli
2020: Machine Predictions and Human Decisions with Variation in Payoffs and Skill Downloads
Michael Allan Ribers and Hannes Ullrich
2020: Discrete time multi-period mean-variance model: Bellman type strategy and Empirical analysis Downloads
Shuzhen Yang
2020: A Framework for Conceptualizing Islamic Bank Socialization in Indonesia Downloads
Suryo Budi Santoso and Herni Justiana Astuti
2020: The power of islamic scholars lecture to decide using Islamic bank with customer response strength approach Downloads
Suryo Budi Santoso and Herni Justiana Astuti
2020: Real-Time Detection of Volatility in Liquidity Provision Downloads
Matthew Brigida
2020: The short-run impact of COVID-19 on the activity in the insurance industry in the Republic of North Macedonia Downloads
Viktor Stojkoski, Petar Jolakoski and Igor Ivanovski
2020: Continuous-Time Risk Contribution and Budgeting for Terminal Variance Downloads
Mengjin Zhao and Guangyan Jia
2020: Solving path dependent PDEs with LSTM networks and path signatures Downloads
Marc Sabate-Vidales, David \v{S}i\v{s}ka and Lukasz Szpruch
2020: Understanding the Distributional Aspects of Microcredit Expansions Downloads
Melvyn Weeks and Tobias Gabel Christiansen
2020: Sequential Defaulting in Financial Networks Downloads
P\'al Andr\'as Papp and Roger Wattenhofer
2020: Nonparametric instrumental regression with right censored duration outcomes Downloads
Jad Beyhum, Jean-Pierre FLorens and Ingrid Van Keilegom
2020: Pricing in Integrated Heat and Power Markets Downloads
Alvaro Gonzalez-Castellanos, David Pozo and Aldo Bischi
2020: Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon Downloads
Ben Hambly, Renyuan Xu and Huining Yang
2020: A Semi-Parametric Bayesian Generalized Least Squares Estimator Downloads
Ruochen Wu and Melvyn Weeks
2020: A Stationary Kyle Setup: Microfounding propagator models Downloads
Michele Vodret, Iacopo Mastromatteo, Bence T\'oth and Michael Benzaquen
2020: Retirement decision and optimal consumption-investment under addictive habit persistence Downloads
Guohui Guan, Zongxia Liang and Fengyi Yuan
2020: Price Impact on Term Structure Downloads
Damiano Brigo, Federico Graceffa and Eyal Neuman
2020: Affine Pricing and Hedging of Collateralized Debt Obligations Downloads
Zehra Eksi and Damir Filipovi\'c
2020: Screening for breakthroughs Downloads
Gregorio Curello and Ludvig Sinander
2020: Belief Error and Non-Bayesian Social Learning: Experimental Evidence Downloads
Bo\u{g}a\c{c}han \c{C}elen, Sen Geng and Huihui Li
2020: FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance Downloads
Xiao-Yang Liu, Hongyang Yang, Qian Chen, Runjia Zhang, Liuqing Yang, Bowen Xiao and Christina Dan Wang
2020: Allocating marketing resources over social networks: A long-term analysis Downloads
Vineeth S. Varma, Samson Lasaulce, Julien Mounthanyvong and Irinel-Constantin Morarescu
2020: A Risk Based approach for the Solvency Capital requirement for Health Plans Downloads
Fabio Baione, Davide Biancalana and Paolo De Angelis
2020: An application of Zero-One Inflated Beta regression models for predicting health insurance reimbursement Downloads
Fabio Baione, Davide Biancalana and Paolo De Angelis
2020: Autoregressive models of the time series under volatility uncertainty and application to VaR model Downloads
Shige Peng and Shuzhen Yang
2020: Cooperation in the Age of COVID-19: Evidence from Public Goods Games Downloads
Patrick Mellacher
2020: Tempered stable distributions and finite variation Ornstein-Uhlenbeck processes Downloads
Nicola Cufaro Petroni and Piergiacomo Sabino
2020: Principal Component Analysis and Factor Analysis for Feature Selection in Credit Rating Downloads
Shenghuan Yang and Lonut Florescu
2020: Pricing the Information Quantity in Artworks Downloads
Lan Ju, Zhiyong Tu and Changyong Xue
2020: Getting to a feasible income equality Downloads
Ji-Won Park and Chae Un Kim
2020: On Simultaneous Long-Short Stock Trading Controllers with Cross-Coupling Downloads
Atul Deshpande, John A Gubner and B. Ross Barmish
2020: Visual Forecasting of Time Series with Image-to-Image Regression Downloads
Naftali Cohen, Srijan Sood, Zhen Zeng, Tucker Balch and Manuela Veloso
2020: A Two-Way Transformed Factor Model for Matrix-Variate Time Series Downloads
Zhaoxing Gao and Ruey S. Tsay
2020: Emotions in Online Content Diffusion Downloads
Yifan Yu, Shan Huang, Yuchen Liu and Yong Tan
2020: Assessing the use of transaction and location based insights derived from Automatic Teller Machines (ATMs) as near real time sensing systems of economic shocks Downloads
Dharani Dhar Burra and Sriganesh Lokanathan
2020: COVID-19 and the stock market: evidence from Twitter Downloads
Rahul Goel, Lucas Javier Ford, Maksym Obrizan and Rajesh Sharma
2020: Space-time budget allocation policy design for viral marketing Downloads
I. C. Morarescu, V. S. Varma, L. Busoniu and S. Lasaulce
2020: Static Hedging of Weather and Price Risks in Electricity Markets Downloads
Javier Pantoja Robayo and Juan C. Vera
2020: Marketing resource allocation in duopolies over social networks Downloads
Vineeth S. Varma, Irinel-Constantin Morarescu, Samson Lasaulce and Samuel Martin
2020: Generalized Filtrations and Its Application to Binomial Asset Pricing Models Downloads
Takanori Adachi, Katsushi Nakajima and Yoshihiro Ryu
2020: Option Pricing Incorporating Factor Dynamics in Complete Markets Downloads
Yuan Hu, Abootaleb Shirvani, W. Brent Lindquist, Frank J. Fabozzi and Svetlozar T. Rachev
2020: Fat tails arise endogenously in asset prices from supply/demand, with or without jump processes Downloads
Gunduz Caginalp
2020: Policy choice in experiments with unknown interference Downloads
Davide Viviano
2020: Causal motifs and existence of endogenous cascades in directed networks with application to company defaults Downloads
Irena Barja\v{s}i\'c, Hrvoje \v{S}tefan\v{c}i\'c, Vedrana Pribi\v{c}evi\'c and Vinko Zlati\'c
2020: Aplica\c{c}\~ao do Movimento Browniano Geom\'etrico para Simula\c{c}\~ao de Pre\c{c}os de A\c{c}\~oes do \'Indice Brasileiro de Small Caps Downloads
Marcos Vin\'icius dos Santos Ara\'ujo
2020: Analysis and Forecasting of Financial Time Series Using CNN and LSTM-Based Deep Learning Models Downloads
Sidra Mehtab, Jaydip Sen and Subhasis Dasgupta
2020: Portfolio Risk Measurement Using a Mixture Simulation Approach Downloads
Seyed Mohammad Sina Seyfi, Azin Sharifi and Hamidreza Arian
2020: Predicting Disaggregated CPI Inflation Components via Hierarchical Recurrent Neural Networks Downloads
Oren Barkan, Itamar Caspi, Allon Hammer and Noam Koenigstein
2020: Forecasting Probability of Default for Consumer Loan Management with Gaussian Mixture Models Downloads
Hamidreza Arian, Seyed Mohammad Sina Seyfi and Azin Sharifi
2020: Implicit Incentives for Fund Managers with Partial Information Downloads
Flavio Angelini, Katia Colaneri, Stefano Herzel and Marco Nicolosi
2020: Do tar roads bring tourism? Growth corridor policy and tourism development in the Zambezi region, Namibia Downloads
Linus Kalvelage, Javier Revilla Diez and Michael Bollig
2020: Double blind vs. open review: an evolutionary game logit-simulating the behavior of authors and reviewers Downloads
Mantas Radzvilas, Francesco De Pretis, William Peden, Daniele Tortoli and Barbara Osimani
2020: Price formation and optimal trading in intraday electricity markets with a major player Downloads
Olivier F\'eron, Peter Tankov and Laura Tinsi
2020: The effect of monetary incentives on sociality induced cooperation Downloads
Tatiana Kozitsina, Alexander Chaban, Evgeniya Lukinova and Mikhail Myagkov
2020: Exact Multivariate Amplitude Distributions for Non-Stationary Gaussian or Algebraic Fluctuations of Covariances or Correlations Downloads
Thomas Guhr and Andreas Schell
2020: Smart Close-out Netting Downloads
Akber Datoo and Christopher D. Clack
2020: Impact of crop diversification on socio-economic life of tribal farmers: A case study from Eastern ghats of India Downloads
Sadasiba Tripathy and Sandhyarani Das
2020: Application of deep quantum neural networks to finance Downloads
Takayuki Sakuma
2020: A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models Downloads
Francis J. DiTraglia and Camilo Garcia-Jimeno
2020: Identifying the effect of a mis-classified, binary, endogenous regressor Downloads
Francis J. DiTraglia and Camilo Garcia-Jimeno
2020: Ambient heat and human sleep Downloads
Kelton Minor, Andreas Bjerre-Nielsen, Sigga Svala Jonasdottir, Sune Lehmann and Nick Obradovich
2020: A Reputation for Honesty Downloads
Drew Fudenberg, Ying Gao and Harry Pei
2020: A Generalized Focused Information Criterion for GMM Downloads
Minsu Chang and Francis J. DiTraglia
2020: Identifying Causal Effects in Experiments with Social Interactions and Non-compliance Downloads
Francis J. DiTraglia, Camilo Garcia-Jimeno, Rossa O'Keeffe-O'Donovan and Alejandro Sanchez-Becerra
2020: Dynamic factor, leverage and realized covariances in multivariate stochastic volatility Downloads
Yuta Yamauchi and Yasuhiro Omori
2020: A Mixed-Method Landscape Analysis of SME-focused B2B Platforms in Germany Downloads
Tina Krell, Fabian Braesemann, Fabian Stephany, Nicolas Friederici and Philip Meier
2020: Population synthesis for urban resident modeling using deep generative models Downloads
Martin Johnsen, Oliver Brandt, Sergio Garrido and Francisco C. Pereira
2020: Stochastic stability of agglomeration patterns in an urban retail model Downloads
Minoru Osawa, Takashi Akamatsu and Yosuke Kogure
2020: Weak Identification in Discrete Choice Models Downloads
David T. Frazier, Eric Renault, Lina Zhang and Xueyan Zhao
2020: When Should We (Not) Interpret Linear IV Estimands as LATE? Downloads
Tymon S{\l}oczy\'nski
2020: The Uncertain Shape of Grey Swans: Extreme Value Theory with Uncertain Threshold Downloads
Hamidreza Arian, Hossein Poorvasei, Azin Sharifi and Shiva Zamani
2020: Simulation of the drawdown and its duration in L\'{e}vy models via stick-breaking Gaussian approximation Downloads
Jorge Gonz\'alez C\'azares and Aleksandar Mijatovi\'c
2020: Shadow economy and populism-risk and uncertainty factors for establishing low-carbon economy of Balkan countries-case study for Bulgaria Downloads
Shteryo Nozharov and Nina Nikolova
2020: Learning to Personalize Treatments When Agents Are Strategic Downloads
Evan Munro
2020: Prospects and challenges of quantum finance Downloads
Adam Bouland, Wim van Dam, Hamed Joorati, Iordanis Kerenidis and Anupam Prakash
2020: Contingent Capital with Stock Price Triggers in Interbank Networks Downloads
Anne G. Balter, Nikolaus Schweizer and Juan C. Vera
2020: Sentiment Diffusion in Financial News Networks and Associated Market Movements Downloads
Xingchen Wan, Jie Yang, Slavi Marinov, Jan-Peter Calliess, Stefan Zohren and Xiaowen Dong
2020: Gaussian Transforms Modeling and the Estimation of Distributional Regression Functions Downloads
Richard Spady and Sami Stouli
2020: COVID-Town: An Integrated Economic-Epidemiological Agent-Based Model Downloads
Patrick Mellacher
2020: Assessing the attraction of cities on venture capital from a scaling law perspective Downloads
Ruiqi Li, Lingyun Lu, Weiwei Gu, Shaodong Ma, Gang Xu and H. Eugene Stanley
2020: Generating unfavourable VaR scenarios with patchwork copulas Downloads
Dietmar Pfeifer and Olena Ragulina
2020: Optimal Collaterals in Multi-Enterprise Investment Networks Downloads
Moshe Babaioff, Yoav Kolumbus and Eyal Winter
2020: Mostly Harmless Machine Learning: Learning Optimal Instruments in Linear IV Models Downloads
Jiafeng Chen, Daniel L. Chen and Greg Lewis
2020: Forecasting and Analyzing the Military Expenditure of India Using Box-Jenkins ARIMA Model Downloads
Deepanshu Sharma and Kritika Phulli
2020: Saturating stable matchings Downloads
Muhammad Maaz
2020: Dynamics of market states and risk assessment Downloads
Hirdesh K. Pharasi, Eduard Seligman, Suchetana Sadhukhan and Thomas H. Seligman
2020: Reviewing energy system modelling of decentralized energy autonomy Downloads
Jann Michael Weinand, Fabian Scheller and Russell McKenna
2020: Reel Stock Analysis for an Integrated Paper Packaging Company Downloads
Constantine Goulimis and Gaston Simone
2020: Selling two complementary goods Downloads
Komal Malik and Kolagani Paramahamsa
2020: Birds of a feather flock together? Diversity and spread of COVID-19 cases in India Downloads
Udayan Rathore, Upasak Das and Prasenjit Sarkhel
2020: From passive to active: Flexibility from electric vehicles in the context of transmission system development Downloads
Philipp Andreas Gunkel, Claire Bergaentzl\'e, Ida Gr{\ae}sted Jensen and Fabian Scheller
2020: Competition between simultaneous demand-side flexibility options: The case of community electricity storage systems Downloads
Fabian Scheller, Robert Burkhardt, Robert Schwarzeit, Russell McKenna and Thomas Bruckner
2020: Disentangling Community-level Changes in Crime Trends During the COVID-19 Pandemic in Chicago Downloads
Gian Maria Campedelli, Serena Favarin, Alberto Aziani and Alex R. Piquero
2020: Portfolio Liquidation Games with Self-Exciting Order Flow Downloads
Guanxing Fu, Ulrich Horst and Xiaonyu Xia
2020: Deep Neural Networks and Neuro-Fuzzy Networks for Intellectual Analysis of Economic Systems Downloads
Alexey Averkin and Sergey Yarushev
2020: The Solution of the Equity Premium Puzzle Downloads
Atilla Aras
2020: Dirichlet policies for reinforced factor portfolios Downloads
Eric Andr\'e and Guillaume Coqueret
2020: Spontaneous symmetry breaking in Quantum Finance Downloads
Ivan Arraut, Alan Au and Alan Ching-biu Tse
2020: On social networks that support learning Downloads
Itai Arieli, Fedor Sandomirskiy and Rann Smorodinsky
2020: Startup & Unicorn Growth Valuation Downloads
Andreas A. Aigner and Walter Schrabmair
2020: Tracking change-points in multivariate extremes Downloads
Miguel de Carvalho, Manuele Leonelli and Alex Rossi
2020: Testing and Dating Structural Changes in Copula-based Dependence Measures Downloads
Florian Stark and Sven Otto
2020: A Note on Utility Indifference Pricing with Delayed Information Downloads
Peter Bank and Yan Dolinsky
2020: Optimal Policy Learning: From Theory to Practice Downloads
Giovanni Cerulli
2020: Pattern recognition in trading behaviors before stock price jumps: new method based on multivariate time series classification Downloads
Ao Kong, Robert Azencott and Hongliang Zhu
2020: Optimizing distortion riskmetrics with distributional uncertainty Downloads
Silvana Pesenti, Qiuqi Wang and Ruodu Wang
2020: Reducing bias in difference-in-differences models using entropy balancing Downloads
Matthew Cefalu, Brian G. Vegetabile, Michael Dworsky, Christine Eibner and Federico Girosi
2020: Nonparametric Adaptive Bayesian Stochastic Control Under Model Uncertainty Downloads
Tao Chen and Jiyoun Myung
2020: Short Term Electricity Market Designs: Identified Challenges and Promising Solutions Downloads
Lina Silva-Rodriguez, Anibal Sanjab, Elena Fumagalli, Ana Virag and Madeleine Gibescu
2020: Sparse time-varying parameter VECMs with an application to modeling electricity prices Downloads
Niko Hauzenberger, Michael Pfarrhofer and Luca Rossini
2020: Dynamic sensitivities and Initial Margin via Chebyshev Tensors Downloads
Mariano Zeron and Ignacio Ruiz
2020: Occupational Network Structure and Vector Assortativity for illustrating patterns of social mobility Downloads
Vinay Reddy Venumuddala
2020: Reinforced Deep Markov Models With Applications in Automatic Trading Downloads
Tadeu A. Ferreira
2020: Comparing the market microstructure between two South African exchanges Downloads
Ivan Jericevich, Patrick Chang and Tim Gebbie
2020: SuperDeConFuse: A Supervised Deep Convolutional Transform based Fusion Framework for Financial Trading Systems Downloads
Pooja Gupta, Angshul Majumdar, Emilie Chouzenoux and Giovanni Chierchia
2020: Intensity-Efficient Allocations Downloads
Georgios Gerasimou
2020: A Basket Half Full: Sparse Portfolios Downloads
Ekaterina Seregina
2020: Weak Transport for Non-Convex Costs and Model-independence in a Fixed-Income Market Downloads
Beatrice Acciaio, Mathias Beiglboeck and Gudmund Pammer
2020: A bivariate Normal Inverse Gaussian process with stochastic delay: efficient simulations and applications to energy markets Downloads
Matteo Gardini, Piergiacomo Sabino and Emanuela Sasso
2020: DoWhy: An End-to-End Library for Causal Inference Downloads
Amit Sharma and Emre Kiciman
2020: Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model Downloads
Liao Zhu, Robert A. Jarrow and Martin T. Wells
2020: Screening and Information-Sharing Externalities Downloads
Quitz\'e Valenzuela-Stookey
2020: Inference under Superspreading: Determinants of SARS-CoV-2 Transmission in Germany Downloads
Patrick W. Schmidt
2020: Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction Downloads
Jianqing Fan, Ricardo P. Masini and Marcelo C. Medeiros
2020: Unifying the theory of storage and the risk premium by an unobservable intrinsic electricity price Downloads
Wieger Hinderks, Ralf Korn and Andreas Wagner
2020: Platform-Mediated Competition Downloads
Quitz\'e Valenzuela-Stookey
2020: Redistribution Through Tax Relief Downloads
Quitz\'e Valenzuela-Stookey
2020: Synthetic forwards and cost of funding in the equity derivative market Downloads
Michele Azzone and Roberto Baviera
2020: How Likely Are Large Elections Tied? Downloads
Lirong Xia
2020: Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models Downloads
Constandina Koki, Stefanos Leonardos and Georgios Piliouras
2020: Endogenous structural transformation in economic development Downloads
Justin Y. F. Lin and Haipeng Xing
2020: XVA Valuation under Market Illiquidity Downloads
Weijie Pang and Stephan Sturm
2020: Identifying Latent Structures in Maternal Employment: Evidence on the German Parental Benefit Reform Downloads
Sophie-Charlotte Klose
2020: Balancing the Payment System Downloads
Toma\v{z} Fleischman and Paolo Dini
2020: Monetary Policy and Firm Dynamics Downloads
Matthew Read
2020: Multiscale Control of Stackelberg Games Downloads
Michael Herty, Sonja Steffensen and Anna Th\"unen
2020: Did Hurricane Katrina Reduce Mortality? Downloads
Robert Kaestner
2020: Effect of Short-Term Debt on Financial Growth of Non-Financial Firms Listed at Nairobi Securities Exchange Downloads
David Haritone Shikumo, Oluoch Oluoch and Joshua Matanda Wepukhulu
2020: The importance of dynamic risk constraints for limited liability operators Downloads
John Armstrong, Damiano Brigo and Alex S. L. Tse
2020: Socio-demographic goals within digitalization environment: a gender aspect Downloads
Olga A. Zolotareva and Aleksandr V. Bezrukov
2020: Agent-based Computational Economics in Management Accounting Research: Opportunities and Difficulties Downloads
Friederike Wall and Stephan Leitner
2020: Robust Forecasting Downloads
Timothy Christensen, Hyungsik Roger Moon and Frank Schorfheide
2020: How the Availability of Higher Education Affects Incentives? Evidence from Federal University Openings in Brazil Downloads
Guilherme Jardim
2020: Conditional quantile estimators: A small sample theory Downloads
Grigory Franguridi, Bulat Gafarov and Kaspar Wuthrich
2020: Social Media and Political Contributions: The Impact of New Technology on Political Competition Downloads
Maria Petrova, Ananya Sen and Pinar Yildirim
2020: Auctioning Annuities Downloads
Gaurab Aryal, Eduardo Fajnzylber, Maria F. Gabrielli and Manuel Willington
2020: Excursion Risk Downloads
Anna Ananova, Rama Cont and Renyuan Xu
2020: Fast and exact audit scheduling optimization Downloads
Jan Motl and Pavel Kord\'ik
2020: The Evolution of Status Preferences in Anti-Coordination Games Downloads
Manuel Staab
2020: Ising Model for Asymmetric Games on Networks Downloads
A. D. Correia, L. L. Leestmaker and H. T. C. Stoof
2020: Bitcoin's future carbon footprint Downloads
Shize Qin, Lena Klaa{\ss}en, Ulrich Gallersd\"orfer, Christian Stoll and Da Zhang
2020: Rule-based Strategies for Dynamic Life Cycle Investment Downloads
T. R. B. den Haan, K. W. Chau, M. van der Schans and Cornelis Oosterlee
2020: Debiasing classifiers: is reality at variance with expectation? Downloads
Ashrya Agrawal, Florian Pfisterer, Bernd Bischl, Jiahao Chen, Srijan Sood, Sameena Shah, Francois Buet-Golfouse, Bilal A Mateen and Sebastian Vollmer
2020: The polarizing impact of numeracy, economic literacy, and science literacy on attitudes toward immigration Downloads
Lucia Savadori, Giuseppe Espa and Maria Michela Dickson
2020: Adaptive Combinatorial Allocation Downloads
Maximilian Kasy and Alexander Teytelboym
2020: Quantum Speedup of Monte Carlo Integration in the Direction of Dimension and its Application to Finance Downloads
Kazuya Kaneko, Koichi Miyamoto, Naoyuki Takeda and Kazuyoshi Yoshino
2020: Learning from Forecast Errors: A New Approach to Forecast Combinations Downloads
Tae-Hwy Lee and Ekaterina Seregina
2020: Comparing the collective behavior of banking industry Downloads
Hanie. Vahabi, Ali Namaki and Reza Raei
2020: Insights into Fairness through Trust: Multi-scale Trust Quantification for Financial Deep Learning Downloads
Alexander Wong, Andrew Hryniowski and Xiao Yu Wang
2020: Economic Principles of PoPCoin, a Democratic Time-based Cryptocurrency Downloads
Haoqian Zhang, Cristina Basescu and Bryan Ford
2020: Greetings from a Triparental Planet Downloads
Gizem Bacaksizlar, Stefani Crabtree, Joshua Garland, Natalie Grefenstette, Albert Kao, David Kinney, Artemy Kolchinsky, Tyler Marghetis, Michael Price, Maria Riolo, Hajime Shimao, Ashley Teufel, Tamara van der Does and Vicky Chuqiao Yang
2020: Non-Equilibrium Skewness, Market Crises, and Option Pricing: Non-Linear Langevin Model of Markets with Supersymmetry Downloads
Igor Halperin
2020: Instrumental Variable Identification of Dynamic Variance Decompositions Downloads
Mikkel Plagborg-M{\o}ller and Christian K. Wolf
2020: Synthetic Data Generation for Economists Downloads
Allison Koenecke and Hal Varian
2020: Estimating County-Level COVID-19 Exponential Growth Rates Using Generalized Random Forests Downloads
Zhaowei She, Zilong Wang, Turgay Ayer, Asmae Toumi and Jagpreet Chhatwal
2020: Constrained Serial Rule on the Full Preference Domain Downloads
Priyanka Shende
2020: Insights from Optimal Pandemic Shielding in a Multi-Group SEIR Framework Downloads
Philipp Bach, Victor Chernozhukov and Martin Spindler
2020: The Frequency of Convergent Games under Best-Response Dynamics Downloads
Samuel C. Wiese and Torsten Heinrich
2020: Causal Campbell-Goodhart's law and Reinforcement Learning Downloads
Hal Ashton
2020: Coresets for Regressions with Panel Data Downloads
Lingxiao Huang, K. Sudhir and Nisheeth K. Vishnoi
2020: Developments on the Bayesian Structural Time Series Model: Trending Growth Downloads
David Kohns and Arnab Bhattacharjee
2020: Adaptive Bernstein Copulas and Risk Management Downloads
Dietmar Pfeifer and Olena Ragulina
2020: Competition in Fund Management and Forward Relative Performance Criteria Downloads
Michail Anthropelos, Tianran Geng and Thaleia Zariphopoulou
2020: Asset Allocation via Machine Learning and Applications to Equity Portfolio Management Downloads
Qing Yang, Zhenning Hong, Ruyan Tian, Tingting Ye and Liangliang Zhang
2020: A note on the option price and "Mass at zero in the uncorrelated SABR model and implied volatility asymptotics" Downloads
Jaehyuk Choi and Lixin Wu
2020: Using mixed-frequency and realized measures in quantile regression Downloads
Vincenzo Candila, Giampiero Gallo and Lea Petrella
2020: Social networks, confirmation bias and shock elections Downloads
Edoardo Gallo and Alastair Langtry
2020: Price of Anarchy of Simple Auctions with Interdependent Values Downloads
Alon Eden, Michal Feldman, Inbal Talgam-Cohen and Ori Zviran
2020: Optimal Portfolio Using Factor Graphical Lasso Downloads
Tae-Hwy Lee and Ekaterina Seregina
2020: Gamblers Learn from Experience Downloads
Joshua E. Blumenstock and Matthew Olckers
2020: The implications of large-scale containment policies on global maritime trade during the COVID-19 pandemic Downloads
Jasper Verschuur, Elco Koks and Jim Hall
2020: Preventing COVID-19 Fatalities: State versus Federal Policies Downloads
Jean-Paul Renne, Guillaume Roussellet and Gustavo Schwenkler
2020: The public debt multiplier Downloads
Alice Albonico, Guido Ascari and Alessandro Gobbi
2020: Minimum Wage, Labor Equilibrium, and the Productivity Horizon: A Visual Examination Downloads
John R. Moser
2020: Sectoral Labor Mobility and Optimal Monetary Policy Downloads
Alessandro Cantelmo and Giovanni Melina
2020: Consumer Theory with Non-Parametric Taste Uncertainty and Individual Heterogeneity Downloads
Christopher Dobronyi and Christian Gouri\'eroux
2020: Effect of Long-Term Debt on the Financial Growth of Non-Financial Firms Listed at the Nairobi Securities Exchange Downloads
David Haritone Shikumo, Oluoch Oluoch and Joshua Matanda Wepukhulu
2020: Does it Pay Off to Learn a New Skill? Revealing the Economic Benefits of Cross-Skilling Downloads
Fabian Stephany
2020: The use of scaling properties to detect relevant changes in financial time series: a new visual warning tool Downloads
Ioannis P. Antoniades, Giuseppe Brandi, L. G. Magafas and T. Di Matteo
2020: KrigHedge: Gaussian Process Surrogates for Delta Hedging Downloads
Mike Ludkovski and Yuri Saporito
2020: Using Information to Amplify Competition Downloads
Wenhao Li
2020: Combining Observational and Experimental Data Using First-stage Covariates Downloads
George Gui
2020: Asymptotic Properties of the Maximum Likelihood Estimator in Endogenous Regime-Switching Models Downloads
Chaojun Li and Yan Liu
2020: When Is Parallel Trends Sensitive to Functional Form? Downloads
Jonathan Roth and Pedro H. C. Sant'Anna
2020: To Act or not to Act? Political competition in the presence of a threat Downloads
Arthur Fishman and Doron Klunover
2020: Infinite-Dimensional Fisher Market and Tractable Fair Division Downloads
Yuan Gao and Christian Kroer
2020: Balancing costs and benefits of pandemic control in an outbreak phase Downloads
Tsuyoshi Hondou
2020: Time your hedge with Deep Reinforcement Learning Downloads
Eric Benhamou, David Saltiel, Sandrine Ungari and Abhishek Mukhopadhyay
2020: Online Action Learning in High Dimensions: A New Exploration Rule for Contextual $\epsilon_t$-Greedy Heuristics Downloads
Claudio Cardoso Flores and Marcelo Cunha Medeiros
2020: Necessity of Hyperbolic Absolute Risk Aversion for the Concavity of Consumption Functions Downloads
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2020: Modeling and analysis of the effect of COVID-19 on the stock price: V and L-shape recovery Downloads
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2020: Network geometry and market instability Downloads
Areejit Samal, Hirdesh K. Pharasi, Sarath Jyotsna Ramaia, Harish Kannan, Emil Saucan, J\"urgen Jost and Anirban Chakraborti
2020: Learning in a Small/Big World Downloads
Benson Tsz Kin Leung
2020: Selling Two Identical Objects Downloads
Sushil Bikhchandani and Debasis Mishra
2020: Marxism, Logic and the Rate of Profit Downloads
Robin Hirsch
2020: Economic Complexity and Growth: Can value-added exports better explain the link? Downloads
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2020: Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning Downloads
Eric Benhamou, David Saltiel, Jean-Jacques Ohana and Jamal Atif
2020: Inversion-free Leontief inverse: statistical regularities in input-output analysis from partial information Downloads
Silvia Bartolucci, Fabio Caccioli, Francesco Caravelli and Pierpaolo Vivo
2020: Electoral Accountability and Selection with Personalized News Aggregation Downloads
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2020: Deep Learning, Predictability, and Optimal Portfolio Returns Downloads
Mykola Babiak and Jozef Baruník
2020: Bear Markets and Recessions versus Bull Markets and Expansions Downloads
Abdulnasser Hatemi-J
2020: On the equivalence between the Kinetic Ising Model and discrete autoregressive processes Downloads
Carlo Campajola, Fabrizio Lillo, Piero Mazzarisi and Daniele Tantari
2020: On the Origin(s) of the Term "Big Data" Downloads
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2020: The Decision-Conflict and Multicriteria Logit Downloads
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2020: Equity warrant pricing under subdiffusive fractional Brownian motion of the short rate Downloads
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2020: Lasso Inference for High-Dimensional Time Series Downloads
Robert Adamek, Stephan Smeekes and Ines Wilms
2020: Permutation-based tests for discontinuities in event studies Downloads
Federico A. Bugni and Jia Li
2020: Tractable Constrained Optimization over Multiple Product Attributes under Discrete Choice Models Downloads
Hongzhang Shao and Anton J. Kleywegt
2020: Difference-in-Differences Estimators of Intertemporal Treatment Effects Downloads
Cl\'ement de Chaisemartin and Xavier D'Haultf{\oe}uille
2020: Pay Transparency and Cracks in the Glass Ceiling Downloads
Emma Duchini, Stefania Simion and Arthur Turrell
2020: Real-Time Real Economic Activity Entering the Pandemic Recession Downloads
Francis Diebold
2020: The Macroeconomy as a Random Forest Downloads
Philippe Goulet Coulombe
2020: Flexible Mixture Priors for Large Time-varying Parameter Models Downloads
Niko Hauzenberger
2020: Suffocating Fire Sales Downloads
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2020: Reputation Building under Observational Learning Downloads
Harry Pei
2020: First exit-time analysis for an approximate Barndorff-Nielsen and Shephard model with stationary self-decomposable variance process Downloads
Shantanu Awasthi and Indranil SenGupta
2020: Delegation in Veto Bargaining Downloads
Navin Kartik, Andreas Kleiner and Richard Van Weelden
2020: Explicit approximations for option prices via Malliavin calculus for the Stochastic Verhulst volatility model Downloads
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2020: Stocks and Cryptocurrencies: Anti-fragile or Robust? Downloads
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2020: Mean-Variance Portfolio Management with Functional Optimization Downloads
Ka Wai Tsang and Zhaoyi He
2020: Detecting and explaining changes in various assets' relationships in financial markets Downloads
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2020: Learning Undirected Graphs in Financial Markets Downloads
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2020: Fast and Accurate Variational Inference for Models with Many Latent Variables Downloads
Rub\'en Loaiza-Maya, Michael Smith, David J. Nott and Peter J. Danaher
2020: A Repo Model of Fire Sales with VWAP and LOB Pricing Mechanisms Downloads
Maxim Bichuch and Zachary Feinstein
2020: Choice with Endogenous Categorization Downloads
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2020: Modality for Scenario Analysis and Maximum Likelihood Allocation Downloads
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2020: A Theory of the Saving Rate of the Rich Downloads
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2020: The socio-economic determinants of the coronavirus disease (COVID-19) pandemic Downloads
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2020: Targeting predictors in random forest regression Downloads
Daniel Borup, Bent Jesper Christensen, Nicolaj N{\o}rgaard M\"uhlbach and Mikkel Slot Nielsen
2020: Market states: A new understanding Downloads
Hirdesh K. Pharasi, Eduard Seligman and Thomas H. Seligman
2020: A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes Model Downloads
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2020: Malliavin-Mancino estimators implemented with non-uniform fast Fourier transforms Downloads
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2020: Contextual Search in the Presence of Irrational Agents Downloads
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2020: Modelling volatile time series with v-transforms and copulas Downloads
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2020: Adversarial Attacks on Machine Learning Systems for High-Frequency Trading Downloads
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2020: Cournot-Nash equilibrium and optimal transport in a dynamic setting Downloads
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2020: Can one hear the shape of a target zone? Downloads
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2020: Estimating the Welfare Effects of School Vouchers Downloads
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2020: Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions Downloads
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2020: Associating Ridesourcing with Road Safety Outcomes: Insights from Austin Texas Downloads
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2020: Optimal Dynamic Treatment Regimes and Partial Welfare Ordering Downloads
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2020: Quality Selection in Two-Sided Markets: A Constrained Price Discrimination Approach Downloads
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2020: Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations Downloads
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2020: Uniform inference for value functions Downloads
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2020: Causal Inference Under Approximate Neighborhood Interference Downloads
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2020: Bounds on Multi-asset Derivatives via Neural Networks Downloads
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2020: Personalized Robo-Advising: Enhancing Investment through Client Interaction Downloads
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2020: Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference Downloads
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2020: Constrained Pseudo-market Equilibrium Downloads
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2020: Improving Information from Manipulable Data Downloads
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2020: Estimating Unobserved Individual Heterogeneity Using Pairwise Comparisons Downloads
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2020: Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP Downloads
Peter Knaus, Angela Bitto-Nemling, Annalisa Cadonna and Sylvia Fr\"uhwirth-Schnatter
2020: Common Decomposition of Correlated Brownian Motions and its Financial Applications Downloads
Tianyao Chen, Xue Cheng and Jingping Yang
2020: Relaxing the Exclusion Restriction in Shift-Share Instrumental Variable Estimation Downloads
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2020: To Infinity and Beyond: Scaling Economic Theories via Logical Compactness Downloads
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2020: Deep Curve-dependent PDEs for affine rough volatility Downloads
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2020: Boosting: Why You Can Use the HP Filter Downloads
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2020: Testing for Differences in Stochastic Network Structure Downloads
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2020: Stealed-bid Auctions: Detecting Bid Leakage via Semi-Supervised Learning Downloads
Dmitry I. Ivanov and Alexander Nesterov
2020: Decomposing Changes in the Distribution of Real Hourly Wages in the U.S Downloads
Iv\'an Fern\'andez-Val, Franco Peracchi, Aico van Vuuren and Francis Vella
2020: A Primal-dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint Downloads
Ningyuan Chen and Guillermo Gallego
2020: Stochastic derivative estimation for max-stable random fields Downloads
Erwan Koch and Christian Y. Robert
2020: Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK Downloads
Victor Chernozhukov, Iv\'an Fern\'andez-Val and Siyi Luo
2020: Precise asymptotics: robust stochastic volatility models Downloads
Peter K. Friz, Paul Gassiat and Paolo Pigato
2020: A New Form of Banking -- Concept and Mathematical Model of Venture Banking Downloads
Brian P Hanley
2020: A Convergent Linear Regression Method for Forward-Backward Stochastic Differential Equations with Jumps Downloads
Tingting Ye and Liangliang Zhang
2020: Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness Downloads
Timothy B. Armstrong and Michal Koles\'ar
2020: Identification and Estimation of Spillover Effects in Randomized Experiments Downloads
Gonzalo Vazquez-Bare
2020: Equity Default Clawback Swaps to Implement Venture Banking Downloads
Brian P. Hanley
2020: Data driven partition-of-unity copulas with applications to risk management Downloads
Dietmar Pfeifer, Andreas M\"andle and Olena Ragulina
2020: A review of two decades of correlations, hierarchies, networks and clustering in financial markets Downloads
Gautier Marti, Frank Nielsen, Miko{\l}aj Bi\'nkowski and Philippe Donnat
2020: Is Collusion-Proof Procurement Expensive? Downloads
Gaurab Aryal and Maria Gabrielli
2020: Augmenting transferred representations for stock classification Downloads
Elizabeth Fons, Paula Dawson, Xiao-jun Zeng, John Keane and Alexandros Iosifidis
2020: Bandits in Matching Markets: Ideas and Proposals for Peer Lending Downloads
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2020: How do the Covid-19 Prevention Measures Interact with Sustainable Development Goals? Downloads
Shima Beigi
2020: Picking Efficient Portfolios from 3,171 US Common Stocks with New Quantum and Classical Solvers Downloads
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2020: Duality and deep learning for optimal consumption with randomly terminating income Downloads
Ashley Davey, Michael Monoyios and Harry Zheng
2020: Causal Inference for Spatial Treatments Downloads
Michael Pollmann
2020: Presence of Women in Economics Academia: Evidence from India Downloads
Ambrish Dongre, Karan Singhal and Upasak Das
2020: Generalised geometric Brownian motion: Theory and applications to option pricing Downloads
Viktor Stojkoski, Trifce Sandev, Lasko Basnarkov, Ljupco Kocarev and Ralf Metzler
2020: When "Better" is better than "Best" Downloads
Ben Amiet, Andrea Collevecchio and Kais Hamza
2020: Nonparametric Identification of Production Function, Total Factor Productivity, and Markup from Revenue Data Downloads
Hiroyuki Kasahara and Yoichi Sugita
2020: Strategy-proof and Envy-free Mechanisms for House Allocation Downloads
Priyanka Shende and Manish Purohit
2020: Distributionally Robust Newsvendor with Moment Constraints Downloads
Derek Singh and Shuzhong Zhang
2020: Optimal control of multiple Markov switching stochastic system with application to portfolio decision Downloads
Jianmin Shi
2020: Discrimination in the Venture Capital Industry: Evidence from Two Randomized Controlled Trials Downloads
Ye Zhang
2020: Quantifying the trade-off between income stability and the number of members in a pooled annuity fund Downloads
Thomas Bernhardt and Catherine Donnelly
2020: Machine Learning for Experimental Design: Methods for Improved Blocking Downloads
Brian Quistorff and Gentry Johnson
2020: Preference Estimation in Deferred Acceptance with Partial School Rankings Downloads
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2020: Disparities in ridesourcing demand for mobility resilience: A multilevel analysis of neighborhood effects in Chicago, Illinois Downloads
Elisa Borowski, Jason Soria, Joseph Schofer and Amanda Stathopoulos
2020: Identification and Estimation of Unconditional Policy Effects of an Endogenous Binary Treatment Downloads
Juli\'an Mart\'inez-Iriarte and Yixiao Sun
2020: Naive analytics equilibrium Downloads
Ron Berman and Yuval Heller
2020: Discrete-time portfolio optimization under maximum drawdown constraint with partial information and deep learning resolution Downloads
Carmine De Franco, Johann Nicolle and Huy\^en Pham
2020: A deep neural network algorithm for semilinear elliptic PDEs with applications in insurance mathematics Downloads
Stefan Kremsner, Alexander Steinicke and Michaela Sz\"olgyenyi
2020: Are randomness of behavior and information flow important to opinion forming in organization? Downloads
Agnieszka Kowalska-Stycze\'n and Krzysztof Malarz
2020: Modelling and simulation of dependence structures in nonlife insurance with Bernstein copulas Downloads
Dietmar Pfeifer, Doreen Strassburger and Joerg Philipps
2020: Fear and Volatility in Digital Assets Downloads
Faizaan Pervaiz, Christopher Goh, Ashley Pennington, Samuel Holt, James West and Shaun Ng
2020: Event-Driven Learning of Systematic Behaviours in Stock Markets Downloads
Xianchao Wu
2020: Anticipated impacts of Brexit scenarios on UK food prices and implications for policies on poverty and health: a structured expert judgement update Downloads
Martine J Barons and Willy Aspinall
2020: Multiscale characteristics of the emerging global cryptocurrency market Downloads
Marcin W\k{a}torek, Stanis{\l}aw Dro\.zd\.z, Jaros{\l}aw Kwapie\'n, Ludovico Minati, Pawe{\l} O\'swi\k{e}cimka and Marek Stanuszek
2020: Dynamic Default Contagion in Interbank Systems Downloads
Zachary Feinstein and Andreas Sojmark
2020: Design Diversity for Improving Efficiency and Reducing Risk in Oil and Gas Well Stimulation under Uncertain Reservoir Conditions Downloads
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2020: Evaluating data augmentation for financial time series classification Downloads
Elizabeth Fons, Paula Dawson, Xiao-jun Zeng, John Keane and Alexandros Iosifidis
2020: Price response functions and spread impact in correlated financial markets Downloads
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2020: Monetary-fiscal interactions under price level targeting Downloads
Guido Ascari, Anna Florio and Alessandro Gobbi
2020: Modeling European regional FDI flows using a Bayesian spatial Poisson interaction model Downloads
Tam\'as Krisztin and Philipp Piribauer
2020: On the Continuity of the Root Barrier Downloads
Erhan Bayraktar and Thomas Bernhardt
2020: Deep Learning for Individual Heterogeneity Downloads
Max H. Farrell, Tengyuan Liang and Sanjog Misra
2020: Maximum Spectral Measures of Risk with given Risk Factor Marginal Distributions Downloads
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2020: Liquidity Constraints and Demand for Healthcare: Evidence from Danish Welfare Recipients Downloads
Frederik Plesner Lyngse
2020: McKean-Vlasov equations involving hitting times: blow-ups and global solvability Downloads
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2020: E-Commerce Delivery Demand Modeling Framework for An Agent-Based Simulation Platform Downloads
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2020: The Efficiency Gap Downloads
Timo Dimitriadis, Tobias Fissler and Johanna F. Ziegel
2020: Evaluating the impact of next generation broadband on local business creation Downloads
Philip Chen, Edward J Oughton, Pete Tyler, Mo Jia and Jakub Zagdanski
2020: Risk Preferences and Efficiency of Household Portfolios Downloads
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2020: The investor problem based on the HJM model Downloads
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2020: Financial Data Analysis Using Expert Bayesian Framework For Bankruptcy Prediction Downloads
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2020: Stock Price Prediction Using CNN and LSTM-Based Deep Learning Models Downloads
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2020: Modeling Long Cycles Downloads
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2020: Deep learning for CVA computations of large portfolios of financial derivatives Downloads
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2020: Derivatives Pricing in Non-Arbitrage Market Downloads
N. S. Gonchar
2020: Off-Policy Evaluation of Bandit Algorithm from Dependent Samples under Batch Update Policy Downloads
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2020: A Finite Element Approach to the Numerical Solutions of Leland's Mode Downloads
Dongming Wei, Yogi Ahmad Erlangga and Gulzat Zhumakhanova
2020: Deep reinforced learning enables solving discrete-choice life cycle models to analyze social security reforms Downloads
Antti J. Tanskanen
2020: Pooling for First and Last Mile Downloads
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2020: Options Pricing for Two Stocks by Black Sholes Time Fractional Order NonLinear Partial Differential Equation Downloads
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2020: Robust Optimization Approaches for Portfolio Selection: A Computational and Comparative Analysis Downloads
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2020: What can be learned from satisfaction assessments? Downloads
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2020: Forecasting Quarterly Brazilian GDP: Univariate Models Approach Downloads
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2020: Endogenous Representation of Asset Returns Downloads
Zhipu Zhou, Alexander Shkolnik and Sang-Yun Oh
2020: Recurrent Conditional Heteroskedasticity Downloads
T. -N. Nguyen, M. -N. Tran and R. Kohn
2020: Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity Downloads
Isao Yagi, Yuji Masuda and Takanobu Mizuta
2020: Trading Strategies of a Leveraged ETF in a Continuous Double Auction Market Using an Agent-Based Simulation Downloads
Isao Yagi, Shunya Maruyama and Takanobu Mizuta
2020: Conditional beta and uncertainty factor in the cryptocurrency pricing model Downloads
Khanh Q. Nguyen
2020: Multilevel Monte-Carlo for computing the SCR with the standard formula and other stress tests Downloads
Aur\'elien Alfonsi, Adel Cherchali and Jose Arturo Infante Acevedo
2020: On the profitability of selfish blockchain mining under consideration of ruin Downloads
Hansjoerg Albrecher and Pierre-Olivier Goffard
2020: Determinants of Financial Performance of Microfinance Banks in Kenya Downloads
King'ori S. Ngumo, Kioko W. Collins and Shikumo H. David
2020: Determinants of Lending to Small and Medium Enterprises by Commercial Banks in Kenya Downloads
David Haritone Shikumo and Mwangi Mirie
2020: A Practical Guide of Off-Policy Evaluation for Bandit Problems Downloads
Masahiro Kato, Kenshi Abe, Kaito Ariu and Shota Yasui
2020: Low-Rank Approximations of Nonseparable Panel Models Downloads
Iv\'an Fern\'andez-Val, Hugo Freeman and Martin Weidner
2020: Bitcoin Trading is Irrational! An Analysis of the Disposition Effect in Bitcoin Downloads
J\"urgen E. Schatzmann and Bernhard Haslhofer
2020: Modeling the US-China trade conflict: a utility theory approach Downloads
Yuhan Zhang and Cheng Chang
2020: Love Thy Neighbor? Perceived Community Abidance and Private Compliance to COVID-19 Norms in India Downloads
Upasak Das, Prasenjit Sarkhel and Sania Ashraf
2020: Model of continuous random cascade processes in financial markets Downloads
Jun-ichi Maskawa and Koji Kuroda
2020: Forecasting With Factor-Augmented Quantile Autoregressions: A Model Averaging Approach Downloads
Anthoulla Phella
2020: Option Hedging with Risk Averse Reinforcement Learning Downloads
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2020: Optimal per-loss reinsurance and investment to minimize the probability of drawdown Downloads
Xia Han and Zhibin Liang
2020: Trade-offs and synergies in managing coastal flood risk: A case study for New York City Downloads
Robert L. Ceres, Chris E. Forest and Klaus Keller
2020: Supporting Tool for The Transition of Existing Small and Medium Enterprises Towards Industry 4.0 Downloads
Miguel Baritto, Md Mashum Billal, S. M. Muntasir Nasim, Rumana Afroz Sultana, Mohammad Arani and Ahmed Jawad Qureshi
2020: Harnessing Ambient Sensing & Naturalistic Driving Systems to Understand Links Between Driving Volatility and Crash Propensity in School Zones: A generalized hierarchical mixed logit framework Downloads
Behram Wali and Asad Khattak
2020: On the impact of publicly available news and information transfer to financial markets Downloads
Metod Jazbec, Barna P\'asztor, Felix Faltings, Nino Antulov-Fantulin and Petter N. Kolm
2020: An assessment of European electricity arbitrage using storage systems Downloads
Fernando N\'u\~nez, David Canca and \'Angel Arcos-Vargas
2020: Theory-based residual neural networks: A synergy of discrete choice models and deep neural networks Downloads
Shenhao Wang, Baichuan Mo and Jinhua Zhao
2020: Conditional Systemic Risk Measures Downloads
Alessandro Doldi and Marco Frittelli
2020: Approximation-Robust Inference in Dynamic Discrete Choice Downloads
Ben Deaner
2020: Duration of exposure to inheritance law in India: Examining the heterogeneous effects on empowerment Downloads
Shreya Biswas, Upasak Das and Prasenjit Sarkhel
2020: Adversarial Attacks on Deep Algorithmic Trading Policies Downloads
Yaser Faghan, Nancirose Piazza, Vahid Behzadan and Ali Fathi
2020: Quantifying Uncertainties in Estimates of Income and Wealth Inequality Downloads
Marta Boczon
2020: Fire Sales, the LOLR and Bank Runs with Continuous Asset Liquidity Downloads
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2020: A Test for Kronecker Product Structure Covariance Matrix Downloads
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2020: On Information Asymmetry in Competitive Multi-Agent Reinforcement Learning: Convergence and Optimality Downloads
Ezra Tampubolon, Haris Ceribasic and Holger Boche
2020: Worst-case sensitivity Downloads
Jun-ya Gotoh, Michael Jong Kim and Andrew E. B. Lim
2020: Cancellation of principal in banking: Three radical ideas emerge from deep examination of double entry bookkeeping in banking Downloads
Brian P. Hanley
2020: Analysis of Regional Cluster Structure By Principal Components Modelling in Russian Federation Downloads
Alexander V. Bezrukov
2020: Simple Misspecification Adaptive Inference for Interval Identified Parameters Downloads
Jörg Stoye
2020: Time-varying Forecast Combination for High-Dimensional Data Downloads
Bin Chen and Kenwin Maung
2020: Thermodynamics of markets Downloads
Sergey Rashkovskiy
2020: Impact of crop diversification on tribal farmer's income: A case study from Eastern ghats of India Downloads
Sadasiba Tripathy and Dr. Sandhyarani Das
2020: Are Crises Predictable? A Review of the Early Warning Systems in Currency and Stock Markets Downloads
Peiwan Wang and Lu Zong
2020: Identifying Crisis-Critical Intellectual Property Challenges during the Covid-19 Pandemic: A scenario analysis and conceptual extrapolation of innovation ecosystem dynamics using a visual mapping approach Downloads
Alexander Moerchel, Frank Tietze, Leonidas Aristodemou and Pratheeba Vimalnath
2020: Unbiased estimation and backtesting of risk in the context of heavy tails Downloads
Marcin Pitera and Thorsten Schmidt
2020: High Dimensional Forecast Combinations Under Latent Structures Downloads
Zhentao Shi, Liangjun Su and Tian Xie
2020: Equilibrium price in intraday electricity markets Downloads
Ren\'e Aid, Andrea Cosso and Huy\^en Pham
2020: When Bots Take Over the Stock Market: Evasion Attacks Against Algorithmic Traders Downloads
Elior Nehemya, Yael Mathov, Asaf Shabtai and Yuval Elovici
2020: Influencing Competition Through Shelf Design Downloads
Francisco Cisternas, Wee Chaimanowong and Alan Montgomery
2020: A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit Downloads
Masaaki Fujii and Akihiko Takahashi
2020: The Duopoly Analysis of Graphics Card Market Downloads
Nan Miles Xi
2020: Differentiation of subjects of the Russian Federation according to the main parameters of socio-economic development Downloads
Natalia A. Sadovnikova, Leysan A. Davletshina, Olga A. Zolotareva and Olga O. Lebedinskaya
2020: Analysis of the impact of maker-taker fees on the stock market using agent-based simulation Downloads
Isao Yagi, Mahiro Hoshino and Takanobu Mizuta
2020: Information Design in Optimal Auctions Downloads
Yi-Chun, Chen, Xiangqian and Yang
2020: Scenario-decomposition Solution Framework for Nonseparable Stochastic Control Problems Downloads
Xin Huang, Duan Li and Daniel Zhuoyu Long
2020: Evolutionary dynamics in financial markets with heterogeneities in strategies and risk tolerance Downloads
Wen-Juan Xu, Chen-Yang Zhong, Fei Ren, Tian Qiu, Rong-Da Chen, Yun-Xin He and Li-Xin Zhong
2020: Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk Downloads
Tetsuo Kurosaki and Young Shin Kim
2020: A Decomposition Approach to Counterfactual Analysis in Game-Theoretic Models Downloads
Nathan Canen and Kyungchul Song
2020: Empirical likelihood and uniform convergence rates for dyadic kernel density estimation Downloads
Harold D. Chiang and Bing Yang Tan
2020: Synchronization of Prefectural Business Cycles in Japan 1978-2018 Downloads
Makoto Muto, Tamotsu Onozaki and Yoshitaka Saiki
2020: Synchronization analysis between exchange rates based on purchasing power parity using the Hilbert transform Downloads
Makoto Muto and Yoshitaka Saiki
2020: A Model of Choice with Minimal Compromise Downloads
Mario Vazquez Corte
2020: Is Image Encoding Beneficial for Deep Learning in Finance? An Analysis of Image Encoding Methods for the Application of Convolutional Neural Networks in Finance Downloads
Dan Wang, Tianrui Wang and Ionu\c{t} Florescu
2020: Need versus Merit: The Large Core of College Admissions Markets Downloads
P\'eter Bir\'o, Avinatan Hassidim, Assaf Romm, Ran I. Shorrer and S\'andor S\'ov\'ag\'o
2020: Information Coefficient as a Performance Measure of Stock Selection Models Downloads
Feng Zhang, Ruite Guo and Honggao Cao
2020: Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice Downloads
Andrii Babii, Xi Chen, Eric Ghysels and Rohit Kumar
2020: Hybrid Modelling Approaches for Forecasting Energy Spot Prices in EPEC market Downloads
Tahir Miriyev, Alessandro Contu, Kevin Schafers and Ion Gabriel Ion
2020: Individual Heterogeneity and Cultural Attitudes in Credence Goods Provision Downloads
Johnny Tang
2020: Parsimonious Quantile Regression of Financial Asset Tail Dynamics via Sequential Learning Downloads
Xing Yan, Weizhong Zhang, Lin Ma, Wei Liu and Qi Wu
2020: Measuring the Effect of Unconventional Policies on Stock Market Volatility Downloads
Demetrio Lacava, Giampiero Gallo and Edoardo Otranto
2020: An Application of H\"older's Inequality to Economics Downloads
James Otterson
2020: Measures of Model Risk in Continuous-time Finance Models Downloads
Emese Lazar, Shuyuan Qi and Radu Tunaru
2020: Estimating Sleep & Work Hours from Alternative Data by Segmented Functional Classification Analysis (SFCA) Downloads
Klaus Ackermann, Simon D. Angus and Paul Raschky
2020: How to Sell Hard Information Downloads
S. Nageeb Ali, Nima Haghpanah, Xiao Lin and Ron Siegel
2020: Background Risk and Small-Stakes Risk Aversion Downloads
Xiaosheng Mu, Luciano Pomatto, Philipp Strack and Omer Tamuz
2020: The measure of model risk in credit capital requirements Downloads
Roberto Baviera
2020: Mass Flow Analysis of SARS-CoV-2 for quantified COVID-19 Risk Analysis Downloads
Gjalt Huppes and Ruben Huele
2020: Heteroscedasticity test of high-frequency data with jumps and microstructure noise Downloads
Qiang Liu, Zhi Liu and Chuanhai Zhang
2020: Comment: Individualized Treatment Rules Under Endogeneity Downloads
Sukjin and Han
2020: A Deep Learning Framework for Predicting Digital Asset Price Movement from Trade-by-trade Data Downloads
Qi Zhao
2020: The application of multivariate classification in evaluating the regional differentiation by population income in Russia Downloads
Natalia A. Sadovnikova and Olga A. Zolotareva
2020: A Horserace of Volatility Models for Cryptocurrency: Evidence from Bitcoin Spot and Option Markets Downloads
Yeguang Chi and Wenyan Hao
2020: Optimal Insurance under Maxmin Expected Utility Downloads
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2020: Choosing News Topics to Explain Stock Market Returns Downloads
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2020: Copula-Based Factor Model for Credit Risk Analysis Downloads
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2020: Ants, robots, humans: a self-organizing, complex systems modeling approach Downloads
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2020: On the parabolic equation for portfolio problems Downloads
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2020: Stochastic Frontier Analysis with Generalized Errors: inference, model comparison and averaging Downloads
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2020: Double Machine Learning based Program Evaluation under Unconfoundedness Downloads
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2020: Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact Downloads
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2020: A simple way to assess inference methods Downloads
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2020: Automatic Financial Feature Construction Downloads
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2020: Aggregative Efficiency of Bayesian Learning in Networks Downloads
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2020: Explaining black box decisions by Shapley cohort refinement Downloads
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2020: Cross-validated covariance estimators for high-dimensional minimum-variance portfolios Downloads
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2020: Dual Instrumental Variable Regression Downloads
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2020: Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm Downloads
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2020: Propaganda, Alternative Media, and Accountability in Fragile Democracies Downloads
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2020: Weighted Envy-Freeness in Indivisible Item Allocation Downloads
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2020: Optimal Dividend Strategy for an Insurance Group with Contagious Default Risk Downloads
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2020: Recovering Preferences from Finite Data Downloads
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2020: Dynamics of reallocation within India's income distribution Downloads
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2020: Robust pricing and hedging of options on multiple assets and its numerics Downloads
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2020: State Drug Policy Effectiveness: Comparative Policy Analysis of Drug Overdose Mortality Downloads
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2020: Lifetime Ruin under High-watermark Fees and Drift Uncertainty Downloads
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2020: Equilibrium concepts for time-inconsistent stopping problems in continuous time Downloads
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2020: Racial Disparities in Voting Wait Times: Evidence from Smartphone Data Downloads
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2020: Dynamic Programming with State-Dependent Discounting Downloads
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2020: `Regression Anytime' with Brute-Force SVD Truncation Downloads
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2020: Deep Learning-Based Least Square Forward-Backward Stochastic Differential Equation Solver for High-Dimensional Derivative Pricing Downloads
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2020: Trading via Image Classification Downloads
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2020: L\'evy-Ito Models in Finance Downloads
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2020: From small markets to big markets Downloads
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2020: Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model Downloads
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2020: Informed Principal Problems in Bilateral Trading Downloads
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2020: Small-time, large-time and $H\to 0$ asymptotics for the Rough Heston model Downloads
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2020: Sparse structures with LASSO through Principal Components: forecasting GDP components in the short-run Downloads
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2020: Calibration of Local-Stochastic Volatility Models by Optimal Transport Downloads
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2020: Posterior Average Effects Downloads
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2020: Deep Smoothing of the Implied Volatility Surface Downloads
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2020: Bias-Aware Inference in Fuzzy Regression Discontinuity Designs Downloads
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2020: Threshold Regression with Nonparametric Sample Splitting Downloads
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2020: The mitigating role of regulation on the concentric patterns of broadband diffusion. The case of Finland Downloads
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2020: A Uniform Bound on the Operator Norm of Sub-Gaussian Random Matrices and Its Applications Downloads
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2020: Risk-neutral pricing for APT Downloads
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2020: Certainty Equivalent and Utility Indifference Pricing for Incomplete Preferences via Convex Vector Optimization Downloads
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2020: Asymptotics for volatility derivatives in multi-factor rough volatility models Downloads
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2020: Limit Theorems for Network Dependent Random Variables Downloads
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2020: Income Effects and Rationalizability in Multinomial Choice Models Downloads
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2020: The Empirical Content of Binary Choice Models Downloads
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2020: On the monotonicity of the eigenvector method Downloads
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2020: The ineffectiveness of coherent risk measures Downloads
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2020: Scaling of inefficiencies in the U.S. equity markets: Evidence from three market indices and more than 2900 securities Downloads
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2020: Supplement to "Erratum: Higher Order Elicitability and Osband's Principle" Downloads
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2020: Fair and Efficient Division among Families Downloads
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2020: Asymmetric Network Connectedness of Fears Downloads
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2020: On the solution uniqueness in portfolio optimization and risk analysis Downloads
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2020: Proxy Controls and Panel Data Downloads
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2020: A big data based method for pass rates optimization in mathematics university lower division courses Downloads
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2020: On a robust risk measurement approach for capital determination errors minimization Downloads
Marcelo Brutti Righi, Fernanda Maria M\"uller and Marlon Ruoso Moresco
2020: Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems Downloads
Alexandre Belloni, Victor Chernozhukov and Kengo Kato
2020: Bridging the gap between Markowitz planning and deep reinforcement learning Downloads
Eric Benhamou, David Saltiel, Sandrine Ungari and Abhishek Mukhopadhyay
2020: AAMDRL: Augmented Asset Management with Deep Reinforcement Learning Downloads
Eric Benhamou, David Saltiel, Sandrine Ungari, Abhishek Mukhopadhyay and Jamal Atif
2020: Evaluation of company investment value based on machine learning Downloads
Junfeng Hu, Xiaosa Li, Yuru Xu, Shaowu Wu and Bin Zheng
2020: Stock2Vec: A Hybrid Deep Learning Framework for Stock Market Prediction with Representation Learning and Temporal Convolutional Network Downloads
Xing Wang, Yijun Wang, Bin Weng and Aleksandr Vinel
2020: On Detecting Spoofing Strategies in High Frequency Trading Downloads
Xuan Tao, Andrew Day, Lan Ling and Samuel Drapeau
2020: Calibrating Local Volatility Models with Stochastic Drift and Diffusion Downloads
Orcan Ogetbil, Narayan Ganesan and Bernhard Hientzsch
2020: Regression to the Tail: Why the Olympics Blow Up Downloads
Bent Flyvbjerg, Alexander Budzier and Daniel Lunn
2020: Are cryptocurrencies becoming more interconnected? Downloads
Nektarios Aslanidis, Aurelio Fernandez Bariviera and Alejandro Perez-Laborda
2020: Robust Utility Maximization in a Multivariate Financial Market with Stochastic Drift Downloads
J\"orn Sass and Dorothee Westphal
2020: On The Quest For Economic Prosperity: A Higher Education Strategic Perspective For The Mena Region Downloads
Amr A. Adly
2020: Pareto's 80/20 Rule and the Gaussian Distribution Downloads
Katsuaki Tanabe
2020: Local Regression Distribution Estimators Downloads
Matias D. Cattaneo, Michael Jansson and Xinwei Ma
2020: Predicting Non Farm Employment Downloads
Tarun Bhatia
2020: Price, Volatility and the Second-Order Economic Theory Downloads
Victor Olkhov
2020: On the Pricing of Currency Options under Variance Gamma Process Downloads
Azwar Abdulsalam, Gowri Jayprakash and Abhijeet Chandra
2020: Sharp Bounds on Treatment Effects for Policy Evaluation Downloads
Sukjin Han and Shenshen Yang
2020: Expectations, Networks, and Conventions Downloads
Benjamin Golub and Stephen Morris
2020: Forecasting Short-term load using Econometrics time series model with T-student Distribution Downloads
Kasun Chandrarathna, Arman Edalati and AhmadReza Fourozan Tabar
2020: Difference-in-Differences for Ordinal Outcomes: Application to the Effect of Mass Shootings on Attitudes toward Gun Control Downloads
Soichiro Yamauchi
2020: An analysis of network filtering methods to sovereign bond yields during COVID-19 Downloads
Raymond Ka-Kay Pang, Oscar Granados, Harsh Chhajer and Erika Fille Legara
2020: Transparency, Auditability and eXplainability of Machine Learning Models in Credit Scoring Downloads
Michael B\"ucker, Gero Szepannek, Alicja Gosiewska and Przemyslaw Biecek
2020: An AI approach to measuring financial risk Downloads
Lining Yu, Wolfgang Karl H\"ardle, Lukas Borke and Thijs Benschop
2020: lCARE -- localizing Conditional AutoRegressive Expectiles Downloads
Xiu Xu, Andrija Mihoci and Wolfgang Karl H\"ardle
2020: The role of behavioural plasticity in finite vs infinite populations Downloads
M. Kleshnina, K. Kaveh and K. Chatterjee
2020: Ordinal Bayesian incentive compatibility in random assignment model Downloads
Sulagna Dasgupta and Debasis Mishra
2020: Predictors of Social Distancing and Mask-Wearing Behavior: Panel Survey in Seven U.S. States Downloads
Plamen Nikolov, Andreas Pape, Ozlem Tonguc and Charlotte Williams
2020: Learning Classifiers under Delayed Feedback with a Time Window Assumption Downloads
Masahiro Kato and Shota Yasui
2020: Teacher turnover in Rwanda Downloads
Andrew Zeitlin
2020: Stochastic stability of a recency weighted sampling dynamic Downloads
Alexander Aurell and Gustav Karreskog
2020: Client engineering of XVA in crisis and normality: Restructuring, Mandatory Breaks and Resets Downloads
Chris Kenyon
2020: Data-Driven Models of Selfish Routing: Why Price of Anarchy Does Depend on Network Topology Downloads
Francisco Benita, Vittorio Bil\`o, Barnab\'e Monnot, Georgios Piliouras and Cosimo Vinci
2020: On the Continuity of the Feasible Set Mapping in Optimal Transport Downloads
Mario Ghossoub and David Saunders
2020: Nonclassical Measurement Error in the Outcome Variable Downloads
Christoph Breunig and Stephan Martin
2020: Practical Option Valuations of Futures Contracts with Negative Underlying Prices Downloads
Anatoliy Swishchuk, Ana Roldan-Contreras, Elham Soufiani, Guillermo Martinez, Mohsen Seifi, Nishant Agrawal and Yao Yao
2020: Reinsurance of multiple risks with generic dependence structures Downloads
Manuel Guerra and Alexandra B. Moura
2020: Latent Causal Socioeconomic Health Index Downloads
F. Swen Kuh, Grace S. Chiu and Anton H. Westveld
2020: A Decade of Evidence of Trend Following Investing in Cryptocurrencies Downloads
Evans Rozario, Samuel Holt, James West and Shaun Ng
2020: A first econometric analysis of the CRIX family Downloads
Shi Chen, Cathy Yi-Hsuan Chen and Wolfgang Karl H\"ardle
2020: Pareto efficient combinatorial auctions: dichotomous preferences without quasilinearity Downloads
Komal Malik and Debasis Mishra
2020: The Affiliate Matching Problem: On Labor Markets where Firms are Also Interested in the Placement of Previous Workers Downloads
Samuel Dooley and John P. Dickerson
2020: A test for Heckscher-Ohlin using value-added exports Downloads
Philipp Koch and Clemens Fessler
2020: Non-convergence to stability in coalition formation games Downloads
Agustín Bonifacio, Elena Inarra and Pablo Neme
2020: Human and financial cost of COVID-19 Downloads
Nick James and Max Menzies
2020: Bayesian Learning in Dynamic Non-atomic Routing Games Downloads
Emilien Macault, Marco Scarsini and Tristan Tomala
2020: A note on the impact of news on US household inflation expectations Downloads
Ben Zhe Wang, Jeffrey Sheen, Stefan Tr\"uck, Shih-Kang Chao and Wolfgang Karl H\"ardle
2020: Portfolio Optimization on Multivariate Regime Switching GARCH Model with Normal Tempered Stable Innovation Downloads
Cheng Peng and Young Shin Kim
2020: A step-by-step guide to design, implement, and analyze a discrete choice experiment Downloads
Daniel P\'erez-Troncoso
2020: Qlib: An AI-oriented Quantitative Investment Platform Downloads
Xiao Yang, Weiqing Liu, Dong Zhou, Jiang Bian and Tie-Yan Liu
2020: A Deep Learning Approach for Dynamic Balance Sheet Stress Testing Downloads
Anastasios Petropoulos, Vassilis Siakoulis, Konstantinos P. Panousis, Theodoros Christophides and Sotirios Chatzis
2020: Simulation-based optimisation of the timing of loan recovery across different portfolios Downloads
Arno Botha, Conrad Beyers and Pieter de Villiers
2020: Pricing Cryptocurrency Options Downloads
Ai Jun Hou, Weining Wang, Cathy Y. H. Chen and Wolfgang Karl H\"ardle
2020: The characteristic function of Gaussian stochastic volatility models: an analytic expression Downloads
Eduardo Abi Jaber
2020: Efficient Portfolios Downloads
Keith A. Lewis
2020: Analysis of the main factors for the configuration of green ports in Colombia Downloads
Abraham Londono Pineda, Tatiana Arias Naranjo and Jose Alejandro Cano Arenas
2020: Stock Price Prediction Using Machine Learning and LSTM-Based Deep Learning Models Downloads
Sidra Mehtab, Jaydip Sen and Abhishek Dutta
2020: CoVaR with volatility clustering, heavy tails and non-linear dependence Downloads
Michele Leonardo Bianchi, Giovanni De Luca and Giorgia Rivieccio
2020: The Two Growth Rates of the Economy Downloads
Alexander Adamou, Yonatan Berman and Ole Peters
2020: Distillation of News Flow into Analysis of Stock Reactions Downloads
Junni L. Zhang, Wolfgang Karl H\"ardle, Cathy Y. Chen and Elisabeth Bommes
2020: An Arrow-Debreu Extension of the Hylland-Zeckhauser Scheme: Equilibrium Existence and Algorithms Downloads
Jugal Garg, Thorben Tr\"obst and Vijay V. Vazirani
2020: Recent Developments on Factor Models and its Applications in Econometric Learning Downloads
Jianqing Fan, Kunpeng Li and Yuan Liao
2020: Complexity in economic and social systems: cryptocurrency market at around COVID-19 Downloads
Stanis{\l}aw Dro\.zd\.z, Jaros{\l}aw Kwapie\'n, Pawe{\l} O\'swi\k{e}cimka, Tomasz Stanisz and Marcin W\k{a}torek
2020: On the Existence of Conditional Maximum Likelihood Estimates of the Binary Logit Model with Fixed Effects Downloads
Martin Mugnier
2020: Machine Learning Classification of Price Extrema Based on Market Microstructure Features: A Case Study of S&P500 E-mini Futures Downloads
Artur Sokolovsky and Luca Arnaboldi
2020: A Time Series Data Analysis of Indian Commercial Dynamism Downloads
Samsul Alam
2020: Trading multiple mean reversion Downloads
E. Boguslavskaya, M. Boguslavsky and D. Muravey
2020: Industrial Topics in Urban Labor System Downloads
Jaehyuk Park, Morgan R. Frank, Lijun Sun and Hyejin Youn
2020: CRIX an index for cryptocurrencies Downloads
Simon Trimborn and Wolfgang Karl H\"ardle
2020: Implied Basket Correlation Dynamics Downloads
Wolfgang Karl H\"ardle and Elena Silyakova
2020: Convergence of Optimal Expected Utility for a Sequence of Binomial Models Downloads
Friedrich Hubalek and Walter Schachermayer
2020: Regularization Approach for Network Modeling of German Power Derivative Market Downloads
Shi Chen, Wolfgang Karl H\"ardle and Brenda L\'opez Cabrera
2020: Model-driven statistical arbitrage on LETF option markets Downloads
Sergey Nasekin and Wolfgang Karl H\"ardle
2020: Spillovers of Program Benefits with Mismeasured Networks Downloads
Lina Zhang
2020: Optimal probabilistic forecasts: When do they work? Downloads
Gael M. Martin, Rub\'en Loaiza-Maya, David T. Frazier, Worapree Maneesoonthorn and Andr\'es Ram\'irez Hassan
2020: Volterra mortality model: Actuarial valuation and risk management with long-range dependence Downloads
Ling Wang, Mei Choi Chiu and Hoi Ying Wong
2020: Sulfur emission reduction in cargo ship manufacturers and shipping companies based on MARPOL Annex VI Downloads
Abraham Londono Pineda, Jose Alejandro Cano and Lissett Pulgarin
2020: How Market Ecology Explains Market Malfunction Downloads
Maarten P. Scholl, Anisoara Calinescu and J. Doyne Farmer
2020: Endogenous Stochastic Arbitrage Bubbles and the Black--Scholes model Downloads
Mauricio Contreras G
2020: The Case Against the Universal Basic Income Downloads
Le Dong Hai Nguyen
2020: A study into the impact of anti-extradition bill protests on Bangladeshi immigration into Hong Kong Downloads
Siddhartha Datta
2020: Explicit solution simulation method for the 3/2 model Downloads
Iro Ren\'e Kouarfate, Michael A. Kouritzin and Anne MacKay
2020: Robust Orlicz spaces: observations and caveats Downloads
Felix-Benedikt Liebrich and Max Nendel
2020: Generalized distance to a simplex and a new geometrical method for portfolio optimization Downloads
Fr\'ed\'eric Butin
2020: A bounded operator approach to technical indicators without lag Downloads
Fr\'ed\'eric Butin
2020: Short dated smile under Rough Volatility: asymptotics and numerics Downloads
Peter K. Friz, Paul Gassiat and Paolo Pigato
2020: Simplicial persistence of financial markets: filtering, generative processes and portfolio risk Downloads
Jeremy D. Turiel, Paolo Barucca and Tomaso Aste
2020: International Trade Finance from the Origins to the Present: Market Structures, Regulation and Governance Downloads
Olivier Accominotti and Stefano Ugolini
2020: Inference for Large-Scale Linear Systems with Known Coefficients Downloads
Zheng Fang, Andres Santos, Azeem Shaikh and Alexander Torgovitsky
2020: Robust Asymptotic Growth in Stochastic Portfolio Theory under Long-Only Constraints Downloads
David Itkin and Martin Larsson
2020: Solving the Optimal Trading Trajectory Problem Using Simulated Bifurcation Downloads
Kyle Steinhauer, Takahisa Fukadai and Sho Yoshida
2020: Semiparametric Testing with Highly Persistent Predictors Downloads
Bas Werker and Bo Zhou
2020: Mean-variance portfolio selection with tracking error penalization Downloads
William Lefebvre, Gregoire Loeper and Huy\^en Pham
2020: Fixed Effects Binary Choice Models with Three or More Periods Downloads
Laurent Davezies, Xavier D'Haultfoeuille and Martin Mugnier
2020: Identification and Estimation of A Rational Inattention Discrete Choice Model with Bayesian Persuasion Downloads
Moyu Liao
2020: Fears for COVID-19: The crash risk of stock market Downloads
Zhifeng Liu, Toan Luu Duc Huynh and Peng-Fei Dai
2020: Tail behavior of stopped L\'evy processes with Markov modulation Downloads
Brendan K. Beare, Won-Ki Seo and Alexis Akira Toda
2020: Using Machine Learning and Alternative Data to Predict Movements in Market Risk Downloads
Thomas Dierckx, Jesse Davis and Wim Schoutens
2020: Latent Dirichlet Allocation Models for World Trade Analysis Downloads
Diego Kozlowski, Viktoriya Semeshenko and Andrea Molinari
2020: The direct and indirect effect of CAP support on farm income enhancement:a farm-based econometric analysis Downloads
Simone Severini and Luigi Biagini
2020: Manipulation-Robust Regression Discontinuity Design Downloads
Takuya Ishihara and Masayuki Sawada
2020: Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary Downloads
Timo Dimitriadis, Xiaochun Liu and Julie Schnaitmann
2020: Network Structures of Collective Intelligence: The Contingent Benefits of Group Discussion Downloads
Joshua Becker, Abdullah Almaatouq and Agnes Horvat
2020: What factors have caused Japanese prefectures to attract a larger population influx? Downloads
Keisuke Kokubun
2020: An Agent-Based Model of Delegation Relationships With Hidden-Action: On the Effects of Heterogeneous Memory on Performance Downloads
Patrick Reinwald, Stephan Leitner and Friederike Wall
2020: Optimal Bidding Strategy for Maker Auctions Downloads
Michael Darlin, Nikolaos Papadis and Leandros Tassiulas
2020: The impact of social influence in Australian real-estate: market forecasting with a spatial agent-based model Downloads
Benjamin Patrick Evans, Kirill Glavatskiy, Michael S. Harr\'e and Mikhail Prokopenko
2020: Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid Downloads
Marius Lux, Wolfgang Karl H\"ardle and Stefan Lessmann
2020: Which Trading Agent is Best? Using a Threaded Parallel Simulation of a Financial Market Changes the Pecking-Order Downloads
Michael Rollins and Dave Cliff
2020: The impact of supply-chain networks on interactions between the anti-COVID-19 lockdowns in different regions Downloads
Hiroyasu Inoue, Yohsuke Murase and Yasuyuki Todo
2020: Recent scaling properties of Bitcoin price returns Downloads
Tetsuya Takaishi
2020: The Frisch--Waugh--Lovell Theorem for Standard Errors Downloads
Peng Ding
2020: Spatial Differencing for Sample Selection Models with Unobserved Heterogeneity Downloads
Alexander Klein and Guy Tchuente
2020: Vector copulas and vector Sklar theorem Downloads
Yanqin Fan and Marc Henry
2020: Optimal market making under partial information and numerical methods for impulse control games with applications Downloads
Diego Zabaljauregui
2020: Crime Aggregation, Deterrence, and Witness Credibility Downloads
Harry Pei and Bruno Strulovici
2020: Supervised learning for the prediction of firm dynamics Downloads
Falco J. Bargagli-Stoffi, Jan Niederreiter and Massimo Riccaboni
2020: Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE Downloads
Markus Eller, Niko Hauzenberger, Florian Huber, Helene Schuberth and Lukas Vashold
2020: Robust discrete choice models with t-distributed kernel errors Downloads
Rico Krueger, Prateek Bansal, Michel Bierlaire and Thomas Gasos
2020: Spearman's footrule and Gini's gamma: Local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta Downloads
Damjana Kokol Bukov\v{s}ek, Toma\v{z} Ko\v{s}ir, Bla\v{z} Moj\v{s}kerc and Matja\v{z} Omladi\v{c}
2020: The Platform Design Problem Downloads
Christos Papadimitriou, Kiran Vodrahalli and Mihalis Yannakakis
2020: Bayesian modelling of time-varying conditional heteroscedasticity Downloads
Sayar Karmakar and Arkaprava Roy
2020: Application of a system of indicatirs for assessing the socio-economic situation of a subject based on digital shadows Downloads
Olga G. Lebedinskaya
2020: Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent Downloads
M. Bel\'en Arouxet, Aurelio Fernandez Bariviera, Ver\'onica E. Pastor and Victoria Vampa
2020: Machine Learning for Temporal Data in Finance: Challenges and Opportunities Downloads
Jason Wittenbach, Brian d'Alessandro and C. Bayan Bruss
2020: Mechanisms for a No-Regret Agent: Beyond the Common Prior Downloads
Modibo Camara, Jason Hartline and Aleck Johnsen
2020: Volatility Forecasting with 1-dimensional CNNs via transfer learning Downloads
Bernadett Aradi, G\'abor Petneh\'azi and J\'ozsef G\'all
2020: Forecasting the Leading Indicator of a Recession: The 10-Year minus 3-Month Treasury Yield Spread Downloads
Sudiksha Joshi
2020: A Dual Characterisation of Regulatory Arbitrage for Coherent Risk Measures Downloads
Martin Herdegen and Nazem Khan
2020: Object Recognition for Economic Development from Daytime Satellite Imagery Downloads
Klaus Ackermann, Alexey Chernikov, Nandini Anantharama, Miethy Zaman and Paul Raschky
2020: Inferring hidden potentials in analytical regions: uncovering crime suspect communities in Medell\'in Downloads
Alejandro Puerta and Andr\'es Ram\'irez-Hassan
2020: Strategy-proof allocation with outside option Downloads
Jun Zhang
2020: Cognitive Abilities in the Wild: Population-scale game-based cognitive assessment Downloads
Mads Kock Pedersen, Carlos Mauricio Casta\~no D\'iaz, Mario Alejandro Alba-Marrugo, Ali Amidi, Rajiv Vaid Basaiawmoit, Carsten Bergenholtz, Morten H. Christiansen, Miroslav Gajdacz, Ralph Hertwig, Byurakn Ishkhanyan, Kim Klyver, Nicolai Ladegaard, Kim Mathiasen, Christine Parsons, Michael Bang Petersen, Janet Rafner, Anders Ryom Villadsen, Mikkel Wallentin, Jacob Friis Sherson and Skill Lab Players
2020: Reforms meet fairness concerns in school and college admissions Downloads
Somouaoga Bonkoungou and Alexander Nesterov
2020: Scenario Forecast of Cross-border Electric Interconnection towards Renewables in South America Downloads
Wenhao Wang, Jing Meng, Duan Chen and Wei Cong
2020: Inference for high-dimensional exchangeable arrays Downloads
Harold D. Chiang, Kengo Kato and Yuya Sasaki
2020: Tiered Random Matching Markets: Rank is Proportional to Popularity Downloads
Itai Ashlagi, Mark Braverman, Clayton Thomas and Geng Zhao
2020: Deep Replication of a Runoff Portfolio Downloads
Thomas Krabichler and Josef Teichmann
2020: Forecasting financial markets with semantic network analysis in the COVID-19 crisis Downloads
A. Fronzetti Colladon, S. Grassi, F. Ravazzolo and Francesco Violante
2020: The 2020 Sturgis Motorcycle Rally and COVID-19 Downloads
Yong Cai and Grant Goehring
2020: On the Effectiveness of Minisum Approval Voting in an Open Strategy Setting: An Agent-Based Approach Downloads
Joop van de Heijning, Stephan Leitner and Alexandra Rausch
2020: Is Factor Momentum More than Stock Momentum? Downloads
Antoine Falck, Adam Rej and David Thesmar
2020: Price formation and optimal trading in intraday electricity markets Downloads
Olivier F\'eron, Peter Tankov and Laura Tinsi
2020: Using Nudges to Prevent Student Dropouts in the Pandemic Downloads
Guilherme Lichand and Julien Christen
2020: Improving Investment Suggestions for Peer-to-Peer (P2P) Lending via Integrating Credit Scoring into Profit Scoring Downloads
Yan Wang and Xuelei Sherry Ni
2020: X-Value adjustments: accounting versus economic management perspectives Downloads
Alberto Elices
2020: A Survey on Data Pricing: from Economics to Data Science Downloads
Jian Pei
2020: Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies Downloads
Alla Petukhina, Simon Trimborn, Wolfgang Karl H\"ardle and Hermann Elendner
2020: Fairness principles for insurance contracts in the presence of default risk Downloads
Delia Coculescu and Freddy Delbaen
2020: Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies Downloads
Alla A. Petukhina, Raphael Reule and Wolfgang Karl H\"ardle
2020: Random Non-Expected Utility: Non-Uniqueness Downloads
Yi-Hsuan Lin
2020: A Framework for Crop Price Forecasting in Emerging Economies by Analyzing the Quality of Time-series Data Downloads
Ayush Jain, Smit Marvaniya, Shantanu Godbole and Vitobha Munigala
2020: Multi-utility representations of incomplete preferences induced by set-valued risk measures Downloads
Cosimo Munari
2020: Law-invariant functionals that collapse to the mean Downloads
Fabio Bellini, Pablo Koch-Medina, Cosimo Munari and Gregor Svindland
2020: Inter-organisational patent opposition network: How companies form adversarial relationships Downloads
Tomomi Kito, Nagi Moriya and Junichi Yamanoi
2020: The Impact of COVID-19 and Policy Responses on Australian Income Distribution and Poverty Downloads
Jinjing Li, Yogi Vidyattama, Hai Anh La, Riyana Miranti and Denisa Sologon
2020: Exact Computation of Maximum Rank Correlation Estimator Downloads
Youngki Shin and Zvezdomir Todorov
2020: Sales Policies for a Virtual Assistant Downloads
Wenjia Ba, Haim Mendelson and Mingxi Zhu
2020: Local Composite Quantile Regression for Regression Discontinuity Downloads
Xiao Huang and Zhaoguo Zhan
2020: Simulation Methods for Robust Risk Assessment and the Distorted Mix Approach Downloads
Sojung Kim and Stefan Weber
2020: Globalization? Trade War? A Counterbalance Perspective Downloads
Xingwei Hu
2020: Counterfactual and Welfare Analysis with an Approximate Model Downloads
Roy Allen and John Rehbeck
2020: Topological Data Analysis for Portfolio Management of Cryptocurrencies Downloads
Rodrigo Rivera-Castro, Polina Pilyugina and Evgeny Burnaev
2020: Dimension Reduction for High Dimensional Vector Autoregressive Models Downloads
Gianluca Cubadda and Alain Hecq
2020: A Stock Prediction Model Based on DCNN Downloads
Qiao Zhou and Ningning Liu
2020: The Seven-League Scheme: Deep learning for large time step Monte Carlo simulations of stochastic differential equations Downloads
Shuaiqiang Liu, Lech A. Grzelak and Cornelis Oosterlee
2020: Doubly Robust Semiparametric Difference-in-Differences Estimators with High-Dimensional Data Downloads
Yang Ning, Sida Peng and Jing Tao
2020: Capturing dynamics of post-earnings-announcement drift using genetic algorithm-optimised supervised learning Downloads
Zhengxin Joseph Ye and Bjorn W. Schuller
2020: An Analysis of Random Elections with Large Numbers of Voters Downloads
Matthew Harrison-Trainor
2020: Dependent Conditional Value-at-Risk for Aggregate Risk Models Downloads
Bony Josaphat and Khreshna Syuhada
2020: Do Black and Indigenous Communities Receive their Fair Share of Vaccines Under the 2018 CDC Guidelines Downloads
Parag A. Pathak, Harald Schmidt, Adam Solomon, Edwin Song, Tayfun S\"onmez and M. Utku \"Unver
2020: Limit Order Book (LOB) shape modeling in presence of heterogeneously informed market participants Downloads
Mouhamad Drame
2020: Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects Downloads
Lina Zhang, David T. Frazier, Donald Poskitt and Xueyan Zhao
2020: Skewing Quanto with Simplicity Downloads
George Hong
2020: COVID-19: Tail Risk and Predictive Regressions Downloads
Walter Distaso, Rustam Ibragimov, Alexander Semenov and Anton Skrobotov
2020: Heterogeneous Coefficients, Control Variables, and Identification of Treatment Effects Downloads
Whitney K. Newey and Sami Stouli
2020: Cointegrating Polynomial Regressions with Power Law Trends: A New Angle on the Environmental Kuznets Curve Downloads
Yicong Lin and Hanno Reuvers
2020: Unlucky Number 13? Manipulating Evidence Subject to Snooping Downloads
Uwe Hassler and Marc-Oliver Pohle
2020: Instrument Validity for Heterogeneous Causal Effects Downloads
Zhenting Sun
2020: The role of parallel trends in event study settings: An application to environmental economics Downloads
Michelle Marcus and Pedro Sant'Anna
2020: Using Household Grants to Benchmark the Cost Effectiveness of a USAID Workforce Readiness Program Downloads
Craig McIntosh and Andrew Zeitlin
2020: Automated Market Makers for Decentralized Finance (DeFi) Downloads
Yongge Wang
2020: A note on large deviations in life insurance Downloads
Stefan Gerhold
2020: Deep Learning in Science Downloads
Stefano Bianchini, Moritz M\"uller and Pierre Pelletier
2020: A Robust Score-Driven Filter for Multivariate Time Series Downloads
Enzo D'Innocenzo, Alessandra Luati and Mario Mazzocchi
2020: Hidden Group Time Profiles: Heterogeneous Drawdown Behaviours in Retirement Downloads
Igor Balnozan, Denzil Fiebig, Anthony Asher, Robert Kohn and Scott A. Sisson
2020: Eliciting Information from Sensitive Survey Questions Downloads
Yonghong An and Pengfei Liu
2020: Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon Downloads
Tiziano De Angelis
2020: Weak error rates for option pricing under the rough Bergomi model Downloads
Christian Bayer, Eric Joseph Hall and Ra\'ul Tempone
2020: An approximate solution for options market-making in high dimension Downloads
Bastien Baldacci, Joffrey Derchu and Iuliia Manziuk
2020: A New Approach to Estimating Loss-Given-Default Distribution Downloads
Masahiko Egami and Rusudan Kevkhishvili
2020: Rough Heston: the SINC way Downloads
Fabio Baschetti, Giacomo Bormetti, Silvia Romagnoli and Pietro Rossi
2020: A Vector Monotonicity Assumption for Multiple Instruments Downloads
Leonard Goff
2020: High-Resolution Poverty Maps in Sub-Saharan Africa Downloads
Kamwoo Lee and Jeanine Braithwaite
2020: Incentives, lockdown, and testing: from Thucydides's analysis to the COVID-19 pandemic Downloads
Emma Hubert, Thibaut Mastrolia, Dylan Possama\"i and Xavier Warin
2020: Time-Varying Parameters as Ridge Regressions Downloads
Philippe Goulet Coulombe
2020: XVA Analysis From the Balance Sheet Downloads
Claudio Albanese, Stephane Crepey, Rodney Hoskinson and Bouazza Saadeddine
2020: Pseudo-Hermiticity, and Removing the Brownian Motion from Finance Downloads
Will Hicks
2020: Optimal Border Control during the Re-opening Phase of the COVID-19 Pandemic Downloads
Zhen Zhu, Enzo Weber, Till Strohsal and Duaa Serhan
2020: Preference Robust Optimization for Quasi-concave Choice Functions Downloads
Jian Wu, William B. Haskell, Wenjie Huang and Huifu Xu
2020: Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs Downloads
Florian Huber, Gary Koop, Luca Onorante, Michael Pfarrhofer and Josef Schreiner
2020: Efficient closed-form estimation of large spatial autoregressions Downloads
Abhimanyu Gupta
2020: Coexisting Hidden and self-excited attractors in an economic system of integer or fractional order Downloads
Marius-F. Danca
2020: An energy-based macroeconomic model validated by global historical series since 1820 Downloads
Herve Bercegol and Henri Benisty
2020: Interacting Regional Policies in Containing a Disease Downloads
Arun G. Chandrasekhar, Paul Goldsmith-Pinkham, Matthew Jackson and Samuel Thau
2020: Power-type derivatives for rough volatility with jumps Downloads
Weixuan Xia
2020: Optimal Rating Design Downloads
Maryam Saeedi and Ali Shourideh
2020: Modelling uncertainty in coupled electricity and gas systems -- is it worth the effort? Downloads
Iegor Riepin, Thomas M\"obius and Felix M\"usgens
2020: To Bag is to Prune Downloads
Philippe Goulet Coulombe
2020: Effect of pop-up bike lanes on cycling in European cities Downloads
Sebastian Kraus and Nicolas Koch
2020: SynthETIC: an individual insurance claim simulator with feature control Downloads
Benjamin Avanzi, Gregory Clive Taylor, Melantha Wang and Bernard Wong
2020: Counting the costs of COVID-19: why future treatment option values matter Downloads
Adrian Kent
2020: Radner equilibrium and systems of quadratic BSDEs with discontinuous generators Downloads
Luis Escauriaza, Daniel C. Schwarz and Hao Xing
2020: Multigrid Iterative Algorithms based on Compact Finite Difference Schemes and Hermite interpolation for Solving Regime Switching American Options Downloads
Chinonso Nwankwo and Weizhong Dai
2020: Portfolio Optimization on the Dispersion Risk and the Asymmetric Tail Risk Downloads
Young Shin Kim
2020: bootUR: An R Package for Bootstrap Unit Root Tests Downloads
Stephan Smeekes and Ines Wilms
2020: Dominant Resource Fairness with Meta-Types Downloads
Steven Yin, Shatian Wang, Lingyi Zhang and Christian Kroer
2020: Competing Bandits: The Perils of Exploration Under Competition Downloads
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2020: A Maximum Theorem for Incomplete Preferences Downloads
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2020: Learning from Manipulable Signals Downloads
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2020: Is segregating anti-vaxxers a good idea? Downloads
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2020: Polarization in Networks: Identification-alienation Framework Downloads
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2020: An Adaptive and Explicit Fourth Order Runge-Kutta-Fehlberg Method Coupled with Compact Finite Differencing for Pricing American Put Options Downloads
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2020: Fourier instantaneous estimators and the Epps effect Downloads
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2020: Arbitrage concepts under trading restrictions in discrete-time financial markets Downloads
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2020: A Theory of Equivalent Expectation Measures for Expected Prices of Contingent Claims Downloads
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2020: Revealing Choice Bracketing Downloads
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2020: Examining the Effect of COVID-19 on Foreign Exchange Rate and Stock Market -- An Applied Insight into the Variable Effects of Lockdown on Indian Economy Downloads
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2020: Optimal Hedging in Incomplete Markets Downloads
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2020: Simplified calculus for semimartingales: Multiplicative compensators and changes of measure Downloads
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2020: Risk-Sensitive Reinforcement Learning: a Martingale Approach to Reward Uncertainty Downloads
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2020: Simplified stochastic calculus via semimartingale representations Downloads
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2020: Proper scoring rules for evaluating asymmetry in density forecasting Downloads
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2020: Time series copula models using d-vines and v-transforms: an alternative to GARCH modelling Downloads
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2020: V-, U-, L-, or W-shaped recovery after COVID: Insights from an Agent Based Model Downloads
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2020: Trends, Reversion, and Critical Phenomena in Financial Markets Downloads
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2020: An Artificial Intelligence Solution for Electricity Procurement in Forward Markets Downloads
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2020: Multi-Agent Reinforcement Learning in a Realistic Limit Order Book Market Simulation Downloads
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2020: Heterogeneous Effects of Job Displacement on Earnings Downloads
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2020: Capital and Labor Income Pareto Exponents across Time and Space Downloads
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2020: Testing Finite Moment Conditions for the Consistency and the Root-N Asymptotic Normality of the GMM and M Estimators Downloads
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2020: Subjective Complexity Under Uncertainty Downloads
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2020: Bibliometric indices as a measure of long-term competitive balance in knockout tournaments Downloads
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2020: Scenes from a Monopoly: Quickest Detection of Ecological Regimes Downloads
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2020: Commitment on Volunteer Crowdsourcing Platforms: Implications for Growth and Engagement Downloads
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2020: A Computational Approach to Hedging Credit Valuation Adjustment in a Jump-Diffusion Setting Downloads
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2020: Artificial Intelligence versus Maya Angelou: Experimental evidence that people cannot differentiate AI-generated from human-written poetry Downloads
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2020: Forward utilities and Mean-field games under relative performance concerns Downloads
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2020: Al\`os type decomposition formula for Barndorff-Nielsen and Shephard model Downloads
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2020: Instability of Defection in the Prisoner's Dilemma: Analysis of Best Experienced Payoff Dynamics Downloads
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2020: Bounded topologies on Banach spaces and some of their uses in economic theory: a review Downloads
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2020: A generative adversarial network approach to calibration of local stochastic volatility models Downloads
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2020: Differential Machine Learning Downloads
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2020: Levels of structural change: An analysis of China's development push 1998-2014 Downloads
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2020: On Track for Retirement? Downloads
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2020: Multinomial logit processes and preference discovery: inside and outside the black box Downloads
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2020: Slot-specific Priorities with Capacity Transfers Downloads
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2020: Uncovering the Dynamics of Correlation Structures Relative to the Collective Market Motion Downloads
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2020: The rise of science in low-carbon energy technologies Downloads
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2020: Inference by Stochastic Optimization: A Free-Lunch Bootstrap Downloads
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2020: Semi-closed form prices of barrier options in the Hull-White model Downloads
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2020: Noise-Induced Randomization in Regression Discontinuity Designs Downloads
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2020: Joint Modelling and Calibration of SPX and VIX by Optimal Transport Downloads
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2020: How to build a cross-impact model from first principles: Theoretical requirements and empirical results Downloads
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2020: On finite population games of optimal trading Downloads
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2020: Pricing with Variance Gamma Information Downloads
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2020: Optimal hedging of a perpetual American put with a single trade Downloads
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2020: Causal Spillover Effects Using Instrumental Variables Downloads
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2020: A New Approach for Macroscopic Analysis to Improve the Technical and Economic Impacts of Urban Interchanges on Traffic Networks Downloads
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2020: Impact of Congestion Charge and Minimum Wage on TNCs: A Case Study for San Francisco Downloads
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2020: A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options Downloads
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2020: Adaptive Experimental Design for Efficient Treatment Effect Estimation Downloads
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2020: Optimal liquidation trajectories for the Almgren-Chriss model with Levy processes Downloads
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2020: Equal Risk Pricing and Hedging of Financial Derivatives with Convex Risk Measures Downloads
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2020: Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection Downloads
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2020: Detecting Changes in Asset Co-Movement Using the Autoencoder Reconstruction Ratio Downloads
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2020: Kelly Betting with Quantum Payoff: a continuous variable approach Downloads
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2020: Statistical Consequences of Fat Tails: Real World Preasymptotics, Epistemology, and Applications Downloads
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2020: Measuring the Input Rank in Global Supply Networks Downloads
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2020: Neglecting Uncertainties Biases House-Elevation Decisions to Manage Riverine Flood Risks Downloads
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2020: Supply Network Formation and Fragility Downloads
Matthew Elliott, Benjamin Golub and Matthew V. Leduc
2020: Systemic liquidity contagion in the European interbank market Downloads
V. Macchiati, G. Brandi, G. Cimini, G. Caldarelli, D. Paolotti and T. Di Matteo
2020: Set-Valued Risk Measures as Backward Stochastic Difference Inclusions and Equations Downloads
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2020: The Rise of Multiple Institutional Affiliations in Academia Downloads
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2020: Sanction or Financial Crisis? An Artificial Neural Network-Based Approach to model the impact of oil price volatility on Stock and industry indices Downloads
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2020: To snipe or not to snipe, that is the question! Transitions in sniping behaviour among competing algorithmic traders Downloads
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2020: Semiparametric Quantile Models for Ascending Auctions with Asymmetric Bidders Downloads
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2020: A Principal-Agent approach to Capacity Remuneration Mechanisms Downloads
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2020: Guarantees in Fair Division: general or monotone preferences Downloads
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2020: Manipulable outcomes within the class of scoring voting rules Downloads
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2020: Optimal Search and Discovery Downloads
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2020: Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy Downloads
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2020: Semi-discrete optimal transport Downloads
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2020: Quantile Factor Models Downloads
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2020: Nonparametric Quantile Regressions for Panel Data Models with Large T Downloads
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2020: Testing Forecast Rationality for Measures of Central Tendency Downloads
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2020: Price mediated contagion through capital ratio requirements Downloads
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2020: The Value of Insider Information for Super--Replication with Quadratic Transaction Costs Downloads
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2020: The value of power-related options under spectrally negative L\'evy processes Downloads
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2020: A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics Downloads
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2020: Revenue allocation in Formula One: a pairwise comparison approach Downloads
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2020: Quantum Annealing Algorithm for Expected Shortfall based Dynamic Asset Allocation Downloads
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2020: Meaningful causal decompositions in health equity research: definition, identification, and estimation through a weighting framework Downloads
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2020: Quantile regression methods for first-price auctions Downloads
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2020: Matching Estimators with Few Treated and Many Control Observations Downloads
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2020: Shrinkage Estimation of Network Spillovers with Factor Structured Errors Downloads
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2020: Robust Utility Maximizing Strategies under Model Uncertainty and their Convergence Downloads
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2020: Inference in Differences-in-Differences: How Much Should We Trust in Independent Clusters? Downloads
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2020: Mapping Firms' Locations in Technological Space: A Topological Analysis of Patent Statistics Downloads
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2020: Quantile Convolutional Neural Networks for Value at Risk Forecasting Downloads
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2020: Advanced Mathematical Business Strategy Formulation Design Downloads
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2020: Efficient Fair Division with Minimal Sharing Downloads
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2020: Uncertainty in the Hot Hand Fallacy: Detecting Streaky Alternatives to Random Bernoulli Sequences Downloads
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2020: Dynamic Information Design with Diminishing Sensitivity Over News Downloads
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2020: A Note on Size-Based Capital Asset Pricing Model Downloads
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2020: Testing for Quantile Sample Selection Downloads
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2020: A Mathematical Analysis of an Election System Proposed by Gottlob Frege Downloads
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2020: Gift Contagion in Online Groups: Evidence From WeChat Red Packets Downloads
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2020: Ergodicity-breaking reveals time optimal decision making in humans Downloads
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2020: From Blackwell Dominance in Large Samples to Renyi Divergences and Back Again Downloads
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2020: Understanding Distributional Ambiguity via Non-robust Chance Constraint Downloads
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2020: At What Level Should One Cluster Standard Errors in Paired Experiments, and in Stratified Experiments with Small Strata? Downloads
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2020: Conformal Prediction Interval Estimations with an Application to Day-Ahead and Intraday Power Markets Downloads
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2020: Inference in a class of optimization problems: Confidence regions and finite sample bounds on errors in coverage probabilities Downloads
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2020: Mixtures of Mean-Preserving Contractions Downloads
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2020: A Note on New Valuation Measures for Standard & Poor Composite Index Returns Downloads
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2020: Copula estimation for nonsynchronous financial data Downloads
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2020: Peer Effects in Random Consideration Sets Downloads
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2020: Enhancing Time Series Momentum Strategies Using Deep Neural Networks Downloads
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2020: Risk Prediction of Peer-to-Peer Lending Market by a LSTM Model with Macroeconomic Factor Downloads
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2020: Factor Investing: A Bayesian Hierarchical Approach Downloads
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2020: Equilibrium Asset Pricing with Transaction Costs Downloads
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2020: Orthogonal Statistical Learning Downloads
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2020: Econophysics of Asset Price, Return and Multiple Expectations Downloads
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2020: Decentralization Estimators for Instrumental Variable Quantile Regression Models Downloads
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2020: Path Dependent Optimal Transport and Model Calibration on Exotic Derivatives Downloads
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2020: Factor-Driven Two-Regime Regression Downloads
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2020: Stochastic Revealed Preferences with Measurement Error Downloads
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2020: Closed-form approximations in multi-asset market making Downloads
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2020: Leave-One-Out Least Square Monte Carlo Algorithm for Pricing American Options Downloads
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2020: Kernel-based collocation methods for Heath-Jarrow-Morton models with Musiela parametrization Downloads
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2020: A note on contests with a constrained choice set of effort Downloads
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2020: Local Linear Forests Downloads
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2020: Limit Theorems for Factor Models Downloads
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2020: Optimal periodic replenishment policies for spectrally positive L\'evy demand processes Downloads
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2020: Estimating Dynamic Treatment Effects in Event Studies with Heterogeneous Treatment Effects Downloads
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2020: Market Impact in a Latent Order Book Downloads
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2020: Nonseparable Sample Selection Models with Censored Selection Rules Downloads
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2020: An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls Downloads
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2020: RNN-based counterfactual prediction, with an application to homestead policy and public schooling Downloads
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2020: Estimation for high-frequency data under parametric market microstructure noise Downloads
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2020: Corrigendum for "Second-order reflected backward stochastic differential equations" and "Second-order BSDEs with general reflection and game options under uncertainty" Downloads
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2020: Policy Learning with Observational Data Downloads
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2020: Why Quantitative Structuring? Downloads
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2020: Dynamic indifference pricing via the G-expectation Downloads
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2020: A graphical approach to carbon-efficient spot market scheduling for Power-to-X applications Downloads
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2020: Towards Earnings Call and Stock Price Movement Downloads
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2020: Finding Core Members of Cooperative Games using Agent-Based Modeling Downloads
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2020: Instrumental Variable Quantile Regression Downloads
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2020: An optimal test for strategic interaction in social and economic network formation between heterogeneous agents Downloads
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2020: InClass Nets: Independent Classifier Networks for Nonparametric Estimation of Conditional Independence Mixture Models and Unsupervised Classification Downloads
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2020: Robust Semiparametric Estimation in Panel Multinomial Choice Models Downloads
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2020: Contingent Convertible Bonds in Financial Networks Downloads
Giovanni Calice, Carlo Sala and Daniele Tantari
2020: Reviewing climate change and agricultural market competitiveness Downloads
Bakhtmina Zia, Rafiq Muhammad, Institute of Management Sciences, Peshawar, Pakistan, Associate Professor, Institute of Management Sciences, Peshawar and Pakistan
2020: Causal Inference in Possibly Nonlinear Factor Models Downloads
Yingjie Feng
2020: The behavior of stock market prices throughout the episodes of capital inflows Downloads
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2020: A Myopic Adjustment Process for Mean Field Games with Finite State and Action Space Downloads
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2020: Proportional Participatory Budgeting with Cardinal Utilities Downloads
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2020: A continuous-time asset market game with short-lived assets Downloads
Mikhail Zhitlukhin
2020: Measuring and Managing Carbon Risk in Investment Portfolios Downloads
Th\'eo Roncalli, Th\'eo Le Guenedal, Fr\'ed\'eric Lepetit, Thierry Roncalli and Takaya Sekine
2020: Optimal Nested Simulation Experiment Design via Likelihood Ratio Method Downloads
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2020: Nonparametric Predictive Inference for Asian options Downloads
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2020: Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression Downloads
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2020: Sparse High-order Portfolios via Proximal DCA and SCA Downloads
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2020: Implication of Natal Care and Maternity Leave on Child Morbidity: Evidence from Ghana Downloads
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2020: The Identity Fragmentation Bias Downloads
Tesary Lin and Sanjog Misra
2020: Better Lee Bounds Downloads
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2020: How is Machine Learning Useful for Macroeconomic Forecasting? Downloads
Philippe Goulet Coulombe, Maxime Leroux, Dalibor Stevanovic and St\'ephane Surprenant
2020: Layoffs, Inequity and COVID-19: A Longitudinal Study of the Journalism Jobs Crisis in Australia from 2012 to 2020 Downloads
Nik Dawson, Sacha Molitorisz, Marian-Andrei Rizoiu and Peter Fray
2020: Pricing and Capital Allocation for Multiline Insurance Firms With Finite Assets in an Imperfect Market Downloads
John A. Major and Stephen J. Mildenhall
2020: Complexity science approach to economic crime Downloads
J\'anos Kert\'esz and Johannes Wachs
2020: Market-making with reinforcement-learning (SAC) Downloads
Alexey Bakshaev
2020: DeepFolio: Convolutional Neural Networks for Portfolios with Limit Order Book Data Downloads
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2020: How Much Ad Viewability is Enough? The Effect of Display Ad Viewability on Advertising Effectiveness Downloads
Christina Uhl, Nadia Abou Nabout and Klaus Miller
2020: Hybrid quantum-classical optimization for financial index tracking Downloads
Samuel Fern\'andez-Lorenzo, Diego Porras and Juan Jos\'e Garc\'ia-Ripoll
2020: A competitive search game with a moving target Downloads
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2020: Changes in mobility and socioeconomic conditions in Bogot\'a city during the COVID-19 outbreak Downloads
Marco Due\~nas, Mercedes Campi and Luis Olmos
2020: The time function of stock price Downloads
Shengfeng Mei and Hong Gao
2020: Share Price Prediction of Aerospace Relevant Companies with Recurrent Neural Networks based on PCA Downloads
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2020: Deep Learning for Constrained Utility Maximisation Downloads
Ashley Davey and Harry Zheng
2020: A Spatial Analysis of Disposable Income in Ireland: A GWR Approach Downloads
Paul Kilgarriff and Martin Charlton
2020: Investigation of Flash Crash via Topological Data Analysis Downloads
Wonse Kim, Younng-Jin Kim, Gihyun Lee and Woong Kook
2020: Potential impacts of ballast water regulations on international trade, shipping patterns, and the global economy: An integrated transportation and economic modeling assessment Downloads
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2020: Untangling the complexity of market competition in consumer goods -A complex Hilbert PCA analysis Downloads
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2020: Formula to Determine the Countries Equilibrium Exchange Rate With the Dollar and Proposal for a Second Bretton Woods Conference Downloads
Walter H. Bruckman
2020: Powerful Inference Downloads
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2020: A Data Envelopment Analysis Approach to Benchmark the Performance of Mutual Funds in India Downloads
Adit Chopra
2020: High-frequency Estimation of the L\'evy-driven Graph Ornstein-Uhlenbeck process Downloads
Valentin Courgeau and Almut E. D. Veraart
2020: The Impact of Sodomy Law Repeals on Crime Downloads
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2020: Characterizing Pareto Optima: Sequential Utilitarian Welfare Maximization Downloads
Yeon-Koo Che, Jinwoo Kim, Fuhito Kojima and Christopher Thomas Ryan
2020: Drivers learn city-scale dynamic equilibrium Downloads
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2020: Transaction Costs: Economies of Scale, Optimum, Equilibrium and Efficiency Downloads
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2020: Portfolio Selection under Median and Quantile Maximization Downloads
Xue Dong He, Zhaoli Jiang and Steven Kou
2020: Finite-Sample Average Bid Auction Downloads
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2020: Implications of the Tradeoff between Inside and Outside Social Status in Group Choice Downloads
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2020: Lindahl Equilibrium as a Collective Choice Rule Downloads
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2020: Optimizing tail risks using an importance sampling based extrapolation for heavy-tailed objectives Downloads
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2020: Competitive ride-sourcing market with a third-party integrator Downloads
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2020: Constrained Trading Networks Downloads
Can Kizilkale and Rakesh Vohra
2020: A Blockchain Transaction Graph based Machine Learning Method for Bitcoin Price Prediction Downloads
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2020: Search for a moving target in a competitive environment Downloads
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2020: A theoretical look at ELECTRE TRI-nB Downloads
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2020: Using detrended deconvolution foreign exchange network to identify currency status Downloads
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2020: Learning low-frequency temporal patterns for quantitative trading Downloads
Joel da Costa and Tim Gebbie
2020: GA-MSSR: Genetic Algorithm Maximizing Sharpe and Sterling Ratio Method for RoboTrading Downloads
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2020: Detecting and repairing arbitrage in traded option prices Downloads
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2020: Estimation of the number of irregular foreigners in Poland using non-linear count regression models Downloads
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2020: Coverage Optimal Empirical Likelihood Inference for Regression Discontinuity Design Downloads
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2020: Analytic Calibration in Andreasen-Huge SABR Model Downloads
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2020: Modelling multi-period carbon markets using singular forward backward SDEs Downloads
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2020: Inference for Moment Inequalities: A Constrained Moment Selection Procedure Downloads
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2020: West Australian Pandemic Response: The Black Swan of Black Swans Downloads
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2020: Positionality-Weighted Aggregation Methods on Cumulative Voting Downloads
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2020: Optimal Network Compression Downloads
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2020: Reforming the State-Based Forward Guidance through Wage Growth Rate Threshold: Evidence from FRB/US Simulations Downloads
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2020: Portfolio Optimization of 60 Stocks Using Classical and Quantum Algorithms Downloads
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2020: Series expansions and direct inversion for the Heston model Downloads
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2020: Competing Persuaders in Zero-Sum Games Downloads
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2020: Are temporary value-added tax reductions passed on to consumers? Evidence from Germany's stimulus Downloads
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2020: Axioms for Defeat in Democratic Elections Downloads
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2020: A Novel Approach to Predictive Accuracy Testing in Nested Environments Downloads
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2020: Bounds on Distributional Treatment Effect Parameters using Panel Data with an Application on Job Displacement Downloads
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2020: Learning Structure in Nested Logit Models Downloads
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2020: Neural networks in day-ahead electricity price forecasting: Single vs. multiple outputs Downloads
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2020: Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark Downloads
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2020: Volatility Depend on Market Trades and Macro Theory Downloads
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2020: Peer effects and endogenous social interactions Downloads
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2020: Fast Agent-Based Simulation Framework of Limit Order Books with Applications to Pro-Rata Markets and the Study of Latency Effects Downloads
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2020: Unveiling the directional network behind the financial statements data using volatility constraint correlation Downloads
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2020: Long vs Short Time Scales: the Rough Dilemma and Beyond Downloads
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2020: A Relation Analysis of Markov Decision Process Frameworks Downloads
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2020: Adaptive trading strategies across liquidity pools Downloads
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2020: Generalisation of Fractional-Cox-Ingersoll-Ross Process Downloads
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2020: Mobility and Social Efficiency Downloads
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2020: Stochastic reserving with a stacked model based on a hybridized Artificial Neural Network Downloads
Eduardo Ramos-P\'erez, Pablo J. Alonso-Gonz\'alez and Jos\'e Javier N\'u\~nez-Vel\'azquez
2020: Verification Results for Age-Structured Models of Economic-Epidemics Dynamics Downloads
Giorgio Fabbri, Fausto Gozzi and Giovanni Zanco
2020: Analysing a built-in advantage in asymmetric darts contests using causal machine learning Downloads
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2020: Variance Contracts Downloads
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2020: A free boundary problem arising from a multi-state regime-switching stock trading model Downloads
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2020: No COVID-19 Climate "Silver Lining" in the U.S. Power Sector: CO$_2$ Emissions Reductions Not Statistically Significant, Additional Risk to Coal Generators is Minimal Downloads
Max Luke, Priyanshi Somani, Turner Cotterman, Dhruv Suri and Stephen J. Lee
2020: A Stochastic Control Approach to Defined Contribution Plan Decumulation: "The Nastiest, Hardest Problem in Finance" Downloads
Peter A. Forsyth
2020: Optimal selection of the number of control units in kNN algorithm to estimate average treatment effects Downloads
Andr\'es Ram\'irez-Hassan, Raquel Vargas-Correa, Gustavo Garc\'ia and Daniel Londo\~no
2020: Short Term Stress of Covid-19 On World Major Stock Indices Downloads
Muhammad Rehan, Jahanzaib Alvi and Suleyman Serdar Karaca
2020: No-Arbitrage Symmetries Downloads
I. L. Degano, S. E. Ferrando and A. L. Gonzalez
2020: Bounding Disease Prevalence by Bounding Selectivity and Accuracy of Tests: The Case of COVID-19 Downloads
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2020: An estimator for predictive regression: reliable inference for financial economics Downloads
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2020: A Spatial Stochastic SIR Model for Transmission Networks with Application to COVID-19 Epidemic in China Downloads
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2020: Image Processing Tools for Financial Time Series Classification Downloads
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2020: The p-Innovation ecosystems model Downloads
R. Church, Juan Duque and D. E. Restrepo
2020: On social welfare orders satisfying anonymity and asymptotic density-one Pareto Downloads
Ram Dubey, Giorgio Laguzzi and Francesco Ruscitti
2020: Modelling the expected probability of correct assignment under uncertainty Downloads
Tom Dvir, Renana Peres and Ze\'ev Rudnick
2020: Exact solutions for a Solow-Swan model with non-constant returns to scale Downloads
Nicol\`o Cangiotti and Mattia Sensi
2020: Risk Measures Estimation Under Wasserstein Barycenter Downloads
M. Andrea Arias-Serna, Jean-Michel Loubes and Francisco J. Caro-Lopera
2020: Understanding Gambling Behavior and Risk Attitudes Using Cryptocurrency-based Casino Blockchain Data Downloads
Jonathan Meng and Feng Fu
2020: Transmission of market orders through communication line with relativistic delay Downloads
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2020: Convergence of Deep Fictitious Play for Stochastic Differential Games Downloads
Jiequn Han, Ruimeng Hu and Jihao Long
2020: A dynamic ordered logit model with fixed effects Downloads
Chris Muris, Pedro Raposo and Sotiris Vandoros
2020: Intertemporal Collective Household Models: Identification in Short Panels with Unobserved Heterogeneity in Resource Shares Downloads
Irene Botosaru, Chris Muris and Krishna Pendakur
2020: Bookmakers' mispricing of the disappeared home advantage in the German Bundesliga after the COVID-19 break Downloads
Christian Deutscher, David Winkelmann and Marius \"Otting
2020: Tail risk forecasting using Bayesian realized EGARCH models Downloads
Vica Tendenan, Richard Gerlach and Chao Wang
2020: Tax-Aware Portfolio Construction via Convex Optimization Downloads
Nicholas Moehle, Mykel J. Kochenderfer, Stephen Boyd and Andrew Ang
2020: Evidence of Predicting Early Signs of Corporate Bankruptcy Using Financial Ratios in the Indian Landscape Downloads
Adit Chopra, Abhi Bansal and Aryaman Wadhwa
2020: Convergence rate of estimators of clustered panel models with misclassification Downloads
Andreas Dzemski and Ryo Okui
2020: Measuring Energy-saving Technological Change: International Trends and Differences Downloads
Emiko Inoue, Hiroya Taniguchi and Ken Yamada
2020: Connected Incomplete Preferences Downloads
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2020: Nonparametric prediction with spatial data Downloads
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2020: Purely Bayesian counterfactuals versus Newcomb's paradox Downloads
L\^e Nguy\^en Hoang
2020: Aggression in the workplace makes social distance difficult Downloads
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2020: Quantum Computation for Pricing the Collateral Debt Obligations Downloads
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2020: A Natural Disasters Index Downloads
Thilini V. Mahanama and Abootaleb Shirvani
2020: The Inverted Parabola World of Classical Quantitative Finance: Non-Equilibrium and Non-Perturbative Finance Perspective Downloads
Igor Halperin
2020: Machine Learning Panel Data Regressions with an Application to Nowcasting Price Earnings Ratios Downloads
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2020: Transparency versus Performance in Financial Markets: The Role of CSR Communications Downloads
Rajiv Kashyap, Mohamed Menisy, Peter Caiazzo and Jim Samuel
2020: Obamacare and a Fix for the IRS Iteration Downloads
Samuel J. Ferguson
2020: COVID-19: What If Immunity Wanes? Downloads
M. Alper \c{C}enesiz and Lu\'is Guimar\~aes
2020: Log-modulated rough stochastic volatility models Downloads
Christian Bayer, Fabian Andsem Harang and Paolo Pigato
2020: Pricing group membership Downloads
Siddhartha Bandyopadhyay and Antonio Cabrales
2020: An Upper Bound for Functions of Estimators in High Dimensions Downloads
Mehmet Caner and Xu Han
2020: Teaching Economics with Interactive Browser-Based Models Downloads
Juan Dominguez-Moran and Rouven Geismar
2020: Minimal Quantile Functions Subject to Stochastic Dominance Constraints Downloads
Xiangyu Wang, Jianming Xia, Zuo Quan Xu and Zhou Yang
2020: On the Size Control of the Hybrid Test for Predictive Ability Downloads
Deborah Kim
2020: Identifying Opportunities to Improve the Network of Immigration Legal Services Providers Downloads
Vasil Yasenov, David Hausman, Michael Hotard, Duncan Lawrence, Alexandra Siegel, Jessica S. Wolff, David D. Laitin and Jens Hainmueller
2020: Geometry of anonymous binary social choices that are strategy-proof Downloads
Achille Basile, Surekha Rao and K. P. S. Bhaskara Rao
2020: Macroeconomic Data Transformations Matter Downloads
Philippe Goulet Coulombe, Maxime Leroux, Dalibor Stevanovic and St\'ephane Surprenant
2020: Anxiety for the pandemic and trust in financial markets Downloads
Roy Cerqueti and Valerio Ficcadenti
2020: Distributionally Robust Pricing in Independent Private Value Auctions Downloads
Alex Suzdaltsev
2020: Weighted Accuracy Algorithmic Approach In Counteracting Fake News And Disinformation Downloads
Kwadwo Osei Bonsu
2020: Optimal semi-static hedging in illiquid markets Downloads
Teemu Pennanen and Udomsak Rakwongwan
2020: The Multiplicative Chaos of $H=0$ Fractional Brownian Fields Downloads
Paul Hager and Eyal Neuman
2020: Pricing Options Under Rough Volatility with Backward SPDEs Downloads
Christian Bayer, Jinniao Qiu and Yao Yao
2020: Making Decisions under Model Misspecification Downloads
Simone Cerreia-Vioglio, Lars Peter Hansen, Fabio Maccheroni and Massimo Marinacci
2020: Equilibrium under TWAP trading with quadratic transaction costs Downloads
Eunjung Noh
2020: Solving High-Order Portfolios via Successive Convex Approximation Algorithms Downloads
Rui Zhou and Daniel P. Palomar
2020: Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market Downloads
Kenichi Hirayama and Akihiko Noda
2020: Testing error distribution by kernelized Stein discrepancy in multivariate time series models Downloads
Donghang Luo, Ke Zhu, Huan Gong and Dong Li
2020: Estimating TVP-VAR models with time invariant long-run multipliers Downloads
Denis Belomestny, Ekaterina Krymova and Andrey Polbin
2020: A spatial multinomial logit model for analysing urban expansion Downloads
Tamás Krisztin, Philipp Piribauer and Michael W\"ogerer
2020: Design-Based Uncertainty for Quasi-Experiments Downloads
Ashesh Rambachan and Jonathan Roth
2020: Robust Sequential Search Downloads
Karl Schlag and Andriy Zapechelnyuk
2020: A central bank strategy for defending a currency peg Downloads
Eyal Neuman, Alexander Schied, Chengguo Weng and Xiaole Xue
2020: Data-Driven Option Pricing using Single and Multi-Asset Supervised Learning Downloads
Anindya Goswami, Sharan Rajani and Atharva Tanksale
2020: Optimal Investment, Heterogeneous Consumption and Best Time for Retirement Downloads
Zuo Quan Xu and Harry Zheng
2020: Dynamic optimal reinsurance and dividend-payout in finite time horizon Downloads
Chonghu Guan, Zuo Quan Xu and Rui Zhou
2020: Fair Allocation of Vaccines, Ventilators and Antiviral Treatments: Leaving No Ethical Value Behind in Health Care Rationing Downloads
Parag A. Pathak, Tayfun S\"onmez, M. Utku \"Unver and M. Bumin Yenmez
2020: What can we learn about SARS-CoV-2 prevalence from testing and hospital data? Downloads
Daniel W. Sacks, Nir Menachemi, Peter Embi and Coady Wing
2020: Simpler Proofs for Approximate Factor Models of Large Dimensions Downloads
Jushan Bai and Serena Ng
2020: Male Earnings Volatility in LEHD before, during, and after the Great Recession Downloads
Kevin L. McKinney and John Abowd
2020: Ergodic Annealing Downloads
Carlo Baldassi, Fabio Maccheroni, Massimo Marinacci and Marco Pirazzini
2020: Combining distributive ethics and causal Inference to make trade-offs between austerity and population health Downloads
Adel Daoud, Anders Herlitz and Sv Subramanian
2020: Equilibrium Behaviors in Reputation Games Downloads
Yingkai Li and Harry Pei
2020: The Spectral Approach to Linear Rational Expectations Models Downloads
Majid Al-Sadoon
2020: Towards a Sustainable Agricultural Credit Guarantee Scheme Downloads
Reason Lesego Machete
2020: Explicit expressions for joint moments of $n$-dimensional elliptical distributions Downloads
Baishuai Zuo, Chuancun Yin and Narayanaswamy Balakrishnan
2020: Government spending and multi-category treatment effects:The modified conditional independence assumption Downloads
Koiti Yano
2020: Mean-variance-utility portfolio selection with time and state dependent risk aversion Downloads
Ben-Zhang Yang, Xin-Jiang He and Song-Ping Zhu
2020: Discounting Damage: Non-Linear Discounting and Default Compensation. Valuation of Non-Replicable Value and Damage Downloads
Christian P. Fries
2020: Pension Benefits, Early Retirement and Human Capital Depreciation in Late Adulthood Downloads
Plamen Nikolov and Alan Adelman
2020: A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity Downloads
Luis E. Candelaria
2020: Robust fundamental theorems of asset pricing in discrete time Downloads
Huy N. Chau
2020: Note on simulation pricing of $\pi$-options Downloads
Zbigniew Palmowski and Tomasz Serafin
2020: Inference in Differences-in-Differences with Few Treated Units and Spatial Correlation Downloads
Bruno Ferman
2020: Forecasting volatility with a stacked model based on a hybridized Artificial Neural Network Downloads
E. Ramos-P\'erez, P. J. Alonso-Gonz\'alez and J. J. N\'u\~nez-Vel\'azquez
2020: Quantum computing for Finance: state of the art and future prospects Downloads
Daniel J. Egger, Claudio Gambella, Jakub Marecek, Scott McFaddin, Martin Mevissen, Rudy Raymond, Andrea Simonetto, Stefan Woerner and Elena Yndurain
2020: Bootstrapping $\ell_p$-Statistics in High Dimensions Downloads
Alexander Giessing and Jianqing Fan
2020: Deep learning Profit & Loss Downloads
Pietro Rossi, Flavio Cocco and Giacomo Bormetti
2020: iConViz: Interactive Visual Exploration of the Default Contagion Risk of Networked-Guarantee Loans Downloads
Zhibin Niu, Runlin Li, Junqi Wu, Dawei Cheng and Jiawan Zhang
2020: Tempered Stable Processes with Time Varying Exponential Tails Downloads
Young Shin Kim, Kum-Hwan Roh and Raphael Douady
2020: The Epidemic-Driven Collapse in a System with Limited Economic Resource Downloads
I. S. Gandzha, O. V. Kliushnichenko and S. P. Lukyanets
2020: Innovation and imitation Downloads
Jess Benhabib, \'Eric Brunet and Mildred Hager
2020: Re-evaluating cryptocurrencies' contribution to portfolio diversification -- A portfolio analysis with special focus on German investors Downloads
Tim Schmitz and Ingo Hoffmann
2020: An Optimal Distributionally Robust Auction Downloads
Alex Suzdaltsev
2020: Digital Currency and Economic Crises: Helping States Respond Downloads
Geoffrey Goodell, Hazem Danny Al-Nakib and Paolo Tasca
2020: Option Pricing in Markets with Informed Traders Downloads
Yuan Hu, Abootaleb Shirvani, Stoyan Stoyanov, Young Shin Kim, Frank J. Fabozzi and Svetlozar T. Rachev
2020: Revisiting money and labor for valuing environmental goods and services in developing countries Downloads
Habtamu Tilahun Kassahun, Jette Bredahl Jacobsen and Charles F. Nicholson
2020: New robust inference for predictive regressions Downloads
Rustam Ibragimov, Jihyun Kim and Anton Skrobotov
2020: Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs Downloads
Liang Jiang, Xiaobin Liu, Peter Phillips and Yichong Zhang
2020: Information Design for Congested Social Services: Optimal Need-Based Persuasion Downloads
Jerry Anunrojwong, Krishnamurthy Iyer and Vahideh Manshadi
2020: Evolution, Heritable Risk, and Skewness Loving Downloads
Yuval Heller and Arthur Robson
2020: Modeling High-Dimensional Unit-Root Time Series Downloads
Zhaoxing Gao and Ruey S. Tsay
2020: Can Volatility Solve the Naive Portfolio Puzzle? Downloads
Michael Curran and Ryan Zalla
2020: Deep xVA solver -- A neural network based counterparty credit risk management framework Downloads
Alessandro Gnoatto, Athena Picarelli and Christoph Reisinger
2020: Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories Downloads
Micha{\l} Narajewski and Florian Ziel
2020: Hedging and machine learning driven crude oil data analysis using a refined Barndorff-Nielsen and Shephard model Downloads
Humayra Shoshi and Indranil SenGupta
2020: Mapping Coupled Time-series Onto Complex Network Downloads
Jamshid Ardalankia, Jafar Askari, Somaye Sheykhali, Emmanuel Haven and G. Reza Jafari
2020: A comprehensive analysis of soccer penalty shootout designs Downloads
L\'aszl\'o Csat\'o and D\'ora Gr\'eta Petr\'oczy
2020: Stress testing and systemic risk measures using multivariate conditional probability Downloads
Tomaso Aste
2020: Predicting Skill Shortages in Labor Markets: A Machine Learning Approach Downloads
Nik Dawson, Marian-Andrei Rizoiu, Benjamin Johnston and Mary-Anne Williams
2020: Status hierarchy and group cooperation: A generalized model Downloads
Hsuan-Wei Lee, Yen-Ping Chang and Yen-Sheng Chiang
2020: Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach Downloads
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2020: Effects of MiFID II on stock price formation Downloads
Mike Derksen, Bas Kleijn and Robin de Vilder
2020: Systemic risk statistics with scenario analysis Downloads
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2020: Escaping Cannibalization? Correlation-Robust Pricing for a Unit-Demand Buyer Downloads
Moshe Babaioff, Michal Feldman, Yannai A. Gonczarowski, Brendan Lucier and Inbal Talgam-Cohen
2020: Unit Root Testing with Slowly Varying Trends Downloads
Sven Otto
2020: Conflict externalization and the quest for peace: theory and case evidence from Colombia Downloads
Hector Galindo-Silva
2020: Causal mediation analysis with double machine learning Downloads
Helmut Farbmacher, Martin Huber, Luk\'a\v{s} Laff\'ers, Henrika Langen and Martin Spindler
2020: Econometric issues with Laubach and Williams' estimates of the natural rate of interest Downloads
Daniel Buncic
2020: SHIFT: A Highly Realistic Financial Market Simulation Platform Downloads
Thiago W. Alves, Ionut Florescu, George Calhoun and Dragos Bozdog
2020: Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models Downloads
Niko Hauzenberger, Florian Huber and Luca Onorante
2020: Economic complexity of prefectures in Japan Downloads
Abhijit Chakraborty, Hiroyasu Inoue and Yoshi Fujiwara
2020: Experimental Design in Two-Sided Platforms: An Analysis of Bias Downloads
Ramesh Johari, Hannah Li, Inessa Liskovich and Gabriel Weintraub
2020: On the equivalence between Value-at-Risk and Expected Shortfall in non-concave optimization Downloads
An Chen, Mitja Stadje and Fangyuan Zhang
2020: Modeling Supply-Chain Networks with Firm-to-Firm Wire Transfers Downloads
Thiago Silva, Diego R. Amancio and Benjamin Tabak
2020: Semimartingale price systems in models with transaction costs beyond efficient friction Downloads
Christoph K\"uhn and Alexander Molitor
2020: Focused Bayesian Prediction Downloads
Ruben Loaiza-Maya, Gael M. Martin and David T. Frazier
2020: Centralizing-Unitizing Standardized High-Dimensional Directional Statistics and Its Applications in Finance Downloads
Yijian Chuan and Lan Wu
2020: Voluntary Disclosure and Personalized Pricing Downloads
S. Nageeb Ali, Greg Lewis and Shoshana Vasserman
2020: Filtration shrinkage, the structure of deflators, and failure of market completeness Downloads
Constantinos Kardaras and Johannes Ruf
2020: Simplified Stochastic Calculus With Applications in Economics and Finance Downloads
Ale\v{s} \v{C}ern\'y and Johannes Ruf
2020: Generative Synthesis of Insurance Datasets Downloads
Kevin Kuo
2020: Reduction of Qubits in Quantum Algorithm for Monte Carlo Simulation by Pseudo-random Number Generator Downloads
Koichi Miyamoto and Kenji Shiohara
2020: Bayesian Filtering for Multi-period Mean-Variance Portfolio Selection Downloads
Shubhangi Sikaria, Rituparna Sen and Neelesh S. Upadhye
2020: Optimal Experimental Design for Staggered Rollouts Downloads
Ruoxuan Xiong, Susan Athey, Mohsen Bayati and Guido Imbens
2020: The Politics of Personalized News Aggregation Downloads
Lin Hu, Anqi Li and Ilya Segal
2020: Convex Relaxation Based Locational Marginal Prices Downloads
Anna Winnicki, Mariola Ndrio and Subhonmesh Bose
2020: Feasible Generalized Least Squares for Panel Data with Cross-sectional and Serial Correlations Downloads
Jushan Bai, Sung Hoon Choi and Yuan Liao
2020: Fighting for Not-So-Religious Souls: The Role of Religious Competition in Non-Religious Conflicts Downloads
Hector Galindo-Silva and Guy Tchuente
2020: A Projection Framework for Testing Shape Restrictions That Form Convex Cones Downloads
Zheng Fang and Juwon Seo
2020: Stochastic leverage effect in high-frequency data: a Fourier based analysis Downloads
Imma Valentina Curato and Simona Sanfelici
2020: Political Openness and Armed Conflict: Evidence from Local Councils in Colombia Downloads
Hector Galindo-Silva
2020: Stationarity of the detrended price return in stock markets Downloads
Karina Arias-Calluari, Morteza. N. Najafi, Michael S. Harr\'e and Fernando Alonso-Marroquin
2020: Macroscopic approximation methods for the analysis of adaptive networked agent-based models: The example of a two-sector investment model Downloads
Jakob J. Kolb, Finn M\"uller-Hansen, J\"urgen Kurths and Jobst Heitzig
2020: Undiscounted Bandit Games Downloads
Godfrey Keller and Sven Rady
2020: A financial market with singular drift and no arbitrage Downloads
Nacira Agram and Bernt {\O}ksendal
2020: Stability properties of Haezendonck-Goovaerts premium principles Downloads
Niushan Gao, Cosimo Munari and Foivos Xanthos
2020: Dynamics of symmetric SSVI smiles and implied volatility bubbles Downloads
Mehdi El Amrani, Antoine Jacquier and Claude Martini
2020: Is culture related to strong science? An empirical investigation Downloads
Mahmood Khosrowjerdi and Lutz Bornmann
2020: Growth Dynamics of Value and Cost Trade-off in Temporal Networks Downloads
Sheida Hasani, Razieh Masoomi, Jamshid Ardalankia, Mohammadbashir Sedighi and Hamid Jafari
2020: MFGs for partially reversible investment Downloads
Haoyang Cao and Xin Guo
2020: Theory of Weak Identification in Semiparametric Models Downloads
Tetsuya Kaji
2020: Positional Voting and Doubly Stochastic Matrices Downloads
Jacqueline Anderson, Brian Camara and John Pike
2020: Forecast Encompassing Tests for the Expected Shortfall Downloads
Timo Dimitriadis and Julie Schnaitmann
2020: Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve Downloads
Yicong Lin and Hanno Reuvers
2020: Estimation of Conditional Average Treatment Effects with High-Dimensional Data Downloads
Qingliang Fan, Yu-Chin Hsu, Robert Lieli and Yichong Zhang
2020: Creation of knowledge through exchanges of knowledge: Evidence from Japanese patent data Downloads
Tomoya Mori and Shosei Sakaguchi
2020: Derivation of non-classical stochastic price dynamics equations Downloads
Carey Caginalp and Gunduz Caginalp
2020: Simple Adaptive Size-Exact Testing for Full-Vector and Subvector Inference in Moment Inequality Models Downloads
Gregory Cox and Xiaoxia Shi
2020: Gittins' theorem under uncertainty Downloads
Samuel N. Cohen and Tanut Treetanthiploet
2020: lpdensity: Local Polynomial Density Estimation and Inference Downloads
Matias Cattaneo, Michael Jansson and Xinwei Ma
2020: Machine learning with kernels for portfolio valuation and risk management Downloads
Lotfi Boudabsa and Damir Filipovic
2020: Matching for the Israeli "Mechinot" Gap-Year Programs: Handling Rich Diversity Requirements Downloads
Yannai A. Gonczarowski, Lior Kovalio, Noam Nisan and Assaf Romm
2020: Statistical Learning for Probability-Constrained Stochastic Optimal Control Downloads
Alessandro Balata, Michael Ludkovski, Aditya Maheshwari and Jan Palczewski
2020: Supervised Machine Learning for Eliciting Individual Demand Downloads
John A. Clithero, Jae Joon Lee and Joshua Tasoff
2020: Optimal mechanism for the sale of a durable good Downloads
Laura Doval and Vasiliki Skreta
2020: Pricing under Fairness Concerns Downloads
Erik Eyster, Kristof Madarasz and Pascal Michaillat
2020: Dynamically optimal treatment allocation using Reinforcement Learning Downloads
Karun Adusumilli, Friedrich Geiecke and Claudio Schilter
2020: Discounted optimal stopping of a Brownian bridge, with application to American options under pinning Downloads
Bernardo D'Auria, Eduardo Garc\'ia-Portugu\'es and Abel Guada
2020: Identification and Estimation of a Partially Linear Regression Model using Network Data Downloads
Eric Auerbach
2020: Scaling Features of Price-Volume Cross-Correlation Downloads
Jamshid Ardalankia, Mohammad Osoolian, Emmanuel Haven and G. Reza Jafari
2020: Combining Outcome-Based and Preference-Based Matching: A Constrained Priority Mechanism Downloads
Avidit Acharya, Kirk Bansak and Jens Hainmueller
2020: Risk management with machine-learning-based algorithms Downloads
Simon F\'ecamp, Joseph Mikael and Xavier Warin
2020: Strong convergence rates for Markovian representations of fractional processes Downloads
Philipp Harms
2020: Estimating population average treatment effects from experiments with noncompliance Downloads
Kellie Ottoboni and Jason Poulos
2020: Approximately Optimal Mechanism Design Downloads
Tim Roughgarden and Inbal Talgam-Cohen
2020: Functional Sequential Treatment Allocation Downloads
Anders Kock, David Preinerstorfer and Bezirgen Veliyev
2020: Economics of disagreement -- financial intuition for the R\'enyi divergence Downloads
Andrei N. Soklakov
2020: Complete Subset Averaging with Many Instruments Downloads
Seojeong Lee and Youngki Shin
2020: Mechanism Design with Limited Commitment Downloads
Laura Doval and Vasiliki Skreta
2020: Equitable voting rules Downloads
Laurent Bartholdi, Wade Hann-Caruthers, Maya Josyula, Omer Tamuz and Leeat Yariv
2020: Log-optimal portfolio and num\'eraire portfolio for market models stopped at a random time Downloads
Tahir Choulli and Sina Yansori
2020: Treatment Effect Models with Strategic Interaction in Treatment Decisions Downloads
Tadao Hoshino and Takahide Yanagi
2020: A Flexible Design for Funding Public Goods Downloads
Vitalik Buterin, Zoe Hitzig and E. Glen Weyl
2020: Efficient Difference-in-Differences Estimation with High-Dimensional Common Trend Confounding Downloads
Michael Zimmert
2020: Law-invariant functionals beyond bounded positions Downloads
Fabio Bellini, Pablo Koch-Medina, Cosimo Munari and Gregor Svindland
2020: Exceeding Expectations: Stochastic Dominance as a General Decision Theory Downloads
Christian Tarsney
2020: A theory for combinations of risk measures Downloads
Marcelo Brutti Righi
2020: A Generalized Framework for Simultaneous Long-Short Feedback Trading Downloads
Joseph D. O'Brien, Mark E. Burke and Kevin Burke
2020: A hybrid econometric-machine learning approach for relative importance analysis: Prioritizing food policy Downloads
Akash Malhotra
2020: Quasi-Experimental Shift-Share Research Designs Downloads
Kirill Borusyak, Peter Hull and Xavier Jaravel
2020: Ill-posed Estimation in High-Dimensional Models with Instrumental Variables Downloads
Christoph Breunig, Enno Mammen and Anna Simoni
2020: Varying Random Coefficient Models Downloads
Christoph Breunig
2020: Explicit description of all deflators for market models under random horizon with applications to NFLVR Downloads
Tahir Choulli and Sina Yansori
2020: Difference-in-Differences with Multiple Time Periods Downloads
Brantly Callaway and Pedro Sant'Anna
2020: Moral-hazard-free insurance contract design under rank-dependent utility theory Downloads
Zuo Quan Xu
2020: Optimal investment-consumption problem: post-retirement with minimum guarantee Downloads
Hassan Dadashi
2020: Quasi-Oracle Estimation of Heterogeneous Treatment Effects Downloads
Xinkun Nie and Stefan Wager
2020: Sparse Portfolio selection via Bayesian Multiple testing Downloads
Sourish Das and Rituparna Sen
2020: Binary Funding Impacts in Derivative Valuation Downloads
Junbeom Lee and Chao Zhou
2020: A Dual Method For Backward Stochastic Differential Equations with Application to Risk Valuation Downloads
Andrzej Ruszczynski and Jianing Yao
2020: Locally Robust Semiparametric Estimation Downloads
Victor Chernozhukov, Juan Carlos Escanciano, Hidehiko Ichimura, Whitney K. Newey and James M. Robins
2020: One trade at a time -- unraveling the Equity Premium Puzzle Downloads
Andrei N. Soklakov
2020: Elicitation Complexity of Statistical Properties Downloads
Rafael Frongillo and Ian A. Kash
2020: Credit Bubbles in Arbitrage Markets: The Geometric Arbitrage Approach to Credit Risk Downloads
Simone Farinelli and Hideyuki Takada
2020: Geometric Arbitrage Theory and Market Dynamics Reloaded Downloads
Simone Farinelli
2020: Insider Ownership and Dividend Payout Policy: The Role of Business Cycle Downloads
Asmar Aliyeva
2020: Crowd, Lending, Machine, and Bias Downloads
Runshan Fu, Yan Huang and Param Vir Singh
2020: Supervised Machine Learning Techniques: An Overview with Applications to Banking Downloads
Linwei Hu, Jie Chen, Joel Vaughan, Hanyu Yang, Kelly Wang, Agus Sudjianto and Vijayan N. Nair
2020: Corporate Governance and Firms Financial Performance in the United Kingdom Downloads
Martin Kyere and Marcel Ausloos
2020: Pricing foreseeable and unforeseeable risks in insurance portfolios Downloads
Weihong Ni, Corina Constantinescu, Alfredo Eg\'idio dos Reis and V\'eronique Maume-Deschamps
2020: Applying Data Synthesis for Longitudinal Business Data across Three Countries Downloads
M. Jahangir Alam, Benoit Dostie, J\"org Drechsler and Lars Vilhuber
2020: The impact of financial risks on economic growth in EU-15 Downloads
Ionut Jianu, Laura-Madalina Pirscoveanu and Maria-Daniela Tudorache
2020: Understanding the Relationship between Social Distancing Policies, Traffic Volume, Air Quality, and the Prevalence of COVID-19 Outcomes in Urban Neighborhoods Downloads
Daniel L. Mendoza, Tabitha M. Benney, Rajive Ganguli, Rambabu Pothina, Benjamin Krick, Cheryl S. Pirozzi, Erik T. Crosman and Yue Zhang
2020: Machine Learning approach for Credit Scoring Downloads
A. R. Provenzano, D. Trifir\`o, A. Datteo, L. Giada, N. Jean, A. Riciputi, G. Le Pera, M. Spadaccino, L. Massaron and C. Nordio
2020: Multi-stream RNN for Merchant Transaction Prediction Downloads
Zhongfang Zhuang, Chin-Chia Michael Yeh, Liang Wang, Wei Zhang and Junpeng Wang
2020: Existence and uniqueness of recursive utilities without boundedness Downloads
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2020: Multivariate General Compound Point Processes in Limit Order Books Downloads
Qi Guo, Bruno Remillard and Anatoliy Swishchuk
2020: Lookahead and Hybrid Sample Allocation Procedures for Multiple Attribute Selection Decisions Downloads
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2020: On Single Point Forecasts for Fat-Tailed Variables Downloads
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2020: Investment sizing with deep learning prediction uncertainties for high-frequency Eurodollar futures trading Downloads
Trent Spears, Stefan Zohren and Stephen Roberts
2020: The Hansen ratio in mean--variance portfolio theory Downloads
Ale\v{s} \v{C}ern\'y
2020: Truthful Equilibria in Generalized Common Agency Models Downloads
Ilias Boultzis
2020: Job market effects of COVID-19 on urban Ukrainian households Downloads
Tymofii Brik and Maksym Obrizan
2020: Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model Downloads
Carlo Campajola, Domenico Di Gangi, Fabrizio Lillo and Daniele Tantari
2020: Signaling with Private Monitoring Downloads
Gonzalo Cisternas and Aaron Kolb
2020: Connecting actuarial judgment to probabilistic learning techniques with graph theory Downloads
Roland R. Ramsahai
2020: Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession Downloads
Martin Feldkircher, Florian Huber and Michael Pfarrhofer
2020: Equilibrium Oil Market Share under the COVID-19 Pandemic Downloads
Xiaojun Chen, Yun Shi and Xiaozhou Wang
2020: Learning what they think vs. learning what they do: The micro-foundations of vicarious learning Downloads
Sanghyun Park and Phanish Puranam
2020: Deep Hedging of Long-Term Financial Derivatives Downloads
Alexandre Carbonneau
2020: Uniqueness in Cauchy problems for diffusive real-valued strict local martingales Downloads
Umut Cetin and Kasper Larsen
2020: Detecting bearish and bullish markets in financial time series using hierarchical hidden Markov models Downloads
Lennart Oelschl\"ager and Timo Adam
2020: Are Less Developed Countries More Likely to Manipulate Data During Pandemics? Evidence from Newcomb-Benford Law Downloads
Vadim S. Balashov, Yuxing Yan and Xiaodi Zhu
2020: A convergence analysis of the price of anarchy in atomic congestion games Downloads
Zijun Wu, Rolf H. Moehring, Chunying Ren and Dachuan Xu
2020: Editorial: Understanding Cryptocurrencies Downloads
Wolfgang Karl H\"ardle, Campbell R. Harvey and Raphael Reule
2020: Money flow network among firms' accounts in a regional bank of Japan Downloads
Yoshi Fujiwara, Hiroyasu Inoue, Takayuki Yamaguchi, Hideaki Aoyama and Takuma Tanaka
2020: Epidemic response to physical distancing policies and their impact on the outbreak risk Downloads
Fabio Vanni, David Lambert and Luigi Palatella
2020: Analysis of the Global Banking Network by Random Matrix Theory Downloads
Ali Namaki, Jamshid Ardalankia, Reza Raei, Leila Hedayatifar, Ali Hosseiny, Emmanuel Haven and G. Reza Jafari
2020: A decomposition formula for fractional Heston jump diffusion models Downloads
Marc Lagunas-Merino and Salvador Ortiz-Latorre
2020: Insider Trading with Temporary Price Impact Downloads
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2020: Convergence of the Kiefer-Wolfowitz algorithm in the presence of discontinuities Downloads
Miklos Rasonyi and Kinga Tikosi
2020: Heterogeneity and the Dynamic Effects of Aggregate Shocks Downloads
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2020: Leveraging the Power of Place: A Data-Driven Decision Helper to Improve the Location Decisions of Economic Immigrants Downloads
Jeremy Ferwerda, Nicholas Adams-Cohen, Kirk Bansak, Jennifer Fei, Duncan Lawrence, Jeremy M. Weinstein and Jens Hainmueller
2020: Local Projection Inference is Simpler and More Robust Than You Think Downloads
Jos\'e Luis Montiel Olea and Mikkel Plagborg-M{\o}ller
2020: Advanced Strategies of Portfolio Management in the Heston Market Model Downloads
Jaros{\l}aw Gruszka and Janusz Szwabi\'nski
2020: Economic Reality, Economic Media and Individuals' Expectations Downloads
Kristoffer Persson
2020: Are low frequency macroeconomic variables important for high frequency electricity prices? Downloads
Claudia Foroni, Francesco Ravazzolo and Luca Rossini
2020: The Wage Premium of Communist Party Membership: Evidence from China Downloads
Plamen Nikolov, Hongjian Wang and Kevin Acker
2020: Total Error and Variability Measures for the Quarterly Workforce Indicators and LEHD Origin-Destination Employment Statistics in OnTheMap Downloads
Kevin L. McKinney, Andrew S. Green, Lars Vilhuber and John Abowd
2020: Scalable Bayesian estimation in the multinomial probit model Downloads
Ruben Loaiza-Maya and Didier Nibbering
2020: A well-timed switch from local to global agreements accelerates climate change mitigation Downloads
Vadim A. Karatayev, V\'itor V. Vasconcelos, Anne-Sophie Lafuite, Simon A. Levin, Chris T. Bauch and Madhur Anand
2020: Distributionally Robust Markov Decision Processes and their Connection to Risk Measures Downloads
Nicole B\"auerle and Alexander Glauner
2020: Visibility graph analysis of economy policy uncertainty indices Downloads
Peng-Fei Dai, Xiong Xiong and Wei-Xing Zhou
2020: Catastrophe by Design in Population Games: Destabilizing Wasteful Locked-in Technologies Downloads
Stefanos Leonardos, Iosif Sakos, Costas Courcoubetis and Georgios Piliouras
2020: Myopic equilibria, the spanning property, and sublime bundles Downloads
Robert Simon, Stanislaw Spiez and Henryk Torunczyk
2020: The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model Downloads
Peng-Fei Dai, Xiong Xiong and Wei-Xing Zhou
2020: AI in FinTech: A Research Agenda Downloads
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2020: A Novel Ensemble Deep Learning Model for Stock Prediction Based on Stock Prices and News Downloads
Yang Li and Yi Pan
2020: Effects of dynamic capability and marketing strategy on the organizational performance of the banking sector in Makassar, Indonesia Downloads
Akhmad Muhammadin, Rashila Ramli, Syamsul Ridjal, Muhlis Kanto, Syamsul Alam and Hamzah Idris
2020: Tile test for back-testing risk evaluation Downloads
Gilles Zumbach
2020: Ordering and Inequalities for Mixtures on Risk Aggregation Downloads
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2020: Home Advantage in the Brazilian Elite Football: Verifying managers' capacity to outperform their disadvantage Downloads
Carlos Denner dos Santos and Jessica Alves
2020: Online Appendix & Additional Results for The Determinants of Social Connectedness in Europe Downloads
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2020: Generating Empirical Core Size Distributions of Hedonic Games using a Monte Carlo Method Downloads
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2020: The Relationship between the Economic and Financial Crises and Unemployment Rate in the European Union -- How Institutions Affected Their Linkage Downloads
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2020: The societal and ethical relevance of computational creativity Downloads
Michele Loi, Eleonora Vigan\`o and Lonneke van der Plas
2020: (Unintended) Consequences of export restrictions on medical goods during the Covid-19 pandemic Downloads
Marco Grassia, Giuseppe Mangioni, Stefano Schiavo and Silvio Traverso
2020: Deep Dynamic Factor Models Downloads
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2020: Proposal for a Comprehensive (Crypto) Asset Taxonomy Downloads
Thomas Ankenbrand, Denis Bieri, Roland Cortivo, Johannes Hoehener and Thomas Hardjono
2020: Nursing Home Staff Networks and COVID-19 Downloads
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2020: Relative wealth concerns with partial information and heterogeneous priors Downloads
Chao Deng, Xizhi Su and Chao Zhou
2020: The Mode Treatment Effect Downloads
Neng-Chieh Chang
2020: How happy are my neighbours? Modelling spatial spillover effects of well-being Downloads
Thanasis Ziogas, Dimitris Ballas, Sierdjan Koster and Arjen Edzes
2020: A Research on Cross-sectional Return Dispersion and Volatility of US Stock Market during COVID-19 Downloads
Jiawei Du
2020: A comprehensive view of the manifestations of aggregate demand and aggregate supply shocks in Greece, Ireland, Italy and Portugal Downloads
Ionut Jianu
2020: The implications of institutional specificities on the income inequalities drivers in European Union Downloads
Ionut Jianu, Ion Dobre, Dumitru Alexandru Bodislav, Carmen Valentina Radulescu and Sorin Burlacu
2020: The Effect of Young People Not In Employment, Education or Training, On Poverty Rate in European Union Downloads
Ionut Jianu
2020: The impact of government health and education expenditure on income inequality in European Union Downloads
Ionut Jianu
2020: The impact of private sector credit on income inequalities in European Union (15 member states) Downloads
Ionut Jianu
2020: Examining the drivers of business cycle divergence between Euro Area and Romania Downloads
Ionut Jianu
2020: The impact of life-saving interventions on fertility Downloads
David Roodman
2020: A Canon of Probabilistic Rationality Downloads
Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci and Aldo Rustichini
2020: IITK at the FinSim Task: Hypernym Detection in Financial Domain via Context-Free and Contextualized Word Embeddings Downloads
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2020: Generating Trading Signals by ML algorithms or time series ones? Downloads
Omid Safarzadeh
2020: Formally Verified Trades in Financial Markets Downloads
Suneel Sarswat and Abhishek Kr Singh
2020: Continuous-time incentives in hierarchies Downloads
Emma Hubert
2020: Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics Downloads
Ayoub Ammy-Driss and Matthieu Garcin
2020: On the value of non-Markovian Dynkin games with partial and asymmetric information Downloads
Tiziano De Angelis, Nikita Merkulov and Jan Palczewski
2020: The risk spillover from economic policy uncertainties to the European Union Emission Trading Scheme Downloads
Jiqiang Wang, Jianfeng Guo, Peng-Fei Dai, Yinpeng Liu and Ying Fan
2020: Deep Local Volatility Downloads
Marc Chataigner, St\'ephane Cr\'epey and Matthew Dixon
2020: Filtered and Unfiltered Treatment Effects with Targeting Instruments Downloads
Sokbae (Simon) Lee and Bernard Salani\'e
2020: The Historical Impact of Anthropogenic Climate Change on Global Agricultural Productivity Downloads
Ariel Ortiz-Bobea, Toby R. Ault, Carlos M. Carrillo, Robert G. Chambers and David B. Lobell
2020: The impacts of alcohol taxes: A replication review Downloads
David Roodman
2020: The domestic economic impacts of immigration Downloads
David Roodman
2020: The impacts of incarceration on crime Downloads
David Roodman
2020: Variable Selection in Macroeconomic Forecasting with Many Predictors Downloads
Zhenzhong Wang, Zhengyuan Zhu and Cindy Yu
2020: Social capital may mediate the relationship between social distance and COVID-19 prevalence Downloads
Keisuke Kokubun
2020: Deep neural network for optimal retirement consumption in defined contribution pension system Downloads
Wen Chen and Nicolas Langren\'e
2020: Only Time Will Tell: Credible Dynamic Signaling Downloads
Egor Starkov
2020: Authoritarian Governments Appear to Manipulate COVID Data Downloads
Mudit Kapoor, Anup Malani, Shamika Ravi and Arnav Agrawal
2020: Perpetual American options with asset-dependent discounting Downloads
Jonas Al-Hadad and Zbigniew Palmowski
2020: Conditional tail risk expectations for location-scale mixture of elliptical distributions Downloads
Baishuai Zuo and Chuancun Yin
2020: Convolution Bounds on Quantile Aggregation Downloads
Jose Blanchet, Henry Lam, Yang Liu and Ruodu Wang
2020: Inequalities for (p,a,b)-convex functions and their applications Downloads
Bar Light
2020: Absentee and Economic Impact of Low-Level Fine Particulate Matter and Ozone Exposure in K-12 Students Downloads
Daniel L. Mendoza, Cheryl S. Pirozzi, Erik T. Crosman, Theodore G. Liou, Yue Zhang, Jessica J. Cleeves, Stephen C. Bannister, William R. L. Anderegg and Robert Paine
2020: How Flexible is that Functional Form? Quantifying the Restrictiveness of Theories Downloads
Drew Fudenberg, Wayne Gao and Annie Liang
2020: Bond indifference prices and indifference yield curves Downloads
Matthew Lorig
2020: Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets Downloads
Matthieu Garcin, Jules Klein and Sana Laaribi
2020: Adjusted Expected Shortfall Downloads
Matteo Burzoni, Cosimo Munari and Ruodu Wang
2020: Limits of random walks with distributionally robust transition probabilities Downloads
Daniel Bartl, Stephan Eckstein and Michael Kupper
2020: Pricing equity-linked life insurance contracts with multiple risk factors by neural networks Downloads
Karim Barigou and Lukasz Delong
2020: Symmetry and financial Markets Downloads
J{\o}rgen Vitting Andersen and Andrzej Nowak
2020: Duality Theory for Robust Utility Maximization Downloads
Daniel Bartl, Michael Kupper and Ariel Neufeld
2020: Uncovering a factor-based expected return conditioning structure with Regression Trees jointly for many stocks Downloads
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2020: Global Representation of LATE Model: A Separability Result Downloads
Yu-Chang Chen and Haitian Xie
2020: Transaction Costs in Execution Trading Downloads
David Marcos
2020: Social capital and resilience make an employee cooperate for coronavirus measures and lower his/her turnover intention Downloads
Keisuke Kokubun, Yoshiaki Ino and Kazuyoshi Ishimura
2020: Dynamic Networks in Large Financial and Economic Systems Downloads
Jozef Baruník and Michael Ellington
2020: Sketching for Two-Stage Least Squares Estimation Downloads
Sokbae (Simon) Lee and Serena Ng
2020: Failures of Contingent Thinking Downloads
Evan Piermont and Peio Zuazo-Garin
2020: Approximate XVA for European claims Downloads
Fabio Antonelli, Alessandro Ramponi and Sergio Scarlatti
2020: Prophylaxis of Epidemic Spreading with Transient Dynamics Downloads
Geraldine Bouveret and Antoine Mandel
2020: How does stock market reflect the change in economic demand? A study on the industry-specific volatility spillover networks of China's stock market during the outbreak of COVID-19 Downloads
Fu Qiao and Yan Yan
2020: Keynesian models of depression. Supply shocks and the COVID-19 Crisis Downloads
Ignacio Escañuela Romana
2020: Degrees of individual and groupwise backward and forward responsibility in extensive-form games with ambiguity, and their application to social choice problems Downloads
Jobst Heitzig and Sarah Hiller
2020: Dynamics of fintech terms in news and blogs and specialization of companies of the fintech industry Downloads
Fabio Ciulla and Rosario Mantegna
2020: Time-Equitable Dynamic Tolling Scheme For Single Bottlenecks Downloads
John W Helsel, Venktesh Pandey and Stephen D. Boyles
2020: Modeling and measuring incurred claims risk liabilities for a multi-line property and casualty insurer Downloads
Carlos Andr\'es Araiza Iturria, Fr\'ed\'eric Godin and M\'elina Mailhot
2020: A More Robust t-Test Downloads
Ulrich K. Mueller
2020: Do Online Courses Provide an Equal Educational Value Compared to In-Person Classroom Teaching? Evidence from US Survey Data using Quantile Regression Downloads
Manini Ojha and Mohammad Arshad Rahman
2020: Modeling Financial Time Series using LSTM with Trainable Initial Hidden States Downloads
Jungsik Hwang
2020: A comparative study of forecasting Corporate Credit Ratings using Neural Networks, Support Vector Machines, and Decision Trees Downloads
Parisa Golbayani, Ionu\c{t} Florescu and Rupak Chatterjee
2020: Incentivizing Narrow-Spectrum Antibiotic Development with Refunding Downloads
Lucas B\"ottcher and Hans Gersbach
2020: Optimal allocation using the Sortino ratio Downloads
Tarek Nassar and Sandro Ephrem
2020: Equilibrium Refinement in Finite Evidence Games Downloads
Shaofei Jiang
2020: A stochastic control problem with linearly bounded control rates in a Brownian model Downloads
Jean-Fran\c{c}ois Renaud and Clarence Simard
2020: A micro-to-macro approach to returns, volumes and waiting times Downloads
Guglielmo D'Amico and Filippo Petroni
2020: An Adversarial Approach to Structural Estimation Downloads
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2020: Equity Tail Risk in the Treasury Bond Market Downloads
Mirco Rubin and Dario Ruzzi
2020: Is there a Golden Parachute in Sannikov's principal-agent problem? Downloads
Dylan Possama\"i and Nizar Touzi
2020: A characterization of progressively equivalent probability measures preserving the structure of a compound mixed renewal process Downloads
Spyridon M. Tzaninis and Nikolaos D. Macheras
2020: Intelligent Credit Limit Management in Consumer Loans Based on Causal Inference Downloads
Hang Miao, Kui Zhao, Zhun Wang, Linbo Jiang, Quanhui Jia, Yanming Fang and Quan Yu
2020: An\'alise dos fatores determinantes para o decreto de pris\~ao preventiva em casos envolvendo acusa\c{c}\~oes por roubo, tr\'afico de drogas e furto: Um estudo no \^ambito das cidades mais populosas do Paran\'a Downloads
Giovane Cerezuela Policeno, Mario Edson Passerino Fischer da Silva and Vitor Pestana Ostrensky
2020: Line-Up Elections: Parallel Voting with Shared Candidate Pool Downloads
Niclas Boehmer, Robert Bredereck, Piotr Faliszewski, Andrzej Kaczmarczyk and Rolf Niedermeier
2020: Asymptotic minimization of expected time to reach a large wealth level in an asset market game Downloads
Mikhail Zhitlukhin
2020: Improving the Robustness of Trading Strategy Backtesting with Boltzmann Machines and Generative Adversarial Networks Downloads
Edmond Lezmi, Jules Roche, Thierry Roncalli and Jiali Xu
2020: Gintropy: Gini index based generalization of Entropy Downloads
Tam\'as S. Bir\'o and Zolt\'an N\'eda
2020: Time Series Analysis of COVID-19 Infection Curve: A Change-Point Perspective Downloads
Feiyu Jiang, Zifeng Zhao and Xiaofeng Shao
2020: Efficient Covariate Balancing for the Local Average Treatment Effect Downloads
Phillip Heiler
2020: A Natural Actor-Critic Algorithm with Downside Risk Constraints Downloads
Thomas Spooner and Rahul Savani
2020: Robust pricing and hedging via neural SDEs Downloads
Patryk Gierjatowicz, Marc Sabate-Vidales, David \v{S}i\v{s}ka, Lukasz Szpruch and \v{Z}an \v{Z}uri\v{c}
2020: Uncertainty-Aware Lookahead Factor Models for Quantitative Investing Downloads
Lakshay Chauhan, John Alberg and Zachary C. Lipton
2020: Talents from Abroad. Foreign Managers and Productivity in the United Kingdom Downloads
Dimitrios Exadaktylos, Massimo Riccaboni and Armando Rungi
2020: Computation of bonus in multi-state life insurance Downloads
Jamaal Ahmad, Kristian Buchardt and Christian Furrer
2020: Optimal Decision Rules for Weak GMM Downloads
Isaiah Andrews and Anna Mikusheva
2020: Network effects and the appointment of female board members in Japan Downloads
Matthias Raddant and Hiroshi Takahashi
2020: Max-sum tests for cross-sectional dependence of high-demensional panel data Downloads
Long Feng, Tiefeng Jiang, Binghui Liu and Wei Xiong
2020: Stability in Repeated Matching Markets Downloads
Ce Liu
2020: A Dynamic Choice Model with Heterogeneous Decision Rules: Application in Estimating the User Cost of Rail Crowding Downloads
Prateek Bansal, Daniel H\"orcher and Daniel J. Graham
2020: The Cathedral and the Starship: Learning from the Middle Ages for Future Long-Duration Projects Downloads
Andreas M. Hein
2020: On the harmonic mean representation of the implied volatility Downloads
Stefano De Marco
2020: regvis.net -- A Visual Bibliography of Regulatory Visualization Downloads
Zhibin Niu, Runlin Li, Junqi Wu, Yaqi Xue and Jiawan Zhang
2020: Volatility model calibration with neural networks a comparison between direct and indirect methods Downloads
Dirk Roeder and Georgi Dimitroff
2020: Real-time estimation of the short-run impact of COVID-19 on economic activity using electricity market data Downloads
Carlo Fezzi and Valeria Fanghella
2020: Big Data links from Climate to Commodity Production Forecasts and Risk Management Downloads
Paulina Concha Larrauri and Upmanu Lall
2020: The Home Office in Times of COVID-19 Pandemic and its impact in the Labor Supply Downloads
Jos\'e Nilmar Alves de Oliveira, Jaime Orrillo and Franklin Gamboa
2020: The Effects of Taxes on Wealth Inequality in Artificial Chemistry Models of Economic Activity Downloads
Wolfgang Banzhaf
2020: Dynamic Awareness Downloads
Joseph Halpern and Evan Piermont
2020: Semi-nonparametric Latent Class Choice Model with a Flexible Class Membership Component: A Mixture Model Approach Downloads
Georges Sfeir, Maya Abou-Zeid, Filipe Rodrigues, Francisco Camara Pereira and Isam Kaysi
2020: Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model Downloads
Cem Çakmaklı and Yasin Simsek
2020: Deep Importance Sampling Downloads
Benjamin Virrion
2020: Impact of COVID-19 on Forecasting Stock Prices: An Integration of Stationary Wavelet Transform and Bidirectional Long Short-Term Memory Downloads
Daniel \v{S}tifani\'c, Jelena Musulin, Adrijana Mio\v{c}evi\'c, Sandi Baressi \v{S}egota, Roman \v{S}ubi\'c and Zlatan Car
2020: Spectral Targeting Estimation of $\lambda$-GARCH models Downloads
Simon Hetland
2020: Analytical scores for stress scenarios Downloads
Pierre Cohort, Jacopo Corbetta and Ismail Laachir
2020: Robust Causal Inference Under Covariate Shift via Worst-Case Subpopulation Treatment Effects Downloads
Sookyo Jeong and Hongseok Namkoong
2020: Recombining tree approximations for Game Options in Local Volatility models Downloads
Benjamin Gottesman Berdah
2020: Optimal portfolios for different anticipating integrals under insider information Downloads
Carlos Escudero and Sandra Ranilla-Cortina
2020: Off-Policy Exploitability-Evaluation and Equilibrium-Learning in Two-Player Zero-Sum Markov Games Downloads
Kenshi Abe and Yusuke Kaneko
2020: Markovian approximation of the rough Bergomi model for Monte Carlo option pricing Downloads
Qinwen Zhu, Gr\'egoire Loeper, Wen Chen and Nicolas Langren\'e
2020: Scenarios for a post-COVID-19 world airline network Downloads
Jiachen Ye, Peng Ji and Marc Barthelemy
2020: Binary Relations in Mathematical Economics: On the Continuity, Additivity and Monotonicity Postulates in Eilenberg, Villegas and DeGroot Downloads
M. Ali Khan and Metin Uyanık
2020: Spatial Iterated Prisoner's Dilemma as a Transformation Semigroup Downloads
Isaiah Farahbakhsh and Chrystopher L. Nehaniv
2020: A fully data-driven approach to minimizing CVaR for portfolio of assets via SGLD with discontinuous updating Downloads
Sotirios Sabanis and Ying Zhang
2020: Hedging using reinforcement learning: Contextual $k$-Armed Bandit versus $Q$-learning Downloads
Loris Cannelli, Giuseppe Nuti, Marzio Sala and Oleg Szehr
2020: Anonymous, non-manipulable, binary social choice Downloads
Achille Basile, Surekha Rao and K. P. S. Bhaskara Rao
2020: Analysis on the Pricing model for a Discrete Coupon Bond with Early redemption provision by the Structural Approach Downloads
Hyong Chol O and Tae Song Kim
2020: Quantum Pricing with a Smile: Implementation of Local Volatility Model on Quantum Computer Downloads
Kazuya Kaneko, Koichi Miyamoto, Naoyuki Takeda and Kazuyoshi Yoshino
2020: From Fear to Hate: How the Covid-19 Pandemic Sparks Racial Animus in the United States Downloads
Runjing Lu and Yanying Sheng
2020: Portfolio Optimization of 40 Stocks Using the DWave Quantum Annealer Downloads
Jeffrey Cohen, Alex Khan and Clark Alexander
2020: Risk Modelling on Liquidations with L\'{e}vy Processes Downloads
Aili Zhang, Ping Chen, Shuanming Li and Wenyuan Wang
2020: Minkowski gauges and deviation measures Downloads
Marlon Moresco, Marcelo Righi and Eduardo Horta
2020: Emergency Powers in Response to COVID-19: Policy diffusion, Democracy, and Preparedness Downloads
Magnus Lundgren, Mark Klamberg, Karin Sundstr\"om and Julia Dahlqvist
2020: Project selection with partially verifiable information Downloads
Sumit Goel and Wade Hann-Caruthers
2020: Performance analysis of Zero Black-Derman-Toy interest rate model in catastrophic events: COVID-19 case study Downloads
Grzegorz Krzy\.zanowski and Andr\'es Sosa
2020: When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage Downloads
Laurent Ferrara and Anna Simoni
2020: Construction of confidence interval for a univariate stock price signal predicted through Long Short Term Memory Network Downloads
Shankhyajyoti De, Arabin Kumar Dey and Deepak Gauda
2020: A decomposition of general premium principles into risk and deviation Downloads
Max Nendel, Frank Riedel and Maren Diane Schmeck
2020: Optimal Tracking Portfolio with A Ratcheting Capital Benchmark Downloads
Lijun Bo, Huafu Liao and Xiang Yu
2020: Do Methodological Birds of a Feather Flock Together? Downloads
Carrie E. Fry and Laura A. Hatfield
2020: Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate Downloads
Sokbae (Simon) Lee, Yuan Liao, Myung Hwan Seo and Youngki Shin
2020: Gender Inequality in Research Productivity During the COVID-19 Pandemic Downloads
Ruomeng Cui, Hao Ding and Feng Zhu
2020: Liquidity Provider Returns in Geometric Mean Markets Downloads
Alex Evans
2020: Mean Field Exponential Utility Game: A Probabilistic Approach Downloads
Guanxing Fu, Xizhi Su and Chao Zhou
2020: Optimal Consumption with Reference to Past Spending Maximum Downloads
Shuoqing Deng, Xun Li, Huyen Pham and Xiang Yu
2020: SECure: A Social and Environmental Certificate for AI Systems Downloads
Abhishek Gupta, Camylle Lanteigne and Sara Kingsley
2020: Optimal Group Size in Microlending Downloads
Philip Protter and Alejandra Quintos
2020: Duality for optimal consumption under no unbounded profit with bounded risk Downloads
Michael Monoyios
2020: Dynamic Network Risk Downloads
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2020: Economic Properties of Multi-Product Supply Chains Downloads
Philip A. Tominac and Victor M. Zavala
2020: Egalitarian and Just Digital Currency Networks Downloads
Gal Shahaf, Ehud Shapiro and Nimrod Talmon
2020: Deep Learning for Portfolio Optimisation Downloads
Zihao Zhang, Stefan Zohren and Stephen Roberts
2020: Entropy Martingale Optimal Transport and Nonlinear Pricing-Hedging Duality Downloads
Alessandro Doldi and Marco Frittelli
2020: Information Validates the Prior: A Theorem on Bayesian Updating and Applications Downloads
Navin Kartik, Frances Lee and Wing Suen
2020: Methods for forecasting the effect of exogenous risk on stock markets Downloads
Karina Arias-Calluari, Fernando Alonso-Marroquin, Morteza Nattagh-Najafi and Michael Harr\'e
2020: Green hydrogen: optimal supply chains and power sector benefits Downloads
Fabian Stöckl, Wolf-Peter Schill and Alexander Zerrahn
2020: Distributional Robustness of K-class Estimators and the PULSE Downloads
Martin Emil Jakobsen and Jonas Peters
2020: Identification in Economies with Frictions Downloads
Andreas Tryphonides
2020: Bellman type strategy for the continuous time mean-variance model Downloads
Shuzhen Yang
2020: Bitcoin Transaction Networks: an overview of recent results Downloads
Nicol\`o Vallarano, Claudio Tessone and Tiziano Squartini
2020: Designing Direct Matching Mechanism for India with Comprehensive Affirmative Action Downloads
Orhan Ayg\"un and Bertan Turhan
2020: Matching with Generalized Lexicographic Choice Rules Downloads
Orhan Ayg\"un and Bertan Turhan
2020: A Comparison of Methods for Treatment Assignment with an Application to Playlist Generation Downloads
Carlos Fern\'andez-Lor\'ia, Foster Provost, Jesse Anderton, Benjamin Carterette and Praveen Chandar
2020: The Category of Node-and-Choice Extensive-Form Games Downloads
Peter Streufert
2020: Holding-Based Evaluation upon Actively Managed Stock Mutual Funds in China Downloads
Huimin Peng
2020: Quantification of Risk in Classical Models of Finance Downloads
Alois Pichler and Ruben Schlotter
2020: Correlating L\'evy processes with Self-Decomposability: Applications to Energy Markets Downloads
Matteo Gardini, Piergiacomo Sabino and Emanuela Sasso
2020: Pruned Wasserstein Index Generation Model and wigpy Package Downloads
Fangzhou Xie
2020: The Second Worldwide Wave of Interest in Coronavirus since the COVID-19 Outbreaks in South Korea, Italy and Iran: A Google Trends Study Downloads
Artur Strzelecki
2020: Disturbing the Peace: Anatomy of the Hostile Takeover of China Vanke Co Downloads
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2020: Coronavirus Perceptions And Economic Anxiety Downloads
Thiemo Fetzer, Lukas Hensel, Johannes Hermle and Christopher Roth
2020: Estimating the Effect of Central Bank Independence on Inflation Using Longitudinal Targeted Maximum Likelihood Estimation Downloads
Philipp F. M. Baumann, Michael Schomaker and Enzo Rossi
2020: Dynamics of state-wise prospective reserves in the presence of non-monotone information Downloads
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2020: Robust Market Making via Adversarial Reinforcement Learning Downloads
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2020: Financial replicator dynamics: emergence of systemic-risk-averting strategies Downloads
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2020: Machine Learning Portfolio Allocation Downloads
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2020: Data Normalization for Bilinear Structures in High-Frequency Financial Time-series Downloads
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2020: Model order reduction for parametric high dimensional models in the analysis of financial risk Downloads
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2020: Feasible Joint Posterior Beliefs Downloads
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2020: Estimating Economic Models with Testable Assumptions: Theory and Applications Downloads
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2020: Optimal Advertising for Information Products Downloads
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2020: Regional Inequality Simulations Based on Asset Exchange Models with Exchange Range and Local Support Bias Downloads
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2020: The structure of two-valued strategy-proof social choice functions with indifference Downloads
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2020: Time-inhomogeneous Gaussian stochastic volatility models: Large deviations and super roughness Downloads
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2020: Fast Complete Algorithm for Multiplayer Nash Equilibrium Downloads
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2020: Text-based crude oil price forecasting Downloads
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2020: Agenda-manipulation in ranking Downloads
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2020: How Safe are European Safe Bonds? An Analysis from the Perspective of Modern Portfolio Credit Risk Models Downloads
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2020: Fictitious Play Outperforms Counterfactual Regret Minimization Downloads
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2020: Community structure in the World Trade Network based on communicability distances Downloads
Paolo Bartesaghi, Gian Paolo Clemente and Rosanna Grassi
2020: Stationary Heston model: Calibration and Pricing of exotics using Product Recursive Quantization Downloads
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2020: Passengers' Travel Behavior in Response to Unplanned Transit Disruptions Downloads
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2020: Logical Differencing in Dyadic Network Formation Models with Nontransferable Utilities Downloads
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2020: Pricing and hedging American-style options with deep learning Downloads
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2020: Extended Weak Convergence and Utility Maximization with Proportional Transaction Costs Downloads
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2020: Econometrics For Decision Making: Building Foundations Sketched By Haavelmo And Wald Downloads
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2020: Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19 Downloads
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2020: Third-degree Price Discrimination Versus Uniform Pricing Downloads
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2020: Clustering and External Validity in Randomized Controlled Trials Downloads
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2020: A Generalized Markov Chain Model to Capture Dynamic Preferences and Choice Overload Downloads
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2020: Dynamical approach to Zipf's law Downloads
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2020: Identification and inference in discrete choice models with imperfect information Downloads
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2020: Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market Downloads
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2020: Persuasion with Coarse Communication Downloads
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2020: A hierarchical reserving model for reported non-life insurance claims Downloads
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2020: Change of drift in one-dimensional diffusions Downloads
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2020: Games of Incomplete Information Played By Statisticians Downloads
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2020: Dynamically Aggregating Diverse Information Downloads
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2020: Phase separation and scaling in correlation structures of financial markets Downloads
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2020: A Geometric Model of Opinion Polarization Downloads
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2020: Latent Dirichlet Analysis of Categorical Survey Responses Downloads
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2020: Infinite-horizon risk-averse optimal switching under partial information and related systems of reflected backward stochastic difference equations Downloads
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2020: Mechanics of good trade execution in the framework of linear temporary market impact Downloads
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2020: Using Wasserstein Generative Adversarial Networks for the Design of Monte Carlo Simulations Downloads
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2020: Fixed-k Inference for Conditional Extremal Quantiles Downloads
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2020: Counting Defiers Downloads
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2020: A Model of a Randomized Experiment with an Application to the PROWESS Clinical Trial Downloads
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2020: Zero Black-Derman-Toy interest rate model Downloads
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2020: Relative growth optimal strategies in an asset market game Downloads
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2020: Algorithmic market making for options Downloads
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2020: Empirical strategy-proofness Downloads
Rodrigo Velez and Alexander Brown
2020: Size matters for OTC market makers: general results and dimensionality reduction techniques Downloads
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2020: When Risks and Uncertainties Collide: Mathematical Finance for Arbitrage Markets in a Quantum Mechanical View Downloads
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2020: Kernel Instrumental Variable Regression Downloads
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2020: Empirical bias of extreme-price auctions: analysis Downloads
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2020: Driver Surge Pricing Downloads
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2020: Empirical bias and efficiency of alpha-auctions: experimental evidence Downloads
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2020: Optimally stopping at a given distance from the ultimate supremum of a spectrally negative L\'evy process Downloads
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2020: The Black-Scholes Equation in Presence of Arbitrage Downloads
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2020: Regulator-based risk statistics with scenario analysis Downloads
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2020: On the Evolution of Cryptocurrency Market Efficiency Downloads
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2020: Matching Points: Supplementing Instruments with Covariates in Triangular Models Downloads
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2020: Time series models for realized covariance matrices based on the matrix-F distribution Downloads
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2020: Improving the Scalability of a Prosumer Cooperative Game with K-Means Clustering Downloads
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2020: Portfolio optimization with two coherent risk measures Downloads
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2020: On the fair division of a random object Downloads
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2020: Model Selection in Utility-Maximizing Binary Prediction Downloads
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2020: The preference lattice Downloads
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2020: A Sieve-SMM Estimator for Dynamic Models Downloads
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2020: Pricing path-dependent Bermudan options using Wiener chaos expansion: an embarrassingly parallel approach Downloads
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2020: Relational Communication Downloads
Anton Kolotilin and Hongyi Li
2020: Growth, Industrial Externality, Prospect Dynamics, and Well-being on Markets Downloads
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2020: The Augmented Synthetic Control Method Downloads
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2020: Systemic risk assessment through high order clustering coefficient Downloads
Roy Cerqueti, Gian Paolo Clemente and Rosanna Grassi
2020: Dynkin games with incomplete and asymmetric information Downloads
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2020: Classifying Financial Markets up to Isomorphism Downloads
John Armstrong
2020: An Automated Approach Towards Sparse Single-Equation Cointegration Modelling Downloads
Stephan Smeekes and Etienne Wijler
2020: Automatic Debiased Machine Learning of Causal and Structural Effects Downloads
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2020: Option pricing models without probability: a rough paths approach Downloads
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2020: A Residual Bootstrap for Conditional Value-at-Risk Downloads
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2020: Optimizing the tie-breaker regression discontinuity design Downloads
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2020: Sensitivity Analysis using Approximate Moment Condition Models Downloads
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2020: Strictly strategy-proof auctions Downloads
Matteo Escud\'e and Ludvig Sinander
2020: Artificial Increasing Returns to Scale and the Problem of Sampling from Lognormals Downloads
Andres Gomez-Lievano, Vladislav Vysotsky and Jose Lobo
2020: Minimizing Sensitivity to Model Misspecification Downloads
Stéphane Bonhomme and Martin Weidner
2020: Role of Symmetry in Irrational Choice Downloads
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2020: Estimation and Inference for Policy Relevant Treatment Effects Downloads
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2020: Empirical Equilibrium Downloads
Rodrigo Velez and Alexander Brown
2020: Indifference pricing of pure endowments via BSDEs under partial information Downloads
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2020: De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers Downloads
Victor Chernozhukov, Whitney Newey and Rahul Singh
2020: Rational Models for Inflation-Linked Derivatives Downloads
Henrik Dam, Andrea Macrina, David Skovmand and David Sloth
2020: On Utility Maximisation Under Model Uncertainty in Discrete-Time Markets Downloads
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2020: Towards a General Large Sample Theory for Regularized Estimators Downloads
Michael Jansson and Demian Pouzo
2020: Executive stock option exercise with full and partial information on a drift change point Downloads
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2020: Identification of hedonic equilibrium and nonseparable simultaneous equations Downloads
Victor Chernozhukov, Alfred Galichon, Marc Henry and Brendan Pass
2020: Banks as Tanks: A Continuous-Time Model of Financial Clearing Downloads
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2020: Learning Agents in Black-Scholes Financial Markets: Consensus Dynamics and Volatility Smiles Downloads
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2020: Repo Haircuts and Economic Capital: A Theory of Repo Pricing Downloads
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2020: Can You hear the Shape of a Market? Geometric Arbitrage and Spectral Theory Downloads
Simone Farinelli and Hideyuki Takada
2020: Developing a real estate yield investment deviceusing granular data and machine learning Downloads
Monica Azqueta-Gavaldon, Gonzalo Azqueta-Gavaldon, Inigo Azqueta-Gavaldon and Andres Azqueta-Gavaldon
2020: COVID-19 Induced Economic Uncertainty: A Comparison between the United Kingdom and the United States Downloads
Uğur Pata
2020: Applying Dynamic Training-Subset Selection Methods Using Genetic Programming for Forecasting Implied Volatility Downloads
Sana Ben Hamida, Wafa Abdelmalek and Fathi Abid
2020: The New Digital Platforms: Merger Control in Pakistan Downloads
Shahzada Aamir Mushtaq and Wang Yuhui
2020: Race and gender income inequality in the USA: black women vs. white men Downloads
Ivan Kitov
2020: Government intervention modeling in microeconomic company market evolution Downloads
Micha{\l} Chorowski and Ryszard Kutner
2020: A Bivariate Compound Dynamic Contagion Process for Cyber Insurance Downloads
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2020: Risk Management and Return Prediction Downloads
Qingyin Ge, Yunuo Ma, Yuezhi Liao, Rongyu Li and Tianle Zhu
2020: Barriers to grid-connected battery systems: Evidence from the Spanish electricity market Downloads
Yu Hu, David Soler Soneira and Mar\'ia Jes\'us S\'anchez
2020: Multi-objective Optimal Control of Dynamic Integrated Model of Climate and Economy: Evolution in Action Downloads
Mostapha Kalami Heris and Shahryar Rahnamayan
2020: Regression Discontinuity Design with Multivalued Treatments Downloads
Carolina Caetano, Gregorio Caetano and Juan Carlos Escanciano
2020: Dynamic Portfolio Optimization with Real Datasets Using Quantum Processors and Quantum-Inspired Tensor Networks Downloads
Samuel Mugel, Carlos Kuchkovsky, Escolastico Sanchez, Samuel Fernandez-Lorenzo, Jorge Luis-Hita, Enrique Lizaso and Roman Orus
2020: The Equilibrium Existence Duality: Equilibrium with Indivisibilities & Income Effects Downloads
Elizabeth Baldwin, Omer Edhan, Ravi Jagadeesan, Paul Klemperer and Alexander Teytelboym
2020: Turbulence on the Global Economy influenced by Artificial Intelligence and Foreign Policy Inefficiencies Downloads
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2020: Expectation and Price in Incomplete Markets Downloads
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2020: The Yannelis-Prabhakar Theorem on Upper Semi-Continuous Selections in Paracompact Spaces: Extensions and Applications Downloads
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2020: Mixed Logit Models and Network Formation Downloads
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2020: Dynamic Hedging using Generated Genetic Programming Implied Volatility Models Downloads
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2020: Inference in Bayesian Additive Vector Autoregressive Tree Models Downloads
Florian Huber and Luca Rossini
2020: Estimation of Covid-19 Prevalence from Serology Tests: A Partial Identification Approach Downloads
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2020: Reputation for Playing Mixed Actions: A Characterization Theorem Downloads
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2020: Visualizing and comparing distributions with half-disk density strips Downloads
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2020: All Things Equal? Social Networks as a Mechanism for Discrimination Downloads
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2020: Robust Product Markovian Quantization Downloads
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2020: Treatment Effects in Interactive Fixed Effects Models Downloads
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2020: Quantitative Statistical Robustness for Tail-Dependent Law Invariant Risk Measures Downloads
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2020: Risk management of guaranteed minimum maturity benefits under stochastic mortality and regime-switching by Fourier space time-stepping framework Downloads
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2020: Large deviation principles for stochastic volatility models with reflection and three faces of the Stein and Stein model Downloads
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2020: Optimal Asset Allocation For Outperforming A Stochastic Benchmark Target Downloads
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2020: Observations on Cooperation Downloads
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2020: A closed-form solution to the risk-taking motivation of subordinated debtholders Downloads
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2020: Coevolution of deception and preferences: Darwin and Nash meet Machiavelli Downloads
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2020: Biased-Belief Equilibrium Downloads
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2020: Improving MF-DFA model with applications in precious metals market Downloads
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2020: Relative Arbitrage Opportunities in $N$ Investors and Mean-Field Regimes Downloads
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2020: Option Pricing Under a Discrete-Time Markov Switching Stochastic Volatility with Co-Jump Model Downloads
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2020: An unsupervised deep learning approach in solving partial-integro differential equations Downloads
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2020: The non-universality of wealth distribution tails near wealth condensation criticality Downloads
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2020: Endogenous Treatment Effect Estimation with some Invalid and Irrelevant Instruments Downloads
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2020: Social Welfare in Search Games with Asymmetric Information Downloads
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2020: The Welfare of Ramsey Optimal Policy Facing Auto-Regressive Shocks Downloads
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2020: Kuhn's Equivalence Theorem for Games in Intrinsic Form Downloads
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2020: Variance and interest rate risk in unit-linked insurance policies Downloads
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2020: A pure-jump mean-reverting short rate model Downloads
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2020: Identification and Formal Privacy Guarantees Downloads
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2020: Empirical MSE Minimization to Estimate a Scalar Parameter Downloads
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2020: Which Random Matching Markets Exhibit a Stark Effect of Competition? Downloads
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2020: A Data-driven Market Simulator for Small Data Environments Downloads
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2020: Real-Time Prediction of BITCOIN Price using Machine Learning Techniques and Public Sentiment Analysis Downloads
S M Raju and Ali Mohammad Tarif
2020: Teamwise Mean Field Competitions Downloads
Xiang Yu, Yuchong Zhang and Zhou Zhou
2020: Comparative Statics in Multicriteria Search Models Downloads
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2020: Inference without smoothing for large panels with cross-sectional and temporal dependence Downloads
J. Hidalgo and M. Schafgans
2020: Deeply Equal-Weighted Subset Portfolios Downloads
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2020: Towards Entrepreneurial Ecosystem Indicators: Speed and Acceleration Downloads
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2020: Reduced-form setting under model uncertainty with non-linear affine processes Downloads
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2020: Model-free bounds for multi-asset options using option-implied information and their exact computation Downloads
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2020: Matching Multidimensional Types: Theory and Application Downloads
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2020: The uniqueness of dynamic Groves mechanisms on restricted domains Downloads
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2020: Robust and Efficient Approximate Bayesian Computation: A Minimum Distance Approach Downloads
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2020: Option Pricing: Channels, Target Zones and Sideways Markets Downloads
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2020: A Model of the Fed's View on Inflation Downloads
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2020: Dynamic Effects of Persistent Shocks Downloads
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2020: Optimizing Voting Order on Sequential Juries: A Median Voter Theorem Downloads
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2020: Asset Prices and Capital Share Risks: Theory and Evidence Downloads
Joseph Byrne, Boulis M. Ibrahim and Xiaoyu Zong
2020: Investor Emotions and Earnings Announcements Downloads
Domonkos F. Vamossy
2020: Determining Secondary Attributes for Credit Evaluation in P2P Lending Downloads
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2020: Deep Investing in Kyle's Single Period Model Downloads
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2020: Fast calibration of the LIBOR Market Model with Stochastic Volatility based on analytical gradient Downloads
Herv\'e Andres, Pierre-Edouard Arrouy, Paul Bonnefoy, Alexandre Boumezoued and Sophian Mehalla
2020: Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency Downloads
Haozhe Zhang and Yehua Li
2020: Design and Evaluation of Personalized Free Trials Downloads
Hema Yoganarasimhan, Ebrahim Barzegary and Abhishek Pani
2020: Impact of COVID-19 Behavioral Inertia on Reopening Strategies for New York City Transit Downloads
Ding Wang, Brian Yueshuai He, Jingqin Gao, Joseph Y. J. Chow, Kaan Ozbay and Shri Iyer
2020: What Happens when Separate and Unequal School Districts Merge? Downloads
Robert Aue, Thilo Klein and Josue Ortega
2020: Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models Downloads
Josef Dan\v{e}k and J. Posp\'i\v{s}il
2020: Vocational Training Programs and Youth Labor Market Outcomes: Evidence from Nepal Downloads
S. Chakravarty, M. Lundberg, Plamen Nikolov and J. Zenker
2020: Mitigating Bias in Online Microfinance Platforms: A Case Study on Kiva.org Downloads
Soumajyoti Sarkar and Hamidreza Alvari
2020: The unbearable lightness of equilibria in a low interest rate environment Downloads
Guido Ascari and Sophocles Mavroeidis
2020: The Social Welfare Implications of the Zenga Index Downloads
Francesca Greselin, Simone Pellegrino and Achille Vernizzi
2020: Locally trimmed least squares: conventional inference in possibly nonstationary models Downloads
Zhishui Hu, Ioannis Kasparis and Qiying Wang
2020: Using Company Specific Headlines and Convolutional Neural Networks to Predict Stock Fluctuations Downloads
Jonathan Readshaw and Stefano Giani
2020: A Pipeline for Variable Selection and False Discovery Rate Control With an Application in Labor Economics Downloads
Sophie-Charlotte Klose and Johannes Lederer
2020: Impact of national lockdown on COVID-19 deaths in select European countries and the US using a Changes-in-Changes model Downloads
Mudit Kapoor and Shamika Ravi
2020: Unified Discrete-Time Factor Stochastic Volatility and Continuous-Time Ito Models for Combining Inference Based on Low-Frequency and High-Frequency Downloads
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2020: Robust uncertainty sensitivity analysis Downloads
Daniel Bartl, Samuel Drapeau, Jan Obloj and Johannes Wiesel
2020: From the Black-Karasinski to the Verhulst model to accommodate the unconventional Fed's policy Downloads
A. Itkin, A. Lipton and D. Muravey
2020: Tri-criterion model for constructing low-carbon mutual fund portfolios: a preference-based multi-objective genetic algorithm approach Downloads
A. Hilario-Caballero, A. Garcia-Bernabeu, J. V. Salcedo and M. Vercher
2020: The Economic Costs of Containing a Pandemic Downloads
Asahi Noguchi
2020: Shifting Policy Strategy in Keynesianism Downloads
Asahi Noguchi
2020: A note on Almgren-Chriss optimal execution problem with geometric Brownian motion Downloads
Bastien Baldacci and Jerome Benveniste
2020: Valid Causal Inference with (Some) Invalid Instruments Downloads
Jason Hartford, Victor Veitch, Dhanya Sridhar and Kevin Leyton-Brown
2020: Distributionally Robust Profit Opportunities Downloads
Derek Singh and Shuzhong Zhang
2020: Valuing the quality option in agricultural commodity futures: a Monte Carlo simulation based approach Downloads
Sanjay Mansabdar and Hussain C Yaganti
2020: Sparse Quantile Regression Downloads
Le-Yu Chen and Sokbae (Simon) Lee
2020: Why Stake When You Can Borrow? Downloads
Tarun Chitra and Alex Evans
2020: Credit migration: Generating generators Downloads
Richard J. Martin
2020: Manifold Feature Index: A novel index based on high-dimensional data simplification Downloads
Chenkai Xu, Hongwei Lin and Xuansu Fang
2020: Mechanism of Instrumental Game Theory in The Legal Process via Stochastic Options Pricing Induction Downloads
Kwadwo Osei Bonsu and Shoucan Chen
2020: On the Time Trend of COVID-19: A Panel Data Study Downloads
Chaohua Dong, Jiti Gao, Oliver Linton and Bin Peng
2020: A simple model of interbank trading with tiered remuneration Downloads
Toshifumi Nakamura
2020: COVID-19 response needs to broaden financial inclusion to curb the rise in poverty Downloads
Mostak Ahamed and Roxana Guti\'errez-Romero
2020: Conflict in Africa during COVID-19: social distancing, food vulnerability and welfare response Downloads
Roxana Guti\'errez-Romero
2020: Investment Disputes and Abnormal Volatility of Stocks Downloads
Jozef Baruník, Zdenek Drabek and Matěj Nevrla
2020: Approximate Maximum Likelihood for Complex Structural Models Downloads
Veronika Czellar, David T. Frazier and Eric Renault
2020: Nash SIR: An Economic-Epidemiological Model of Strategic Behavior During a Viral Epidemic Downloads
David McAdams
2020: A Tweet-based Dataset for Company-Level Stock Return Prediction Downloads
Karolina Sowinska and Pranava Madhyastha
2020: Combining Experimental and Observational Data to Estimate Treatment Effects on Long Term Outcomes Downloads
Susan Athey, Raj Chetty and Guido Imbens
2020: Learning a functional control for high-frequency finance Downloads
Laura Leal, Mathieu Lauri\`ere and Charles-Albert Lehalle
2020: Adaptive, Rate-Optimal Testing in Instrumental Variables Models Downloads
Christoph Breunig and Xiaohong Chen
2020: A General Solution Method for Insider Problems Downloads
Francois Cocquemas, Ibrahim Ekren and Abraham Lioui
2020: Stopper-Controller Games embedded in Single-Player Control Problems Downloads
Martin Larsson, Marvin S. Mueller and Josef Teichmann
2020: A demographic microsimulation model with an integrated household alignment method Downloads
Amarin Siripanich and Taha Rashidi
2020: Consistent Recalibration Models and Deep Calibration Downloads
Matteo Gambara and Josef Teichmann
2020: Measuring Macroeconomic Uncertainty: A Cross-Country Analysis Downloads
Andreas Dibiasi and Samad Sarferaz
2020: Analysing the resilience of the European commodity production system with PyResPro, the Python Production Resilience package Downloads
Matteo Zampieri, Andrea Toreti, Andrej Ceglar, Pierluca De Palma and Thomas Chatzopoulos
2020: The Importance of Low Latency to Order Book Imbalance Trading Strategies Downloads
David Byrd, Sruthi Palaparthi, Maria Hybinette and Tucker Hybinette Balch
2020: Modeling Joint Lives within Families Downloads
Olivier Cabrignac, Arthur Charpentier and Ewen Gallic
2020: Modeling and Controlling the Spread of Epidemic with Various Social and Economic Scenarios Downloads
S. P. Lukyanets, I. S. Gandzha and O. V. Kliushnychenko
2020: Hidden Markov Models Applied To Intraday Momentum Trading With Side Information Downloads
Hugh Christensen, Simon Godsill and Richard E Turner
2020: Trust and Betrayals: Reputational Payoffs and Behaviors without Commitment Downloads
Harry Pei
2020: Repeated Communication with Private Lying Cost Downloads
Harry Pei
2020: Multi-Purchase Behavior: Modeling and Optimization Downloads
Theja Tulabandhula, Deeksha Sinha and Prasoon Patidar
2020: The Cost of Undisturbed Landscapes Downloads
Sebastian Wehrle, Johannes Schmidt and Christian Mikovits
2020: The Gauss2++ Model -- A Comparison of Different Measure Change Specifications for a Consistent Risk Neutral and Real World Calibration Downloads
Christoph Berninger and Julian Pfeiffer
2020: The energy representation of world GDP Downloads
Boris M. Dolgonosov
2020: Loss Rate Forecasting Framework Based on Macroeconomic Changes: Application to US Credit Card Industry Downloads
Sajjad Taghiyeh, David C Lengacher and Robert B Handfield
2020: Representative Committees of Peers Downloads
Reshef Meir, Fedor Sandomirskiy and Moshe Tennenholtz
2020: Nonparametric Tests of Tail Behavior in Stochastic Frontier Models Downloads
William, William Horrace and Yulong Wang
2020: Numerical Simulation of Exchange Option with Finite Liquidity: Controlled Variate Model Downloads
Kevin S. Zhang and Traian A. Pirvu
2020: Optimal Attention Management: A Tractable Framework Downloads
Elliot Lipnowski, Laurent Mathevet and Dong Wei
2020: Synthetic Interventions Downloads
Anish Agarwal, Abdullah Alomar, Romain Cosson, Devavrat Shah and Dennis Shen
2020: Carbon Monitor: a near-real-time daily dataset of global CO2 emission from fossil fuel and cement production Downloads
Zhu Liu, Philippe Ciais, Zhu Deng, Steven J. Davis, Bo Zheng, Yilong Wang, Duo Cui, Biqing Zhu, Xinyu Dou, Piyu Ke, Taochun Sun, Rui Guo, Olivier Boucher, Francois-Marie Breon, Chenxi Lu, Runtao Guo, Eulalie Boucher and Frederic Chevallier
2020: Horseshoe Prior Bayesian Quantile Regression Downloads
David Kohns and Tibor Szendrei
2020: Backward Deep BSDE Methods and Applications to Nonlinear Problems Downloads
Yajie Yu, Bernhard Hientzsch and Narayan Ganesan
2020: Detangling robustness in high dimensions: composite versus model-averaged estimation Downloads
Jing Zhou, Gerda Claeskens and Jelena Bradic
2020: Evidence of Crowding on Russell 3000 Reconstitution Events Downloads
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2020: Addressing the Herd Immunity Paradox Using Symmetry, Convexity Adjustments and Bond Prices Downloads
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2020: Predicting cell phone adoption metrics using satellite imagery Downloads
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2020: COVID-19 and Digital Resilience: Evidence from Uber Eats Downloads
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2020: Minimax Estimation of Conditional Moment Models Downloads
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2020: Seemingly Unrelated Regression with Measurement Error: Estimation via Markov chain Monte Carlo and Mean Field Variational Bayes Approximation Downloads
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2020: Confidence Interval for Off-Policy Evaluation from Dependent Samples via Bandit Algorithm: Approach from Standardized Martingales Downloads
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2020: Incentives and Efficiency in Constrained Allocation Mechanisms Downloads
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2020: Confidence sets for dynamic poverty indexes Downloads
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2020: Data and Incentives Downloads
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2020: Reserve Price Optimization for First Price Auctions Downloads
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2020: Text as data: a machine learning-based approach to measuring uncertainty Downloads
Rickard Nyman and Paul Ormerod
2020: Path-dependent Kyle equilibrium model Downloads
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2020: What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC Downloads
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2020: IMF Programs and Economic Growth in the DRC: Documentation, Impact and Prospects Downloads
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2020: Risk Attitudes and Human Mobility during the COVID-19 Pandemic Downloads
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2020: C\`adl\`ag semimartingale strategies for optimal trade execution in stochastic order book models Downloads
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2020: Trading Privacy for the Greater Social Good: How Did America React During COVID-19? Downloads
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2020: Public-Private Partnership in the Management of Natural Disasters: A Review Downloads
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2020: A Public-Private Insurance Model for Natural Risk Management: an Application to Seismic and Flood Risks on Residential Buildings in Italy Downloads
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2020: A Bayesian Time-Varying Autoregressive Model for Improved Short- and Long-Term Prediction Downloads
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2020: A framework for modeling interdependencies among households, businesses, and infrastructure systems; and their response to disruptions Downloads
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2020: Bailout Stigma Downloads
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2020: Quant Bust 2020 Downloads
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2020: An overall view of key problems in algorithmic trading and recent progress Downloads
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2020: Designing Stable Elections: A Survey Downloads
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2020: Are weighted games sufficiently good for binary voting? Downloads
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2020: Ensemble Learning with Statistical and Structural Models Downloads
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2020: An elementary approach to the Merton problem Downloads
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2020: Relative utility bounds for empirically optimal portfolios Downloads
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2020: Vertical vs. Horizontal Policy in a Capabilities Model of Economic Development Downloads
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2020: Envy-free Relaxations for Goods, Chores, and Mixed Items Downloads
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2020: An Impulse-Regime Switching Game Model of Vertical Competition Downloads
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2020: On forward invariance in Lyapunov stability theorem for local stability Downloads
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2020: False (and Missed) Discoveries in Financial Economics Downloads
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2020: Generating Realistic Stock Market Order Streams Downloads
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2020: What Factors Drive Individual Misperceptions of the Returns to Schooling in Tanzania? Some Lessons for Education Policy Downloads
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2020: Past production constrains current energy demands: persistent scaling in global energy consumption and implications for climate change mitigation Downloads
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2020: The Effects of Access to Credit on Productivity Among Microenterprises: Separating Technological Changes from Changes in Technical Efficiency Downloads
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2020: Coordinated Transaction Scheduling in Multi-Area Electricity Markets: Equilibrium and Learning Downloads
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2020: Sovereign Default Risk and Credit Supply: Evidence from the Euro Area Downloads
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2020: Doubly Multiplicative Error Models with Long- and Short-run Components Downloads
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2020: Inflation Dynamics of Financial Shocks Downloads
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2020: The importance of being discrete: on the (in-)accuracy of continuous approximations in auction theory Downloads
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2020: Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling Downloads
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2020: Evaluating the Effectiveness of Regional Lockdown Policies in the Containment of Covid-19: Evidence from Pakistan Downloads
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2020: Coastal Flood Risk in the Mortgage Market: Storm Surge Models' Predictions vs. Flood Insurance Maps Downloads
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2020: Short-Run Health Consequences of Retirement and Pension Benefits: Evidence from China Downloads
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2020: Optimal Control of Investment for an Insurer in Two Currency Markets Downloads
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2020: The pain of a new idea: Do Late Bloomers response to Extension Service in Rural Ethiopia? Downloads
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2020: A New Look to Three-Factor Fama-French Regression Model using Sample Innovations Downloads
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2020: Shallow Neural Hawkes: Non-parametric kernel estimation for Hawkes processes Downloads
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2020: A Negative Correlation Strategy for Bracketing in Difference-in-Differences with Application to the Effect of Voter Identification Laws on Voter Turnout Downloads
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2020: Notes on Backward Stochastic Differential Equations for Computing XVA Downloads
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2020: Time Delay and Investment Decisions: Evidence from an Experiment in Tanzania Downloads
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2020: Reaping the Informational Surplus in Bayesian Persuasion Downloads
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2020: Consistent Investment of Sophisticated Rank-Dependent Utility Agents in Continuous Time Downloads
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2020: Evaluating Public Supports to the Investment Activities of Business Firms: A Multilevel Meta-Regression Analysis of Italian Studies Downloads
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2020: Extractive contest design Downloads
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2020: Robust Multiple Stopping -- A Pathwise Duality Approach Downloads
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2020: On the plausibility of the latent ignorability assumption Downloads
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2020: Explaining the distribution of energy consumption at slow charging infrastructure for electric vehicles from socio-economic data Downloads
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2020: Existence of equivalent local martingale deflators in semimartingale market models Downloads
Eckhard Platen and Stefan Tappe
2020: One Step at a Time: Does Gradualism Build Coordination? Downloads
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2020: Estimates of derivatives of (log) densities and related objects Downloads
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2020: New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence Downloads
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2020: Do Private Household Transfers to the Elderly Respond to Public Pension Benefits? Evidence from Rural China Downloads
Plamen Nikolov and Alan Adelman
2020: Variational Inequality Type Formulations of General Market Equilibrium Problems with Local Information Downloads
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2020: Contingent Convertible Obligations and Financial Stability Downloads
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2020: Changes in Household Net Financial Assets After the Great Recession: Did Financial Planners Make a Difference? Downloads
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2020: A Theory of 'Auction as a Search' in speculative markets Downloads
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2020: Optimal Equilibria for Multi-dimensional Time-inconsistent Stopping Problems Downloads
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2020: The Importance of Cognitive Domains and the Returns to Schooling in South Africa: Evidence from Two Labor Surveys Downloads
Plamen Nikolov and Nusrat Jimi
2020: Do Public Program Benefits Crowd Out Private Transfers in Developing Countries? A Critical Review of Recent Evidence Downloads
Plamen Nikolov and Matthew Bonci
2020: On the optimality of joint periodic and extraordinary dividend strategies Downloads
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2020: Influence via Ethos: On the Persuasive Power of Reputation in Deliberation Online Downloads
Emaad Manzoor, George H. Chen, Dokyun Lee and Michael D. Smith
2020: Sig-SDEs model for quantitative finance Downloads
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2020: A Complete Characterization of Infinitely Repeated Two-Player Games having Computable Strategies with no Computable Best Response under Limit-of-Means Payoff Downloads
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2020: Optimal Investing after Retirement Under Time-Varying Risk Capacity Constraint Downloads
Weidong Tian and Zimu Zhu
2020: COVID-19 and Global Economic Growth: Policy Simulations with a Pandemic-Enabled Neoclassical Growth Model Downloads
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2020: More Robust Pricing of European Options Based on Fourier Cosine Series Expansions Downloads
Fabien Le Floc'h
2020: Strengthening science, technology, and innovation-based incubators to help achieve Sustainable Development Goals: Lessons from India Downloads
Kavita Surana, Anuraag Singh and Ambuj D Sagar
2020: Understanding the Effects of Tennessee's Open Covid-19 Testing Policy: Bounding Policy Effects with Nonrandomly Missing Data Downloads
Brantly Callaway and Tong Li
2020: Is being an only child harmful to psychological health?: Evidence from an instrumental variable analysis of China's One-Child Policy Downloads
Shuxi Zeng, Fan Li and Peng Ding
2020: Revealing gender-specific costs of STEM in an extended Roy model of major choice Downloads
Marc Henry, Romuald Meango and Ismael Mourifie
2020: Moment Conditions for Dynamic Panel Logit Models with Fixed Effects Downloads
Bo E. Honor\'e and Martin Weidner
2020: No-arbitrage concepts in topological vector lattices Downloads
Eckhard Platen and Stefan Tappe
2020: Proving prediction prudence Downloads
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2020: How to manage the post pandemic opening? A Pontryagin Maximum Principle approach Downloads
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2020: Virus Dynamics with Behavioral Responses Downloads
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2020: COVID-19 causes record decline in global CO2 emissions Downloads
Zhu Liu, Philippe Ciais, Zhu Deng, Ruixue Lei, Steven J. Davis, Sha Feng, Bo Zheng, Duo Cui, Xinyu Dou, Pan He, Biqing Zhu, Chenxi Lu, Piyu Ke, Taochun Sun, Yuan Wang, Xu Yue, Yilong Wang, Yadong Lei, Hao Zhou, Zhaonan Cai, Yuhui Wu, Runtao Guo, Tingxuan Han, Jinjun Xue, Olivier Boucher, Eulalie Boucher, Frederic Chevallier, Yimin Wei, Haiwang Zhong, Chongqing Kang, Ning Zhang, Bin Chen, Fengming Xi, Fran\c{c}ois Marie, Qiang Zhang, Dabo Guan, Peng Gong, Daniel M. Kammen, Kebin He and Hans Joachim Schellnhuber
2020: Denise: Deep Learning based Robust PCA for Positive Semidefinite Matrices Downloads
Calypso Herrera, Florian Krach, Anastasis Kratsios, Pierre Ruyssen and Josef Teichmann
2020: Estimating Full Lipschitz Constants of Deep Neural Networks Downloads
Calypso Herrera, Florian Krach and Josef Teichmann
2020: Structural Regularization Downloads
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2020: Designing a NISQ reservoir with maximal memory capacity for volatility forecasting Downloads
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2020: Synthetic Control Group Methods in the Presence of Interference: The Direct and Spillover Effects of Light Rail on Neighborhood Retail Activity Downloads
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2020: Instabilities in Multi-Asset and Multi-Agent Market Impact Games Downloads
Francesco Cordoni and Fabrizio Lillo
2020: Robust Empirical Bayes Confidence Intervals Downloads
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2020: QuantNet: Transferring Learning Across Systematic Trading Strategies Downloads
Adriano Koshiyama, Sebastian Flennerhag, Stefano B. Blumberg, Nick Firoozye and Philip Treleaven
2020: Estimating Treatment Effects with Observed Confounders and Mediators Downloads
Shantanu Gupta, Zachary C. Lipton and David Childers
2020: Modelling Network Interference with Multi-valued Treatments: the Causal Effect of Immigration Policy on Crime Rates Downloads
C. Tort\`u, I. Crimaldi, F. Mealli and L. Forastiere
2020: Improved Price Oracles: Constant Function Market Makers Downloads
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2020: One model is not enough: heterogeneity in cryptocurrencies' multifractal profiles Downloads
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2020: Experimental Design under Network Interference Downloads
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2020: Time-varying neural network for stock return prediction Downloads
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2020: Scoring Functions for Multivariate Distributions and Level Sets Downloads
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2020: Kernel Conditional Moment Test via Maximum Moment Restriction Downloads
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2020: Rational Choice Hypothesis as X-point of Utility Function and Norm Function Downloads
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2020: Off-policy Bandit and Reinforcement Learning Downloads
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2020: Equal Risk Pricing of Derivatives with Deep Hedging Downloads
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2020: Lattice structure of the random stable set in many-to-many matching market Downloads
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2020: Double/Debiased Machine Learning for Dynamic Treatment Effects Downloads
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2020: Simple, Credible, and Approximately-Optimal Auctions Downloads
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2020: Mathematical Foundations of Regression Methods for the approximation of the Forward Initial Margin Downloads
Lucia Cipolina Kun, Simone Caenazzo and Ksenia Ponomareva
2020: Stability and asymptotic analysis of the F\"ollmer-Schweizer decomposition on a finite probability space Downloads
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2020: Dependence-Robust Inference Using Resampled Statistics Downloads
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2020: Sharpe Ratio in High Dimensions: Cases of Maximum Out of Sample, Constrained Maximum, and Optimal Portfolio Choice Downloads
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2020: Variable-lag Granger Causality and Transfer Entropy for Time Series Analysis Downloads
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2020: Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes Downloads
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2020: Integrated ridesharing services with chance-constrained dynamic pricing and demand learning Downloads
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2020: Swap Portfolios, Reverse-Weighted Portfolios, and the Efficiency of Commodity Futures Markets Downloads
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2020: Exploring Multi-Banking Customer-to-Customer Relations in AML Context with Poincar\'e Embeddings Downloads
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2020: Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels Downloads
Eduardo Abi Jaber
2020: Solution of option pricing equations using orthogonal polynomial expansion Downloads
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2020: Some pricing tools for the Variance Gamma model Downloads
Jean-Philippe Aguilar
2020: VAT tax gap prediction: a 2-steps Gradient Boosting approach Downloads
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2020: Global Well-posedness of Non-Markovian Multidimensional Superquadratic BSDE Downloads
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2020: Deep Fictitious Play for Finding Markovian Nash Equilibrium in Multi-Agent Games Downloads
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2020: The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model Downloads
Jaehyuk Choi and Lixin Wu
2020: The Laplace transform of the integrated Volterra Wishart process Downloads
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2020: Analytical solution of $k$th price auction Downloads
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2020: A many-to-many assignment game and stable outcome algorithm to evaluate collaborative Mobility-as-a-Service platforms Downloads
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2020: Relative Maximum Likelihood Updating of Ambiguous Beliefs Downloads
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2020: A path-sampling method to partially identify causal effects in instrumental variable models Downloads
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2020: Robust portfolio optimization with multi-factor stochastic volatility Downloads
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2020: Resolving asset pricing puzzles using price-impact Downloads
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2020: Utility-based pricing and hedging of contingent claims in Almgren-Chriss model with temporary price impact Downloads
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2020: De-biased Machine Learning in Instrumental Variable Models for Treatment Effects Downloads
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2020: A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games Downloads
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2020: Testing nonparametric shape restrictions Downloads
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2020: Constraint Qualifications in Partial Identification Downloads
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2020: A multi-factor polynomial framework for long-term electricity forwards with delivery period Downloads
Xi Kleisinger-Yu, Vlatka Komaric, Martin Larsson and Markus Regez
2020: Quantitative portfolio selection: using density forecasting to find consistent portfolios Downloads
N. Meade, John Beasley and C. J. Adcock
2020: Deep Reinforcement Learning for Foreign Exchange Trading Downloads
Yun-Cheng Tsai and Chun-Chieh Wang
2020: Optimal Investment with Correlated Stochastic Volatility Factors Downloads
Maxim Bichuch and Jean-Pierre Fouque
2020: Compact Finite Difference Scheme with Hermite Interpolation for Pricing American Put Options Based on Regime Switching Model Downloads
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2020: Maximum Entropy approach to multivariate time series randomization Downloads
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2020: Systemic Optimal Risk Transfer Equilibrium Downloads
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2020: Competing Models Downloads
Jose Luis Montiel Olea, Pietro Ortoleva, Mallesh M Pai and Andrea Prat
2020: Policy Targeting under Network Interference Downloads
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2020: Metaheuristics optimized feedforward neural networks for efficient stock price prediction Downloads
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2020: Relative Bound and Asymptotic Comparison of Expectile with Respect to Expected Shortfall Downloads
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2020: Optimal Reinsurance and Investment Strategies under Mean-Variance Criteria: Partial and Full Information Downloads
Shihao Zhu and Jingtao Shi
2020: Nonparametric estimation in a regression model with additive and multiplicative noise Downloads
Christophe Chesneau, Salima El Kolei, Junke Kou and Fabien Navarro
2020: Detecting p-hacking Downloads
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2020: The Regression Discontinuity Design Downloads
Matias Cattaneo, Rocio Titiunik and Gonzalo Vazquez-Bare
2020: (In)Stability for the Blockchain: Deleveraging Spirals and Stablecoin Attacks Downloads
Ariah Klages-Mundt and Andreea Minca
2020: Optimal auction duration: A price formation viewpoint Downloads
Paul Jusselin, Thibaut Mastrolia and Mathieu Rosenbaum
2020: Pure Nash Equilibria and Best-Response Dynamics in Random Games Downloads
Ben Amiet, Andrea Collevecchio, Marco Scarsini and Ziwen Zhong
2020: Exact Testing of Many Moment Inequalities Against Multiple Violations Downloads
Nick Koning and Paul Bekker
2020: Regulator-based risk statistics for portfolios Downloads
Xiaochuan Deng and Fei Sun
2020: Tail probabilities of random linear functions of regularly varying random vectors Downloads
Bikramjit Das, Vicky Fasen-Hartmann and Claudia Kl\"uppelberg
2020: Bayesian prediction of jumps in large panels of time series data Downloads
Angelos Alexopoulos, Petros Dellaportas and Omiros Papaspiliopoulos
2020: Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction Downloads
Matteo Mogliani and Anna Simoni
2020: A statistical analysis of time trends in atmospheric ethane Downloads
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2020: Mean Field Equilibrium: Uniqueness, Existence, and Comparative Statics Downloads
Bar Light and Gabriel Weintraub
2020: Experimenting in Equilibrium Downloads
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2020: Discrete Choice under Risk with Limited Consideration Downloads
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2020: Rate of Convergence of the Probability of Ruin in the Cram\'er-Lundberg Model to its Diffusion Approximation Downloads
Asaf Cohen and Virginia R. Young
2020: Double Deep Q-Learning for Optimal Execution Downloads
Brian Ning, Franco Ho Ting Lin and Sebastian Jaimungal
2020: Dynamic Programming with Recursive Preferences: Optimality and Applications Downloads
Guanlong Ren and John Stachurski
2020: Asymptotics for Small Nonlinear Price Impact: a PDE Approach to the Multidimensional Case Downloads
Erhan Bayraktar, Thomas Caye and Ibrahim Ekren
2020: Estimation of a Structural Break Point in Linear Regression Models Downloads
Yaein Baek
2020: Continuity of Utility Maximization under Weak Convergence Downloads
Erhan Bayraktar, Yan Dolinsky and Jia Guo
2020: Inverse Gaussian quadrature and finite normal-mixture approximation of generalized hyperbolic distribution Downloads
Jaehyuk Choi, Yeda Du and Qingshuo Song
2020: Time-consistent conditional expectation under probability distortion Downloads
Jin Ma, Ting-Kam Leonard Wong and Jianfeng Zhang
2020: Fast calibration of two-factor models for energy option pricing Downloads
Emanuele Fabbiani, Andrea Marziali and Giuseppe De Nicolao
2020: Economics of carbon-dioxide abatement under an exogenous constraint on cumulative emissions Downloads
Ashwin K Seshadri
2020: The Structure of Equilibria in Trading Networks with Frictions Downloads
Jan Christoph Schlegel
2020: Scalar multivariate risk measures with a single eligible asset Downloads
Zachary Feinstein and Birgit Rudloff
2020: Liquidity in Competitive Dealer Markets Downloads
Peter Bank, Ibrahim Ekren and Johannes Muhle-Karbe
2020: Consumption smoothing in the working-class households of interwar Japan Downloads
Kota Ogasawara
2020: At the Mercy of the Common Noise: Blow-ups in a Conditional McKean--Vlasov Problem Downloads
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2020: Systems of ergodic BSDEs arising in regime switching forward performance processes Downloads
Ying Hu, Gechun Liang and Shanjian Tang
2020: Stratification Trees for Adaptive Randomization in Randomized Controlled Trials Downloads
Max Tabord-Meehan
2020: Gains in evolutionary dynamics: A unifying and intuitive approach to linking static and dynamic stability Downloads
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2020: Network Sensitivity of Systemic Risk Downloads
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2020: Improving Value-at-Risk prediction under model uncertainty Downloads
Shige Peng, Shuzhen Yang and Jianfeng Yao
2020: Evolution of the Chinese Guarantee Network under Financial Crisis and Stimulus Program Downloads
Yingli Wang, Qingpeng Zhang and Xiaoguang Yang
2020: Network and Panel Quantile Effects Via Distribution Regression Downloads
Victor Chernozhukov, Iv\'an Fern\'andez-Val and Martin Weidner
2020: Dynamic Clearing and Contagion in Financial Networks Downloads
Tathagata Banerjee, Alex Bernstein and Zachary Feinstein
2020: Matrix Completion Methods for Causal Panel Data Models Downloads
Susan Athey, Mohsen Bayati, Nikolay Doudchenko, Guido Imbens and Khashayar Khosravi
2020: Zipf's Law for Atlas Models Downloads
Ricardo Fernholz and Robert Fernholz
2020: Risk Minimization, Regret Minimization and Progressive Hedging Algorithms Downloads
Jie Sun, Xinmin Yang, Qiang Yao and Min Zhang
2020: Interconnectedness in the Global Financial Market Downloads
Matthias Raddant and Dror Y. Kenett
2020: Prediction defaults for networked-guarantee loans Downloads
Dawei Cheng, Zhibin Niu, Yi Tu and Liqing Zhang
2020: Model-independent pricing with insider information: a Skorokhod embedding approach Downloads
Beatrice Acciaio, Alexander M. G. Cox and Martin Huesmann
2020: Network Valuation in Financial Systems Downloads
Paolo Barucca, Marco Bardoscia, Fabio Caccioli, Marco D'Errico, Gabriele Visentin, Guido Caldarelli and Stefano Battiston
2020: Rational Groupthink Downloads
Matan Harel, Elchanan Mossel, Philipp Strack and Omer Tamuz
2020: Leverage efficiency Downloads
Ole Peters and Alexander Adamou
2020: Multifractal temporally weighted detrended partial cross-correlation analysis to quantify intrinsic power-law cross-correlation of two non-stationary time series affected by common external factors Downloads
Bao-Gen Li, Dian-Yi Ling and Zu-Guo Yu
2020: Effects of Regional Trade Agreement to Local and Global Trade Purity Relationships Downloads
Siyu Huang, Wensha Gou, Hongbo Cai, Xiaomeng Li and Qinghua Chen
2020: Adversarial Robustness of Deep Convolutional Candlestick Learner Downloads
Jun-Hao Chen, Samuel Yen-Chi Chen, Yun-Cheng Tsai and Chih-Shiang Shur
2020: Commuting Variability by Wage Groups in Baton Rouge 1990-2010 Downloads
Yujie Hu, Fahui Wang and Chester Wilmot
2020: Power Trades and Network Congestion Externalities Downloads
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2020: Shared value economics: an axiomatic approach Downloads
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2020: Lockdown Strategies, Mobility Patterns and COVID-19 Downloads
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2020: Evaluating the Properties of a First Choice Weighted Approval Voting System Downloads
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2020: Statistical Decision Properties of Imprecise Trials Assessing COVID-19 Drugs Downloads
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2020: When to sell an asset amid anxiety about drawdowns Downloads
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2020: The impact of COVID-19 on the UK fresh food supply chain Downloads
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2020: Measuring and Visualizing Place-Based Space-Time Job Accessibility Downloads
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2020: Parametric Modeling of Quantile Regression Coefficient Functions with Longitudinal Data Downloads
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2020: The impacts of asymmetry on modeling and forecasting realized volatility in Japanese stock markets Downloads
Daiki Maki and Yasushi Ota
2020: Machine Learning Fund Categorizations Downloads
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2020: Mortality containment vs. economics opening: optimal policies in a SEIARD model Downloads
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2020: Value relevance of the components of oil and gas reserve quantity change disclosures of upstream oil and gas companies in the london stock exchange Downloads
Tega Anighoro
2020: Super-App Behavioral Patterns in Credit Risk Models: Financial, Statistical and Regulatory Implications Downloads
Luisa Roa, Alejandro Correa-Bahnsen, Gabriel Suarez, Fernando Cort\'es-Tejada, Mar\'ia A. Luque and Cristi\'an Bravo
2020: Competition among Large and Heterogeneous Small Firms Downloads
Lijun Pan and Yongjin Wang
2020: Pricing Energy Contracts under Regime Switching Time-Changed models Downloads
Konrad Gajewski, Sebastian Ferrando and Pablo Olivares
2020: Pricing Temperature Derivatives under a Time-Changed Levy Model Downloads
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2020: On bid and ask side-specific tick sizes Downloads
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2020: On Sustainable Equilibria Downloads
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2020: A moment matching method for option pricing under stochastic interest rates Downloads
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2020: Machine learning time series regressions with an application to nowcasting Downloads
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2020: Using Machine Learning to Forecast Future Earnings Downloads
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2020: On the Bound of Cumulative Return in Trading Series and the Verification Using Technical Trading Rules Downloads
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2020: Equivalence between forward rate interpolations and discount factor interpolations for the yield curve construction Downloads
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2020: Non-concave expected utility optimization with uncertain time horizon: an application to participating life insurance contracts Downloads
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2020: Dynamic Coupling and Market Instability Downloads
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2020: Breiman's "Two Cultures" Revisited and Reconciled Downloads
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2020: Probabilistic multivariate electricity price forecasting using implicit generative ensemble post-processing Downloads
Tim Janke and Florian Steinke
2020: Notes on the SWIFT method based on Shannon Wavelets for Option Pricing Downloads
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2020: Oligopoly Dynamics Downloads
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2020: Impact of the State of Emergency Declaration for COVID-19 on Preventive Behaviors and Mental Conditions in Japan: Difference in Difference Analysis using Panel Data Downloads
Eiji Yamamura and Yoshiro Tsutsui
2020: From Tether to Libra: Stablecoins, Digital Currency and the Future of Money Downloads
Alexander Lipton, Aetienne Sardon, Fabian Sch\"ar and Christian Sch\"upbach
2020: Periodic Strategies II: Generalizations and Extensions Downloads
V. K. Oikonomou and J. Jost
2020: The probability of a robust inference for internal validity and its applications in regression models Downloads
Tenglong Li and Kenneth A. Frank
2020: On the Causes and Consequences of Deviations from Rational Behavior Downloads
Dainis Zegners, Uwe Sunde and Anthony Strittmatter
2020: Using Network Interbank Contagion in Bank Default Prediction Downloads
Riccardo Doyle
2020: The Race between Technological Progress and Female Advancement: Changes in Gender and Skill Premia in OECD Countries Downloads
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2020: Computation of Expected Shortfall by fast detection of worst scenarios Downloads
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2020: The best way to select features? Downloads
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2020: Range Value-at-Risk: Multivariate and Extreme Values Downloads
Roba Bairakdar, Lu Cao and Melina Mailhot
2020: Fair Policy Targeting Downloads
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2020: An alternative to synthetic control for models with many covariates under sparsity Downloads
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2020: On Evaluation of Risky Investment Projects. Investment Certainty Equivalence Downloads
Andrey Leonidov, Ilya Tipunin and Ekaterina Serebryannikova
2020: Green production as a factor of survival for innovative startups. Evidence from Italy Downloads
Riccardo Gianluigi Serio, Maria Michela Dickson, Diego Giuliani and Giuseppe Espa
2020: Financial option valuation by unsupervised learning with artificial neural networks Downloads
Beatriz Salvador, Cornelis Oosterlee and Remco van der Meer
2020: A constraint-satisfaction agent-based model for the macroeconomy Downloads
Dhruv Sharma, Jean-Philippe Bouchaud, Marco Tarzia and Francesco Zamponi
2020: Evaluation of Banking Sectors Development in Bangladesh in light of Financial Reform Downloads
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2020: Macroeconomic factors for inflation in Argentine 2013-2019 Downloads
Manuel Lopez Galvan
2020: A De-biased Direct Question Approach to Measuring Consumers' Willingness to Pay Downloads
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2020: Identifying Key Sectors in the Regional Economy: A Network Analysis Approach Using Input-Output Data Downloads
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2020: Cooperation in Small Groups -- an Optimal Transport Approach Downloads
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2020: Scanner data in inflation measurement: from raw data to price indices Downloads
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2020: No arbitrage in insurance and the QP-rule Downloads
Philippe Artzner, Karl-Theodor Eisele and Thorsten Schmidt
2020: Pricing Barrier Options with DeepBSDEs Downloads
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2020: Sequential Fundraising and Social Insurance Downloads
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2020: The optimal investment strategy of a DC pension plan under deposit loan spread and the O-U process Downloads
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2020: A game theoretical approach to homothetic robust forward investment performance processes in stochastic factor models Downloads
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2020: Production networks and epidemic spreading: How to restart the UK economy? Downloads
Anton Pichler, Marco Pangallo, R. Maria del Rio-Chanona, François Lafond and J. Doyne Farmer
2020: Does an artificial intelligence perform market manipulation with its own discretion? -- A genetic algorithm learns in an artificial market simulation Downloads
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2020: Applying the Nash Bargaining Solution for a Reasonable Royalty Downloads
David M. Kryskowski and David Kryskowski
2020: Coronavirus: Case for Digital Money? Downloads
Zura Kakushadze and Jim Kyung-Soo Liew
2020: Finite Mixture Approximation of CARMA(p,q) Models Downloads
Lorenzo Mercuri, Andrea Perchiazzo and Edit Rroji
2020: Reduction of valuation risk by Kalman filtering in business valuation models Downloads
Rene Scheurwater
2020: Recipes for hedging exotics with illiquid vanillas Downloads
Joaquin Fernandez-Tapia and Olivier Gu\'eant
2020: Coopetition Against an Amazon Downloads
Ronen Gradwohl and Moshe Tennenholtz
2020: Stochastic modeling of assets and liabilities with mortality risk Downloads
Sergio Alvares Maffra, John Armstrong and Teemu Pennanen
2020: Uniform Rates for Kernel Estimators of Weakly Dependent Data Downloads
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2020: Communication and Cooperation in Markets Downloads
S. Nageeb Ali and David A. Miller
2020: Computations and Complexities of Tarski's Fixed Points and Supermodular Games Downloads
Chuangyin Dang, Qi Qi and Yinyu Ye
2020: Pairs Trading with Nonlinear and Non-Gaussian State Space Models Downloads
Guang Zhang
2020: Treatment recommendation with distributional targets Downloads
Anders Bredahl Kock, David Preinerstorfer and Bezirgen Veliyev
2020: Instrumental Variables with Treatment-Induced Selection: Exact Bias Results Downloads
Felix Elwert and Elan Segarra
2020: An Investigation into the Equivalency of Three Performance Dimensions: Evidence from Commercial Banks in Bangladesh Downloads
Nusrat Jahan
2020: An Empirical Investigation of Cash Conversion Cycle of Manufacturing Firms and its Association with Firm Size and Profitability Downloads
Nusrat Jahan
2020: Temporal mixture ensemble models for intraday volume forecasting in cryptocurrency exchange markets Downloads
Nino Antulov-Fantulin, Tian Guo and Fabrizio Lillo
2020: Coalition and Core in Resource Allocation and Exchange Downloads
Jun Zhang
2020: Fractional Top Trading Cycle on the Full Preference Domain Downloads
Jingsheng Yu and Jun Zhang
2020: Parisian excursion with capital injection for draw-down reflected Levy insurance risk process Downloads
Budhi Surya, Wenyuan Wang, Xianghua Zhao and Xiaowen Zhou
2020: A Flexible Stochastic Conditional Duration Model Downloads
Samuel Gingras and William J. McCausland
2020: The Effects of Smartphones on Well-Being: Theoretical Integration and Research Agenda Downloads
Kostadin Kushlev and Matthew R Leitao
2020: Multi-Period Liability Clearing via Convex Optimal Control Downloads
Shane Barratt and Stephen Boyd
2020: Non-Extensive Value-at-Risk Estimation During Times of Crisis Downloads
Ahmad Hajihasani, Ali Namaki, Nazanin Asadi and Reza Tehrani
2020: Patterns in demand side financial inclusion in India -- An inquiry using IHDS Panel Data Downloads
Vinay Reddy Venumuddala
2020: Disaster Resilience and Asset Prices Downloads
Marco Pagano, Christian Wagner and Josef Zechner
2020: The Distributional Short-Term Impact of the COVID-19 Crisis on Wages in the United States Downloads
Yonatan Berman
2020: Determinants of Profitability of Banks: Evidence from Islamic Banks of Bangladesh Downloads
Nusrat Jahan
2020: Application of Nonlinear Autoregressive with Exogenous Input (NARX) neural network in macroeconomic forecasting, national goal setting and global competitiveness assessment Downloads
Liyang Tang
2020: Evaluation of Accounting and Market Performance: A Study on Listed Islamic Banks of Bangladesh Downloads
Nusrat Jahan and M. Ayub Islam
2020: Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning Downloads
Christian Bongiorno and Damien Challet
2020: Irregular Identification of Structural Models with Nonparametric Unobserved Heterogeneity Downloads
Juan Carlos Escanciano
2020: Two-Sided Random Matching Markets: Ex-Ante Equivalence of the Deferred Acceptance Procedures Downloads
Simon Mauras
2020: The Natural Capital Indicator Framework (NCIF): A framework of indicators for national natural capital reporting Downloads
Alison Fairbrass, Georgina Mace, Paul Ekins and Ben Milligan
2020: How sustainable environments have reduced the diffusion of coronavirus disease 2019: the interaction between spread of COVID-19 infection, polluting industrialization, wind (renewable) energy Downloads
Mario Coccia
2020: Sustaining the economy under partial lockdown: A pandemic centric approach Downloads
Saket Saurabh, Ayush Trivedi, Nithilaksh P. Lokesh and Bhagyashree Gaikwad
2020: Nested Model Averaging on Solution Path for High-dimensional Linear Regression Downloads
Yang Feng and Qingfeng Liu
2020: Funding Public Projects: A Case for the Nash Product Rule Downloads
Florian Brandl, Felix Brandt, Dominik Peters, Christian Stricker and Warut Suksompong
2020: Conformal Prediction: a Unified Review of Theory and New Challenges Downloads
Gianluca Zeni, Matteo Fontana and Simone Vantini
2020: Parameter estimation of default portfolios using the Merton model and Phase transition Downloads
Masato Hisakado and Shintaro Mori
2020: Parameters of Profitability: Evidence From Conventional and Islamic Banks of Bangladesh Downloads
K. M. Golam Muhiuddin and Nusrat Jahan
2020: Optimal Trade-Off Between Economic Activity and Health During an Epidemic Downloads
Tommy Andersson, Albin Erlanson, Daniel Spiro and Robert \"Ostling
2020: Application of Facebook's Prophet Algorithm for Successful Sales Forecasting Based on Real-world Data Downloads
Emir Zunic, Kemal Korjenic, Kerim Hodzic and Dzenana Donko
2020: Farmers' situation in agriculture markets and role of public interventions in India Downloads
Vinay Reddy Venumuddala
2020: Exploring Weak Strategy-Proofness in Voting Theory Downloads
Anne Carlstein
2020: Mercury-related health benefits from retrofitting coal-fired power plants in China Downloads
Jiashuo Li, Sili Zhou, Wendong Wei, Jianchuan Qi, Yumeng Li, Bin Chen, Ning Zhang, Dabo Guan, Haoqi Qian, Xiaohui Wu, Jiawen Miao, Long Chen, Sai Liang and Kuishuang Feng
2020: Dynamic information design Downloads
Deepanshu Vasal
2020: Approval-Based Shortlisting Downloads
Martin Lackner and Jan Maly
2020: Existence and Uniqueness of Recursive Utility Models in $L_p$ Downloads
Flint O'Neil
2020: Fractional Top Trading Cycle Downloads
Jingsheng Yu and Jun Zhang
2020: Dynamic shrinkage in time-varying parameter stochastic volatility in mean models Downloads
Florian Huber and Michael Pfarrhofer
2020: Do Ads Harm News Consumption? Downloads
Shunyao Yan, Klaus Miller and Bernd Skiera
2020: $alpha-$ robust equilibrium in anonymous games Downloads
Deepanshu Vasal and Randall Berry
2020: Determinants of occupational mobility within the social stratification structure in India Downloads
Vinay Reddy Venumuddala
2020: Public Concern and the Financial Markets during the COVID-19 outbreak Downloads
Michele Costola, Matteo Iacopini and Carlo Santagiustina
2020: Informal Labour in India Downloads
Vinay Reddy Venumuddala
2020: Continuous time mean-variance-utility portfolio problem and its equilibrium strategy Downloads
Ben-Zhang Yang, Xin-Jiang He and Song-Ping Zhu
2020: Patterns of social mobility across social groups in India Downloads
Vinay Reddy Venumuddala
2020: Combining Population and Study Data for Inference on Event Rates Downloads
Christoph Rothe
2020: Turing's Children: Representation of Sexual Minorities in STEM Downloads
Dario Sansone and Christopher S. Carpenter
2020: Infinite-Duration All-Pay Bidding Games Downloads
Guy Avni, Isma\"el Jecker and {\DJ}or{\dj}e \v{Z}ikeli\'c
2020: Pump and Dumps in the Bitcoin Era: Real Time Detection of Cryptocurrency Market Manipulations Downloads
Massimo La Morgia, Alessandro Mei, Francesco Sassi and Julinda Stefa
2020: Short-Term Investments and Indices of Risk Downloads
Yuval Heller and Amnon Schreiber
2020: India Growth Forecast for 2020-21 Downloads
Amarendra Das and Subhankar Mishra
2020: Multivariate non-Gaussian models for financial applications Downloads
Michele Leonardo Bianchi, Asmerilda Hitaj and Gian Luca Tassinari
2020: Inference on Achieved Signal Noise Ratio Downloads
Steven E. Pav
2020: Inequality, a scourge of the XXI century Downloads
Jos\'e Roberto Iglesias, Ben-Hur Francisco Cardoso and Sebasti\'an Gon\c{c}alves
2020: Stabilizing Congestion in Decentralized Record-Keepers Downloads
Assimakis Kattis and Fabian Trottner
2020: Quadratic Hedging for Sequential Claims with Random Weights in Discrete Time Downloads
Jun Deng and Bin Zou
2020: Socio-Economic Impacts of COVID-19 on Household Consumption and Poverty Downloads
Amory Martin, Maryia Markhvida, Stephane Hallegatte and Brian Walsh
2020: Non-parametric Estimation of Quadratic Hawkes Processes for Order Book Events Downloads
Antoine Fosset, Jean-Philippe Bouchaud and Michael Benzaquen
2020: Existence of structured perfect Bayesian equilibrium in dynamic games of asymmetric information Downloads
Deepanshu Vasal
2020: The fundamental theorem of asset pricing for self-financing portfolios Downloads
Eckhard Platen and Stefan Tappe
2020: Staggered Release Policies for COVID-19 Control: Costs and Benefits of Sequentially Relaxing Restrictions by Age Downloads
Henry Zhao, Zhilan Feng, Carlos Castillo-Chavez and Simon A. Levin
2020: Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility Downloads
Orcan Ogetbil
2020: Causal Estimation of Stay-at-Home Orders on SARS-CoV-2 Transmission Downloads
M. Keith Chen, Yilin Zhuo, Malena de la Fuente, Ryne Rohla and Elisa F. Long
2020: Semi-closed form prices of barrier options in the time-dependent CEV and CIR models Downloads
Peter Carr, Andrey Itkin and Dmitry Muravey
2020: Value-at-Risk substitute for non-ruin capital is fallacious and redundant Downloads
Vsevolod Malinovskii
2020: Rational Finance Approach to Behavioral Option Pricing Downloads
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2020: Fractional trends and cycles in macroeconomic time series Downloads
Tobias Hartl, Rolf Tschernig and Enzo Weber
2020: Energy Limits to the Gross Domestic Product on Earth Downloads
Andreas M. Hein and Jean-Baptiste Rudelle
2020: Functional Decision Theory in an Evolutionary Environment Downloads
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2020: Macroeconomic Forecasting with Fractional Factor Models Downloads
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2020: Posterior Probabilities for Lorenz and Stochastic Dominance of Australian Income Distributions Downloads
David Gunawan, William E. Griffiths and Duangkamon Chotikapanich
2020: Nonparametric Expected Shortfall Forecasting Incorporating Weighted Quantiles Downloads
Giuseppe Storti and Chao Wang
2020: Statistical inference for the EU portfolio in high dimensions Downloads
Taras Bodnar, Solomiia Dmytriv, Yarema Okhrin, Nestor Parolya and Wolfgang Schmid
2020: Pandemic, Shutdown and Consumer Spending: Lessons from Scandinavian Policy Responses to COVID-19 Downloads
Asger Lau Andersen, Emil Toft Hansen, Niels Johannesen and Adam Sheridan
2020: Probabilistic Multi-Step-Ahead Short-Term Water Demand Forecasting with Lasso Downloads
Jens Kley-Holsteg and Florian Ziel
2020: Pricing Path-Dependent Derivatives under Multiscale Stochastic Volatility Models: a Malliavin Representation Downloads
Yuri F. Saporito
2020: Incentive-Compatible Critical Values Downloads
Adam McCloskey and Pascal Michaillat
2020: How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? Downloads
Benedikt M. P\"otscher and David Preinerstorfer
2020: Fractional trends in unobserved components models Downloads
Tobias Hartl, Rolf Tschernig and Enzo Weber
2020: Construction of Minimum Spanning Trees from Financial Returns using Rank Correlation Downloads
Tristan Millington and Mahesan Niranjan
2020: Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods Downloads
Niko Hauzenberger, Florian Huber and Gary Koop
2020: An Emissions Trading System to reach NDC targets in the Chilean electric sector Downloads
P\'ia Amigo, Sebastián Cea and Felipe Feijoo
2020: Know Your Clients' behaviours: a cluster analysis of financial transactions Downloads
John Thompson, Longlong Feng, R. Mark Reesor and Chuck Grace
2020: Mortgage Contracts and Selective Default Downloads
Yerkin Kitapbayev and Scott Robertson
2020: Diffusion Copulas: Identification and Estimation Downloads
Ruijun Bu, Kaddour Hadri and Dennis Kristensen
2020: On unbalanced data and common shock models in stochastic loss reserving Downloads
Benjamin Avanzi, Gregory Clive Taylor, Phuong Anh Vu and Bernard Wong
2020: Are the COVID19 restrictions really worth the cost? A comparison of estimated mortality in Australia from COVID19 and economic recession Downloads
Neil W Bailey and Daniel West
2020: No arbitrage SVI Downloads
Claude Martini and Arianna Mingone
2020: Detecting Latent Communities in Network Formation Models Downloads
Shujie Ma, Liangjun Su and Yichong Zhang
2020: Quantifying the Economic Impact of COVID-19 in Mainland China Using Human Mobility Data Downloads
Jizhou Huang, Haifeng Wang, Haoyi Xiong, Miao Fan, An Zhuo, Ying Li and Dejing Dou
2020: The Pricing of Quanto Options: An empirical copula approach Downloads
Rafael Felipe Carmargo Prudencio and Christian D. J\"akel
2020: Spatial dependence in the rank-size distribution of cities Downloads
Rolf Bergs
2020: The Information Content of Taster's Valuation in Tea Auctions of India Downloads
Abhinandan Dalal, Diganta Mukherjee and Subhrajyoty Roy
2020: ESG2Risk: A Deep Learning Framework from ESG News to Stock Volatility Prediction Downloads
Tian Guo, Nicolas Jamet, Valentin Betrix, Louis-Alexandre Piquet and Emmanuel Hauptmann
2020: Defining an intrinsic stickiness parameter of stock price returns Downloads
Naji Massad and J{\o}rgen Vitting Andersen
2020: Heuristics in experiments with infinitely large strategy spaces Downloads
J{\o}rgen Vitting Andersen and Philippe de Peretti
2020: A neural network model for solvency calculations in life insurance Downloads
Lucio Fernandez-Arjona
2020: Long short-term memory networks and laglasso for bond yield forecasting: Peeping inside the black box Downloads
Manuel Nunes, Enrico Gerding, Frank McGroarty and Mahesan Niranjan
2020: Stocks Vote with Their Feet: Can a Piece of Paper Document Fights the COVID-19 Pandemic? Downloads
J. Su and Q. Zhong
2020: Stochastic Stackelberg games Downloads
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2020: Equilibria of nonatomic anonymous games Downloads
Simone Cerreia-Vioglio, Fabio Maccheroni and David Schmeidler
2020: The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation Downloads
Marc-Oliver Pohle
2020: Issues In Disintermediation In The Real Estate Brokerage Sector Downloads
Michael C. Nwogugu
2020: Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences Downloads
Michael Nwogugu
2020: Decision-Making, Sub-Additive Recursive "Matching" Noise And Biases In Risk-Weighted Stock/Bond Index Calculation Methods In Incomplete Markets With Partially Observable Multi-Attribute Preferences Downloads
Michael C. Nwogugu
2020: On The Choice Between A Sale-Leaseback And Debt Downloads
Michael C. Nwogugu
2020: Some Issues In Securitization And Disintermediation Downloads
Michael C. Nwogugu
2020: Neural Networks and Value at Risk Downloads
Alexander Arimond, Damian Borth, Andreas Hoepner, Michael Klawunn and Stefan Weisheit
2020: Optimal epidemic suppression under an ICU constraint Downloads
Laurent Miclo, Daniel Spiro and Jörgen Weibull
2020: Tail Granger causalities and where to find them: extreme risk spillovers vs. spurious linkages Downloads
Piero Mazzarisi, Silvia Zaoli, Carlo Campajola and Fabrizio Lillo
2020: Dynamic Reserves in Matching Markets Downloads
Orhan Ayg\"un and Bertan Turhan
2020: Multialternative Neural Decision Processes Downloads
Carlo Baldassi, Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci and Marco Pirazzini
2020: Closed-form Solutions for an Explicit Modern Ideal Tontine with Bequest Motive Downloads
John Dagpunar
2020: On the Equivalence of Neural and Production Networks Downloads
Roy Gernhardt and Bjorn Persson
2020: The hyperbolic geometry of financial networks Downloads
Martin Keller-Ressel and Stephanie Nargang
2020: Two Burning Questions on COVID-19: Did shutting down the economy help? Can we (partially) reopen the economy without risking the second wave? Downloads
Anish Agarwal, Abdullah Alomar, Arnab Sarker, Devavrat Shah, Dennis Shen and Cindy Yang
2020: A machine learning approach to portfolio pricing and risk management for high-dimensional problems Downloads
Lucio Fernandez-Arjona and Damir Filipovi\'c
2020: On Feedback Control in Kelly Betting: An Approximation Approach Downloads
Chung-Han Hsieh
2020: RM-CVaR: Regularized Multiple $\beta$-CVaR Portfolio Downloads
Kei Nakagawa, Shuhei Noma and Masaya Abe
2020: Inside the Mind of Investors During the COVID-19 Pandemic: Evidence from the StockTwits Data Downloads
Hasan Fallahgoul
2020: Large and moderate deviations for stochastic Volterra systems Downloads
Antoine Jacquier and Alexandre Pannier
2020: Examining Lead-Lag Relationships In-Depth, With Focus On FX Market As Covid-19 Crises Unfolds Downloads
Kartikay Gupta and Niladri Chatterjee
2020: Managing COVID-19 Pandemic without Destructing the Economy Downloads
David Gershon, Alexander Lipton and Hagai Levine
2020: Hedging with Neural Networks Downloads
Johannes Ruf and Weiguan Wang
2020: An arbitrage-free interpolation of class $C^2$ for option prices Downloads
Fabien Le Floc'h
2020: Epidemic control via stochastic optimal control Downloads
Andrew Lesniewski
2020: Dual State-Space Model of Market Liquidity: The Chinese Experience 2009-2010 Downloads
P. B. Lerner
2020: The effect of stay-at-home orders on COVID-19 cases and fatalities in the United States Downloads
James H. Fowler, Seth J. Hill, Remy Levin and Nick Obradovich
2020: The cost of Bitcoin mining has never really increased Downloads
Yo-Der Song and Tomaso Aste
2020: SABR smiles for RFR caplets Downloads
Sander Willems
2020: Crisis-Critical Intellectual Property: Findings from the COVID-19 Pandemic Downloads
Frank Tietze, Pratheeba Vimalnath, Leonidas Aristodemou and Jenny Molloy
2020: Inside the Mind of a Stock Market Crash Downloads
Stefano Giglio, Matteo Maggiori, Johannes Stroebel and Stephen Utkus
2020: Credible, Truthful, and Two-Round (Optimal) Auctions via Cryptographic Commitments Downloads
Matheus V. X. Ferreira and S. Matthew Weinberg
2020: Company classification using machine learning Downloads
Sven Husmann, Antoniya Shivarova and Rick Steinert
2020: Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework Downloads
Benjamin Avanzi, Greg Taylor, Bernard Wong and Alan Xian
2020: Optimal periodic dividend strategies for spectrally positive L\'evy risk processes with fixed transaction costs Downloads
Benjamin Avanzi, Hayden Lau and Bernard Wong
2020: Generalised Liouville Processes and their Properties Downloads
Edward Hoyle and Levent Ali Meng\"ut\"urk
2020: A mixture autoregressive model based on Gaussian and Student's $t$-distributions Downloads
Savi Virolainen
2020: A Mean-Field Game Approach to Equilibrium Pricing, Optimal Generation, and Trading in Solar Renewable Energy Certificate Markets Downloads
Arvind Shrivats, Dena Firoozi and Sebastian Jaimungal
2020: How much is your Strangle worth? On the relative value of the $\delta-$Symmetric Strangle under the Black-Scholes model Downloads
Ben Boukai
2020: Implementability of Honest Multi-Agent Sequential Decision-Making with Dynamic Population Downloads
Tao Zhang and Quanyan Zhu
2020: Influence Of Climate Change On The Corn Yield In Ontario And Its Impact On Corn Farms Income At The 2068 Horizon Downloads
Antoine Kornprobst and Matt Davison
2020: Asymptotic Smiles for an Affine Jump-Diffusion Model Downloads
Nian Yao, Zhiqiu Li, Zhichao Ling and Junfeng Lin
2020: A New Pricing Theory That Solves the St. Petersburg Paradox Downloads
Dahang Li
2020: Bounds on direct and indirect effects under treatment/mediator endogeneity and outcome attrition Downloads
Martin Huber and Luk\'a\v{s} Laff\'ers
2020: Who presents and where? An analysis of research seminars in US economics departments Downloads
Asier Minondo
2020: Social Cost of Carbon: What Do the Numbers Really Mean? Downloads
Nikolay Khabarov, Alexey Smirnov and Michael Obersteiner
2020: Entropy Balancing for Continuous Treatments Downloads
Stefan T\"ubbicke
2020: Behavioral and Game-Theoretic Security Investments in Interdependent Systems Modeled by Attack Graphs Downloads
Mustafa Abdallah, Parinaz Naghizadeh, Ashish R. Hota, Timothy Cason, Saurabh Bagchi and Shreyas Sundaram
2020: Growth and inequalities in a physicist's view Downloads
Angelo Tartaglia
2020: Priority to unemployed immigrants? A causal machine learning evaluation of training in Belgium Downloads
Bart Cockx, Michael Lechner and Joost Bollens
2020: Inference for high-dimensional regressions with heteroskedasticity and autocorrelation Downloads
Andrii Babii, Eric Ghysels and Jonas Striaukas
2020: Regularized Estimation of High-dimensional Factor-Augmented Vector Autoregressive (FAVAR) Models Downloads
Jiahe Lin and George Michailidis
2020: A Machine Learning Approach to Adaptive Robust Utility Maximization and Hedging Downloads
Tao Chen and Michael Ludkovski
2020: One for all, all for one---von Neumann, Wald, Rawls, and Pareto Downloads
Mehmet S. Ismail
2020: Neural networks for option pricing and hedging: a literature review Downloads
Johannes Ruf and Weiguan Wang
2020: Quantization-based Bermudan option pricing in the $FX$ world Downloads
Jean-Michel Fayolle, Vincent Lemaire, Thibaut Montes and Gilles Pag\`es
2020: An analysis of Uniswap markets Downloads
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2020: Relative Net Utility and the Saint Petersburg Paradox Downloads
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2020: Pricing and Hedging Performance on Pegged FX Markets Based on a Regime Switching Model Downloads
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2020: Portfolio optimization in the case of an exponential utility function and in the presence of an illiquid asset Downloads
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2020: Standard Errors for Panel Data Models with Unknown Clusters Downloads
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2020: Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data Downloads
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2020: Principled estimation of regression discontinuity designs Downloads
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2020: A BSDE-based approach for the optimal reinsurance problem under partial information Downloads
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2020: Distributionally Robust XVA via Wasserstein Distance: Wrong Way Counterparty Credit and Funding Risk Downloads
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2020: An econometric analysis of the Italian cultural supply Downloads
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2020: Markov Chain Monte Carlo Methods for Estimating Systemic Risk Allocations Downloads
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2020: Time-consistent decisions and rational expectation equilibrium existence in DSGE models Downloads
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2020: Desperate times call for desperate measures: government spending multipliers in hard times Downloads
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2020: A Doubly Corrected Robust Variance Estimator for Linear GMM Downloads
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2020: Fairness and efficiency for probabilistic allocations with participation constraints Downloads
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2020: Broken Detailed Balance and Non-Equilibrium Dynamics in Noisy Social Learning Models Downloads
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2020: Empirical Process Results for Exchangeable Arrays Downloads
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2020: On the Properties of the Synthetic Control Estimator with Many Periods and Many Controls Downloads
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2020: Indirect Inference for Locally Stationary Models Downloads
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2020: On Policy Evaluation with Aggregate Time-Series Shocks Downloads
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2020: On the many-to-one strongly stable fractional matching set Downloads
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2020: Hedging longevity risk in defined contribution pension schemes Downloads
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2020: ICT Capital-Skill Complementarity and Wage Inequality: Evidence from OECD Countries Downloads
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2020: Deep Learning in Asset Pricing Downloads
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2020: Why understanding multiplex social network structuring processes will help us better understand the evolution of human behavior Downloads
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2020: Finite Sample Inference for the Maximum Score Estimand Downloads
Adam Rosen and Takuya Ura
2020: Taxation of a GMWB Variable Annuity in a Stochastic Interest Rate Model Downloads
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2020: A Noncooperative Model of Contest Network Formation Downloads
Kenan Huremović
2020: Adapted Wasserstein Distances and Stability in Mathematical Finance Downloads
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2020: A closed formula for illiquid corporate bonds and an application to the European market Downloads
Roberto Baviera, Aldo Nassigh and Emanuele Nastasi
2020: Approximate State Space Modelling of Unobserved Fractional Components Downloads
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2020: Doubly Robust Difference-in-Differences Estimators Downloads
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2020: Robust risk aggregation with neural networks Downloads
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2020: Interpreting OLS Estimands When Treatment Effects Are Heterogeneous: Smaller Groups Get Larger Weights Downloads
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2020: Shape-Enforcing Operators for Point and Interval Estimators Downloads
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2020: The story of conflict and cooperation Downloads
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2020: Robust Pricing with Refunds Downloads
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2020: Coverage Error Optimal Confidence Intervals for Local Polynomial Regression Downloads
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2020: LASSO-Driven Inference in Time and Space Downloads
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2020: Continuous Record Laplace-based Inference about the Break Date in Structural Change Models Downloads
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2020: Mixing LSMC and PDE Methods to Price Bermudan Options Downloads
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2020: A Term Structure Model for Dividends and Interest Rates Downloads
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2020: On the iterated estimation of dynamic discrete choice games Downloads
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2020: Part 1: Training Sets & ASG Transforms Downloads
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2020: Player-Compatible Learning and Player-Compatible Equilibrium Downloads
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2020: Calibration of Distributionally Robust Empirical Optimization Models Downloads
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2020: Implied volatility smile dynamics in the presence of jumps Downloads
Martin Magris, Perttu Barholm and Juho Kanniainen
2020: Modulated Information Flows in Financial Markets Downloads
Edward Hoyle, Andrea Macrina and Levent A. Meng\"ut\"urk
2020: Multi-scale analysis of lead-lag relationships in high-frequency financial markets Downloads
Takaki Hayashi and Yuta Koike
2020: Oil economy phase plot: a physical analogy Downloads
Luciano Celi, Claudio Della Volpe, Luca Pardi and Stefano Siboni
2020: Viability and Arbitrage under Knightian Uncertainty Downloads
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2020: Bootstrap-Based Inference for Cube Root Asymptotics Downloads
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2020: Bartlett's delta in the SABR model Downloads
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2020: Network Structure and Naive Sequential Learning Downloads
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2020: Which bills are lobbied? Predicting and interpreting lobbying activity in the US Downloads
Ivan Slobozhan, Peter Ormosi and Rajesh Sharma
2020: Uncovering the hierarchical structure of the international FOREX market by using similarity metric between the fluctuation distributions of currencies Downloads
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2020: Exponential-growth prediction bias and compliance with safety measures in the times of COVID-19 Downloads
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2020: How average is average? Temporal patterns in human behaviour as measured by mobile phone data -- or why chose Thursdays Downloads
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2020: What are we weighting for? A mechanistic model for probability weighting Downloads
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2020: Soft Affirmative Action and Minority Recruitment Downloads
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2020: Spruce budworm and oil price: a biophysical analogy Downloads
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2020: Long-Range Dependence in Financial Markets: a Moving Average Cluster Entropy Approach Downloads
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2020: The Interaction Between Credit Constraints and Uncertainty Shocks Downloads
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2020: Stable Roommate Problem with Diversity Preferences Downloads
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2020: The convergence rate from discrete to continuous optimal investment stopping problem Downloads
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2020: Distress propagation on production networks: Coarse-graining and modularity of linkages Downloads
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2020: Technological improvement rate estimates for all technologies: Use of patent data and an extended domain description Downloads
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2020: US Equity Risk Premiums during the COVID-19 Pandemic Downloads
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2020: A Stochastic LQR Model for Child Order Placement in Algorithmic Trading Downloads
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2020: Classical Option Pricing and Some Steps Further Downloads
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2020: Engineering Economics in the Conflux Network Downloads
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2020: Wealth distribution under the spread of infectious diseases Downloads
G. Dimarco, L. Pareschi, G. Toscani and M. Zanella
2020: Ruin probability in a two-dimensional model with correlated Brownian motions Downloads
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2020: How do online consumers review negatively? Downloads
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2020: Causal Inference on Networks under Continuous Treatment Interference Downloads
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2020: The AI Economist: Improving Equality and Productivity with AI-Driven Tax Policies Downloads
Stephan Zheng, Alexander Trott, Sunil Srinivasa, Nikhil Naik, Melvin Gruesbeck, David C. Parkes and Richard Socher
2020: Avoiding zero probability events when computing Value at Risk contributions: a Malliavin calculus approach Downloads
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2020: Econophysics Approach and Model on Mixed Economy Downloads
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2020: Integrated Design of Unmanned Aerial Mobility Network: A Data-Driven Risk-Averse Approach Downloads
Wenjuan Hou, Tao Fang, Zhi Pei and Qiao-Chu He
2020: Measuring wage inequality under right censoring Downloads
Jo\~ao Nicolau, Pedro Raposo and Paulo Rodrigues
2020: Generalization of Affine Feedback Stock Trading Results to Include Stop-Loss Orders Downloads
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2020: Bank financial stability, bank valuation and international oil prices: Evidence from listed Russian public banks Downloads
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2020: State Dependence and Unobserved Heterogeneity in the Extensive Margin of Trade Downloads
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2020: Reducing Interference Bias in Online Marketplace Pricing Experiments Downloads
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2020: Inference with Many Weak Instruments Downloads
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2020: A dynamic conditional approach to portfolio weights forecasting Downloads
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2020: A constraint-based notion of illiquidity Downloads
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2020: The Jarrow & Turnbull setting revisited Downloads
Thomas Krabichler and Josef Teichmann
2020: Maximum Likelihood Estimation of Stochastic Frontier Models with Endogeneity Downloads
Samuele Centorrino and Mar\'ia P\'erez-Urdiales
2020: Dynamically Consistent Objective and Subjective Rationality Downloads
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2020: Limiting Bias from Test-Control Interference in Online Marketplace Experiments Downloads
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2020: Sensitivity to Calibrated Parameters Downloads
Thomas H. J{\o}rgensen
2020: Necessary and Sufficient Conditions for Frequency-Based Kelly Optimal Portfolio Downloads
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2020: Bayesian Clustered Coefficients Regression with Auxiliary Covariates Assistant Random Effects Downloads
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2020: Trading Foreign Exchange Triplets Downloads
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2020: The What, When and Where of Limit Order Books Downloads
Johannes Bleher, Michael Bleher and Thomas Dimpfl
2020: Environmental Economics and Uncertainty: Review and a Machine Learning Outlook Downloads
Ruda Zhang, Patrick Wingo, Rodrigo Duran, Kelly Rose, Jennifer Bauer and Roger Ghanem
2020: Microeconometrics with Partial Identification Downloads
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2020: A Time Series Analysis-Based Stock Price Prediction Using Machine Learning and Deep Learning Models Downloads
Sidra Mehtab and Jaydip Sen
2020: Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling Downloads
Roy Cerqueti, Massimiliano Giacalone and Raffaele Mattera
2020: Statistical Discrimination in Ratings-Guided Markets Downloads
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2020: Machine Learning Econometrics: Bayesian algorithms and methods Downloads
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2020: High-dimensional macroeconomic forecasting using message passing algorithms Downloads
Dimitris Korobilis
2020: Does Subjective Well-being Contribute to Our Understanding of Mexican Well-being? Downloads
Jeremy Heald and Erick Trevi\~no Aguilar
2020: On the multiplicity of the martingale condition: Spontaneous symmetry breaking in Quantum Finance Downloads
Ivan Arraut, Alan Au and Alan Ching-biu Tse
2020: The Divergence Between Industrial Infrastructure and Research Output among the GCC Member States Downloads
Osman Gulseven, Abdulrahman Elmi and Odai Bataineh
2020: A multivariate micro-level insurance counts model with a Cox process approach Downloads
Benjamin Avanzi, Gregory Clive Taylor, Bernard Wong and Xinda Yang
2020: Trading characteristics of member firms on the Korea Exchange Downloads
Min-Young Lee, Woo-Sung Jung and Gabjin Oh
2020: Optimal execution with liquidity risk in a diffusive order book market Downloads
Hyoeun Lee and Kiseop Lee
2020: Cost estimation for alternative aviation plans against potential radiation exposure associated with solar proton events for the airline industry Downloads
Yosuke A. Yamashiki, Moe Fujita, Tatsuhiko Sato, Hiroyuki Maehara, Yuta Notsu and Kazunari Shibata
2020: Order book dynamics in the presence of liquidity fluctuations Downloads
Helder Rojas and Anatoly Yambartsev
2020: The new methods for equity fund selection and optimal portfolio construction Downloads
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2020: Venturing the Definition of Green Energy Transition: A systematic literature review Downloads
Pedro V Hernandez Serrano and Amrapali Zaveri
2020: An information-theoretic approach to the analysis of location and co-location patterns Downloads
Alje van Dam, Andres Gomez-Lievano, Frank Neffke and Koen Frenken
2020: A New Metric for Lumpy and Intermittent Demand Forecasts: Stock-keeping-oriented Prediction Error Costs Downloads
Dominik Martin, Philipp Spitzer and Niklas K\"uhl
2020: Refining Understanding of Corporate Failure through a Topological Data Analysis Mapping of Altman's Z-Score Model Downloads
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2020: Forecasting directional movements of stock prices for intraday trading using LSTM and random forests Downloads
Pushpendu Ghosh, Ariel Neufeld and Jajati Keshari Sahoo
2020: COVID-19 and Company Knowledge Graphs: Assessing Golden Powers and Economic Impact of Selective Lockdown via AI Reasoning Downloads
Luigi Bellomarini, Marco Benedetti, Andrea Gentili, Rosario Laurendi, Davide Magnanimi, Antonio Muci and Emanuel Sallinger
2020: Decomposition of Optimal Dynamic Portfolio Choice with Wealth-Dependent Utilities in Incomplete Markets Downloads
Chenxu Li, Olivier Scaillet and Yiwen Shen
2020: Bayesian Optimization of Hyperparameters when the Marginal Likelihood is Estimated by MCMC Downloads
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2020: Clustering volatility regimes for dynamic trading strategies Downloads
Gilad Francis, Nick James, Max Menzies and Arjun Prakash
2020: How Much Income Inequality Is Too Much? Downloads
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2020: Revealing Cluster Structures Based on Mixed Sampling Frequencies Downloads
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2020: A geometric characterization of VES and Kadiyala-type production functions Downloads
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2020: Black-Box Strategies and Equilibrium for Games with Cumulative Prospect Theoretic Players Downloads
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2020: A perspective on correlation-based financial networks and entropy measures Downloads
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2020: Robust Arbitrage Conditions for Financial Markets Downloads
Derek Singh and Shuzhong Zhang
2020: The Impact of Birth Order on Behavior in Contact Team Sports: the Evidence of Rugby Teams in Argentina Downloads
Fernando Delbianco, Federico Fioravanti and Fernando Tohm\'e
2020: Real implications of Quantitative Easing in the euro area: a complex-network perspective Downloads
Chiara Perillo and Stefano Battiston
2020: Awareness of crash risk improves Kelly strategies in simulated financial time series Downloads
Jan-Christian Gerlach, Jerome Kreuser and Didier Sornette
2020: Non-linear interlinkages and key objectives amongst the Paris Agreement and the Sustainable Development Goals Downloads
Felix Laumann, Julius von K\"ugelgen and Mauricio Barahona
2020: A Social Network Analysis of Occupational Segregation Downloads
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2020: A System Dynamics Model of Bitcoin: Mining as an Efficient Market and the Possibility of "Peak Hash" Downloads
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2020: Multi-frequency-band tests for white noise under heteroskedasticity Downloads
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2020: Effects of the COVID-19 Pandemic on Population Mobility under Mild Policies: Causal Evidence from Sweden Downloads
Matz Dahlberg, Per-Anders Edin, Erik Gr\"onqvist, Johan Lyhagen, John Östh, Alexey Siretskiy and Marina Toger
2020: Consistent Calibration of Economic Scenario Generators: The Case for Conditional Simulation Downloads
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2020: On the dynamics emerging from pandemics and infodemics Downloads
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2020: The Moral Burden of Ambiguity Aversion Downloads
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2020: Estimating High-Dimensional Discrete Choice Model of Differentiated Products with Random Coefficients Downloads
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2020: Information flow networks of Chinese stock market sectors Downloads
Peng Yue, Qing Cai, Wanfeng Yan and Wei-Xing Zhou
2020: Infection arbitrage Downloads
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2020: Long memory in select stock returns using an alternative wavelet log-scale alignment approach Downloads
Avishek Bhandari and Bandi Kamaiah
2020: Determination of Bayesian optimal warranty length under Type-II unified hybrid censoring scheme Downloads
Tanmay Sen, Ritwik Bhattacharya, Biswabrata Pradhan and Yogesh Mani Tripathi
2020: Transitioning out of the Coronavirus Lockdown: A Framework for Zone-Based Social Distancing Downloads
Eric Friedman, John Friedman, Simon Johnson and Adam Landsberg
2020: Loss aversion and the welfare ranking of policy interventions Downloads
Sergio Firpo, Antonio F. Galvao, Martyna Kobus, Thomas Parker and Pedro Rosa-Dias
2020: Estimating and Projecting Air Passenger Traffic during the COVID-19 Coronavirus Outbreak and its Socio-Economic Impact Downloads
Stefano Iacus, Fabrizio Natale, Carlos Satamaria, Spyridon Spyratos and Michele Vespe
2020: Empirical Study of Market Impact Conditional on Order-Flow Imbalance Downloads
Anastasia Bugaenko
2020: Modeling Institutional Credit Risk with Financial News Downloads
Tam Tran-The
2020: Mean Field Game Approach to Bitcoin Mining Downloads
Charles Bertucci, Louis Bertucci, Jean-Michel Lasry and Pierre-Louis Lions
2020: The direct and spillover effects of a nationwide socio-emotional learning program for disruptive students Downloads
Cl\'ement de Chaisemartin and Nicol\'as Navarrete H.
2020: Minimizing the Ruin Probability under the Sparre Andersen Model Downloads
Linlin Tian and Lihua Bai
2020: Identification of a class of index models: A topological approach Downloads
Mogens Fosgerau and Dennis Kristensen
2020: COVID-19: $R_0$ is lower where outbreak is larger Downloads
Pietro Battiston and Simona Gamba
2020: Machine learning for multiple yield curve markets: fast calibration in the Gaussian affine framework Downloads
Sandrine G\"umbel and Thorsten Schmidt
2020: Information transfer between stock market sectors: A comparison between the USA and China Downloads
Peng Yue, Yaodong Fan, Jonathan A. Batten and Wei-Xing Zhou
2020: Explaining herding and volatility in the cyclical price dynamics of urban housing markets using a large scale agent-based model Downloads
Kirill S. Glavatskiy, Mikhail Prokopenko, Adrian Carro, Paul Ormerod and Michael Harre
2020: From code to market: Network of developers and correlated returns of cryptocurrencies Downloads
Lorenzo Lucchini, Laura Alessandretti, Bruno Lepri, Angela Gallo and Andrea Baronchelli
2020: Extending Deep Reinforcement Learning Frameworks in Cryptocurrency Market Making Downloads
Jonathan Sadighian
2020: An analytical study of participating policies with minimum guaranteed and surrender option Downloads
Maria B. Chiarolla, Tiziano De Angelis and Gabriele Stabile
2020: A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving Downloads
Benjamin Avanzi, Gregory Clive Taylor, Phuong Anh Vu and Bernard Wong
2020: Exact Simulation of Variance Gamma related OU processes: Application to the Pricing of Energy Derivatives Downloads
Piergiacomo Sabino
2020: Supply and demand shocks in the COVID-19 pandemic: An industry and occupation perspective Downloads
R. Maria del Rio-Chanona, Penny Mealy, Anton Pichler, François Lafond and Doyne Farmer
2020: The interdependency structure in the Mexican stock exchange: A network approach Downloads
Erick Trevi\~no Aguilar
2020: Schr\"odinger's ants: A continuous description of Kirman's recruitment model Downloads
Jos\'e Moran, Antoine Fosset, Michael Benzaquen and Jean-Philippe Bouchaud
2020: A Search Model of Statistical Discrimination Downloads
Jiadong Gu and Peter Norman
2020: Extensions of Random Orthogonal Matrix Simulation for Targetting Kollo Skewness Downloads
Carol Alexander, Xiaochun Meng and Wei Wei
2020: Latent Bayesian Inference for Robust Earnings Estimates Downloads
Chirag Nagpal, Robert E. Tillman, Prashant Reddy and Manuela Veloso
2020: Abrupt declines in tropospheric nitrogen dioxide over China after the outbreak of COVID-19 Downloads
Fei Liu, Aaron Page, Sarah A. Strode, Yasuko Yoshida, Sungyeon Choi, Bo Zheng, Lok N. Lamsal, Can Li, Nickolay A. Krotkov, Henk Eskes, Ronald van der A, Pepijn Veefkind, Pieternel Levelt, Joanna Joiner and Oliver P. Hauser
2020: On Vickrey's Income Averaging Downloads
Stefan Steinerberger and Aleh Tsyvinski
2020: Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem Downloads
Charles Manski and Francesca Molinari
2020: The PCL Framework: A strategic approach to comprehensive risk management in response to climate change impacts Downloads
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2020: mFLICA: An R package for Inferring Leadership of Coordination From Time Series Downloads
Chainarong Amornbunchornvej
2020: A Deep Reinforcement Learning Framework for Continuous Intraday Market Bidding Downloads
Ioannis Boukas, Damien Ernst, Thibaut Th\'eate, Adrien Bolland, Alexandre Huynen, Martin Buchwald, Christelle Wynants and Bertrand Corn\'elusse
2020: What You See and What You Don't See: The Hidden Moments of a Probability Distribution Downloads
Nassim Nicholas Taleb
2020: An extensive study of stylized facts displayed by Bitcoin returns Downloads
F. N. M. de Sousa Filho, J. N. Silva, M. A. Bertella and E. Brigatti
2020: A Machine Learning Approach for Flagging Incomplete Bid-rigging Cartels Downloads
Hannes Wallimann, David Imhof and Martin Huber
2020: Closing Gaps in Asymptotic Fair Division Downloads
Pasin Manurangsi and Warut Suksompong
2020: A new multilayer network construction via Tensor learning Downloads
Giuseppe Brandi and T. Di Matteo
2020: Evolving efficiency and robustness of global oil trade networks Downloads
Wen-Jie Xie, Na Wei and Wei-Xing Zhou
2020: Effective alleviation of rural poverty depends on the interplay between productivity, nutrients, water and soil quality Downloads
Sonja Radosavljevic, L. Jamila Haider, Steven J. Lade and Maja Schluter
2020: Wild Bootstrap Inference for Penalized Quantile Regression for Longitudinal Data Downloads
Carlos Lamarche and Thomas Parker
2020: Forecasts with Bayesian vector autoregressions under real time conditions Downloads
Michael Pfarrhofer
2020: The Benefits and Costs of Social Distancing in Rich and Poor Countries Downloads
Zachary Barnett-Howell and Ahmed Mushfiq Mobarak
2020: On the Factors Influencing the Choices of Weekly Telecommuting Frequencies of Post-secondary Students in Toronto Downloads
Khandker Nurul Habib, Ph. D. and PEng
2020: Classifying economics for the common good: Connecting sustainable development goals to JEL codes Downloads
Jussi T. S. Heikkil\"a
2020: Applications of the Coase Theorem Downloads
Tatyana Deryugina, Frances Moore and Richard Tol
2020: Is the variance swap rate affine in the spot variance? Evidence from S&P500 data Downloads
Maria Elvira Mancino, Simone Scotti and Giacomo Toscano
2020: Bias optimal vol-of-vol estimation: the role of window overlapping Downloads
Giacomo Toscano and Maria Cristina Recchioni
2020: Manipulation-Proof Machine Learning Downloads
Daniel Bj\"orkegren, Joshua E. Blumenstock and Samsun Knight
2020: Inference in Unbalanced Panel Data Models with Interactive Fixed Effects Downloads
Daniel Czarnowske and Amrei Stammann
2020: Double continuation regions for American options under Poisson exercise opportunities Downloads
Zbigniew Palmowski, Jos\'e Luis P\'erez and Kazutoshi Yamazaki
2020: Wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses Downloads
Pawe{\l} O\'swi\k{e}cimka, Stanis{\l}aw Dro\.zd\.z, Mattia Frasca, Robert G\k{e}barowski, Natsue Yoshimura, Luciano Zunino and Ludovico Minati
2020: Visualising the Evolution of English Covid-19 Cases with Topological Data Analysis Ball Mapper Downloads
Pawel Dlotko and Simon Rudkin
2020: Predicting tail events in a RIA-EVT-Copula framework Downloads
Wei-Zhen Li, Jin-Rui Zhai, Zhi-Qiang Jiang, Gang-Jin Wang and Wei-Xing Zhou
2020: Bootstraps Regularize Singular Correlation Matrices Downloads
Christian Bongiorno
2020: The Economics of Social Data Downloads
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2020: What do online listings tell us about the housing market? Downloads
Michele Loberto, Andrea Luciani and Marco Pangallo
2020: Spanning analysis of stock market anomalies under Prospect Stochastic Dominance Downloads
Stelios Arvanitis, Olivier Scaillet and Nikolas Topaloglou
2020: Final Topology for Preference Spaces Downloads
Pablo Schenone
2020: Fixed income portfolio optimisation: Interest rates, credit, and the efficient frontier Downloads
Richard J. Martin
2020: Effects of the Affordable Care Act Dependent Coverage Mandate on Health Insurance Coverage for Individuals in Same-Sex Couples Downloads
Christopher S. Carpenter, Gilbert Gonzales, Tara McKay and Dario Sansone
2020: The illiquidity network of stocks in China's market crash Downloads
Xiaoling Tan and Jichang Zhao
2020: Incentive compatibility in sender-receiver stopping games Downloads
Aditya Aradhye, J\'anos Flesch, Mathias Staudigl and Dries Vermeulen
2020: Kernel Estimation of Spot Volatility with Microstructure Noise Using Pre-Averaging Downloads
Jos\'e E. Figueroa-L\'opez and Bei Wu
2020: Optimal periodic dividend strategies for spectrally negative L\'evy processes with fixed transaction costs Downloads
Benjamin Avanzi, Hayden Lau and Bernard Wong
2020: Reselling Information Downloads
S. Nageeb Ali, Ayal Chen-Zion and Erik Lillethun
2020: On the Structure of Stable Tournament Solutions Downloads
Felix Brandt, Markus Brill, Hans Georg Seedig and Warut Suksompong
2020: Uniform Inference in High-Dimensional Generalized Additive Models Downloads
Philipp Bach, Sven Klaassen, Jannis Kueck and Martin Spindler
2020: Asymptotically Optimal Management of Heterogeneous Collectivised Investment Funds Downloads
John Armstrong and Cristin Buescu
2020: Regression Approach for Modeling COVID-19 Spread and its Impact On Stock Market Downloads
Bohdan M. Pavlyshenko
2020: Computational Complexity of the Hylland-Zeckhauser Scheme for One-Sided Matching Markets Downloads
Vijay V. Vazirani and Mihalis Yannakakis
2020: While Stability Lasts: A Stochastic Model of Stablecoins Downloads
Ariah Klages-Mundt and Andreea Minca
2020: Greater search cost reduces prices Downloads
Sander Heinsalu
2020: Time-varying volatility in Bitcoin market and information flow at minute-level frequency Downloads
Irena Barja\v{s}i\'c and Nino Antulov-Fantulin
2020: Containment efficiency and control strategies for the Corona pandemic costs Downloads
Claudius Gros, Roser Valenti, Lukas Schneider, Kilian Valenti and Daniel Gros
2020: A Knightian Irreversible Investment Problem Downloads
Giorgio Ferrari, Hanwu Li and Frank Riedel
2020: The CoRisk-Index: A data-mining approach to identify industry-specific risk assessments related to COVID-19 in real-time Downloads
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2020: Cryptocurrency Trading: A Comprehensive Survey Downloads
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2020: A Novel Twitter Sentiment Analysis Model with Baseline Correlation for Financial Market Prediction with Improved Efficiency Downloads
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2020: Deep Deterministic Portfolio Optimization Downloads
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2020: Identification and Estimation of Weakly Separable Models Without Monotonicity Downloads
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2020: PDGM: a Neural Network Approach to Solve Path-Dependent Partial Differential Equations Downloads
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2020: Mortality and Healthcare: a Stochastic Control Analysis under Epstein-Zin Preferences Downloads
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2020: Sustainability and Fairness Simulations Based on Decision-Making Model of Utility Function and Norm Function Downloads
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2020: AutoAlpha: an Efficient Hierarchical Evolutionary Algorithm for Mining Alpha Factors in Quantitative Investment Downloads
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2020: The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets Downloads
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2020: ESG investments: Filtering versus machine learning approaches Downloads
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2020: On the statistics of scaling exponents and the Multiscaling Value at Risk Downloads
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2020: On the uniqueness of solutions of stochastic Volterra equations Downloads
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2020: Long-run risk sensitive impulse control Downloads
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2020: Option-based Equity Risk Premiums Downloads
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2020: Identifying Network Ties from Panel Data: Theory and an Application to Tax Competition Downloads
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2020: Collectivised Post-Retirement Investment Downloads
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2020: Productivity propagation with networks transformation Downloads
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2020: Fast Algorithms for the Quantile Regression Process Downloads
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2020: Continuous Time Random Walk with correlated waiting times. The crucial role of inter-trade times in volatility clustering Downloads
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2020: Arbitrage-free modeling under Knightian Uncertainty Downloads
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2020: Tree-based Synthetic Control Methods: Consequences of moving the US Embassy Downloads
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2020: Identifying Different Definitions of Future in the Assessment of Future Economic Conditions: Application of PU Learning and Text Mining Downloads
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2020: Decision-facilitating information in hidden-action setups: An agent-based approach Downloads
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2020: On Capital Allocation under Information Constraints Downloads
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2020: Growing green: the role of path dependency and structural jumps in the green economy expansion Downloads
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2020: Deep Generalized Method of Moments for Instrumental Variable Analysis Downloads
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2020: Parallel Search for Information Downloads
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2020: Optimal Behaviour in Solar Renewable Energy Certificate (SREC) Markets Downloads
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2020: Fine Properties of the Optimal Skorokhod Embedding Problem Downloads
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2020: Expressive mechanisms for equitable rent division on a budget Downloads
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2020: Optimal market making under partial information with general intensities Downloads
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2020: Causality: a decision theoretic approach Downloads
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2020: Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros Downloads
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2020: Optimal Iterative Threshold-Kernel Estimation of Jump Diffusion Processes Downloads
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2020: On approximations of Value at Risk and Expected Shortfall involving kurtosis Downloads
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2020: New fat-tail normality test based on conditional second moments with applications to finance Downloads
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2020: Covariate Distribution Balance via Propensity Scores Downloads
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2020: The new face of multifractality: Multi-branchedness and the phase transitions in time series of mean inter-event times Downloads
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2020: Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint Downloads
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2020: The Indirect Cost of Information Downloads
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2020: Solving Quadratic Multi-Leader-Follower Games by Smoothing the Follower's Best Response Downloads
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2020: Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs Downloads
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2020: Polarization under rising inequality and economic decline Downloads
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2020: Robust estimation of superhedging prices Downloads
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2020: Truthful Fair Division without Free Disposal Downloads
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2020: Controlling Human Utilization of Failure-Prone Systems via Taxes Downloads
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2020: Is completeness necessary? Estimation in nonidentified linear models Downloads
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2020: The Role of Money in the Business Cycle Downloads
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2020: Portfolio Choice with Small Temporary and Transient Price Impact Downloads
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2020: A taxonomy of learning dynamics in 2 x 2 games Downloads
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2020: Pricing variance swaps with stochastic volatility and stochastic interest rate under full correlation structure Downloads
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2020: The Fellowship of LIBOR: A Study of Spurious Interbank Correlations by the Method of Wigner-Ville Function Downloads
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2020: Risk Arbitrage and Hedging to Acceptability under Transaction Costs Downloads
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2020: On Game-Theoretic Risk Management (Part Two) -- Algorithms to Compute Nash-Equilibria in Games with Distributions as Payoffs Downloads
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2020: Nonparametric instrumental variable regression and quantile regression with full independence Downloads
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2020: On Game-Theoretic Risk Management (Part One) -- Towards a Theory of Games with Payoffs that are Probability-Distributions Downloads
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2020: Estimating the Demand Factors and Willingness to Pay for Agricultural Insurance Downloads
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2020: Optimizing the reliability of a bank with Logistic Regression and Particle Swarm Optimization Downloads
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2020: Quantifying the Economic Impact of Extreme Shocks on Businesses using Human Mobility Data: a Bayesian Causal Inference Approach Downloads
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2020: Some Applications of Lie Groups in Theory of Technical Progress Downloads
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2020: Information Token Driven Machine Learning for Electronic Markets: Performance Effects in Behavioral Financial Big Data Analytics Downloads
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2020: Potential in the Schrodinger equation: estimation from empirical data Downloads
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2020: Comprehensive Review of Deep Reinforcement Learning Methods and Applications in Economics Downloads
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2020: Machine Learning Algorithms for Financial Asset Price Forecasting Downloads
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2020: Financial Market Trend Forecasting and Performance Analysis Using LSTM Downloads
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2020: Deep Recurrent Modelling of Stationary Bitcoin Price Formation Using the Order Flow Downloads
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2020: Deep Probabilistic Modelling of Price Movements for High-Frequency Trading Downloads
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2020: Deep learning for Stock Market Prediction Downloads
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2020: A Note on the Provision of a Public Service of Different Quality Downloads
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2020: NetDP: An Industrial-Scale Distributed Network Representation Framework for Default Prediction in Ant Credit Pay Downloads
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2020: Failure of Equilibrium Selection Methods for Multiple-Principal, Multiple-Agent Problems with Non-Rivalrous Goods: An Analysis of Data Markets Downloads
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2020: Grandpa, grandpa, tell me the one about Bitcoin being a safe haven: Evidence from the COVID-19 pandemics Downloads
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2020: A spatial agent based model for simulating and optimizing networked eco-industrial systems Downloads
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2020: A wavelet analysis of inter-dependence, contagion and long memory among global equity markets Downloads
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2020: The propagation of the economic impact through supply chains: The case of a mega-city lockdown against the spread of COVID-19 Downloads
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2020: Business disruptions from social distancing Downloads
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2020: Specification tests for generalized propensity scores using double projections Downloads
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2020: By Force of Habit: Self-Trapping in a Dynamical Utility Landscape Downloads
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2020: Relative Arbitrage: Sharp Time Horizons and Motion by Curvature Downloads
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2020: Autocorrelation of returns in major cryptocurrency markets Downloads
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2020: High-dimensional mixed-frequency IV regression Downloads
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2020: Sustainable Banking; Evaluation of the European Business Models Downloads
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2020: Data Science in Economics Downloads
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2020: Using News Articles and Financial Data to predict the likelihood of bankruptcy Downloads
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2020: A Framework for Online Investment Algorithms Downloads
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2020: Scheduling of Flexible Non-Preemptive Loads Downloads
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2020: Streaming Perspective in Quadratic Covariation Estimation Using Financial Ultra-High-Frequency Data Downloads
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2020: An iterative splitting method for pricing European options under the Heston model Downloads
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2020: Large deviations for fractional volatility models with non-Gaussian volatility driver Downloads
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2020: Coupled criticality analysis of inflation and unemployment Downloads
Z. Koohi Lai, A. Namaki, A. Hosseiny, G. R. Jafari and Marcel Ausloos
2020: Challenge Theory: The Structure and Measurement of Risky Binary Choice Behavior Downloads
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2020: Sorting Big Data by Revealed Preference with Application to College Ranking Downloads
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2020: Sequential monitoring for cointegrating regressions Downloads
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2020: The Network Dynamics of Social and Technological Conventions Downloads
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2020: Is the Juice Worth the Squeeze? Machine Learning (ML) In and For Agent-Based Modelling (ABM) Downloads
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2020: The Millennial Boom, the Baby Bust, and the Housing Market Downloads
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2020: Gender Differences in Wage Expectations Downloads
Ana Fernandes, Martin Huber and Giannina Vaccaro
2020: EB-dynaRE: Real-Time Adjustor for Brownian Movement with Examples of Predicting Stock Trends Based on a Novel Event-Based Supervised Learning Algorithm Downloads
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2020: Physics and Derivatives -- Interview Questions and Answers Downloads
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2020: Determinants of Interest Rates in the P2P Consumer Lending Market: How Rational are Investors? Downloads
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2020: Susceptible-Infected-Recovered (SIR) Dynamics of COVID-19 and Economic Impact Downloads
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2020: Missing at Random or Not: A Semiparametric Testing Approach Downloads
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2020: Turn-of-the Year Affect in Gold Prices: Decomposition Analysis Downloads
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2020: Bemerkungen zum paarweisen Vergleich Downloads
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2020: Market structure dynamics during COVID-19 outbreak Downloads
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2020: Towards Explainability of Machine Learning Models in Insurance Pricing Downloads
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2020: A closed-form solution for optimal mean-reverting trading strategies Downloads
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2020: Non-asymptotic rates for the estimation of risk measures Downloads
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2020: Equity Factors: To Short Or Not To Short, That Is The Question Downloads
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2020: Determining feature importance for actionable climate change mitigation policies Downloads
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2020: Market Efficient Portfolios in a Systemic Economy Downloads
Kerstin Awiszus, Agostino Capponi and Stefan Weber
2020: Egalitarian solution for games with discrete side payment Downloads
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2020: Reinforcement Learning in Economics and Finance Downloads
Arthur Charpentier, Romuald Elie and Carl Remlinger
2020: Reanimating a Dead Economy: Financial and Economic Analysis of a Zombie Outbreak Downloads
Zachary Feinstein
2020: Optional projection under equivalent local martingale measures Downloads
Francesca Biagini, Andrea Mazzon and Ari-Pekka Perkki\"o
2020: Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis Downloads
Aurelio Fernandez Bariviera and Ignasi Merediz-Sol\`a
2020: A Correlated Random Coefficient Panel Model with Time-Varying Endogeneity Downloads
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2020: Graham's Formula for Valuing Growth Stocks Downloads
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2020: Power Assisted Trend Following Downloads
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2020: Kernel density decomposition with an application to the social cost of carbon Downloads
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2020: Entropy-Norm space for geometric selection of strict Nash equilibria in n-person games Downloads
A. B. Leoneti and G. A. Prataviera
2020: Gender bias in the Erasmus students network Downloads
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2020: Semi-closed form solutions for barrier and American options written on a time-dependent Ornstein Uhlenbeck process Downloads
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2020: Gamma Related Ornstein-Uhlenbeck Processes and their Simulation Downloads
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2020: A Variational Analysis Approach to Solving the Merton Problem Downloads
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2020: Causal Simulation Experiments: Lessons from Bias Amplification Downloads
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2020: Low-volatility Anomaly and the Adaptive Multi-Factor Model Downloads
Robert Jarrow, Rinald Murataj, Martin T. Wells and Liao Zhu
2020: The commuting phenomenon as a complex network: The case of Greece Downloads
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2020: Transportation networks and their significance to economic development Downloads
Dimitrios Tsiotas, Martha Geraki and Spyros Niavis
2020: Modeling of the Greek road transportation network using complex network analysis Downloads
Dimitrios Tsiotas
2020: Ethnic Groups' Access to State Power and Group Size Downloads
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2020: Options on infectious diseases Downloads
Andrew Lesniewski and Nicholas Lesniewski
2020: NISE Estimation of an Economic Model of Crime Downloads
Eric Blankmeyer
2020: Anomalous supply shortages from dynamic pricing in on-demand mobility Downloads
Malte Schr\"oder, David-Maximilian Storch, Philip Marszal and Marc Timme
2020: Convex Risk Measures based on Divergence Downloads
Paul Dommel and Alois Pichler
2020: Do COVID-19 and crude oil prices drive the US economic policy uncertainty? Downloads
Claudiu Albulescu
2020: Diagonal Preconditioning: Theory and Algorithms Downloads
Zhaonan Qu, Yinyu Ye and Zhengyuan Zhou
2020: Keeping the Listener Engaged: a Dynamic Model of Bayesian Persuasion Downloads
Yeon-Koo Che, Kyungmin Kim and Konrad Mierendorff
2020: Testing Many Restrictions Under Heteroskedasticity Downloads
Stanislav Anatolyev and Mikkel S{\o}lvsten
2020: Game Theoretic Consequences of Resident Matching Downloads
Yue Wu
2020: A Hedonic Metric Approach to Estimating the Demand for Differentiated Products: An Application to Retail Milk Demand Downloads
Osman Gulseven and Michael Wohlgenant
2020: Uniqueness of DP-Nash Subgraphs and D-sets in Capacitated Graphs of Netflix Games Downloads
Gregory Gutin, Philip R Neary and Anders Yeo
2020: Degrees of displacement: The impact of household PV battery prosumage on utility generation and storage Downloads
Kelvin Say, Wolf-Peter Schill and Michele John
2020: Old Problems, Classical Methods, New Solutions Downloads
Alexander Lipton
2020: A Model of Justification Downloads
Sarah Ridout
2020: Application of Deep Q-Network in Portfolio Management Downloads
Ziming Gao, Yuan Gao, Yi Hu, Zhengyong Jiang and Jionglong Su
2020: Targeting Customers under Response-Dependent Costs Downloads
Johannes Haupt and Stefan Lessmann
2020: Asymptotic expansion for the transition densities of stochastic differential equations driven by the gamma processes Downloads
Fan Jiang, Xin Zang and Jingping Yang
2020: Coronavirus and oil price crash Downloads
Claudiu Albulescu
2020: A Risk Aware Two-Stage Market Mechanism for Electricity with Renewable Generation Downloads
Nathan Dahlin and Rahul Jain
2020: Investigating the influence Brexit had on Financial Markets, in particular the GBP/EUR exchange rate Downloads
Michael Filletti
2020: Covariance matrix filtering with bootstrapped hierarchies Downloads
Christian Bongiorno and Damien Challet
2020: Inf-convolution and optimal risk sharing with arbitrary sets of risk measures Downloads
Marcelo Brutti Righi
2020: Multidimensional Analysis of Monthly Stock Market Returns Downloads
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2020: Indemnity Payments in Agricultural Insurance: Risk Exposure of EU States Downloads
Osman Gulseven and Kasirga Yildirak
2020: Electoral systems and international trade policy Downloads
Serkan Kucuksenel and Osman Gulseven
2020: Numerical smoothing and hierarchical approximations for efficient option pricing and density estimation Downloads
Christian Bayer, Chiheb Ben Hammouda and Raul Tempone
2020: Can Society Function Without Ethical Agents? An Informational Perspective Downloads
Bruno Strulovici
2020: On the structure of the world economy: An absorbing Markov chain approach Downloads
Olivera Kostoska, Viktor Stojkoski and Ljupco Kocarev
2020: A Climate Insidium with a Price on Warming Downloads
John F. Raffensperger
2020: Machine Learning Treasury Yields Downloads
Zura Kakushadze and Willie Yu
2020: Equations and Shape of the Optimal Band Strategy Downloads
Joachim de Lataillade and Ayman Chaouki
2020: Multilayer Network Analysis of the Drug Pipeline in the Global Pharmaceutical Industry Downloads
Hiromitsu Goto, Wataru Souma, Mari Jibu and Yuichi Ikeda
2020: Pricing Interest Rate Derivatives under Volatility Uncertainty Downloads
Julian H\"olzermann
2020: A Systematic and Analytical Review of the Socioeconomic and Environmental Impact of the Deployed High-Speed Rail (HSR) Systems on the World Downloads
Mohsen Momenitabar, Zhila Dehdari Ebrahimi and Mohammad Arani
2020: Informed trading, limit order book and implementation shortfall: equilibrium and asymptotics Downloads
Umut \c{C}etin and Henri Waelbroeck
2020: Optimal trade strategy of a regional economy by food exports Downloads
M. Okimoto
2020: Mechanism design for large scale systems Downloads
Meng Zhang and Deepanshu Vasal
2020: Fast Bayesian Record Linkage With Record-Specific Disagreement Parameters Downloads
Thomas Stringham
2020: Effect of segregation on inequality in kinetic models of wealth exchange Downloads
Lennart Fernandes and Jacques Tempere
2020: Favoritism in Research Assistantship Selection in Turkish Academia Downloads
Osman Gulseven
2020: Copula-based local dependence between energy, agriculture and metal commodity markets Downloads
Claudiu Albulescu, Aviral Tiwari and Qiang Ji
2020: Coronavirus and financial volatility: 40 days of fasting and fear Downloads
Claudiu Albulescu
2020: On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models Downloads
Jose Cruz and Daniel Sevcovic
2020: SkillCheck: An Incentive-based Certification System using Blockchains Downloads
Jay Gupta and Swaprava Nath
2020: Model independent WWR for regulatory CVA and for accounting CVA and FVA Downloads
Chris Kenyon, Mourad Berrahoui and Benjamin Poncet
2020: Complete Subset Averaging for Quantile Regressions Downloads
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2020: Predicting Stock Returns with Batched AROW Downloads
Rachid Guennouni Hassani, Alexis Gilles, Emmanuel Lassalle and Arthur D\'enouveaux
2020: Convex Optimization Over Risk-Neutral Probabilities Downloads
Shane Barratt, Jonathan Tuck and Stephen Boyd
2020: Equal Predictive Ability Tests for Panel Data with an Application to OECD and IMF Forecasts Downloads
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2020: Backward CUSUM for Testing and Monitoring Structural Change Downloads
Sven Otto and Jörg Breitung
2020: Compromise, Don't Optimize: A Prior-Free Alternative to Perfect Bayesian Equilibrium Downloads
Karl Schlag and Andriy Zapechelnyuk
2020: Bow-tie structure and community identification of global supply chain network Downloads
Abhijit Chakraborty and Yuichi Ikeda
2020: Application of Deep Neural Networks to assess corporate Credit Rating Downloads
Parisa Golbayani, Dan Wang and Ionut Florescu
2020: Joint Estimation of Discrete Choice Model and Arrival Rate with Unobserved Stock-out Events Downloads
Hongzhang Shao and Anton J. Kleywegt
2020: Adaptive exponential power distribution with moving estimator for nonstationary time series Downloads
Jarek Duda
2020: Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs Downloads
Yongyang Cai, Kenneth Judd and Rong Xu
2020: A Scalar Parameterized Mechanism for Two-Sided Markets Downloads
Mariola Ndrio, Khaled Alshehri and Subhonmesh Bose
2020: Complete and competitive financial markets in a complex world Downloads
Gianluca Cassese
2020: Continuum and thermodynamic limits for a simple random-exchange model Downloads
Bertram D\"uring, Nicos Georgiou, Sara Merino-Aceituno and Enrico Scalas
2020: Technological interdependencies predict innovation dynamics Downloads
Anton Pichler, François Lafond and J. Doyne Farmer
2020: Simple Mechanisms for Non-linear Agents Downloads
Yiding Feng, Jason Hartline and Yingkai Li
2020: Equilibrium Model of Limit Order Books: A Mean-field Game View Downloads
Jin Ma and Eunjung Noh
2020: Seasonal and Trend Forecasting of Tourist Arrivals: An Adaptive Multiscale Ensemble Learning Approach Downloads
Shaolong Suna, Dan Bi, Ju-e Guo and Shouyang Wang
2020: Tourism Demand Forecasting with Tourist Attention: An Ensemble Deep Learning Approach Downloads
Shaolong Sun, Yanzhao Li, Shouyang Wang and Ju-e Guo
2020: Quantum Implementation of Risk Analysis-relevant Copulas Downloads
Janusz Milek
2020: Fairness and Efficiency in Cake-Cutting with Single-Peaked Preferences Downloads
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2020: Asymptotics of the time-discretized log-normal SABR model: The implied volatility surface Downloads
Dan Pirjol and Lingjiong Zhu
2020: A tail dependence-based MST and their topological indicators in modelling systemic risk in the European insurance sector Downloads
Anna Denkowska and Stanisław Wanat
2020: Distributional synthetic controls Downloads
Florian Gunsilius
2020: Whos Ditching the Bus? Downloads
Simon J. Berrebi and Kari E. Watkins
2020: Brexit Risk Implied by the SABR Martingale Defect in the EUR-GBP Smile Downloads
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2020: Pricing European and American Options under Heston Model using Discontinuous Galerkin Finite Elements Downloads
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2020: Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations Downloads
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2020: Forecasting Foreign Exchange Rate: A Multivariate Comparative Analysis between Traditional Econometric, Contemporary Machine Learning & Deep Learning Techniques Downloads
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2020: Novel Insights in the Levy-Levy-Solomon Agent-Based Economic Market Model Downloads
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2020: Hybrid, adaptive, and positivity preserving numerical methods for the Cox-Ingersoll-Ross model Downloads
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2020: Representation of Exchange Option Prices under Stochastic Volatility Jump-Diffusion Dynamics Downloads
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2020: A Put-Call Transformation of the Exchange Option Problem under Stochastic Volatility and Jump Diffusion Dynamics Downloads
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2020: Geometric Step Options with Jumps. Parity Relations, PIDEs, and Semi-Analytical Pricing Downloads
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2020: A characterization of proportionally representative committees Downloads
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2020: Asymptotic Marginal Propensity to Consume Downloads
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2020: Sector connectedness in the Chinese stock markets Downloads
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2020: Heavy Tails Make Happy Buyers Downloads
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2020: Derivatives Discounting Explained Downloads
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2020: Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning Downloads
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2020: Network-Aware Strategies in Financial Systems Downloads
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2020: Fair Prediction with Endogenous Behavior Downloads
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2020: Pricing Bitcoin Derivatives under Jump-Diffusion Models Downloads
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2020: Cross-sectional Stock Price Prediction using Deep Learning for Actual Investment Management Downloads
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2020: Trimming the Sail: A Second-order Learning Paradigm for Stock Prediction Downloads
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2020: From Matching with Diversity Constraints to Matching with Regional Quotas Downloads
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2020: Synchronization of endogenous business cycles Downloads
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2020: Polytopes associated with lattices of subsets and maximising expectation of random variables Downloads
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2020: Fairness through Experimentation: Inequality in A/B testing as an approach to responsible design Downloads
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2020: The Effect of Network Adoption Subsidies: Evidence from Digital Traces in Rwanda Downloads
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2020: Gaussian process imputation of multiple financial series Downloads
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2020: Deep Learning for Financial Applications: A Survey Downloads
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2020: Improving S&P stock prediction with time series stock similarity Downloads
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2020: Analysis of intra-day fluctuations in the Mexican financial market index Downloads
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2020: Are American options European after all? Downloads
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2020: Long-term prediction intervals of economic time series Downloads
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2020: Top of the Batch: Interviews and the Match Downloads
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2020: A study on the leverage effect on financial series using a TAR model: a Bayesian approach Downloads
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2020: The Multiplayer Colonel Blotto Game Downloads
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2020: Sharing of longevity basis risk in pension schemes with income-drawdown guarantees Downloads
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2020: Decreasing market value of variable renewables is a result of policy, not variability Downloads
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2020: A Hierarchy of Limitations in Machine Learning Downloads
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2020: Guiding the guiders: Foundations of a market-driven theory of disclosure Downloads
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2020: Invariant measures for fractional stochastic volatility models Downloads
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2020: Intra-Horizon Expected Shortfall and Risk Structure in Models with Jumps Downloads
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2020: Ramsey Optimal Policy versus Multiple Equilibria with Fiscal and Monetary Interactions Downloads
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2020: Generalized Poisson Difference Autoregressive Processes Downloads
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2020: The Dimension of the Set of Causal Solutions of Linear Multivariate Rational Expectations Models Downloads
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2020: Identifiability and Estimation of Possibly Non-Invertible SVARMA Models: A New Parametrisation Downloads
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2020: Timing Excess Returns A cross-universe approach to alpha Downloads
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2020: Quantum coupled-wave theory of price formation in financial markets: price measurement, dynamics and ergodicity Downloads
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2020: Sequential Monitoring of Changes in Housing Prices Downloads
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2020: The Effect of Weather Conditions on Fertilizer Applications: A Spatial Dynamic Panel Data Analysis Downloads
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2020: Markov Switching Downloads
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2020: All-Pay Auctions as Models for Trade Wars and Military Annexation Downloads
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2020: Kelly Criterion: From a Simple Random Walk to L\'{e}vy Processes Downloads
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2020: Crowded trades, market clustering, and price instability Downloads
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2020: Stochastic optimization of the Dividend strategy with reinsurance in correlated multiple insurance lines of business Downloads
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2020: An internal fraud model for operational losses in retail banking Downloads
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2020: Asymptotically Optimal Control of a Centralized Dynamic Matching Market with General Utilities Downloads
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2020: A polynomial algorithm for maxmin and minmax envy-free rent division on a soft budget Downloads
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2020: Discretization and Machine Learning Approximation of BSDEs with a Constraint on the Gains-Process Downloads
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2020: All-Pay Auctions with Different Forfeits Downloads
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2020: The microscopic relationships between triangular arbitrage and cross-currency correlations in a simple agent based model of foreign exchange markets Downloads
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2020: On Ridership and Frequency Downloads
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2020: Sensitivity Analysis in the Dupire Local Volatility Model with Tensorflow Downloads
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2020: Using generative adversarial networks to synthesize artificial financial datasets Downloads
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2020: Feed-in Tariff Contract Schemes and Regulatory Uncertainty Downloads
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2020: Risk Loadings in Classification Ratemaking Downloads
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2020: Rental Housing Spot Markets: How Online Information Exchanges Can Supplement Transacted-Rents Data Downloads
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2020: On Shortfall Risk Minimization for Game Options Downloads
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2020: Quid Pro Quo allocations in Production-Inventory games Downloads
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2020: Profit-oriented sales forecasting: a comparison of forecasting techniques from a business perspective Downloads
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2020: A Neural-embedded Choice Model: TasteNet-MNL Modeling Taste Heterogeneity with Flexibility and Interpretability Downloads
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2020: Randomized optimal stopping algorithms and their convergence analysis Downloads
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2020: NAPLES;Mining the lead-lag Relationship from Non-synchronous and High-frequency Data Downloads
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2020: Efficient representation of supply and demand curves on day-ahead electricity markets Downloads
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2020: Insights on the Theory of Robust Games Downloads
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2020: Natural Experiments Downloads
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2020: Optimal portfolio choice with path dependent labor income: the infinite horizon case Downloads
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2020: Comments are welcome Downloads
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2020: Dynamic Interaction between Shared Autonomous Vehicles and Public Transit: A Competitive Perspective Downloads
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2020: Competitive equilibria between staking and on-chain lending Downloads
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2020: Generalized Rental Harmony Downloads
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2020: Approximating intractable short ratemodel distribution with neural network Downloads
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2020: Online Quantification of Input Model Uncertainty by Two-Layer Importance Sampling Downloads
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2020: Inefficiencies in Digital Advertising Markets Downloads
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2020: An empirical study of neural networks for trend detection in time series Downloads
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2020: Revisiting the Epps effect using volume time averaging: An exercise in R Downloads
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2020: Applications of the Deep Galerkin Method to Solving Partial Integro-Differential and Hamilton-Jacobi-Bellman Equations Downloads
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2020: Valuing Tradeability in Exponential L\'evy Models Downloads
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2020: Endogenous Liquidity Crises Downloads
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2020: Competition of noise and collectivity in global cryptocurrency trading: route to a self-contained market Downloads
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2020: Innovation and Strategic Network Formation Downloads
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2020: Optical Proof of Work Downloads
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2020: Model Specification Test with Unlabeled Data: Approach from Covariate Shift Downloads
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2020: Regularized Quantile Regression with Interactive Fixed Effects Downloads
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2020: Costly Verification in Collective Decisions Downloads
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2020: Rational hyperbolic discounting Downloads
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2020: Noncompliance in randomized control trials without exclusion restrictions Downloads
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2020: Statistical analysis and stochastic interest rate modelling for valuing the future with implications in climate change mitigation Downloads
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2020: Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms Downloads
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2020: The converse envelope theorem Downloads
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2020: A Cardinal Comparison of Experts Downloads
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2020: A simple model suggesting economically rational sample-size choice drives irreproducibility Downloads
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2020: The many Shapley values for model explanation Downloads
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