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2021: Simple Alternatives to the Common Correlated Effects Model Downloads
Nicholas L. Brown, Peter Schmidt and Jeffrey M. Wooldridge
2021: RIF Regression via Sensitivity Curves Downloads
Javier Alejo, Gabriel Montes-Rojas and Walter Sosa-Escudero
2021: Structural Sieves Downloads
Konrad Menzel
2021: Method of lines for valuation and sensitivities of Bermudan options Downloads
Purba Banerjee, Vasudeva Murthy and Shashi Jain
2021: Forex Trading Volatility Prediction using NeuralNetwork Models Downloads
Shujian Liao, Jian Chen and Hao Ni
2021: Can Education Motivate Individual Health Demands? Dynamic Pseudo-panel Evidence from China's Immigration Downloads
Shixi Kang and Jingwen Tan
2021: Multilayer heat equations and their solutions via oscillating integral transforms Downloads
Andrey Itkin, Alexander Lipton and Dmitry Muravey
2021: Geo-political conflicts, economic sanctions and international knowledge flows Downloads
Teemu Makkonen and Timo Mitze
2021: Extremal Analysis of Flooding Risk and Management Downloads
Chengxiu Ling, Jiayi Li, Yixuan Liu and Zhiyan Cai
2021: A General Approach for Lookback Option Pricing under Markov Models Downloads
Gongqiu Zhang and Lingfei Li
2021: Inequality in economic shock exposures across the global firm-level supply network Downloads
Abhijit Chakraborty, Tobias Reisch, Christian Diem and Stefan Thurner
2021: Optimal incentives in a limit order book: a SPDE control approach Downloads
Bastien Baldacci and Philippe Bergault
2021: Expert Aggregation for Financial Forecasting Downloads
Carl Remlinger, Bri\`ere Marie, Alasseur Cl\'emence and Joseph Mikael
2021: China's Easily Overlooked Monetary Transmission Mechanism:Real Estate Monetary Reservoi Downloads
Xiao Shuguang and Lai Xinglin
2021: Do Firearm Markets Comply with Firearm Restrictions? How the Massachusetts Assault Weapons Ban Enforcement Notice Changed Firearm Sales Downloads
Meenakshi Balakrishna and Kenneth C. Wilbur
2021: Reduced-form framework for multiple default times under model uncertainty Downloads
Francesca Biagini, Andrea Mazzon and Katharina Oberpriller
2021: Approximating Optimal Asset Allocations using Simulated Bifurcation Downloads
Thomas Bouquet, Mehdi Hmyene, Fran\c{c}ois Porcher, Lorenzo Pugliese and Jad Zeroual
2021: Accelerating the Adoption of Disruptive Technologies: The Impact of COVID-19 on Intentions to Use Autonomous Vehicles Downloads
Maher Said, Emma R. Zajdela and Amanda Stathopoulos
2021: The Optimality of Upgrade Pricing Downloads
Dirk Bergemann, Alessandro Bonatti, Andreas Haupt and Alex Smolin
2021: A Time-Inconsistent Dynkin Game: from Intra-personal to Inter-personal Equilibria Downloads
Yu-Jui Huang and Zhou Zhou
2021: Discordant Relaxations of Misspecified Models Downloads
D\'esir\'e K\'edagni, Lixiong Li and Isma\"el Mourifi\'e
2021: Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques Downloads
Niko Hauzenberger, Florian Huber and Karin Klieber
2021: Interdependencies of female board member appointments Downloads
Matthias Raddant and Hiroshi Takahashi
2021: A Portfolio Choice Problem Under Risk Capacity Constraint Downloads
Weidong Tian and Zimu Zhu
2021: Overcoming Free-Riding in Bandit Games Downloads
Johannes H\"orner, Nicolas Klein and Sven Rady
2021: State-Building through Public Land Disposal? An Application of Matrix Completion for Counterfactual Prediction Downloads
Jason Poulos
2021: Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach Downloads
Huyen Pham, Xiaoli Wei and Chao Zhou
2021: Designing a Framework for Digital KYC Processes Built on Blockchain-Based Self-Sovereign Identity Downloads
Vincent Schlatt, Johannes Sedlmeir, Simon Feulner and Nils Urbach
2021: RPS: Portfolio Asset Selection using Graph based Representation Learning Downloads
MohammadAmin Fazli, Parsa Alian, Ali Owfi and Erfan Loghmani
2021: Analise Demografica e Socioeconomica do Uso e do Acesso a Medicamentos Antidepressivos no Brasil Downloads
Karinna Moura Boaviagem and Jos\'e Ricardo Bezerra Nogueira
2021: Hassling as Money Burning: A Note Downloads
Liqun Liu
2021: Product recalls, market size and innovation in the pharmaceutical industry Downloads
Federico Nutarelli, Massimo Riccaboni and Andrea Morescalchi
2021: A Review on Graph Neural Network Methods in Financial Applications Downloads
Jianian Wang, Sheng Zhang, Yanghua Xiao and Rui Song
2021: Improved Method of Stock Trading under Reinforcement Learning Based on DRQN and Sentiment Indicators ARBR Downloads
Peng Zhou and Jingling Tang
2021: Prediction of Fund Net Value Based on ARIMA-LSTM Hybrid Model Downloads
Peng Zhou and Fangyi Li
2021: An Improved Reinforcement Learning Model Based on Sentiment Analysis Downloads
Yizhuo Li, Peng Zhou, Fangyi Li and Xiao Yang
2021: Is Bitcoin really a currency? A viewpoint of a stochastic volatility model Downloads
Noriyuki Kunimoto and Kazuhiko Kakamu
2021: Quantum algorithm for stochastic optimal stopping problems Downloads
Jo\~ao F. Doriguello, Alessandro Luongo, Jinge Bao, Patrick Rebentrost and Miklos Santha
2021: Modelling hetegeneous treatment effects by quantitle local polynomial decision tree and forest Downloads
Lai Xinglin
2021: Double Fuzzy Probabilistic Interval Linguistic Term Set and a Dynamic Fuzzy Decision Making Model based on Markov Process with tts Application in Multiple Criteria Group Decision Making Downloads
Zongmin Liu
2021: Reconstructing firm-level interactions: the Dutch input-output network Downloads
Leonardo Niccol\`o Ialongo, Camille de Valk, Emiliano Marchese, Fabian Jansen, Hicham Zmarrou, Tiziano Squartini and Diego Garlaschelli
2021: Estimation of inter-sector asset correlations Downloads
Christian Meyer
2021: Distribution Shift in Airline Customer Behavior during COVID-19 Downloads
Abhinav Garg, Naman Shukla, Lavanya Marla and Sriram Somanchi
2021: Optimal No-Regret Learning in General Games: Bounded Regret with Unbounded Step-Sizes via Clairvoyant MWU Downloads
Georgios Piliouras, Ryann Sim and Stratis Skoulakis
2021: Ergodic aspects of trading with threshold strategies Downloads
Attila Lovas and Mikl\'os R\'asonyi
2021: Ranking of different of investment risk in high-tech projects using TOPSIS method in fuzzy environment based on linguistic variables Downloads
Mohammad Ebrahim Sadeghi, Hamed Nozari, Hadi Khajezadeh Dezfoli and Mehdi Khajezadeh
2021: A Resolution of St. Petersburg Paradox Downloads
V. I. Yukalov
2021: Model Risk in Credit Portfolio Models Downloads
Christian Meyer
2021: An Investigation of the Impact of COVID-19 Non-Pharmaceutical Interventions and Economic Support Policies on Foreign Exchange Markets with Explainable AI Techniques Downloads
Siyuan Liu, Mehmet Orcun Yalcin, Hsuan Fu and Xiuyi Fan
2021: Do price reductions attract customers in urban public transport? A synthetic control approach Downloads
Hannes Wallimann, Kevin Bl\"attler and Widar von Arx
2021: The Fixed-b Limiting Distribution and the ERP of HAR Tests Under Nonstationarity Downloads
Alessandro Casini
2021: From homemakers to breadwinners? How mandatory kindergarten affects maternal labour market attachment Downloads
Selina Gangl and Martin Huber
2021: Do soda taxes affect the consumption and health of school-aged children? Evidence from France and Hungary Downloads
Selina Gangl
2021: Robust pricing-hedging duality for multi-action options Downloads
Anna Aksamit, Ivan Guo, Shidan Liu and Zhou Zhou
2021: Model-Rich Approaches to Eliciting Weak Preferences: Evidence from a Multi-Valued Choice Experiment Downloads
Georgios Gerasimou
2021: Markovian Persuasion Downloads
Ehud Lehrer and Dimitry Shaiderman
2021: Factor-augmented tree ensembles Downloads
Filippo Pellegrino
2021: Fast Sampling from Time-Integrated Bridges using Deep Learning Downloads
Leonardo Perotti and Lech A. Grzelak
2021: Robust Permutation Tests in Linear Instrumental Variables Regression Downloads
Purevdorj Tuvaandorj
2021: Yogurts Choose Consumers? Estimation of Random-Utility Models via Two-Sided Matching Downloads
Odran Bonnet, Alfred Galichon, Yu-Wei Hsieh, Keith O'Hara and Matt Shum
2021: Replicating Monotonic Payoffs Without Oracles Downloads
Guillermo Angeris, Alex Evans and Tarun Chitra
2021: Minimum Wages in Concentrated Labor Markets Downloads
Martin Popp
2021: Management of Social and Economic Development of Municipalities Downloads
Maria A. Shishanina and Anatoly A. Sidorov
2021: Graph Auto-Encoders for Financial Clustering Downloads
Edward Turner
2021: Flexible forward improvement iteration for infinite time horizon Markovian optimal stopping problems Downloads
S\"oren Christensen, Albrecht Irle and Julian Peter Lemburg
2021: The Parameter Sensitivities of a Jump-diffusion Process in Basic Credit Risk Analysis Downloads
Bin Xie and Weiping Li
2021: Securities Lending Haircuts and Indemnification Pricing Downloads
Wujiang Lou
2021: Time Series Forecasting with Ensembled Stochastic Differential Equations Driven by L\'evy Noise Downloads
Luxuan Yang, Ting Gao, Yubin Lu, Jinqiao Duan and Tao Liu
2021: Cleaning the covariance matrix of strongly nonstationary systems with time-independent eigenvalues Downloads
Christian Bongiorno, Damien Challet and Gr\'egoire Loeper
2021: A General Surplus Decomposition Principle in Life Insurance Downloads
Julian Jetses and Marcus C. Christiansen
2021: Difference in Differences and Ratio in Ratios for Limited Dependent Variables Downloads
Myoung-jae Lee and Sanghyeok Lee
2021: Network regression and supervised centrality estimation Downloads
Junhui Cai, Dan Yang, Wu Zhu, Haipeng Shen and Linda Zhao
2021: TSO-DSOs Stable Cost Allocation for the Joint Procurement of Flexibility: A Cooperative Game Approach Downloads
Anibal Sanjab, H\'el\`ene Le Cadre and Yuting Mou
2021: The Macroeconomic Effects of Corporate Tax Reforms Downloads
Francesco Furno
2021: Coexistence of Centralized and Decentralized Markets Downloads
Berk Idem
2021: Portfolio optimisation with options Downloads
Jonathan Raimana Chan, Thomas Huckle, Antoine Jacquier and Aitor Muguruza
2021: Completing correlation matrices Downloads
Olaf Dreyer, Horst K\"ohler and Thomas Streuer
2021: Conditional Estimates of Diffusion Processes for Evaluating the Positive Feedback Trading Downloads
Aihua Li
2021: Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios? Downloads
Taras Bodnar, Nestor Parolya and Erik Thors\'en
2021: Towards Quantum Advantage in Financial Market Risk using Quantum Gradient Algorithms Downloads
Nikitas Stamatopoulos, Guglielmo Mazzola, Stefan Woerner and William J. Zeng
2021: The Performance of Recent Methods for Estimating Skill Prices in Panel Data Downloads
Michael J. B\"ohm and Hans-Martin von Gaudecker
2021: Maximum Likelihood Estimation of Differentiated Products Demand Systems Downloads
Greg Lewis, Bora Ozaltun and Georgios Zervas
2021: On Recoding Ordered Treatments as Binary Indicators Downloads
Evan K. Rose and Yotam Shem-Tov
2021: Non-asymptotic estimation of risk measures using stochastic gradient Langevin dynamics Downloads
Jiarui Chu and Ludovic Tangpi
2021: A Game Theoretic Analysis of Liquidity Events in Convertible Instruments Downloads
Ron van der Meyden
2021: Affirmative Action in Two Dimensions: A Multi-Period Apportionment Problem Downloads
Haydar Evren and Manshu Khanna
2021: Functional Model of Residential Consumption Elasticity under Dynamic Tariffs Downloads
Kamalanathan Ganesan, Jo\~ao Tom\'e Saraiva and Ricardo J. Bessa
2021: Aggregation of Models, Choices, Beliefs, and Preferences Downloads
Hamed Hamze Bajgiran and Houman Owhadi
2021: Pricing cryptocurrencies: Modelling the ETHBTC spot-quotient variation as a diffusion process Downloads
Sidharth Mallik
2021: Interactive Effects Panel Data Models with General Factors and Regressors Downloads
Bin Peng, Liangjun Su, Joakim Westerlund and Yanrong Yang
2021: Semi-nonparametric Estimation of Operational Risk Capital with Extreme Loss Events Downloads
Heng Z. Chen and Stephen R. Cosslett
2021: Investing in a cryptocurrency price bubble: speculative Ponzi schemes and cyclic stochastic price pumps Downloads
Misha Perepelitsa
2021: Portfolio optimization with idiosyncratic and systemic risks for financial networks Downloads
Yajie Yang, Longfeng Zhao, Lin Chen, Chao Wang and Jihui Han
2021: Drewnowski's index to measure lifespan variation: Revisiting the Gini coefficient of the life table Downloads
Jos\'e Manuel Aburto, Ugofilippo Basellini, Annette Baudisch and Francisco Villavicencio
2021: Policy Gradient and Actor-Critic Learning in Continuous Time and Space: Theory and Algorithms Downloads
Yanwei Jia and Xun Yu Zhou
2021: Inequality in the use frequency of patent technology codes Downloads
Jos\'e Alejandro Mendoza, Faustino Prieto and Jos\'e Mar\'ia Sarabia
2021: Nonparametric estimator of the tail dependence coefficient: balancing bias and variance Downloads
Matthieu Garcin and Maxime L. D. Nicolas
2021: On the systemic nature of global inflation, its association with equity markets and financial portfolio implications Downloads
Nick James and Kevin Chin
2021: Quantum algorithms for numerical differentiation of expected values with respect to parameters Downloads
Koichi Miyamoto
2021: Policy Learning Under Ambiguity Downloads
Riccardo D'Adamo
2021: Why Synthetic Control estimators are biased and what to do about it: Introducing Relaxed and Penalized Synthetic Controls Downloads
Oscar Engelbrektson
2021: Identifying Dynamic Discrete Choice Models with Hyperbolic Discounting Downloads
Taiga Tsubota
2021: Optimized Inference in Regression Kink Designs Downloads
Majed Dodin
2021: Calculus of Consent via MARL: Legitimating the Collaborative Governance Supplying Public Goods Downloads
Yang Hu, Zhui Zhu, Sirui Song, Xue Liu and Yang Yu
2021: Observing Actions in Global Games Downloads
Dominik Grafenhofer and Wolfgang Kuhle
2021: Maximizing revenue in the presence of intermediaries Downloads
Gagan Aggarwal, Kshipra Bhawalkar, Guru Guruganesh and Andres Perlroth
2021: Whose Bias? Downloads
Vasudha Jain and Mark Whitmeyer
2021: The Hurst roughness exponent and its model-free estimation Downloads
Xiyue Han and Alexander Schied
2021: Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model Downloads
Jens Robben, Katrien Antonio and Sander Devriendt
2021: Pricing S&P 500 Index Options with L\'evy Jumps Downloads
Bin Xie, Weiping Li and Nan Liang
2021: Obstacles to Redistribution Through Markets and One Solution Downloads
Roy Allen and John Rehbeck
2021: A transformer-based model for default prediction in mid-cap corporate markets Downloads
Kamesh Korangi, Christophe Mues and Cristi\'an Bravo
2021: Collaboration in Coworking Spaces: Impact on Firm Innovativeness and Business Models Downloads
M. Moore
2021: The Curious Case of the 2021 Minneapolis Ward 2 City Council Election Downloads
David McCune and Lori McCune
2021: Mean-Variance-VaR portfolios: MIQP formulation and performance analysis Downloads
Francesco Cesarone, Manuel L Martino and Fabio Tardella
2021: Effect of the U.S.--China Trade War on Stock Markets: A Financial Contagion Perspective Downloads
Minseog Oh and Donggyu Kim
2021: Dependent Stopping Times Downloads
Philip Protter and Alejandra Quintos
2021: Monitoring COVID-19-induced gender differences in teleworking rates using Mobile Network Data Downloads
Sara Grubanov-Boskovic, Spyridon Spyratos, Stefano Maria Iacus, Umberto Minora and Francesco Sermi
2021: Opinion Dynamics with Conflicting Interests Downloads
Patrick Mellacher
2021: Growth, Concentration and Inequality in a Unified Schumpeter Mark I + II model Downloads
Patrick Mellacher
2021: FinRL: Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance Downloads
Xiao-Yang Liu, Hongyang Yang, Jiechao Gao and Christina Dan Wang
2021: Impermanent Loss in Uniswap v3 Downloads
Stefan Loesch, Nate Hindman, Mark B Richardson and Nicholas Welch
2021: A Universal End-to-End Approach to Portfolio Optimization via Deep Learning Downloads
Chao Zhang, Zihao Zhang, Mihai Cucuringu and Stefan Zohren
2021: Forecasting Crude Oil Price Using Event Extraction Downloads
Jiangwei Liu and Xiaohong Huang
2021: Information dynamics of price and liquidity around the 2017 Bitcoin markets crash Downloads
Vaiva Vasiliauskaite, Fabrizio Lillo and Nino Antulov-Fantulin
2021: Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints Downloads
Zixin Feng and Dejian Tian
2021: Online Estimation and Optimization of Utility-Based Shortfall Risk Downloads
Arvind S. Menon, Prashanth L. A. and Krishna Jagannathan
2021: An Empirical Evaluation of the Impact of New York's Bail Reform on Crime Using Synthetic Controls Downloads
Angela Zhou, Andrew Koo, Nathan Kallus, Rene Ropac, Richard Peterson, Stephen Koppel and Tiffany Bergin
2021: Exploration of the Parameter Space in Macroeconomic Agent-Based Models Downloads
Karl Naumann-Woleske, Max Sina Knicker, Michael Benzaquen and Jean-Philippe Bouchaud
2021: Spillovers of US Interest Rates: Monetary Policy & Information Effects Downloads
Santiago Camara
2021: Optimal index insurance and basis risk decomposition: an application to Kenya Downloads
Matthieu Stigler and David Lobell
2021: Price Stability of Cryptocurrencies as a Medium of Exchange Downloads
Tatsuru Kikuchi, Toranosuke Onishi and Kenichi Ueda
2021: A change of measure formula for recursive conditional expectations Downloads
Luca Di Persio, Alessandro Gnoatto and Marco Patacca
2021: Simulating long-term impacts of mortality shocks: learning from the cholera pandemic Downloads
Nicole El Karoui, Kaouther Hadji and Sarah Kaakai
2021: Optimal bidding strategies for digital advertising Downloads
M\'ed\'eric Motte and Huy\^en Pham
2021: Risk measures beyond frictionless markets Downloads
Maria Arduca and Cosimo Munari
2021: Designing Representative and Balanced Experiments by Local Randomization Downloads
Max Cytrynbaum
2021: A Family of Multi-Asset Automated Market Makers Downloads
Eric Forgy and Leo Liu
2021: A Multi-criteria Approach to Evolve Sparse Neural Architectures for Stock Market Forecasting Downloads
Faizal Hafiz, Jan Broekaert, Davide La Torre and Akshya Swain
2021: Revisiting C.S.Peirce's Experiment: 150 Years Later Downloads
Deep Mukhopadhyay
2021: An Outcome Test of Discrimination for Ranked Lists Downloads
Jonathan Roth, Guillaume Saint-Jacques and YinYin Yu
2021: Deep Hedging: Learning to Remove the Drift under Trading Frictions with Minimal Equivalent Near-Martingale Measures Downloads
Hans Buehler, Phillip Murray, Mikko S. Pakkanen and Ben Wood
2021: Dynamic Network Quantile Regression Model Downloads
Xiu Xu, Weining Wang, Yongcheol Shin and Chaowen Zheng
2021: Public Policymaking for International Agricultural Trade using Association Rules and Ensemble Machine Learning Downloads
Feras A. Batarseh, Munisamy Gopinath, Anderson Monken and Zhengrong Gu
2021: Decoding Causality by Fictitious VAR Modeling Downloads
Xingwei Hu
2021: On Risk and Time Pressure: When to Think and When to Do Downloads
Christoph Carnehl and Johannes Schneider
2021: When Can We Ignore Measurement Error in the Running Variable? Downloads
Yingying Dong and Michal Koles\'ar
2021: Rational AI: A comparison of human and AI responses to triggers of economic irrationality in poker Downloads
C. Grace Haaf, Devansh Singh, Cinny Lin and Scofield Zou
2021: Large Order-Invariant Bayesian VARs with Stochastic Volatility Downloads
Joshua Chan, Gary Koop and Xuewen Yu
2021: Asymmetric Conjugate Priors for Large Bayesian VARs Downloads
Joshua Chan
2021: Risk-Free Rate in the Covid-19 Pandemic: Application Mistakes and Conclusions for Traders Downloads
Magomet Yandiev
2021: Absolute and Relative Bias in Eight Common Observational Study Designs: Evidence from a Meta-analysis Downloads
Jelena Zurovac, Thomas D. Cook, John Deke, Mariel M. Finucane, Duncan Chaplin, Jared S. Coopersmith, Michael Barna and Lauren Vollmer Forrow
2021: Performance vs Persistence: Assess the alpha to identify outperformers Downloads
Hugo Inzirillo and R\'emi Genet
2021: Can Air Pollution Save Lives? Air Quality and Risky Behaviors on Roads Downloads
Wen Hsu, Bing-Fang Hwang, Chau-Ren Jung, Yau-Huo and Shr
2021: Dynamic treatment effects: high-dimensional inference under model misspecification Downloads
Yuqian Zhang, Jelena Bradic and Weijie Ji
2021: Non-Standard Choice in Matching Markets Downloads
Gian Caspari and Manshu Khanna
2021: The cavity method for minority games between arbitrageurs on financial markets Downloads
Tim Ritmeester and Hildegard Meyer-Ortmanns
2021: Profit warnings and stock returns: Evidence from moroccan stock exchange Downloads
Ilyas El Ghordaf and Abdelbari El Khamlichi
2021: Joint Models for Cause-of-Death Mortality in Multiple Populations Downloads
Nhan Huynh and Mike Ludkovski
2021: Bounds for Treatment Effects in the Presence of Anticipatory Behavior Downloads
Aibo Gong
2021: Can hesitancy be mitigated by free choice across COVID-19 vaccine types? Downloads
Krist\'of Kutasi, J\'ulia Koltai, \'Agnes Szab\'o-Morvai, Gergely R\"ost, M\'arton Karsai, P\'eter B\'ir\'o and Bal\'azs Lengyel
2021: Can you always reap what you sow? Network and functional data analysis of VC investments in health-tech companies Downloads
Christian Esposito, Marco Gortan, Lorenzo Testa, Francesca Chiaromonte, Giorgio Fagiolo, Andrea Mina and Giulio Rossetti
2021: It's not always about the money, sometimes it's about sending a message: Evidence of Informational Content in Monetary Policy Announcements Downloads
Yong Cai, Santiago Camara and Nicholas Capel
2021: Grid Tariffs Based on Capacity Subscription: Multi Year Analysis on Metered Consumer Data Downloads
Sigurd Bjarghov, Hossein Farahmand and Gerard Doorman
2021: Long Run Law and Entropy Downloads
Weidong Tian
2021: Occupational Income Inequality of Thailand: A Case Study of Exploratory Data Analysis beyond Gini Coefficient Downloads
Wanetha Sudswong, Anon Plangprasopchok and Chainarong Amornbunchornvej
2021: The Supply of Motivated Beliefs Downloads
Michael Thaler
2021: Correlation Estimation in Hybrid Systems Downloads
Baron Law
2021: A Meta-Method for Portfolio Management Using Machine Learning for Adaptive Strategy Selection Downloads
Damian Kisiel and Denise Gorse
2021: An Integrated Vaccination Site Selection and Dose Allocation Problem with Fairness Concerns Downloads
Mohammad Firouz, Linda Li, Daizy Ahmed and Abdulaziz Ahmed
2021: The Local Economic Impact of Mineral Mining in Africa: Evidence from Four Decades of Satellite Imagery Downloads
Sandro Provenzano and Hannah Bull
2021: Going... going... wrong: a test of the level-k (and cognitive hierarchy) models of bidding behaviour Downloads
Itzhak Rasooly
2021: Incentive-Based Electric Vehicle Charging for Managing Bottleneck Congestion Downloads
Carlo Cenedese, Patrick Stokkink, Nikolas Gerolimins and John Lygeros
2021: Flood Disasters and Health Among the Urban Poor Downloads
Michelle Escobar Carias, David Johnston, Rachel Knott and Rohan Sweeney
2021: Generalized Kernel Ridge Regression for Causal Inference with Missing-at-Random Sample Selection Downloads
Rahul Singh
2021: Bounding Treatment Effects by Pooling Limited Information across Observations Downloads
Sokbae Lee and Martin Weidner
2021: FinRL-Podracer: High Performance and Scalable Deep Reinforcement Learning for Quantitative Finance Downloads
Zechu Li, Xiao-Yang Liu, Jiahao Zheng, Zhaoran Wang, Anwar Walid and Jian Guo
2021: The Evolving Causal Structure of Equity Risk Factors Downloads
Gabriele D'Acunto, Paolo Bajardi, Francesco Bonchi and Gianmarco De Francisci Morales
2021: Analysis of Sectoral Profitability of the Indian Stock Market Using an LSTM Regression Model Downloads
Jaydip Sen, Saikat Mondal and Sidra Mehtab
2021: American Hate Crime Trends Prediction with Event Extraction Downloads
Songqiao Han, Hailiang Huang, Jiangwei Liu and Shengsheng Xiao
2021: Optimal Decision Rules Under Partial Identification Downloads
Kohei Yata
2021: Pair copula constructions of point-optimal sign-based tests for predictive linear and nonlinear regressions Downloads
Kaveh Salehzadeh Nobari
2021: Stock Portfolio Optimization Using a Deep Learning LSTM Model Downloads
Jaydip Sen, Abhishek Dutta and Sidra Mehtab
2021: Concavity and Convexity of Order Statistics in Sample Size Downloads
Mitchell Watt
2021: Procurements with Bidder Asymmetry in Cost and Risk-Aversion Downloads
Gaurab Aryal, Hanna Charankevich, Seungwon Jeong and Dong-Hyuk Kim
2021: Revisiting the Properties of Money Downloads
Isaiah Hull and Or Sattath
2021: A McKean-Vlasov game of commodity production, consumption and trading Downloads
Ren\'e A\"id, Ofelia Bonesini, Giorgia Callegaro and Luciano Campi
2021: Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models Downloads
Nuerxiati Abudurexiti, Kai He, Dongdong Hu, Svetlozar T. Rachev, Hasanjan Sayit and Ruoyu Sun
2021: Exponential GARCH-Ito Volatility Models Downloads
Donggyu Kim
2021: Rate-Optimal Cluster-Randomized Designs for Spatial Interference Downloads
Michael P. Leung
2021: The Wrong Kind of Information Downloads
Aditya Kuvalekar, Jo\~ao Ramos and Johannes Schneider
2021: On the Limits of Design: What Are the Conceptual Constraints on Designing Artificial Intelligence for Social Good? Downloads
Jakob Mokander
2021: Equity--Linked Life Insurances on Maximum of Several Assets Downloads
Battulga Gankhuu
2021: Explainable Deep Reinforcement Learning for Portfolio Management: An Empirical Approach Downloads
Mao Guan and Xiao-Yang Liu
2021: Kernel Methods for Multistage Causal Inference: Mediation Analysis and Dynamic Treatment Effects Downloads
Rahul Singh, Liyuan Xu and Arthur Gretton
2021: Marriage through friends Downloads
Ugo Bolletta and Luca Merlino
2021: Optimal Dividends under Markov-Modulated Bankruptcy Level Downloads
Giorgio Ferrari, Patrick Schuhmann and Shihao Zhu
2021: Projection of Functionals and Fast Pricing of Exotic Options Downloads
Valentin Tissot-Daguette
2021: Predicting Mortality from Credit Reports Downloads
Giacomo De Giorgi, Matthew Harding and Gabriel Vasconcelos
2021: Bootstrap inference for panel data quantile regression Downloads
Antonio F. Galvao, Thomas Parker and Zhijie Xiao
2021: Approximately Efficient Bilateral Trade Downloads
Yuan Deng, Jieming Mao, Balasubramanian Sivan and Kangning Wang
2021: Decrease of capital guarantees in life insurance products: can reinsurance stop it? Downloads
Marcos Escobar-Anel, Yevhen Havrylenko, Michel Kschonnek and Rudi Zagst
2021: Data-driven Hedging of Stock Index Options via Deep Learning Downloads
Jie Chen and Lingfei Li
2021: Cyber Risk Frequency, Severity and Insurance Viability Downloads
Matteo Malavasi, Gareth W. Peters, Pavel V. Shevchenko, Stefan Tr\"uck, Jiwook Jang and Georgy Sofronov
2021: Foundations of Transaction Fee Mechanism Design Downloads
Hao Chung and Elaine Shi
2021: Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19 Downloads
Yiannis Karavias, Paresh Narayan and Joakim Westerlund
2021: Fuzzy Arrovian Theorems when preferences are complete Downloads
Armajac Ravent\'os-Pujol
2021: Managing Innovation in Technical Education: Revisiting the Developmental Strategies of Politeknik Brunei Downloads
Bashir Ahmed Bhuiyan, Mohammad Shahansha Molla and Masud Alam
2021: Optimal Pairs Trading with Time-Varying Volatility Downloads
T. N. Li and A. Tourin
2021: Network analysis regarding international trade network Downloads
Xiufeng Yan and Qi Tang
2021: Callable convertible bonds under liquidity constraints Downloads
David Hobson, Gechun Liang and Haodong Sun
2021: occupation2vec: A general approach to representing occupations Downloads
Nicolaj S{\o}ndergaard M\"uhlbach
2021: Multiplicative Component GARCH Model of Intraday Volatility Downloads
Xiufeng Yan
2021: A Linear Model for Distributed Flexibility Markets and DLMPs: A Comparison with the SOCP Formulation Downloads
Anibal Sanjab, Yuting Mou, Ana Virag and Kris Kessels
2021: A Causality-based Graphical Test to obtain an Optimal Blocking Set for Randomized Experiments Downloads
Abhishek K. Umrawal
2021: Quantifying Responsibility with Probabilistic Causation -- The Case of Climate Action Downloads
Sarah Hiller and Jobst Heitzig
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2021: What drives the accuracy of PV output forecasts? Downloads
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2021: Pivotal Test Statistic for Nonparametric Cointegrating Regression Functions Downloads
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2021: Expanding Multi-Market Monopoly and Nonconcavity in the Value of Information Downloads
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2021: Financial-cycle ratios and multi-year predictions of GDP: Evidence from the United States Downloads
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2021: FinEAS: Financial Embedding Analysis of Sentiment Downloads
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2021: Surplus Extraction with Behavioral Types Downloads
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2021: Choice and Market Design Downloads
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2021: Regime Switching Optimal Growth Model with Risk Sensitive Preferences Downloads
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2021: Adaptive Learning on Time Series: Method and Financial Applications Downloads
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2021: Optimal trading: a model predictive control approach Downloads
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2021: Computing the Probability of a Financial Market Failure: A New Measure of Systemic Risk Downloads
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2021: Bayesian Persuasion in Sequential Trials Downloads
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2021: Towards a fully RL-based Market Simulator Downloads
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2021: High-dimensional Inference for Dynamic Treatment Effects Downloads
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2021: Relative Contagiousness of Emerging Virus Variants: An Analysis of SARS-CoV-2 Alpha and Delta Variants Downloads
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2021: Implicit Generative Copulas Downloads
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2021: Testing the Presence of Implicit Hiring Quotas with Application to German Universities Downloads
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2021: Assessing Outcome-to-Outcome Interference in Sibling Fixed Effects Models Downloads
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2021: Solution Representations of Solving Problems for the Black-Scholes equations and Application to the Pricing Options on Bond with Credit Risk Downloads
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2021: Policy Choice and Best Arm Identification: Asymptotic Analysis of Exploration Sampling Downloads
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2021: Tests of Bayesian Rationality Downloads
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2021: Cost-Benefit Analysis of Kaptai Dam in Rangamati District, Chittagong, Bangladesh Downloads
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2021: Estimating the Environmental Cost of Shrimp Farming in Coastal Areas of Chittagong and Coxs bazaar in Bangladesh Downloads
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2021: Portfolio Theory and Security Investment Risk Analysis Using Coefficient of Variation: An Alternative to Mean-Variance Analysis Downloads
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2021: Costly Multidimensional Screening Downloads
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2021: The coercive logic of fake news Downloads
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2021: Unihedge -- A decentralized market prediction platform Downloads
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2021: Wealth disparities and economic flow: Assessment using an asset exchange model with the surplus stock of the wealthy Downloads
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2021: Some results on maximum likelihood of incomplete data: finite sample properties, consistent sandwich estimator of covariance matrix and recursive algorithms Downloads
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2021: Escaping Arrow's Theorem: The Advantage-Standard Model Downloads
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2021: Unweighted Condorcet Jury Theorem and Miracle of Aggregation do not hold almost surely Downloads
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2021: Stable Voting Downloads
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2021: Information Foraging in the Attention Economy Drives the Rising Entropy of English Downloads
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2021: Competitive equilibrium always exists for combinatorial auctions with graphical pricing schemes Downloads
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2021: A Theory of Ex Post Rationalization Downloads
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2021: Visual Time Series Forecasting: An Image-driven Approach Downloads
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2021: The Role of Contextual Information in Best Arm Identification Downloads
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2021: Robust deep hedging Downloads
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2021: Disinformation, Stochastic Harm, and Costly Effort: A Principal-Agent Analysis of Regulating Social Media Platforms Downloads
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2021: Trend-Following Strategies via Dynamic Momentum Learning Downloads
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2021: Distributionally Robust Martingale Optimal Transport Downloads
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2021: Price graphs: Utilizing the structural information of financial time series for stock prediction Downloads
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2021: Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio Downloads
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2021: Crime and Mismeasured Punishment: Marginal Treatment Effect with Misclassification Downloads
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2021: A Quantile Approach to Asset Pricing Models Downloads
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2021: ESG, Risk, and (Tail) Dependence Downloads
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2021: Dynamic Portfolio Allocation in High Dimensions using Sparse Risk Factors Downloads
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2021: Robust Inference on Income Inequality: $t$-Statistic Based Approaches Downloads
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2021: The Local Approach to Causal Inference under Network Interference Downloads
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2021: Difference-in-Differences Estimation with Spatial Spillovers Downloads
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2021: Order flow in the financial markets from the perspective of the Fractional L\'evy stable motion Downloads
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2021: Distributionally robust portfolio maximisation and marginal utility pricing in one period financial markets Downloads
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2021: Integrating Hydrogen in Single-Price Electricity Systems: The Effects of Spatial Economic Signals Downloads
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2021: Human strategic decision making in parametrized games Downloads
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2021: Sequential Search Models: A Pairwise Maximum Rank Approach Downloads
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2021: (When) should you adjust inferences for multiple hypothesis testing? Downloads
Davide Viviano, Kaspar Wüthrich and Paul Niehaus
2021: Algorithm is Experiment: Machine Learning, Market Design, and Policy Eligibility Rules Downloads
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2021: Paris Agreement requires substantial, broad, and sustained engagements beyond COVID-19 recovery packages Downloads
Katsumasa Tanaka, Christian Azar, Olivier Boucher, Philippe Ciais, Yann Gaucher and Daniel J. A. Johansson
2021: Contagious McKean-Vlasov systems with heterogeneous impact and exposure Downloads
Zachary Feinstein and Andreas Sojmark
2021: Screening for breakthroughs: Omitted proofs Downloads
Gregorio Curello and Ludvig Sinander
2021: Cursed yet Satisfied Agents Downloads
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2021: Star-shaped Risk Measures Downloads
Erio Castagnoli, Giacomo Cattelan, Fabio Maccheroni, Claudio Tebaldi and Ruodu Wang
2021: Dynamic Posted-Price Mechanisms for the Blockchain Transaction Fee Market Downloads
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2021: Online Learning with Radial Basis Function Networks Downloads
Gabriel Borrageiro, Nikan Firoozye and Paolo Barucca
2021: Trading Signals In VIX Futures Downloads
M. Avellaneda, T. N. Li, A. Papanicolaou and G. Wang
2021: Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference Downloads
Alessandro Casini, Taosong Deng and Pierre Perron
2021: Set-Valued Dynamic Risk Measures for Processes and Vectors Downloads
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2021: Rate of convergence for particle approximation of PDEs in Wasserstein space Downloads
Maximilien Germain, Huy\^en Pham and Xavier Warin
2021: Deep Video Prediction for Time Series Forecasting Downloads
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2021: An Axiom for Concavifiable Preferences in View of Alt's Theory Downloads
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2021: Reward Design in Risk-Taking Contests Downloads
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2021: Optimal Investment and Consumption under a Habit-Formation Constraint Downloads
Bahman Angoshtari, Erhan Bayraktar and Virginia R. Young
2021: The Wisdom of the Crowd and Higher-Order Beliefs Downloads
Yi-Chun Chen, Manuel Mueller-Frank and Mallesh M Pai
2021: CRPS Learning Downloads
Jonathan Berrisch and Florian Ziel
2021: Choice modelling in the age of machine learning - discussion paper Downloads
S. Van Cranenburgh, S. Wang, A. Vij, F. Pereira and J. Walker
2021: No-harm principle, rationality, and Pareto optimality in games Downloads
Shaun Hargreaves Heap and Mehmet S. Ismail
2021: Empirical Decomposition of the IV-OLS Gap with Heterogeneous and Nonlinear Effects Downloads
Shoya Ishimaru
2021: Best-response dynamics, playing sequences, and convergence to equilibrium in random games Downloads
Torsten Heinrich, Yoojin Jang, Luca Mungo, Marco Pangallo, Alex Scott, Bassel Tarbush and Samuel Wiese
2021: Dynamic Ordering Learning in Multivariate Forecasting Downloads
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2021: Time-Transformed Test for the Explosive Bubbles under Non-stationary Volatility Downloads
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2021: Deep reinforcement learning for portfolio management Downloads
Gang Huang, Xiaohua Zhou and Qingyang Song
2021: Fundamental theorem of asset pricing with acceptable risk in markets with frictions Downloads
Maria Arduca and Cosimo Munari
2021: The economics of stop-and-go epidemic control Downloads
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2021: Out-of-Equilibrium Dynamics and Excess Volatility in Firm Networks Downloads
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2021: Insurance valuation: A two-step generalised regression approach Downloads
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2021: Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects Downloads
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2021: A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices Downloads
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2021: Thermodynamics Formulation of Economics Downloads
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2021: Accountability and Motivation Downloads
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2021: An Automatic Finite-Sample Robustness Metric: When Can Dropping a Little Data Make a Big Difference? Downloads
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2021: Fat Tailed Factors Downloads
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2021: On the benefits of index insurance in US agriculture: a large-scale analysis using satellite data Downloads
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2021: Exploiting arbitrage requires short selling Downloads
Eckhard Platen and Stefan Tappe
2021: Screening for breakthroughs Downloads
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2021: Visual Time Series Forecasting: An Image-driven Approach Downloads
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2021: Policy design in experiments with unknown interference Downloads
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2021: Optimal Collaterals in Multi-Enterprise Investment Networks Downloads
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2021: The investor problem based on the HJM model Downloads
Szymon Peszat and Dariusz Zawisza
2021: 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
2021: Influencing Competition Through Shelf Design Downloads
Francisco Cisternas, Wee Chaimanowong and Alan Montgomery
2021: 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
2021: Optimal Echo Chambers Downloads
Gabriel Martinez and Nicholas Tenev
2021: 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
2021: Heterogeneous Coefficients, Control Variables, and Identification of Multiple Treatment Effects Downloads
Whitney Newey and Sami Stouli
2021: Generalized Lee Bounds Downloads
Vira Semenova
2021: Power-type derivatives for rough volatility with jumps Downloads
Liang Wang and Weixuan Xia
2021: Long vs Short Time Scales: the Rough Dilemma and Beyond Downloads
Matthieu Garcin and Martino Grasselli
2021: Nonparametric prediction with spatial data Downloads
Abhimanyu Gupta and Javier Hidalgo
2021: Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application Downloads
Andrii Babii, Ryan T. Ball, Eric Ghysels and Jonas Striaukas
2021: Multigrid Iterative Algorithm based on Compact Finite Difference Schemes and Hermite interpolation for Solving Regime Switching American Options Downloads
Chinonso Nwankwo and Weizhong Dai
2021: bootUR: An R Package for Bootstrap Unit Root Tests Downloads
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2021: Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics Downloads
Ayoub Ammy-Driss and Matthieu Garcin
2021: A Maximum Theorem for Incomplete Preferences Downloads
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2021: Pricing equity-linked life insurance contracts with multiple risk factors by neural networks Downloads
Karim Barigou and Lukasz Delong
2021: Persistence in Economic Networks Downloads
Jozef Baruník and Michael Ellington
2021: Computation of bonus in multi-state life insurance Downloads
Jamaal Ahmad, Kristian Buchardt and Christian Furrer
2021: Status Quo Bias and the Decoy Effect: A Comparative Analysis in Choice under Risk Downloads
Miguel Costa-Gomes and Georgios Gerasimou
2021: The unbearable lightness of equilibria in a low interest rate environment Downloads
Guido Ascari and Sophocles Mavroeidis
2021: Sensitivity analysis of Wasserstein distributionally robust optimization problems Downloads
Daniel Bartl, Samuel Drapeau, Jan Obloj and Johannes Wiesel
2021: Simplified stochastic calculus via semimartingale representations Downloads
Ale\v{s} \v{C}ern\'y and Johannes Ruf
2021: Suffocating Fire Sales Downloads
Nils Detering, Thilo Meyer-Brandis, Konstantinos Panagiotou and Daniel Ritter
2021: Duality for optimal consumption under no unbounded profit with bounded risk Downloads
Michael Monoyios
2021: New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence Downloads
Rustam Ibragimov, Rasmus Pedersen and Anton Skrobotov
2021: Coopetition Against an Amazon Downloads
Ronen Gradwohl and Moshe Tennenholtz
2021: No arbitrage and multiplicative special semimartingales Downloads
Eckhard Platen and Stefan Tappe
2021: How Reliable are Bootstrap-based Heteroskedasticity Robust Tests? Downloads
Benedikt M. P\"otscher and David Preinerstorfer
2021: Deep xVA solver -- A neural network based counterparty credit risk management framework Downloads
Alessandro Gnoatto, Athena Picarelli and Christoph Reisinger
2021: Structural clustering of volatility regimes for dynamic trading strategies Downloads
Arjun Prakash, Nick James, Max Menzies and Gilad Francis
2021: Causal Inference under Outcome-Based Sampling with Monotonicity Assumptions Downloads
Sung Jae Jun and Sokbae (Simon) Lee
2021: An analytical study of participating policies with minimum rate guarantee and surrender option Downloads
Maria B. Chiarolla, Tiziano De Angelis and Gabriele Stabile
2021: Instabilities in Multi-Asset and Multi-Agent Market Impact Games Downloads
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2021: The illiquidity network of stocks in China's market crash Downloads
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2021: A Note on the Provision of a Public Service of Different Qualities Downloads
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2021: Pricing Interest Rate Derivatives under Volatility Uncertainty Downloads
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2021: Machine Learning Portfolio Allocation Downloads
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2021: Hours Worked and the U.S. Distribution of Real Annual Earnings 1976-2019 Downloads
Iv\'an Fern\'andez-Val, Franco Peracchi, Aico van Vuuren and Francis Vella
2021: Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis Downloads
Kung-Sik Chan, Simone Giannerini, Greta Goracci and Howell Tong
2021: Detection of arbitrage opportunities in multi-asset derivatives markets Downloads
Antonis Papapantoleon and Paulo Yanez Sarmiento
2021: Social Cost of Carbon: What Do the Numbers Really Mean? Downloads
Nikolay Khabarov, Alexey Smirnov and Michael Obersteiner
2021: Panel Data Quantile Regression for Treatment Effect Models Downloads
Takuya Ishihara
2021: Third-Degree Price Discrimination Versus Uniform Pricing Downloads
Dirk Bergemann, Francisco Castro and Gabriel Weintraub
2021: Causal Inference Under Approximate Neighborhood Interference Downloads
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2021: Weak Monotone Comparative Statics Downloads
Yeon-Koo Che, Jinwoo Kim and Fuhito Kojima
2021: Beveridgean Unemployment Gap Downloads
Pascal Michaillat and Emmanuel Saez
2021: A hierarchical reserving model for reported non-life insurance claims Downloads
Jonas Crevecoeur, Jens Robben and Katrien Antonio
2021: Universal Basic Income: The Last Bullet in the Darkness Downloads
Mohammad Rasoolinejad
2021: Automatic Kappa Weighting for Instrumental Variable Models of Complier Treatment Effects Downloads
Rahul Singh and Liyang Sun
2021: Shrinkage Estimation of Network Spillovers with Factor Structured Errors Downloads
Ayden Higgins and Federico Martellosio
2021: Robust Utility Maximizing Strategies under Model Uncertainty and their Convergence Downloads
J\"orn Sass and Dorothee Westphal
2021: Competing Models Downloads
Jose Luis Montiel Olea, Pietro Ortoleva, Mallesh M Pai and Andrea Prat
2021: Averaging plus Learning Models and Their Asymptotics Downloads
Ionel Popescu and Tushar Vaidya
2021: Distribution Regression in Duration Analysis: an Application to Unemployment Spells Downloads
Miguel A. Delgado, Andr\'es Garc\'ia-Suaza and Pedro Sant'Anna
2021: Identification and estimation of multinomial choice models with latent special covariates Downloads
Nail Kashaev
2021: How production networks amplify economic growth Downloads
James McNerney, Charles Savoie, Francesco Caravelli, Vasco M. Carvalho and J. Farmer
2021: Time consistency for scalar multivariate risk measures Downloads
Zachary Feinstein and Birgit Rudloff
2021: Simple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments Downloads
JoonHwan Cho and Thomas M. Russell
2021: Mathematical models for fake news Downloads
Dorje C. Brody and David M. Meier
2021: Consumption smoothing in the working-class households of interwar Japan Downloads
Kota Ogasawara
2021: Continuous Record Asymptotics for Change-Points Models Downloads
Alessandro Casini and Pierre Perron
2021: Decentralized Pure Exchange Processes on Networks Downloads
Daniele Cassese and Paolo Pin
2021: Price impact under heterogeneous beliefs and restricted participation Downloads
Michail Anthropelos and Constantinos Kardaras
2021: Valuing the anticipative information on the stochastic short interest rates Downloads
Bernardo D'Auria and Jos\'e Antonio Salmer\'on
2021: Is completeness necessary? Estimation in nonidentified linear models Downloads
Andrii Babii and Jean-Pierre Florens
2021: Optimal shrinkage-based portfolio selection in high dimensions Downloads
Taras Bodnar, Yarema Okhrin and Nestor Parolya
2021: On the Pricing of Storable Commodities Downloads
Dorje C. Brody, Lane P. Hughston and Xun Yang
2021: Feasibility trade-offs in decarbonisation of power sector with high coal dependence: A case of Korea Downloads
Minwoo Hyun, Aleh Cherp, Jessica Jewell, Yeong Jae Kim and Jiyong Eom
2021: Parameterized Explanations for Investor / Company Matching Downloads
Simerjot Kaur, Ivan Brugere, Andrea Stefanucci, Armineh Nourbakhsh, Sameena Shah and Manuela Veloso
2021: AIRCC-Clim: a user-friendly tool for generating regional probabilistic climate change scenarios and risk measures Downloads
Francisco Estrada, Oscar Calder\'on-Bustamante, Wouter Botzen, Juli\'an A. Velasco and Richard Tol
2021: Surreal Decisions Downloads
Eddy Keming Chen and Daniel Rubio
2021: The Role of Global Value Chains in Carbon Intensity Convergence: A Spatial Econometrics Approach Downloads
Kazem Biabany Khameneh, Reza Najarzadeh, Hassan Dargahi and Lotfali Agheli
2021: Edgeworth expansions for volatility models Downloads
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2021: Do Not Compromise Downloads
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2021: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact Downloads
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2021: On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis Downloads
Yayi Yan, Jiti Gao and Bin Peng
2021: Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach Downloads
Guohua Feng, Jiti Gao and Bin Peng
2021: Large and moderate deviations for importance sampling in the Heston model Downloads
Marc Geha, Antoine Jacquier and Zan Zuric
2021: Skill Downgrading Among Refugees and Economic Immigrants in Germany: Evidence from the Syrian Refugee Crisis Downloads
Plamen Nikolov, Leila Salarpour and David Titus
2021: Polynomial Approximation of Discounted Moments Downloads
Chenyu Zhao, Misha van Beek, Peter Spreij and Makhtar Ba
2021: Game Transformations that preserve Nash Equilibrium sets and/or Best Response sets Downloads
Emanuel Tewolde
2021: Market areas in general equilibrium Downloads
Gianandrea Lanzara and Matteo Santacesaria
2021: Process Design and Economics of Production of p-Aminophenol Downloads
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2021: CP Factor Model for Dynamic Tensors Downloads
Yuefeng Han, Cun-Hui Zhang and Rong Chen
2021: Solving it correctly Prevalence and Persistence of Gender Gap in Basic Mathematics in rural India Downloads
Upasak Das and Karan Singhal
2021: On the Fairness of Machine-Assisted Human Decisions Downloads
Talia Gillis, Bryce McLaughlin and Jann Spiess
2021: Coresets for Time Series Clustering Downloads
Lingxiao Huang, K. Sudhir and Nisheeth K. Vishnoi
2021: Costly Trading Downloads
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2021: Moral Hazard, Dynamic Incentives, and Ambiguous Perceptions Downloads
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2021: A Robust Efficient Dynamic Mechanism Downloads
Endre Cs\'oka
2021: Deep Calibration of Interest Rates Model Downloads
Mohamed Ben Alaya, Ahmed Kebaier and Djibril Sarr
2021: Risk and return prediction for pricing portfolios of non-performing consumer credit Downloads
Siyi Wang, Xing Yan, Bangqi Zheng, Hu Wang, Wangli Xu, Nanbo Peng and Qi Wu
2021: Buy It Now, or Later, or Not Loss Aversion in Advance Purchasing Downloads
Senran Lin
2021: Trading via Selective Classification Downloads
Nestoras Chalkidis and Rahul Savani
2021: ABIDES-Gym: Gym Environments for Multi-Agent Discrete Event Simulation and Application to Financial Markets Downloads
Selim Amrouni, Aymeric Moulin, Jared Vann, Svitlana Vyetrenko, Tucker Balch and Manuela Veloso
2021: Testing and Estimating Structural Breaks in Time Series and Panel Data in Stata Downloads
Jan Ditzen, Yiannis Karavias and Joakim Westerlund
2021: Solution to the Equity Premium Puzzle Using the Sufficiency Factor of the Model Downloads
Atilla Aras
2021: A Scalable Inference Method For Large Dynamic Economic Systems Downloads
Pratha Khandelwal, Philip Nadler, Rossella Arcucci, William Knottenbelt and Yi-Ke Guo
2021: Ask "Who", Not "What": Bitcoin Volatility Forecasting with Twitter Data Downloads
M. Eren Akbiyik, Mert Erkul, Killian Kaempf, Vaiva Vasiliauskaite and Nino Antulov-Fantulin
2021: The USS Trustee's risky strategy Downloads
Neil M Davies, Jackie Grant and Chin Yang Shapland
2021: Forecasting with a Panel Tobit Model Downloads
Laura Liu, Hyungsik Roger Moon and Frank Schorfheide
2021: Open Markets and Hybrid Jacobi Processes Downloads
David Itkin and Martin Larsson
2021: Fisheries Management in Congested Waters: A Game-Theoretic Assessment of the East China Sea Downloads
Michael Macgregor Perry
2021: A new inequality measurement tool: The Vinci index Downloads
Mario Schlemmer
2021: As long as you talk about me: The importance of family firm brands and the contingent role of family-firm identity Downloads
P. Rovelli, C. Benedetti, A. Fronzetti Colladon and A. De Massis
2021: Learning New Auction Format by Bidders in Internet Display Ad Auctions Downloads
Shumpei Goke, Gabriel Y. Weintraub, Ralph Mastromonaco and Sam Seljan
2021: Optimal Regime-Switching Density Forecasts Downloads
Graziano Moramarco
2021: Inference in Regression Discontinuity Designs with High-Dimensional Covariates Downloads
Alexander Krei{\ss} and Christoph Rothe
2021: Self-organised criticality in high frequency finance: the case of flash crashes Downloads
Jeremy D. Turiel and Tomaso Aste
2021: HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information Downloads
Wentao Xu, Weiqing Liu, Lewen Wang, Yingce Xia, Jiang Bian, Jian Yin and Tie-Yan Liu
2021: Heterogenous criticality in high frequency finance: a phase transition in flash crashes Downloads
Jeremy Turiel and Tomaso Aste
2021: Large Platonic Markets with Delays Downloads
Yannick Limmer and Thilo Meyer-Brandis
2021: Zero-Liquidation Loans: A Structured Product Approach to DeFi Lending Downloads
Aetienne Sardon
2021: Bayesian Estimation and Comparison of Conditional Moment Models Downloads
Siddhartha Chib, Minchul Shin and Anna Simoni
2021: Wealth heterogeneity in a closed pooled annuity fund Downloads
Thomas Bernhardt and Ge Qu
2021: Exposure of occupations to technologies of the fourth industrial revolution Downloads
Benjamin Meindl, Morgan R. Frank and Joana Mendon\c{c}a
2021: Negotiating Networks in Oligopoly Markets for Price-Sensitive Products Downloads
Naman Shukla and Kartik Yellepeddi
2021: Efficient ISDA Initial Margin Calculations Using Least Squares Monte-Carlo Downloads
Asif Lakhany and Amber Zhang
2021: Towards Realistic Market Simulations: a Generative Adversarial Networks Approach Downloads
Andrea Coletta, Matteo Prata, Michele Conti, Emanuele Mercanti, Novella Bartolini, Aymeric Moulin, Svitlana Vyetrenko and Tucker Balch
2021: How To Sell (or Procure) in a Sequential Auction Downloads
Kenneth Hendricks and Thomas Wiseman
2021: Interpolating commodity futures prices with Kriging Downloads
Andrea Maran and Andrea Pallavicini
2021: Cubature Method for Stochastic Volterra Integral Equations Downloads
Qi Feng and Jianfeng Zhang
2021: Functional instrumental variable regression with an application to estimating the impact of immigration on native wages Downloads
Dakyung Seong and Won-Ki Seo
2021: Computational Efficiency in Multivariate Adversarial Risk Analysis Models Downloads
Michael Macgregor Perry and Hadi El-Amine
2021: Analyzing the South China Sea Fishing Dispute as a Complex Game: Efficient Sample Allocation via a Response Surface Methodology Downloads
Michael Macgregor Perry
2021: Approximate Core for Committee Selection via Multilinear Extension and Market Clearing Downloads
Kamesh Munagala, Yiheng Shen, Kangning Wang and Zhiyi Wang
2021: Housing property rights and social integration of migrant population: based on the 2017 china migrants' dynamic survey Downloads
Jingwen Tan and Shixi Kang
2021: MAD Risk Parity Portfolios Downloads
\c{C}a\u{g}{\i}n Ararat, Francesco Cesarone, Mustafa \c{C}elebi P{\i}nar and Jacopo Maria Ricci
2021: On the Behavioral Consequences of Reverse Causality Downloads
Ran Spiegler
2021: On Parameter Estimation in Unobserved Components Models subject to Linear Inequality Constraints Downloads
Abhishek K. Umrawal and Joshua Chan
2021: Reciprocity or community: Different cultural pathways to cooperation and welfare Downloads
Anna Gunnthorsdottir and Palmar Thorsteinsson
2021: The Impact of the Coronavirus Pandemic on New York City Real Estate: First Evidence Downloads
Jeffrey P. Cohen, Felix Friedt and Jackson P. Lautier
2021: Slow Movers in Panel Data Downloads
Yuya Sasaki and Takuya Ura
2021: Embracing advanced AI/ML to help investors achieve success: Vanguard Reinforcement Learning for Financial Goal Planning Downloads
Shareefuddin Mohammed, Rusty Bealer and Jason Cohen
2021: Brownian Motion & The Stochastic Behaviour of Stocks Downloads
Yorgos Protonotarios and Pantelis Tassopoulos
2021: Bank transactions embeddings help to uncover current macroeconomics Downloads
Maria Begicheva and Alexey Zaytsev
2021: Machine Learning in Finance-Emerging Trends and Challenges Downloads
Jaydip Sen, Rajdeep Sen and Abhishek Dutta
2021: Clustering Market Regimes using the Wasserstein Distance Downloads
Blanka Horvath, Zacharia Issa and Aitor Muguruza
2021: Cycles to compute the full set of many-to-many stable matchings Downloads
Agustín Bonifacio, Noelia Juarez, Pablo Neme and Jorge Oviedo
2021: Forecasting Financial Market Structure from Network Features using Machine Learning Downloads
Douglas Castilho, Tharsis T. P. Souza, Soong Moon Kang, Jo\~ao Gama and Andr\'e C. P. L. F. de Carvalho
2021: Liquidity-free implied volatilities: an approach using conic finance Downloads
Matteo Michielon, Asma Khedher and Peter Spreij
2021: Airport-Airline Coordination with Economic, Environmental and Social Considerations Downloads
Aasheesh Dixit, Patanjal Kumar and Suresh Jakhar
2021: Free Riding in Networks Downloads
Markus Kinateder and Luca Merlino
2021: An Economy of Neural Networks: Learning from Heterogeneous Experiences Downloads
Artem Kuriksha
2021: A Two-stage Pricing Strategy Considering Learning Effects and Word-of-Mouth Downloads
Yanrong Li, Lai Wei and Wei Jiang
2021: Algebraic Properties of Blackwell's Order and A Cardinal Measure of Informativeness Downloads
Andrew Kosenko
2021: Evolutionary Foundation for Heterogeneity in Risk Aversion Downloads
Yuval Heller and Ilan Nehama
2021: Dynamic Bipartite Matching Market with Arrivals and Departures Downloads
Naonori Kakimura and Donghao Zhu
2021: Media abnormal tone, earnings announcements, and the stock market Downloads
David Ardia, Keven Bluteau and Kris Boudt
2021: A Framework for Measures of Risk under Uncertainty Downloads
Tolulope Fadina, Yang Liu and Ruodu Wang
2021: Stable marriage in the eyes of the law Downloads
Mikhail Freer and Khushboo Surana
2021: Attention Overload Downloads
Matias D. Cattaneo, Paul Cheung, Xinwei Ma and Yusufcan Masatlioglu
2021: One Instrument to Rule Them All: The Bias and Coverage of Just-ID IV Downloads
Joshua Angrist and Michal Koles\'ar
2021: Bi-integrative analysis of two-dimensional heterogeneous panel data model Downloads
Wei Wang, Xiaodong Yan, Yanyan Ren and Zhijie Xiao
2021: Optimally Targeting Interventions in Networks during a Pandemic: Theory and Evidence from the Networks of Nursing Homes in the United States Downloads
Roland Pongou, Guy Tchuente and Jean-Baptiste Tondji
2021: Difference-in-Differences with Geocoded Microdata Downloads
Kyle Butts
2021: Revisiting identification concepts in Bayesian analysis Downloads
Jean-Pierre Florens and Anna Simoni
2021: Bridging the short-term and long-term dynamics of economic structural change Downloads
James McNerney, Yang Li, Andres Gomez-Lievano and Frank Neffke
2021: Kernel Minimum Divergence Portfolios Downloads
Linda Chamakh and Zolt\'an Szab\'o
2021: Sector Volatility Prediction Performance Using GARCH Models and Artificial Neural Networks Downloads
Curtis Nybo
2021: Understanding jumps in high frequency digital asset markets Downloads
Danial Saef, Odett Nagy, Sergej Sizov and Wolfgang Karl H\"ardle
2021: Mean-Variance Portfolio Selection in Contagious Markets Downloads
Yang Shen and Bin Zou
2021: Numeraire-invariant quadratic hedging and mean--variance portfolio allocation Downloads
Ale\v{s} \v{C}ern\'y, Christoph Czichowsky and Jan Kallsen
2021: Identifying the Effects of Sanctions on the Iranian Economy using Newspaper Coverage Downloads
Dario Laudati and M Pesaran
2021: Prosecutor Politics: The Impact of Election Cycles on Criminal Sentencing in the Era of Rising Incarceration Downloads
Chika O. Okafor
2021: Study of The Relationship Between Public and Private Venture Capitalists in France: A Qualitative Approach Downloads
Jonathan Labbe
2021: Predictable Forward Performance Processes: Infrequent Evaluation and Robo-Advising Applications Downloads
Gechun Liang, Moris S. Strub and Yuwei Wang
2021: Persuasion by Dimension Reduction Downloads
Semyon Malamud and Andreas Schrimpf
2021: Estimating returns to special education: combining machine learning and text analysis to address confounding Downloads
Aur\'elien Sallin
2021: Gender identity and relative income within household: Evidence from China Downloads
Han Dongcheng, Kong Fanbo and Wang Zixun
2021: Scaling Blockchains: Can Elected Committees Help? Downloads
Alon Benhaim, Brett Hemenway Falk and Gerry Tsoukalas
2021: Star-shaped acceptability indexes Downloads
Marcelo Brutti Righi
2021: The elastic origins of tail asymmetry Downloads
Satoshi Nakano and Kazuhiko Nishimura
2021: Auction design with ambiguity: Optimality of the first-price and all-pay auctions Downloads
Sosung Baik and Sung-Ha Hwang
2021: Exact Bias Correction for Linear Adjustment of Randomized Controlled Trials Downloads
Haoge Chang, Joel Middleton and P. M. Aronow
2021: Covariate Adjustment in Regression Discontinuity Designs Downloads
Matias D. Cattaneo, Luke Keele and Rocio Titiunik
2021: Dropping diversity of products of large US firms: Models and measures Downloads
Ananthan Nambiar, Tobias Rubel, James McCaull, Jon deVries and Mark Bedau
2021: Semimartingale and continuous-time Markov chain approximation for rough stochastic local volatility models Downloads
Jingtang Ma, Wensheng Yang and Zhenyu Cui
2021: Testing for long-range dependence in non-stationary time series time-varying regression Downloads
Lujia Bai and Weichi Wu
2021: Credit Union Regulations' Mysterious Hold on Thrifts and Community Banks Downloads
Reka Sundaram-Stukel and Steven C Deller
2021: Group Identity, Social Learning and Opinion Dynamics Downloads
Sebastiano Della Lena and Luca Merlino
2021: Choice probabilities and correlations in closed-form route choice models: specifications and drawbacks Downloads
Fiore Tinessa, Vittorio Marzano and Andrea Papola
2021: Machine Learning, Deep Learning, and Hedonic Methods for Real Estate Price Prediction Downloads
Mahdieh Yazdani
2021: ETF Risk Models Downloads
Zura Kakushadze and Willie Yu
2021: General Compound Hawkes Processes for Mid-Price Prediction Downloads
Myles Sjogren and Timothy DeLise
2021: Ordinal Synchronization and Typical States in High-Frequency Digital Markets Downloads
Mario L\'opez P\'erez and Ricardo Mansilla
2021: Stability and Efficiency of Random Serial Dictatorship Downloads
Suhas Vijaykumar
2021: Appointments: A More Effective Commitment Device for Health Behaviors Downloads
Laura Derksen, Jason Kerwin, Natalia Ordaz Reynoso and Olivier Sterck
2021: Interpreting the Caste-based Earning Gaps in the Indian Labour Market: Theil and Oaxaca Decomposition Analysis Downloads
Pallavi Gupta and Satyanarayan Kothe
2021: Efficient Estimation in NPIV Models: A Comparison of Various Neural Networks-Based Estimators Downloads
Jiafeng Chen, Xiaohong Chen and Elie Tamer
2021: ESG and Sovereign Risk: What is Priced in by the Bond Market and Credit Rating Agencies? Downloads
Rapha\"el Semet, Thierry Roncalli and Lauren Stagnol
2021: Maskin Meets Abreu and Matsushima Downloads
Yi-Chun Chen, Takashi Kunimoto, Yifei Sun and Siyang Xiong
2021: Myerson value of directed hypergraphs Downloads
Taiki Yamada
2021: Data-driven distributionally robust risk parity portfolio optimization Downloads
Giorgio Costa and Roy H. Kwon
2021: Partial Identification of Marginal Treatment Effects with discrete instruments and misreported treatment Downloads
Santiago Acerenza
2021: Exploring the Endogenous Nature of Meme Stocks Using the Log-Periodic Power Law Model and Confidence Indicator Downloads
Hideyuki Takagi
2021: A Response to Philippe Lemoine's Critique on our Paper "Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S." Downloads
Victor Chernozhukov, Hiroyuki Kasahara and Paul Schrimpf
2021: Hotel Preference Rank based on Online Customer Review Downloads
Muhammad Apriandito Arya Saputra, Andry Alamsyah and Fajar Ibnu Fatihan
2021: Group network effects in price competition Downloads
Renato Soeiro and Alberto Pinto
2021: Motivating Effort with Information about Future Rewards Downloads
Chang Liu
2021: Inferring supply networks from mobile phone data to estimate the resilience of a national economy Downloads
Tobias Reisch, Georg Heiler, Christian Diem and Stefan Thurner
2021: The Effects of Temperature on Economic Preferences Downloads
Michelle Escobar Carias, David Johnston, Rachel Knott and Rohan Sweeney
2021: Online Segregation Downloads
John Lynham and Philip R Neary
2021: Fixed $T$ Estimation of Linear Panel Data Models with Interactive Fixed Effects Downloads
Ayden Higgins
2021: Towards Robust Representation of Limit Orders Books for Deep Learning Models Downloads
Yufei Wu, Mahmoud Mahfouz, Daniele Magazzeni and Manuela Veloso
2021: An Automated Portfolio Trading System with Feature Preprocessing and Recurrent Reinforcement Learning Downloads
Lin Li
2021: \beta-Intact-VAE: Identifying and Estimating Causal Effects under Limited Overlap Downloads
Pengzhou Wu and Kenji Fukumizu
2021: Two-stage least squares with a randomly right censored outcome Downloads
Jad Beyhum
2021: Smooth Tests for Normality in ANOVA Downloads
Haoyu Wei and Xiaojun Song
2021: Nonparametric Tests of Conditional Independence for Time Series Downloads
Xiaojun Song and Haoyu Wei
2021: Various issues around the L1-norm distance Downloads
Jean-Daniel Rolle
2021: How Robust are Limit Order Book Representations under Data Perturbation? Downloads
Yufei Wu, Mahmoud Mahfouz, Daniele Magazzeni and Manuela Veloso
2021: Reinforcement Learning for Systematic FX Trading Downloads
Gabriel Borrageiro, Nikan Firoozye and Paolo Barucca
2021: On the asymptotic behavior of bubble date estimators Downloads
Eiji Kurozumi and Anton Skrobotov
2021: Deep Learning of Potential Outcomes Downloads
Bernard Koch, Tim Sainburg, Pablo Geraldo, Song Jiang, Yizhou Sun and Jacob Gates Foster
2021: Estimating High Dimensional Monotone Index Models by Iterative Convex Optimization1 Downloads
Shakeeb Khan, Xiaoying Lan and Elie Tamer
2021: Moral Hazard with Heterogeneous Beliefs Downloads
Martin Dumav, Urmee Khan and Luca Rigotti
2021: Dyadic Double/Debiased Machine Learning for Analyzing Determinants of Free Trade Agreements Downloads
Harold D Chiang, Yukun Ma, Joel Rodrigue and Yuya Sasaki
2021: A Mechanism Design Approach to Allocating Travel Funds Downloads
Michael A. Jones
2021: Risk aversion in flexible electricity markets Downloads
Thomas M\"obius, Iegor Riepin, Felix M\"usgens and Adriaan H. van der Weijde
2021: A sentiment-based modeling and analysis of stock price during the COVID-19: U- and Swoosh-shaped recovery Downloads
Anish Rai, Ajit Mahata, Md. Nurujjaman, Sushovan Majhi and Kanish Debnath
2021: Many Proxy Controls Downloads
Ben Deaner
2021: Nash Convergence of Mean-Based Learning Algorithms in First Price Auctions Downloads
Xiaotie Deng, Xinyan Hu, Tao Lin and Weiqiang Zheng
2021: Optimal Turnover, Liquidity, and Autocorrelation Downloads
Bastien Baldacci, Jerome Benveniste and Gordon Ritter
2021: Protecting Retail Investors from Order Book Spoofing using a GRU-based Detection Model Downloads
Jean-No\"el Tuccella, Philip Nadler and Ovidiu \c{S}erban
2021: Heterogeneous Overdispersed Count Data Regressions via Double Penalized Estimations Downloads
Shaomin Li, Haoyu Wei and Xiaoyu Lei
2021: Unpacking the Black Box: Regulating Algorithmic Decisions Downloads
Laura Blattner, Scott Nelson and Jann Spiess
2021: Noise, fake news, and tenacious Bayesians Downloads
Dorje C. Brody
2021: Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model Downloads
Todd Clark, Florian Huber, Gary Koop, Massimiliano Marcellino and Michael Pfarrhofer
2021: Solving Multistage Stochastic Linear Programming via Regularized Linear Decision Rules: An Application to Hydrothermal Dispatch Planning Downloads
Felipe Nazare and Alexandre Street
2021: Physics-inspired analysis of the two-class income distribution in the USA in 1983-2018 Downloads
Danial Ludwig and Victor M. Yakovenko
2021: Robust Generalized Method of Moments: A Finite Sample Viewpoint Downloads
Dhruv Rohatgi and Vasilis Syrgkanis
2021: RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests Downloads
Victor Chernozhukov, Whitney K. Newey, Victor Quintas-Martinez and Vasilis Syrgkanis
2021: A Method for Predicting VaR by Aggregating Generalized Distributions Driven by the Dynamic Conditional Score Downloads
Shijia Song and Handong Li
2021: Gambits: Theory and Evidence Downloads
Shiva Maharaj, Nicholas Polson and Christian Turk
2021: A Quantum Generative Adversarial Network for distributions Downloads
Amine Assouel, Antoine Jacquier and Alexei Kondratyev
2021: Optimal pricing for electricity retailers based on data-driven consumers' price-response Downloads
Rom\'an P\'erez-Santalla, Miguel Carri\'on and Carlos Ruiz
2021: New insights into price drivers of crude oil futures markets: Evidence from quantile ARDL approach Downloads
Hao-Lin Shao, Ying-Hui Shao and Yan-Hong Yang
2021: Value-at-Risk forecasting model based on normal inverse Gaussian distribution driven by dynamic conditional score Downloads
Shijia Song and Handong Li
2021: Can an AI agent hit a moving target? Downloads
Rui and Shi
2021: Feature Selection by a Mechanism Design Downloads
Xingwei Hu
2021: A Hierarchical Local Electricity Market for a DER-rich Grid Edge Downloads
Vineet Jagadeesan Nair, Venkatesh Venkataramanan, Rabab Haider and Anuradha Annaswamy
2021: Reactive Power Markets for the Future Grid Downloads
Adam Potter, Rabab Haider and Anuradha M. Annaswamy
2021: Distcomp: Comparing distributions Downloads
David Kaplan
2021: Tradeoffs in Hierarchical Voting Systems Downloads
Lucas B\"ottcher and Georgia Kernell
2021: Predicting Credit Risk for Unsecured Lending: A Machine Learning Approach Downloads
K. S. Naik
2021: Joint optimization of sales-mix and generation plan for a large electricity producer Downloads
Paolo Falbo and Carlos Ruiz
2021: A New Multivariate Predictive Model for Stock Returns Downloads
Jianying Xie
2021: Beware the Gini Index! A New Inequality Measure Downloads
Sabiou Inoua
2021: Geography of Science: Competitiveness and Inequality Downloads
Aurelio Patelli, Lorenzo Napolitano, Giulio Cimini and Andrea Gabrielli
2021: Exact and robust asymptotic solutions to nonlinear Hawkes processes: power law exponents of intensity distributions and methods Downloads
Kiyoshi Kanazawa and Didier Sornette
2021: Effect or Treatment Heterogeneity? Policy Evaluation with Aggregated and Disaggregated Treatments Downloads
Phillip Heiler and Michael C. Knaus
2021: Concentrated Liquidity in Automated Market Makers Downloads
Robin Fritsch
2021: Learning to Classify and Imitate Trading Agents in Continuous Double Auction Markets Downloads
Mahmoud Mahfouz, Tucker Balch, Manuela Veloso and Danilo Mandic
2021: Liquidity Stress Testing in Asset Management -- Part 3. Managing the Asset-Liability Liquidity Risk Downloads
Thierry Roncalli
2021: Efficiency, Fairness, and Stability in Non-Commercial Peer-to-Peer Ridesharing Downloads
Hoon Oh, Yanhan Tang, Zong Zhang, Alexandre Jacquillat and Fei Fang
2021: Deep Learning for Principal-Agent Mean Field Games Downloads
Steven Campbell, Yichao Chen, Arvind Shrivats and Sebastian Jaimungal
2021: A Time-Varying Endogenous Random Coefficient Model with an Application to Production Functions Downloads
Ming Li
2021: Information Elicitation Meets Clustering Downloads
Yuqing Kong
2021: Hierarchical Gaussian Process Models for Regression Discontinuity/Kink under Sharp and Fuzzy Designs Downloads
Ximing Wu
2021: Traders in a Strange Land: Agent-based discrete-event market simulation of the Figgie card game Downloads
Steven DiSilvio, Yu, Luo and Anthony Ozerov
2021: Probabilistic Prediction for Binary Treatment Choice: with focus on personalized medicine Downloads
Charles F. Manski
2021: Error Analysis of a Model Order Reduction Framework for Financial Risk Analysis Downloads
Andreas Binder, Onkar Jadhav and Volker Mehrmann
2021: Non-average price impact in order-driven markets Downloads
Claudio Bellani
2021: The Impacts of Mobility on Covid-19 Dynamics: Using Soft and Hard Data Downloads
Leonardo Martins and Marcelo C. Medeiros
2021: The Forest Behind the Tree: Heterogeneity in How US Governor's Party Affects Black Workers Downloads
Guy Tchuente, Johnson Kakeu and John Nana Francois
2021: The emergence of cooperation from shared goals in the Systemic Sustainability Game of common pool resources Downloads
Chengyi Tu, Paolo DOdorico, Zhe Li and Samir Suweis
2021: Capital Demand Driven Business Cycles: Mechanism and Effects Downloads
Karl Naumann-Woleske, Michael Benzaquen, Maxim Gusev and Dimitri Kroujiline
2021: Universal Database for Economic Complexity Downloads
Aurelio Patelli, Andrea Zaccaria and Luciano Pietronero
2021: Stochastic volatility model with range-based correction and leverage Downloads
Yuta Kurose
2021: Pricing and Hedging Prepayment Risk in a Mortgage Portfolio Downloads
Emanuele Casamassima, Lech A. Grzelak, Frank A. Mulder and Cornelis W. Oosterlee
2021: Limits of Personalization: Prophet Inequalities for Revenue-Ordered Assortments Downloads
Guillermo Gallego and Gerardo Berbeglia
2021: A Market Mechanism for Truthful Bidding with Energy Storage Downloads
Rajni Kant Bansal, Pengcheng You, Dennice F. Gayme and Enrique Mallada
2021: Resource sharing on endogenous networks Downloads
Philip Solimine and Luke Boosey
2021: Linear Panel Regressions with Two-Way Unobserved Heterogeneity Downloads
Hugo Freeman and Martin Weidner
2021: Rating transitions forecasting: a filtering approach Downloads
Areski Cousin, J\'er\^ome Lelong and Tom Picard
2021: Non-equilibrium time-dependent solution to discrete choice with social interactions Downloads
James Holehouse and Hector Pollitt
2021: An Economic Analysis on the Potential and Steady Growth of China: a Practice Based on the Dualistic System Economics in China Downloads
Tianyong Zhou
2021: On the meaning of the Critical Cost Efficiency Index Downloads
Federico Echenique
2021: SPLICE: A Synthetic Paid Loss and Incurred Cost Experience Simulator Downloads
Benjamin Avanzi, Gregory Clive Taylor and Melantha Wang
2021: Identifying the Main Factors of Iran's Economic Growth using Growth Accounting Framework Downloads
Mohammadreza Mahmoudi
2021: Reaping the Rewards Later: How Education Improves Old-Age Cognition in South Africa Downloads
Plamen Nikolov and Steve Yeh
2021: A Framework for Using Value-Added in Regressions Downloads
Antoine Deeb
2021: Detection of Structural Regimes and Analyzing the Impact of Crude Oil Market on Canadian Stock Market: Markov Regime-Switching Approach Downloads
Mohammadreza Mahmoudi and Hana Ghaneei
2021: Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters Downloads
Wenjie Wang and Yichong Zhang
2021: Estimating Endogenous Coalitional Mergers: Merger Costs and Assortativeness of Size and Specialization Downloads
Suguru Otani
2021: Self-fulfilling Bandits: Dynamic Selection in Algorithmic Decision-making Downloads
Jin Li, Ye Luo and Xiaowei Zhang
2021: Robust PCA Synthetic Control Downloads
Mani Bayani
2021: Dynamics of Wealth Inequality in Simple Artificial Societies Downloads
John C. Stevenson
2021: Efficient Online Estimation of Causal Effects by Deciding What to Observe Downloads
Shantanu Gupta, Zachary C. Lipton and David Childers
2021: Adaptive Gradient Descent Methods for Computing Implied Volatility Downloads
Yixiao Lu, Yihong Wang and Tinggan Yang
2021: Identification of Incomplete Preferences Downloads
Luca Rigotti and Arie Beresteanu
2021: Networks of News and Cross-Sectional Returns Downloads
Junjie Hu and Wolfgang Karl H\"ardle
2021: Multiway empirical likelihood Downloads
Harold D Chiang, Yukitoshi Matsushita and Taisuke Otsu
2021: Semiparametric Functional Factor Models with Bayesian Rank Selection Downloads
Daniel R. Kowal and Antonio Canale
2021: Peace through bribing Downloads
Jingfeng Lu, Zongwei Lu and Christian Riis
2021: Specifying a Game-Theoretic Extensive Form as an Abstract 5-ary Relation Downloads
Peter Streufert
2021: Economic Hysteresis and Its Mathematical Modeling Downloads
Isaak D. Mayergoyz and Can E. Korman
2021: Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation Downloads
Hengxu Lin, Dong Zhou, Weiqing Liu and Jiang Bian
2021: Sustained cost declines in solar PV and battery storage needed to eliminate coal generation in India Downloads
Aniruddh Mohan, Shayak Sengupta, Parth Vaishnav, Rahul Tongia, Asim Ahmed and Ines L. Azevedo
2021: Risk aversion and uniqueness of equilibrium: a polynomial approach Downloads
Andrea Loi and Stefano Matta
2021: Trading patterns within and between regions: an analysis of Gould-Fernandez brokerage roles Downloads
Matthew Smith and Yasaman Sarabi
2021: Approximate Core Allocations for Multiple Partners Matching Games Downloads
Han Xiao, Tianhang Lu and Qizhi Fang
2021: Cleaning large-dimensional covariance matrices for correlated samples Downloads
Zdzislaw Burda and Andrzej Jarosz
2021: Bounded rationality for relaxing best response and mutual consistency: The Quantal Hierarchy model of decision-making Downloads
Benjamin Patrick Evans and Mikhail Prokopenko
2021: Heterogeneous Treatment Effects in Regression Discontinuity Designs Downloads
\'Agoston Reguly
2021: Sub- and Super-solution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Market Downloads
Jean-Pierre Fouque, Ruimeng Hu and Ronnie Sircar
2021: A Concavification Approach to Ambiguous Persuasion Downloads
Xiaoyu Cheng
2021: Entitled to Property: Inheritance Laws, Female Bargaining Power, and Child Health in India Downloads
Md Shahadath Hossain and Plamen Nikolov
2021: Centralized systemic risk control in the interbank system: weak formulation and Gamma-convergence Downloads
Lijun Bo, Tongqing Li and Xiang Yu
2021: Algorithmic market making in foreign exchange cash markets with hedging and market impact Downloads
Alexander Barzykin, Philippe Bergault and Olivier Gu\'eant
2021: An Empirical Study of DeFi Liquidations: Incentives, Risks, and Instabilities Downloads
Kaihua Qin, Liyi Zhou, Pablo Gamito, Philipp Jovanovic and Arthur Gervais
2021: Subjective Causality in Choice Downloads
Andrew Ellis and Heidi Christina Thysen
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2021: Double Debiased Machine Learning Nonparametric Inference with Continuous Treatments Downloads
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2021: Model independent WWR for regulatory CVA and for accounting CVA and FVA Downloads
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2021: Double Machine Learning based Program Evaluation under Unconfoundedness Downloads
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2021: Contextual Search in the Presence of Irrational Agents Downloads
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2021: Adversarial Attacks on Machine Learning Systems for High-Frequency Trading Downloads
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2021: Default Ambiguity: Finding the Best Solution to the Clearing Problem Downloads
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2021: Efficient Adaptive Experimental Design for Average Treatment Effect Estimation Downloads
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2021: Robust Product-line Pricing under Generalized Extreme Value Models Downloads
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2021: Assessing Inference Methods Downloads
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2021: Global Well-posedness of Non-Markovian Multidimensional Superquadratic BSDE Downloads
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2021: Robust Inference on Infinite and Growing Dimensional Time Series Regression Downloads
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2021: Mapping Firms' Locations in Technological Space: A Topological Analysis of Patent Statistics Downloads
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2021: Stochastic PDEs for large portfolios with general mean-reverting volatility processes Downloads
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2021: Normal Approximation in Large Network Models Downloads
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2021: Elicitation of ambiguous beliefs with mixing bets Downloads
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2021: Learning Context-Dependent Choice Functions Downloads
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2021: Optimal investment with time-varying stochastic endowments Downloads
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2021: Representation of probability distributions with implied volatility and biological rationale Downloads
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2021: Economic valuation of tourism of the Sundarban Mangroves, Bangladesh Downloads
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2021: Uncertainty, volatility and the persistence norms of financial time series Downloads
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2021: Information Design for a Non-atomic Service Scheduling Game Downloads
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2021: Information Acquisition and Diffusion in Markets Downloads
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2021: Uncertain Product Availability in Search Markets Downloads
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2021: Nonlinear Prices, Homogeneous Goods, Search Downloads
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2021: Causal Matrix Completion Downloads
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2021: Deep Hawkes Process for High-Frequency Market Making Downloads
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2021: Money Creation and Banking: Theory and Evidence Downloads
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2021: Stock Price Prediction Under Anomalous Circumstances Downloads
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2021: Matching Markets Downloads
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2021: Nonparametric Bounds on Treatment Effects with Imperfect Instruments Downloads
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2021: Unstable diffusion in social networks Downloads
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2021: Conditional Value-at-Risk for Quantitative Trading: A Direct Reinforcement Learning Approach Downloads
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2021: Systemic risk in interbank networks: disentangling balance sheets and network effects Downloads
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2021: Constrained scenarios for twenty-first century human population size based on the empirical coupling to economic growth Downloads
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2021: Forecasting the vaccine uptake rate: An infodemiological study in the US Downloads
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2021: Lobbying Influence -- The Role of Money, Strategies and Measurements Downloads
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2021: Intra-Day Price Simulation with Generative Adversarial Modelling of the Order Flow Downloads
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2021: Reinforcement Learning for Quantitative Trading Downloads
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2021: No-Regret Forecasting with Egalitarian Committees Downloads
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2021: Macroeconomic forecasting with LSTM and mixed frequency time series data Downloads
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2021: Gaussian and Student's $t$ mixture vector autoregressive model Downloads
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2021: High-dimensional Portfolio Optimization using Joint Shrinkage Downloads
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2021: bqror: An R package for Bayesian Quantile Regression in Ordinal Models Downloads
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2021: Robust Equilibria in General Competing Mechanism Games Downloads
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2021: Bilateral Trade: A Regret Minimization Perspective Downloads
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2021: Faking Brownian motion with continuous Markov martingales Downloads
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2021: Pricing multi-asset derivatives by finite difference method on a quantum computer Downloads
Koichi Miyamoto and Kenji Kubo
2021: Multi-Transformer: A New Neural Network-Based Architecture for Forecasting S&P Volatility Downloads
Eduardo Ramos-P\'erez, Pablo J. Alonso-Gonz\'alez and Jos\'e Javier N\'u\~nez-Vel\'azquez
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Abreu I., Mesias F. J., Julian Ramajo and J
2021: Measuring Police Presence in US Cities using Smartphone Data Downloads
M. Keith Chen, Katherine L. Christensen, Elicia John, Emily Owens and Yilin Zhuo
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2021: Delta Hedging with Transaction Costs: Dynamic Multiscale Strategy using Neural Nets Downloads
G. Mazzei, F. G. Bellora and J. A. Serur
2021: Automated Market-Making for Fiat Currencies Downloads
Alex Lipton and Artur Sepp
2021: Psychological dimension of adaptive trading in cryptocurrency markets Downloads
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2021: Combining Discrete Choice Models and Neural Networks through Embeddings: Formulation, Interpretability and Performance Downloads
Ioanna Arkoudi, Carlos Lima Azevedo and Francisco C. Pereira
2021: Treatment Effects in Market Equilibrium Downloads
Evan Munro, Stefan Wager and Kuang Xu
2021: Absorptive capacities and economic growth in low and middle income economies Downloads
Muhammad Salar Khan
2021: Persuasion with Ambiguous Receiver Preferences Downloads
Eitan Sapiro-Gheiler
2021: Deep Neural Network Algorithms for Parabolic PIDEs and Applications in Insurance Mathematics Downloads
R\"udiger Frey and Verena K\"ock
2021: Ignorance is Bliss: A Game of Regret Downloads
Claudia Cerrone, Francesco Feri and Philip R. Neary
2021: Who are the arbitrageurs? Empirical evidence from Bitcoin traders in the Mt. Gox exchange platform Downloads
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2021: A Wavelet Method for Panel Models with Jump Discontinuities in the Parameters Downloads
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Simon Fritzsch, Maike Timphus and Gregor Weiss
2021: Circular City Index: An Open Data analysis to assess the urban circularity preparedness of cities to address the green transition -- A study on the Italian municipalities Downloads
Alessio Muscillo, Simona Re, Sergio Gambacorta, Giuseppe Ferrara, Nicola Tagliafierro, Emiliano Borello, Alessandro Rubino and Angelo Facchini
2021: Fractional Growth Portfolio Investment Downloads
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2021: A mean-field extension of the LIBOR market model Downloads
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2021: Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions Downloads
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2021: Evaluation of Dynamic Cointegration-Based Pairs Trading Strategy in the Cryptocurrency Market Downloads
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2021: Does Foreign Debt Contribute to Economic Growth? Downloads
Tomoo Kikuchi and Satoshi Tobe
2021: Exploring Coevolutionary Dynamics of Competitive Arms-Races Between Infinitely Diverse Heterogenous Adaptive Automated Trader-Agents Downloads
Nik Alexandrov, Dave Cliff and Charlie Figuero
2021: Discussing anthropogenic global warming from an econometric perspective: a change scenario based on the Arima paleoclimate time series model Downloads
Gilmar V. F. Santos, Lucas G. Cordeiro and Claudio A. Rojo e Edison L. Leismann
2021: Cryptocurrencies and the Future of Money Downloads
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2021: Modeling and Analysis of Discrete Response Data: Applications to Public Opinion on Marijuana Legalization in the United States Downloads
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2021: Scenario generation for market risk models using generative neural networks Downloads
Solveig Flaig and Gero Junike
2021: Evolution of topics in central bank speech communication Downloads
Magnus Hansson
2021: Knowledge Accumulation, Privacy, and Growth in a Data Economy Downloads
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2021: Endogenous Growth Under Multiple Uses of Data Downloads
Lin Cong, Wenshi Wei, Danxia Xie and Longtian Zhang
2021: An AI-assisted Economic Model of Endogenous Mobility and Infectious Diseases: The Case of COVID-19 in the United States Downloads
Lin Cong, Ke Tang, Bing Wang and Jingyuan Wang
2021: Overinference from Weak Signals, Underinference from Strong Signals, and the Psychophysics of Interpreting Information Downloads
Michael Thaler
2021: Deviation-Based Learning Downloads
Junpei Komiyama and Shunya Noda
2021: She Innovates- Female owner and firm innovation in India Downloads
Shreya Biswas
2021: Economic Crises in a Model with Capital Scarcity and Self-Reflexive Confidence Downloads
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2021: On the valuation of multiple reset options: integral equation approach Downloads
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2021: UTXO in Digital Currencies: Account-based or Token-based? Or Both? Downloads
Aldar C-F. Chan
2021: A Data-Driven Convergence Bidding Strategy Based on Reverse Engineering of Market Participants' Performance: A Case of California ISO Downloads
Ehsan Samani, Mahdi Kohansal and Hamed Mohsenian-Rad
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Joel A. Middleton
2021: Constrained School Choice with Incomplete Information Downloads
Hugo Gimbert, Claire Mathieu and Simon Mauras
2021: Tests for Group-Specific Heterogeneity in High-Dimensional Factor Models Downloads
Antoine Djogbenou and Razvan Sufana
2021: Composite Likelihood for Stochastic Migration Model with Unobserved Factor Downloads
Antoine Djogbenou, Christian Gouri\'eroux, Joann Jasiak and Maygol Bandehali
2021: Decentralized Governance of Stablecoins with Option Pricing Downloads
Lucy Huo, Ariah Klages-Mundt, Andreea Minca, Frederik Christian M\"unter and Mads Rude Wind
2021: Estimations of the Conditional Tail Average Treatment Effect Downloads
Le-Yu Chen and Yu-Min Yen
2021: SINH-acceleration for B-spline projection with Option Pricing Applications Downloads
Svetlana Boyarchenko, Sergei Levendorski\u{i}, J. Lars Kirkby and Zhenyu Cui
2021: Emergent Collaboration in Social Purpose Games Downloads
Robert P. Gilles, Lina Mallozzi and Roberta Messalli
2021: Regression Discontinuity Design with Potentially Many Covariates Downloads
Yoichi Arai, Taisuke Otsu and Myung Hwan Seo
2021: Trading styles and long-run variance of asset prices Downloads
Lawrence Middleton, James Dodd and Simone Rijavec
2021: Short and Simple Confidence Intervals when the Directions of Some Effects are Known Downloads
Philipp Ketz and Adam McCloskey
2021: Education and Food Consumption Patterns: Quasi-Experimental Evidence from Indonesia Downloads
Dr Mohammad Rafiqul Islam and Dr Nicholas Sim
2021: Standard Errors for Calibrated Parameters Downloads
Matthew D. Cocci and Mikkel Plagborg-M{\o}ller
2021: The Enduring Effects of COVID-19 on Travel Behavior in the United States: A Panel Study on Observed and Expected Changes in Telecommuting, Mode Choice, Online Shopping and Air Travel Downloads
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2021: Structural Estimation of Matching Markets with Transferable Utility Downloads
Alfred Galichon and Bernard Salani\'e
2021: BDG inequalities for model-free continuous price paths with instant enforcement Downloads
Rafa{\l} M. {\L}ochowski
2021: Semi-parametric estimation of the EASI model: Welfare implications of taxes identifying clusters due to unobserved preference heterogeneity Downloads
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2021: Geographic Difference-in-Discontinuities Downloads
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2021: JUBILEE: Secure Debt Relief and Forgiveness Downloads
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2021: Optimising Rolling Stock Planning including Maintenance with Constraint Programming and Quantum Annealing Downloads
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2021: Risk Measurement, Risk Entropy, and Autonomous Driving Risk Modeling Downloads
Jiamin Yu
2021: Effect of mobile financial services on financial behavior in developing economies-Evidence from India Downloads
Shreya Biswas
2021: WaveCorr: Correlation-savvy Deep Reinforcement Learning for Portfolio Management Downloads
Saeed Marzban, Erick Delage, Jonathan Yumeng Li, Jeremie Desgagne-Bouchard and Carl Dussault
2021: Strategic Inventories in a Supply Chain with Downstream Cournot Duopoly Downloads
Xiaowei Hu, Jaejin Jang, Nabeel Hamoud and Amirsaman Bajgiran
2021: Wrapping trust for interoperability. A study of wrapped tokens Downloads
Giulio Caldarelli
2021: Bayesian hierarchical analysis of a multifaceted program against extreme poverty Downloads
Louis Charlot
2021: The impact of the COVID-19 pandemic on academic productivity Downloads
Andrew R. Casey, Ilya Mandel and Prasun K. Ray
2021: Gibbs posterior inference on a Levy density under discrete sampling Downloads
Zhe Wang and Ryan Martin
2021: Vaccination strategies and transmission of COVID-19: evidence across leading countries Downloads
Dongwoo Kim and Young Jun Lee
2021: A consumption-investment model with state-dependent lower bound constraint on consumption Downloads
Chonghu Guan, Zuo Quan Xu and Fahuai Yi
2021: Policy Optimization Using Semiparametric Models for Dynamic Pricing Downloads
Jianqing Fan, Yongyi Guo and Mengxin Yu
2021: Stability of the Weak Martingale Optimal Transport Problem Downloads
Mathias Beiglb\"ock, Benjamin Jourdain, William Margheriti and Gudmund Pammer
2021: A General Framework to Forecast the Adoption of Novel Products: A Case of Autonomous Vehicles Downloads
Subodh Dubey, Ishant Sharma, Sabyasachee Mishra, Oded Cats and Prateek Bansal
2021: Nonparametric Estimation of Truncated Conditional Expectation Functions Downloads
Tomasz Olma
2021: Option Pricing under Bayesian MS-VAR Process Downloads
Battulga Gankhuu
2021: The state of health of the Russian population during the pandemic (according to sample surveys) Downloads
Leysan Anvarovna Davletshina, Natalia Alekseevna Sadovnikova, Alexander Valeryevich Bezrukov and Olga Guryevna Lebedinskaya
2021: Did2s: Two-Stage Difference-in-Differences Downloads
Kyle Butts and John Gardner
2021: On certain representations of pricing functionals Downloads
Carlo Marinelli
2021: Estimating a new panel MSK dataset for comparative analyses of national absorptive capacity systems, economic growth, and development in low and middle income economies Downloads
Muhammad Salar Khan
2021: Matching markets with middlemen under transferable utility Downloads
Ata Atay, Eric Bahel and Tam\'as Solymosi
2021: A note on closed-form spread option valuation under log-normal models Downloads
Kai He, Dongdong Hu, Nuerxiati Abudurexiti and Hasanjan Sayit
2021: Willingness to Pay to Prevent Water and Sanitation-Related Diseases Suffered by Slum Dwellers and Beneficiary Households: Evidence from Chittagong, Bangladesh Downloads
Mohammad Nur Nobi
2021: Financial Trading with Feature Preprocessing and Recurrent Reinforcement Learning Downloads
Lin Li
2021: Global dynamics of GDP and trade Downloads
Abhin Kakkad and Arnab K. Ray
2021: An Alternative Approach to Evaluate American Options Price Using HJM Approach Downloads
Kushantha Fernando and Vajira Manathunga
2021: Adjoint Differentiation for generic matrix functions Downloads
Andrei Goloubentsev, Dmitri Goloubentsev and Evgeny Lakshtanov
2021: Auctioning with Strategically Reticent Bidders Downloads
Jibang Wu, Ashwinkumar Badanidiyuru and Haifeng Xu
2021: When Two Worlds Collide: Using Particle Physics Tools to Visualize the Limit Order Book Downloads
Marjolein E. Verhulst, Philippe Debie, Stephan Hageboeck, Joost M. E. Pennings, Cornelis Gardebroek, Axel Naumann, Paul van Leeuwen, Andres A. Trujillo-Barrera and Lorenzo Moneta
2021: Risk-Adjusted Valuation for Real Option Decisions Downloads
Carol Alexander, Xi Chen and Charles Ward
2021: Implicit Copulas: An Overview Downloads
Michael Stanley Smith
2021: Fair Compensation Downloads
John Stovall
2021: Protection of the Rights of Large Families as One of the Key Tasks of the State's Social Policy Downloads
Valery Dolgov and Mattia Masolletti
2021: A Tale of Two (and More) Altruists Downloads
B. De Bruyne, J. Randon-Furling and S. Redner
2021: A C\`adl\`ag Rough Path Foundation for Robust Finance Downloads
Andrew L. Allan, Chong Liu and David J. Pr\"omel
2021: Variable Selection for Causal Inference via Outcome-Adaptive Random Forest Downloads
Daniel Jacob
2021: Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures Downloads
Saeed Marzban, Erick Delage and Jonathan Yumeng Li
2021: Optimizing timetable and network reopen plans for public transportation networks during a COVID19-like pandemic Downloads
Yiduo Huang and Zuojun Max Shen
2021: Matrix Completion of World Trade Downloads
Gnecco Giorgio, Nutarelli Federico and Riccaboni Massimo
2021: On the estimation of discrete choice models to capture irrational customer behaviors Downloads
Sanjay Dominik Jena, Andrea Lodi and Claudio Sole
2021: On a quantile autoregressive conditional duration model applied to high-frequency financial data Downloads
Helton Saulo, Narayanaswamy Balakrishnan and Roberto Vila
2021: Approximate Factor Models with Weaker Loadings Downloads
Jushan Bai and Serena Ng
2021: Eurasian Economic Union: Current Concept and Prospects Downloads
Larisa Kargina and Mattia Masolletti
2021: Principal Agent Problem as a Principled Approach to Electronic Counter-Countermeasures in Radar Downloads
Anurag Gupta and Vikram Krishnamurthy
2021: Three fundamental problems in risk modeling on big data: an information theory view Downloads
Jiamin Yu
2021: Designing a Competitive Monotone Signaling Equilibrium Downloads
Seungjin Han, Alex Sam and Youngki Shin
2021: Contest Design with Threshold Objectives Downloads
Edith Elkind, Abheek Ghosh and Paul Goldberg
2021: Information Payoffs: An Interim Perspective Downloads
Laura Doval and Alex Smolin
2021: Characterization of flexible electricity in power and energy markets Downloads
G\"uray Kara, Asgeir Tomasgard and Hossein Farahmand
2021: The multilayer architecture of the global input-output network and its properties Downloads
Rosanna Grassi, Paolo Bartesaghi, Gian Paolo Clemente and Duc Thi Luu
2021: Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic Downloads
Akihiko Noda
2021: Using Satellite Imagery and Machine Learning to Estimate the Livelihood Impact of Electricity Access Downloads
Nathan Ratledge, Gabe Cadamuro, Brandon de la Cuesta, Matthieu Stigler and Marshall Burke
2021: Moment Matching Method for Pricing Spread Options with Mean-Variance Mixture L\'evy Motions Downloads
Dongdong Hu, Hasanjan Sayit and Svetlozar T. Rachev
2021: Net Buying Pressure and the Information in Bitcoin Option Trades Downloads
Carol Alexander, Jun Deng, Jianfen Feng and Huning Wan
2021: Sorting with Team Formation Downloads
Job Boerma, Aleh Tsyvinski and Alexander P. Zimin
2021: Semiparametric Estimation of Treatment Effects in Randomized Experiments Downloads
Susan Athey, Peter J. Bickel, Aiyou Chen, Guido Imbens and Michael Pollmann
2021: Extended Relative Maximum Likelihood Updating of Choquet Beliefs Downloads
Xiaoyu Cheng
2021: Optimal Lockdown Strategy in a Pandemic: An Exploratory Analysis for Covid-19 Downloads
Gopal K. Basak, Chandramauli Chakraborty and Pranab Das
2021: Keep it green, simple and socially fair: a choice experiment on prosumers' preferences for peer to peer electricity trading in the Netherlands Downloads
Elena Georgarakis, Thomas Bauwens, Anne-Marie Pronk and Tarek AlSkaif
2021: Positive Stochastic Collocation for the Collocated Local Volatility Model Downloads
Fabien Le Floc'h and Cornelis W. Oosterlee
2021: An axiomatization of $\Lambda$-quantiles Downloads
Fabio Bellini and Ilaria Peri
2021: Narratives in economics Downloads
Michael Roos and Matthias Reccius
2021: Semi-analytical pricing of barrier options in the time-dependent $\lambda$-SABR model Downloads
Andrey Itkin and Dmitry Muravey
2021: Future Photovoltaic Electricity Production Targets and The Link to Consumption per Capita on The Policy Level in MENA Region Downloads
Mostafa Abdelrashied and Dikshita Bhattacharya
2021: Nonparametric Extrema Analysis in Time Series for Envelope Extraction, Peak Detection and Clustering Downloads
Kaan Gokcesu and Hakan Gokcesu
2021: Balanced House Allocation Downloads
Xinghua Long and Rodrigo A. Velez
2021: Optimal transport weights for causal inference Downloads
Eric Dunipace
2021: Incentives for Collective Innovation Downloads
Gregorio Curello
2021: Infinite utility: counterparts and ultimate locations Downloads
Adam Jonsson
2021: Model-free Portfolio Theory: A Rough Path Approach Downloads
Andrew L. Allan, Christa Cuchiero, Chong Liu and David J. Pr\"omel
2021: Income inequality and mobility in geometric Brownian motion with stochastic resetting: theoretical results and empirical evidence of non-ergodicity Downloads
Viktor Stojkoski, Petar Jolakoski, Arnab Pal, Trifce Sandev, Ljupco Kocarev and Ralf Metzler
2021: Dynamic Games in Empirical Industrial Organization Downloads
Victor Aguirregabiria, Allan Collard-Wexler and Stephen P. Ryan
2021: Why it takes a village to manage and share data Downloads
Christine L. Borgman and Philip E. Bourne
2021: Evacuation Network Modeling for Alternative Fuel Vehicles Downloads
Denissa Sari Darmawi Purba, Eleftheria Kontou and Chrysafis Vogiatzis
2021: Deliberative Democracy with Costly Voting Power Portfolios Downloads
Dimitrios Karoukis
2021: What drives bitcoin? An approach from continuous local transfer entropy and deep learning classification models Downloads
Andr\'es Garc\'ia-Medina and Toan Luu Duc Huynh3
2021: Analysis of taste heterogeneity in commuters travel decisions using joint parking and mode choice model: A case from urban India Downloads
Janak Parmar, Gulnazbanu Saiyed and Sanjaykumar Dave
2021: Land use change in agricultural systems: an integrated ecological-social simulation model of farmer decisions and cropping system performance based on a cellular automata approach Downloads
Diego Ferraro, Daniela Blanco, Sebasti\'an Pessah and Rodrigo Castro
2021: Precise option pricing by the COS method -- How to choose the truncation interval Downloads
Gero Junike and Konstantin Pankrashkin
2021: Bilinear Input Normalization for Neural Networks in Financial Forecasting Downloads
Dat Thanh Tran, Juho Kanniainen, Moncef Gabbouj and Alexandros Iosifidis
2021: Multi-agent Bayesian Learning with Best Response Dynamics: Convergence and Stability Downloads
Manxi Wu, Saurabh Amin and Asuman Ozdaglar
2021: Using Temperature Sensitivity to Estimate Shiftable Electricity Demand: Implications for power system investments and climate change Downloads
Michael Roberts, Sisi Zhang, Eleanor Yuan, James Jones and Matthias Fripp
2021: The Potential of Sufficiency Measures to Achieve a Fully Renewable Energy System -- A case study for Germany Downloads
Elmar Zozmann, Mirjam Helena Eerma, Dylan Manning, Gro Lill {\O}kland, Citlali Rodriguez del Angel, Paul E. Seifert, Johanna Winkler, Alfredo Zamora Blaumann, Seyedsaeed Hosseinioun, Leonard G\"oke, Mario Kendziorski and Christian von Hirschhausen
2021: Decentralized Payment Clearing using Blockchain and Optimal Bidding Downloads
Hamed Amini, Maxim Bichuch and Zachary Feinstein
2021: Proceedings of KDD 2020 Workshop on Data-driven Humanitarian Mapping: Harnessing Human-Machine Intelligence for High-Stake Public Policy and Resilience Planning Downloads
Snehalkumar, S. Gaikwad, Shankar Iyer, Dalton Lunga and Yu-Ru Lin
2021: Closed-form portfolio optimization under GARCH models Downloads
Marcos Escobar-Anel, Maximilian Gollart and Rudi Zagst
2021: A Bias-Corrected CD Test for Error Cross-Sectional Dependence in Panel Data Models with Latent Factors Downloads
M Pesaran and Yimeng Xie
2021: Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model Downloads
M Pesaran and Cynthia Fan Yang
2021: Risk measures induced by efficient insurance contracts Downloads
Qiuqi Wang, Ruodu Wang and Ricardas Zitikis
2021: Multiple-prior valuation of cash flows subject to capital requirements Downloads
Hampus Engsner, Filip Lindskog and Julie Thoegersen
2021: Nota Sobre Algumas Interpretacoes da Teoria de Tributacao Otima Downloads
Jose Ricardo Bezerra Nogueira
2021: Multi Anchor Point Shrinkage for the Sample Covariance Matrix (Extended Version) Downloads
Hubeyb Gurdogan and Alec Kercheval
2021: Proceedings of KDD 2021 Workshop on Data-driven Humanitarian Mapping: Harnessing Human-Machine Intelligence for High-Stake Public Policy and Resilience Planning Downloads
Snehalkumar, S. Gaikwad, Shankar Iyer, Dalton Lunga and Elizabeth Bondi
2021: Look Who's Talking: Interpretable Machine Learning for Assessing Italian SMEs Credit Default Downloads
Lisa Crosato, Caterina Liberati and Marco Repetto
2021: Extension of a simple mathematical model in new economic geography to continuous space Downloads
Kensuke Ohtake
2021: Identification of Peer Effects using Panel Data Downloads
Marisa Miraldo, Carol Propper and Christiern Rose
2021: On the Efficiency of 5(4) RK-Embedded Pairs with High Order Compact Scheme and Robin Boundary Condition for Options Valuation Downloads
Chinonso Nwankwo and Weizhong Dai
2021: Welfare Effects of Labor Income Tax Changes on Married Couples: A Sufficient Statistics Approach Downloads
Egor Malkov
2021: Risk sharing under heterogeneous beliefs without convexity Downloads
Felix-Benedikt Liebrich
2021: Predicting Credit Default Probabilities Using Bayesian Statistics and Monte Carlo Simulations Downloads
Dominic Joseph
2021: R&D Heterogeneity and Countercyclical Productivity Dispersion Downloads
Shuowen Chen and Yang Ming
2021: Spousal Occupational Sorting and COVID-19 Incidence: Evidence from the United States Downloads
Egor Malkov
2021: Renewable Energy Targets and Unintended Storage Cycling: Implications for Energy Modeling Downloads
Martin Kittel and Wolf-Peter Schill
2021: Beyond Pigouvian Taxes: A Worst Case Analysis Downloads
Moshe Babaioff, Ruty Mundel and Noam Nisan
2021: A Probit Estimation of Urban Bases of Environmental Awareness: Evidence from Sylhet City, Bangladesh Downloads
Mohammad Masud Alam and Afm Zakaria
2021: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios Downloads
Erhan Bayraktar, Christoph Czichowsky, Leonid Dolinskyi and Yan Dolinsky
2021: Mixed semimartingales: Volatility estimation in the presence of rough noise Downloads
Carsten Chong, Thomas Delerue and Guoying Li
2021: The insider problem in the trinomial model: a discrete-time jump process approach Downloads
H\'el\`ene Halconruy
2021: A Hodge theoretic extension of Shapley axioms Downloads
Tongseok Lim
2021: Reference Dependence and Random Attention Downloads
Matthew Kovach and Elchin Suleymanov
2021: Unique Stable Matchings Downloads
Gregory Z. Gutin, Philip R. Neary and Anders Yeo
2021: The Knowledge Mobility of Renewable Energy Technology Downloads
P. G. J. Persoon, R. N. A. Bekkers and F. Alkemade
2021: Politicians' Willingness to Agree: Evidence from the interactions in Twitter of Chilean Deputies Downloads
Pablo Henr\'iquez, Jorge Sabat and Jos\'e Patr\`icio Sullivan
2021: Diversified reward-risk parity in portfolio construction Downloads
Jaehyung Choi, Hyangju Kim and Young Shin Kim
2021: 3D Tensor-based Deep Learning Models for Predicting Option Price Downloads
Muyang Ge, Shen Zhou, Shijun Luo and Boping Tian
2021: Mapping the NFT revolution: market trends, trade networks and visual features Downloads
Matthieu Nadini, Laura Alessandretti, Flavio Di Giacinto, Mauro Martino, Luca Maria Aiello and Andrea Baronchelli
2021: SoK: Yield Aggregators in DeFi Downloads
Simon Cousaert, Jiahua Xu and Toshiko Matsui
2021: Ordered Reference Dependent Choice Downloads
Xi Zhi Lim
2021: Direct Implementation with Evidence Downloads
Soumen Banerjee, Yi-Chun Chen and Yifei Sun
2021: Forecasting with fractional Brownian motion: a financial perspective Downloads
Matthieu Garcin
2021: The Minimax Estimator of the Average Treatment Effect, among Linear Combinations of Estimators of Bounded Conditional Average Treatment Effects Downloads
Clément de Chaisemartin
2021: Inflation -- who cares? Monetary Policy in Times of Low Attention Downloads
Oliver Pf\"auti
2021: Robustly Optimal Mechanisms for Selling Multiple Goods Downloads
Yeon-Koo Che and Weijie Zhong
2021: Designing Heaven's Will: The job assignment in the Chinese imperial civil service Downloads
In\'acio B\'o and Li Chen
2021: Multivariate tempered stable additive subordination for financial models Downloads
Patrizia Semeraro
2021: Generative Adversarial Network: Some Analytical Perspectives Downloads
Haoyang Cao and Xin Guo
2021: Power-law Portfolios Downloads
Jan Rosenzweig
2021: Curse of Democracy: Evidence from the 21st Century Downloads
Yusuke Narita and Ayumi Sudo
2021: Bootstrap Inference for Hawkes and General Point Processes Downloads
Giuseppe Cavaliere, Ye Lu, Anders Rahbek and Jacob St{\ae}rk-{\O}stergaard
2021: Minimax Kernel Machine Learning for a Class of Doubly Robust Functionals with Application to Proximal Causal Inference Downloads
AmirEmad Ghassami, Andrew Ying, Ilya Shpitser and Eric Tchetgen Tchetgen
2021: Mobility Functional Areas and COVID-19 Spread Downloads
Stefano Iacus, Carlos Santamaria, Francesco Sermi, Spyridon Spyratos, Dario Tarchi and Michele Vespe
2021: Perov's Contraction Principle and Dynamic Programming with Stochastic Discounting Downloads
Alexis Akira Toda
2021: Domain Specific Concept Drift Detectors for Predicting Financial Time Series Downloads
Filippo Neri
2021: A perturbed utility route choice model Downloads
Mogens Fosgerau, Mads Paulsen and Thomas Kj{\ae}r Rasmussen
2021: Multi-asset optimal execution and statistical arbitrage strategies under Ornstein-Uhlenbeck dynamics Downloads
Philippe Bergault, Fay\c{c}al Drissi and Olivier Gu\'eant
2021: Deep Learning for Exotic Option Valuation Downloads
Jay Cao, Jacky Chen, John Hull and Zissis Poulos
2021: Optimal Targeting in Fundraising: A Causal Machine-Learning Approach Downloads
Tobias Cagala, Ulrich Glogowsky, Johannes Rincke and Anthony Strittmatter
2021: Estimating the causal effect of an intervention in a time series setting: the C-ARIMA approach Downloads
Fiammetta Menchetti, Fabrizio Cipollini and Fabrizia Mealli
2021: Cheapest-to-Deliver Collateral: A Common Factor Approach Downloads
Felix L. Wolf, Lech A. Grzelak and Griselda Deelstra
2021: A Bayesian Graphical Approach for Large-Scale Portfolio Management with Fewer Historical Data Downloads
Sakae Oya
2021: Decreasing Impatience Downloads
Christopher Chambers, Federico Echenique and Alan Miller
2021: A Control Function Approach to Estimate Panel Data Binary Response Model Downloads
Amaresh K Tiwari
2021: Bridging factor and sparse models Downloads
Jianqing Fan, Ricardo Masini and Marcelo C. Medeiros
2021: Integrating prediction in mean-variance portfolio optimization Downloads
Andrew Butler and Roy H. Kwon
2021: A Unified Framework for Specification Tests of Continuous Treatment Effect Models Downloads
Wei Huang, Oliver Linton and Zheng Zhang
2021: Identification in the Random Utility Model Downloads
Christopher Turansick
2021: Efficient, Fair, and Incentive-Compatible Healthcare Rationing Downloads
Haris Aziz and Florian Brandl
2021: Prisoner Dilemma in maximization constrained: the rationality of cooperation Downloads
Shahin Esmaeili
2021: Can Economic Theory Be Informative for the Judiciary? Affirmative Action in India via Vertical and Horizontal Reservations Downloads
Tayfun S\"onmez and M. Bumin Yenmez
2021: Games on Endogenous Networks Downloads
Evan Sadler and Benjamin Golub
2021: A first-stage representation for instrumental variables quantile regression Downloads
Javier Alejo, Antonio F. Galvao and Gabriel Montes-Rojas
2021: Optimal Disclosure of Information to a Privately Informed Receiver Downloads
Ozan Candogan and Philipp Strack
2021: SoK: Decentralized Finance (DeFi) Downloads
Sam M. Werner, Daniel Perez, Lewis Gudgeon, Ariah Klages-Mundt, Dominik Harz and William J. Knottenbelt
2021: Deep Reinforcement Learning with Function Properties in Mean Reversion Strategies Downloads
Sophia Gu
2021: Deep learning for efficient frontier calculation in finance Downloads
Xavier Warin
2021: Shoiuld Humans Lie to Machines: The Incentive Compatibility of Lasso and General Weighted Lasso Downloads
Mehmet Caner and Kfir Eliaz
2021: A Bayesian viewpoint on the price formation process Downloads
Joffrey Derchu
2021: Local Dominance Downloads
Emiliano Catonini and Jingyi Xue
2021: Invidious Comparisons: Ranking and Selection as Compound Decisions Downloads
Jiaying Gu and Roger Koenker
2021: Fines and progressive ideology promote social distancing Downloads
Edoardo Gallo, Darija Halatova and Alastair Langtry
2021: Green governments Downloads
Niklas Potrafke and Kaspar Wüthrich
2021: Long-term prediction intervals with many covariates Downloads
Sayar Karmakar, Marek Chudy and Wei Biao Wu
2021: Modeling asset allocation strategies and a new portfolio performance score Downloads
Apostolos Chalkis, Emmanouil Christoforou, Ioannis Z. Emiris and Theodore Dalamagas
2021: Statistical properties of the aftershocks of stock market crashes revisited: Analysis based on the 1987 crash, financial-crisis-2008 and COVID-19 pandemic Downloads
Anish Rai, Ajit Mahata, Md Nurujjaman and Om Prakash
2021: Pick-an-object Mechanisms Downloads
In\'acio B\'o and Rustamdjan Hakimov
2021: Strategy-proof Popular Mechanisms Downloads
Mustafa O\u{g}uz Afacan and In\'acio B\'o
2021: Persuading a Motivated Thinker Downloads
Victor Augias and Daniel M. A. Barreto
2021: Functional Principal Component Analysis of Cointegrated Functional Time Series Downloads
Won-Ki Seo
2021: Price Impact on Term Structure Downloads
Damiano Brigo, Federico Graceffa and Eyal Neuman
2021: Dynamic factor, leverage and realized covariances in multivariate stochastic volatility Downloads
Yuta Yamauchi and Yasuhiro Omori
2021: Fast and exact audit scheduling optimization Downloads
Jan Motl and Pavel Kord\'ik
2021: Taking Over the Stock Market: Adversarial Perturbations Against Algorithmic Traders Downloads
Elior Nehemya, Yael Mathov, Asaf Shabtai and Yuval Elovici
2021: Short dated smile under Rough Volatility: asymptotics and numerics Downloads
Peter K. Friz, Paul Gassiat and Paolo Pigato
2021: Inference for Large-Scale Linear Systems with Known Coefficients Downloads
Zheng Fang, Andres Santos, Azeem Shaikh and Alexander Torgovitsky
2021: Fixed Effects Binary Choice Models with Three or More Periods Downloads
Laurent Davezies, Xavier D'Haultfoeuille and Martin Mugnier
2021: 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
2021: Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression Downloads
Marcelo J. Moreira and Geert Ridder
2021: Kyle-Back Models with risk aversion and non-Gaussian Beliefs Downloads
Shreya Bose and Ibrahim Ekren
2021: On the Size Control of the Hybrid Test for Predictive Ability Downloads
Deborah Kim
2021: Convergence of the Kiefer-Wolfowitz algorithm in the presence of discontinuities Downloads
Miklos Rasonyi and Kinga Tikosi
2021: Competing Bandits: The Perils of Exploration Under Competition Downloads
Guy Aridor, Yishay Mansour, Aleksandrs Slivkins and Zhiwei Steven Wu
2021: Inference in Difference-in-Differences with Few Treated Units and Spatial Correlation Downloads
Bruno Ferman
2021: Synthetic Interventions Downloads
Anish Agarwal, Devavrat Shah and Dennis Shen
2021: Robust Multiple Stopping -- A Pathwise Duality Approach Downloads
Roger Laeven, John G. M. Schoenmakers, Nikolaus F. F. Schweizer and Mitja Stadje
2021: Entropy Martingale Optimal Transport and Nonlinear Pricing-Hedging Duality Downloads
Alessandro Doldi and Marco Frittelli
2021: Short-Term Covid-19 Forecast for Latecomers Downloads
Marcelo Medeiros, Alexandre Street, Davi Vallad\~ao, Gabriel Vasconcelos and Eduardo Zilberman
2021: Targetting Kollo Skewness with Random Orthogonal Matrix Simulation Downloads
Carol Alexander, Xiaochun Meng and Wei Wei
2021: Robust Empirical Bayes Confidence Intervals Downloads
Timothy B. Armstrong, Michal Koles\'ar and Mikkel Plagborg-M{\o}ller
2021: Joint Modelling and Calibration of SPX and VIX by Optimal Transport Downloads
Ivan Guo, Gregoire Loeper, Jan Obloj and Shiyi Wang
2021: A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition Downloads
Masaaki Fujii and Akihiko Takahashi
2021: Compromise, Don't Optimize: Generalizing Perfect Bayesian Equilibrium to Allow for Ambiguity Downloads
Karl Schlag and Andriy Zapechelnyuk
2021: Optimal Advertising for Information Products Downloads
Shuran Zheng and Yiling Chen
2021: Experimental Design in Two-Sided Platforms: An Analysis of Bias Downloads
Ramesh Johari, Hannah Li, Inessa Liskovich and Gabriel Weintraub
2021: Kelly Betting with Quantum Payoff: a continuous variable approach Downloads
Salvatore Tirone, Maddalena Ghio, Giulia Livieri, Vittorio Giovannetti and Stefano Marmi
2021: Estimating Marginal Treatment Effects under Unobserved Group Heterogeneity Downloads
Tadao Hoshino and Takahide Yanagi
2021: Quantile Diffusions for Risk Analysis Downloads
Holly Brannelly, Andrea Macrina and Gareth W. Peters
2021: Prediction Intervals for Synthetic Control Methods Downloads
Matias Cattaneo, Yingjie Feng and Rocio Titiunik
2021: Persuasion with Coarse Communication Downloads
Yunus Aybas and Eray Turkel
2021: Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models Downloads
Niko Hauzenberger, Florian Huber, Gary Koop and Luca Onorante
2021: A Projection Framework for Testing Shape Restrictions That Form Convex Cones Downloads
Zheng Fang and Juwon Seo
2021: Discrete-time risk-aware optimal switching with non-adapted costs Downloads
Randall Martyr, John Moriarty and Magnus Perninge
2021: Posterior Average Effects Downloads
Stéphane Bonhomme and Martin Weidner
2021: Score-Driven Exponential Random Graphs: A New Class of Time-Varying Parameter Models for Dynamical Networks Downloads
Domenico Di Gangi, Giacomo Bormetti and Fabrizio Lillo
2021: Deep Generative Models for Reject Inference in Credit Scoring Downloads
Rogelio A. Mancisidor, Michael Kampffmeyer, Kjersti Aas and Robert Jenssen
2021: Term Structure Modeling under Volatility Uncertainty Downloads
Julian H\"olzermann
2021: Omitted variable bias of Lasso-based inference methods: A finite sample analysis Downloads
Kaspar Wuthrich and Ying Zhu
2021: On spatially irregular ordinary differential equations and a pathwise volatility modelling framework Downloads
Ryan McCrickerd
2021: Estimating the drivers of urban economic complexity and their connection to economic performance Downloads
Andres Gomez-Lievano and Oscar Patterson-Lomba
2021: Treatment Effect Estimation with Noisy Conditioning Variables Downloads
Kenichi Nagasawa
2021: Optimal Trade Execution with Uncertain Volume Target Downloads
Julien Vaes and Raphael Hauser
2021: Pricing of debt and equity in a financial network with comonotonic endowments Downloads
Tathagata Banerjee and Zachary Feinstein
2021: State-dependent Hawkes processes and their application to limit order book modelling Downloads
Maxime Morariu-Patrichi and Mikko S. Pakkanen
2021: Sorting and filtering as effective rational choice procedures Downloads
Paulo Oliva and Philipp Zahn
2021: Regularized Orthogonal Machine Learning for Nonlinear Semiparametric Models Downloads
Denis Nekipelov, Vira Semenova and Vasilis Syrgkanis
2021: Debiased Machine Learning of Set-Identified Linear Models Downloads
Vira Semenova
2021: Towards a taxonomy of learning dynamics in 2 x 2 games Downloads
Marco Pangallo, James Sanders, Tobias Galla and Doyne Farmer
2021: Valuation of Term Loans, Inventory Management, Emissions Trading and Insurance Risk Mitigation using Option Theory Downloads
Ravi Kashyap
2021: Can You hear the Shape of a Market? Geometric Arbitrage and Spectral Theory Downloads
Simone Farinelli and Hideyuki Takada
2021: Maximum drawdown, recovery, and momentum Downloads
Jaehyung Choi
2021: Automated Trading Systems: Developed and Emerging Capital Markets Downloads
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2021: Topology and Behaviour of Agents: Capital Markets Downloads
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2021: Predicting Status of Pre and Post M&A Deals Using Machine Learning and Deep Learning Techniques Downloads
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2021: Stock index futures trading impact on spot price volatility. The CSI 300 studied with a TGARCH model Downloads
Marcel Ausloos, Yining Zhang and Gurjeet Dhesi
2021: Two-step actuarial valuations Downloads
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2021: On the nature of monetary and price inflation and hyperinflation Downloads
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2021: Tsallis entropy for cross-shareholding network configurations Downloads
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2021: Behavioral Bias Benefits: Beating Benchmarks By Bundling Bouncy Baskets Downloads
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2021: Forecasting High-Dimensional Covariance Matrices of Asset Returns with Hybrid GARCH-LSTMs Downloads
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2021: Auctions and Prediction Markets for Scientific Peer Review Downloads
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2021: A generalized bootstrap procedure of the standard error and confidence interval estimation for inverse probability of treatment weighting Downloads
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2021: Evaluation of the importance of criteria for the selection of cryptocurrencies Downloads
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2021: Controlled Measure-Valued Martingales: a Viscosity Solution Approach Downloads
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2021: Is happiness u-shaped in age everywhere? A methodological reconsideration for Europe Downloads
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2021: A Tutorial on Time-Dependent Cohort State-Transition Models in R using a Cost-Effectiveness Analysis Example Downloads
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2021: Submission Fees in Risk-Taking Contests Downloads
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2021: On the link between monetary and star-shaped risk measures Downloads
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2021: Fuzzy Conventions Downloads
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2021: The polarisation of remote work Downloads
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2021: Iterated and exponentially weighted moving principal component analysis Downloads
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2021: Uncertainty in Mechanism Design Downloads
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2021: Utility indifference Option Pricing Model with a Non-Constant Risk-Aversion under Transaction Costs and Its Numerical Approximation Downloads
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2021: Unidirectional substitutes and complements Downloads
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2021: Revisiting Event Study Designs: Robust and Efficient Estimation Downloads
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2021: A decision-making model with anticipation of surprise for explaining irrational economic behaviors Downloads
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2021: European option pricing under generalized fractional Brownian motion Downloads
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2021: Asymptotically optimal strategies in a diffusion approximation of a repeated betting game Downloads
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2021: A Time-Varying Network for Cryptocurrencies Downloads
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2021: Cooling Measures and Housing Wealth: Evidence from Singapore Downloads
Wolfgang Karl H\"ardle, Rainer Schulz and Taojun Sie
2021: Market Crash Prediction Model for Markets in A Rational Bubble Downloads
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2021: The Continuity Postulate in Economic Theory: A Deconstruction and an Integration Downloads
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2021: Refugees and Host State Security: An Empirical Investigation of Rohingya Refuge in Bangladesh Downloads
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2021: Long-term, Short-term and Sudden Event: Trading Volume Movement Prediction with Graph-based Multi-view Modeling Downloads
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2021: Double Machine Learning and Bad Controls -- A Cautionary Tale Downloads
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2021: Prevention of Terrorist Crimes in the North Caucasus Region Downloads
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2021: Single-peaked domains with designer uncertainty Downloads
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2021: Influential News and Policy-making Downloads
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2021: Moving average options: Machine Learning and Gauss-Hermite quadrature for a double non-Markovian problem Downloads
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2021: Crypto Wash Trading Downloads
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2021: Financing Entrepreneurship and Innovation in China Downloads
Lin Cong, Charles M. C. Lee, Yuanyu Qu and Tao Shen
2021: Fritz John's equation in mechanism design Downloads
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2021: Deep Signature FBSDE Algorithm Downloads
Qi Feng, Man Luo and Zhaoyu Zhang
2021: Stochastic Treatment Recommendation with Deep Survival Dose Response Function (DeepSDRF) Downloads
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2021: Robust Risk-Aware Reinforcement Learning Downloads
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2021: Feasible Weighted Projected Principal Component Analysis for Factor Models with an Application to Bond Risk Premia Downloads
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2021: Effect of Share Capital on Financial Growth of Non-Financial Firms Listed at the Nairobi Securities Exchange Downloads
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2021: Multivariate self-exciting jump processes with applications to financial data Downloads
Heidar Eyjolfsson and Dag Tj{\o}stheim
2021: Gender Differences in the Cost of Corrections in Group Work Downloads
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2021: Minimizing ruin probability under dependencies for insurance pricing Downloads
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2021: Continuous-time Portfolio Optimization for Absolute Return Funds Downloads
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2021: Community Detection in Cryptocurrencies with Potential Applications to Portfolio Diversification Downloads
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2021: Fragmentation, Price Formation, and Cross-Impact in Bitcoin Markets Downloads
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2021: The changing dynamics of HIV/AIDS during the Covid-19 pandemic in the Rohingya refugee camps in Bangladesh a call for action Downloads
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2021: Ex-post implementation with interdependent values Downloads
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2021: Inference in high-dimensional regression models without the exact or $L^p$ sparsity Downloads
Jooyoung Cha, Harold D. Chiang and Yuya Sasaki
2021: A Maximum Entropy Copula Model for Mixed Data: Representation, Estimation, and Applications Downloads
Subhadeep Mukhopadhyay
2021: Regression Discontinuity Designs Downloads
Matias D. Cattaneo and Rocio Titiunik
2021: A Theoretical Analysis of the Stationarity of an Unrestricted Autoregression Process Downloads
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2021: Sensitivity of Optimal Retirement Problem to Liquidity Constraints Downloads
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2021: Assessment of waterfront office redevelopment plan on optimal building energy demand and rooftop photovoltaics for urban decarbonization Downloads
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2021: Bermudan option pricing by quantum amplitude estimation and Chebyshev interpolation Downloads
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2021: Deep Sequence Modeling: Development and Applications in Asset Pricing Downloads
Lin Cong, Ke Tang, Jingyuan Wang and Yang Zhang
2021: Discriminating modelling approaches for Point in Time Economic Scenario Generation Downloads
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2021: Regional disparities in Social Mobility of India Downloads
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2021: A Partial Order on Preference Profiles Downloads
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2021: Risk Preferences in Time Lotteries Downloads
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2021: Tilted Platforms: Rental Housing Technology and the Rise of Urban Big Data Oligopolies Downloads
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2021: Why North Korean Refugees are Reluctant to Compete: The Roles of Cognitive Ability Downloads
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2021: The Generalized Gamma distribution as a useful RND under Heston's stochastic volatility model Downloads
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2021: Stochastic loss reserving with mixture density neural networks Downloads
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2021: Economists' erroneous estimates of damages from climate change Downloads
Steve Keen, Timothy M. Lenton, Antoine Godin, Devrim Yilmaz, Matheus Grasselli and Timothy J. Garrett
2021: Simulation and estimation of an agent-based market-model with a matching engine Downloads
Ivan Jericevich, Patrick Chang and Tim Gebbie
2021: Analysis of Data Mining Process for Improvement of Production Quality in Industrial Sector Downloads
Hamza Saad, Nagendra Nagarur and Abdulrahman Shamsan
2021: Causal Inference with Noncompliance and Unknown Interference Downloads
Tadao Hoshino and Takahide Yanagi
2021: Choice by Rejection Downloads
Bhavook Bhardwaj and Kriti Manocha
2021: InfoGram and Admissible Machine Learning Downloads
Subhadeep Mukhopadhyay
2021: Density Sharpening: Principles and Applications to Discrete Data Analysis Downloads
Subhadeep Mukhopadhyay
2021: Elephants or Goldfish? An Empirical Analysis of Carrier Reciprocity in Dynamic Freight Markets Downloads
Angela Acocella, Chris Caplice and Yossi Sheffi
2021: Strategic Exploration for Innovation Downloads
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2021: Causal Impact Of European Union Emission Trading Scheme On Firm Behaviour And Economic Performance: A Study Of German Manufacturing Firms Downloads
Nitish Gupta, Jay Shah, Satwik Gupta and Ruchir Kaul
2021: Dynamic Monopoly Pricing With Multiple Varieties: Trading Up Downloads
Stefan Buehler and Nicolas Eschenbaum
2021: Study Of German Manufacturing Firms: Causal Impact Of European Union Emission Trading Scheme On Firm Behaviour And Economic Performance Downloads
Nitish Gupta, Ruchir Kaul, Satwik Gupta and Jay Shah
2021: Expected Values for Variable Network Games Downloads
Subhadip Chakrabarti, Loyimee Gogoi, Robert P Gilles, Surajit Borkotokey and Rajnish Kumar
2021: $\alpha$-Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs Downloads
Zaineb Mezdoud, Carsten Hartmann, Mohamed Riad Remita and Omar Kebiri
2021: Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility Downloads
Zuo Quan Xu
2021: Policy Evaluation and Temporal-Difference Learning in Continuous Time and Space: A Martingale Approach Downloads
Yanwei Jia and Xun Yu Zhou
2021: G3M Impermanent Loss Dynamics Downloads
Nassib Boueri
2021: Stable and extremely unequal Downloads
Alfred Galichon, Octavia Ghelfi and Marc Henry
2021: From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations Downloads
Matteo Michielon, Asma Khedher and Peter Spreij
2021: Dimensionality Reduction and State Space Systems: Forecasting the US Treasury Yields Using Frequentist and Bayesian VARs Downloads
Sudiksha Joshi
2021: Evidence Aggregation for Treatment Choice Downloads
Takuya Ishihara and Toru Kitagawa
2021: Logistics and trade flows in selected ECOWAS Countries: An empirical verification Downloads
Eriamiatoe Efosa Festus
2021: A Unified Frequency Domain Cross-Validatory Approach to HAC Standard Error Estimation Downloads
Zhihao Xu and Clifford M. Hurvich
2021: Analysis of the Indian Chemical Industry in the Post-Covid Era Downloads
Anandlogesh R R, Breasha Gupta, Divika Agarwal and Rasika Joshi
2021: The Use of Quantile Methods in Economic History Downloads
Damian Clarke, Manuel Llorca Ja\~na and Daniel Paila\~nir
2021: Spatial Distribution of Supply and the Role of Market Thickness: Theory and Evidence from Ride Sharing Downloads
Soheil Ghili and Vineet Kumar
2021: Partisan affect and political outsiders Downloads
Fernanda Herrera
2021: An Optimal Transport Approach to Causal Inference Downloads
William Torous, Florian Gunsilius and Philippe Rigollet
2021: A Hybrid Learning Approach to Detecting Regime Switches in Financial Markets Downloads
Peter Akioyamen, Yi Zhou Tang and Hussien Hussien
2021: Sparse Temporal Disaggregation Downloads
Luke Mosley, Idris Eckley and Alex Gibberd
2021: Comment on "An appropriate approach to pricing european-style options with the Adomian decomposition method" Downloads
Francisco M. Fern\'andez
2021: Identifying poverty traps based on the network structure of economic output Downloads
Vanessa Echeverri, Juan Duque and Daniel E. Restrepo
2021: A New Multi Objective Mathematical Model for Relief Distribution Location at Natural Disaster Response Phase Downloads
Mohamad Ebrahim Sadeghi, Morteza Khodabakhsh, Mahmood Reza Ganjipoor, Hamed Kazemipoor and Hamed Nozari
2021: Risk Concentration and the Mean-Expected Shortfall Criterion Downloads
Xia Han, Bin Wang, Ruodu Wang and Qinyu Wu
2021: Makovian approximations of stochastic Volterra equations with the fractional kernel Downloads
Christian Bayer and Simon Breneis
2021: Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders Downloads
Brian Ning, Sebastian Jaimungal, Xiaorong Zhang and Maxime Bergeron
2021: Benefits of marriage as a search strategy Downloads
Davi B. Costa
2021: About inevitability of budgetary code receiving for fiscal politics Downloads
George Abuselidze
2021: Weighted asymmetric least squares regression with fixed-effects Downloads
Amadou Barry, Karim Oualkacha and Arthur Charpentier
2021: Level-strategyproof Belief Aggregation Mechanisms Downloads
Rida Laraki and Estelle Varloot
2021: Characterizing the Top Cycle via Strategyproofness Downloads
Felix Brandt and Patrick Lederer
2021: Distributionally robust goal-reaching optimization in the presence of background risk Downloads
Yichun Chi, Zuo Quan Xu and Sheng Chao Zhuang
2021: What if we knew what the future brings? Downloads
Peter Bank, Yan Dolinsky and Mikl\'os R\'asonyi
2021: The Structure and Incentives of a COVID related Emergency Wage Subsidy Downloads
Jules Linden, Cathal O'Donoghue and Denisa Sologon
2021: Identification in Bayesian Estimation of the Skewness Matrix in a Multivariate Skew-Elliptical Distribution Downloads
Sakae Oya and Teruo Nakatsuma
2021: Agricultural Growth Diagnostics: Identifying the Binding Constraints and Policy Remedies for Bihar, India Downloads
Elumalai Kannan and Sanjib Pohit
2021: Controlling for Unmeasured Confounding in Panel Data Using Minimal Bridge Functions: From Two-Way Fixed Effects to Factor Models Downloads
Guido Imbens, Nathan Kallus and Xiaojie Mao
2021: Visualizing Income Distribution in the United States Downloads
Sang Truong and Humberto Barreto
2021: Improving Inference from Simple Instruments through Compliance Estimation Downloads
Stephen Coussens and Jann Spiess
2021: Knowledge for a warmer world: a patent analysis of climate change adaptation technologies Downloads
Kerstin H\"otte, Su Jung Jee and Sugandha Srivastav
2021: A Theoretical Analysis of Logistic Regression and Bayesian Classifiers Downloads
Roman V. Kirin
2021: Grade Inflation and Stunted Effort in a Curved Economics Course Downloads
Alex Garivaltis
2021: Unbottling the Gini: New Tools from an Old Concept Downloads
Mario Schlemmer
2021: Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems Downloads
Igor L. Kheifets and Peter C. B. Phillips
2021: Culling the herd of moments with penalized empirical likelihood Downloads
Jinyuan Chang, Zhentao Shi and Jia Zhang
2021: A characterization of lexicographic preferences Downloads
Mridu Prabal Goswami, Manipushpak Mitra and Debapriya Sen
2021: Empirical Welfare Economics Downloads
Christopher Chambers and Federico Echenique
2021: A Pomeranzian Growth Theory of the Great Divergence Downloads
Shuhei Aoki
2021: Specifics of formation tax revenues and ways to improve it in Georgia Downloads
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2021: Features of international taxation and its impact on business entities of Georgia Downloads
George Abuselidze and Mariam Msakhuradze
2021: Effectiveness of Anambra Broadcasting Service (ABS) Radio News on Teaching and Learning (a case study of Awka based Students) Downloads
Okechukwu Christopher Onuegbu
2021: Building a Foundation for Data-Driven, Interpretable, and Robust Policy Design using the AI Economist Downloads
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2021: Sparse Generalized Yule-Walker Estimation for Large Spatio-temporal Autoregressions with an Application to NO2 Satellite Data Downloads
Hanno Reuvers and Etienne Wijler
2021: Supervised Neural Networks for Illiquid Alternative Asset Cash Flow Forecasting Downloads
Tugce Karatas, Federico Klinkert and Ali Hirsa
2021: Two-Stage Sector Rotation Methodology Using Machine Learning and Deep Learning Techniques Downloads
Tugce Karatas and Ali Hirsa
2021: The AI Economist: Optimal Economic Policy Design via Two-level Deep Reinforcement Learning Downloads
Stephan Zheng, Alexander Trott, Sunil Srinivasa, David C. Parkes and Richard Socher
2021: Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum Downloads
Xun Li, Xiang Yu and Qinyi Zhang
2021: The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion Downloads
Spiridon Penev, Pavel V. Shevchenko and Wei Wu
2021: Fairer Chess: A Reversal of Two Opening Moves in Chess Creates Balance Between White and Black Downloads
Steven Brams and Mehmet S. Ismail
2021: Understanding the nature of the long-range memory phenomenon in socioeconomic systems Downloads
Rytis Kazakevicius, Aleksejus Kononovicius, Bronislovas Kaulakys and Vygintas Gontis
2021: Short-time implied volatility of additive normal tempered stable processes Downloads
Michele Azzone and Roberto Baviera
2021: House Price Determinants and Market Segmentation in Boulder, Colorado: A Hedonic Price Approach Downloads
Mahdieh Yazdani
2021: Implementing the BBE Agent-Based Model of a Sports-Betting Exchange Downloads
Dave Cliff, James Hawkins, James Keen and Roberto Lau-Soto
2021: Machine Learning Classification Methods and Portfolio Allocation: An Examination of Market Efficiency Downloads
Yang Bai and Kuntara Pukthuanthong
2021: Synthetic Controls for Experimental Design Downloads
Alberto Abadie and Jinglong Zhao
2021: Nested Pseudo Likelihood Estimation of Continuous-Time Dynamic Discrete Games Downloads
Jason Blevins and Minhae Kim
2021: Bayesian forecast combination using time-varying features Downloads
Li Li, Yanfei Kang and Feng Li
2021: On Modelling of Crude Oil Futures in a Bivariate State-Space Framework Downloads
Peilun He, Karol Binkowski, Nino Kordzakhia and Pavel Shevchenko
2021: On the Parameter Estimation in the Schwartz-Smiths Two-Factor Model Downloads
Karol Binkowski, Peilun He, Nino Kordzakhia and Pavel Shevchenko
2021: Regret theory under fear of the unknown Downloads
Fang Liu
2021: On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy Downloads
Wenyuan Wang, Xiang Yu and Xiaowen Zhou
2021: Calibrating the Nelson-Siegel-Svensson Model by Genetic Algorithm Downloads
Asif Lakhany, Andrej Pintar and Amber Zhang
2021: Factor Representation and Decision Making in Stock Markets Using Deep Reinforcement Learning Downloads
Zhaolu Dong, Shan Huang, Simiao Ma and Yining Qian
2021: Text Semantics Capture Political and Economic Narratives Downloads
Elliott Ash, Germain Gauthier and Philine Widmer
2021: Automated Identification of Climate Risk Disclosures in Annual Corporate Reports Downloads
David Friederich, Lynn H. Kaack, Alexandra Luccioni and Bjarne Steffen
2021: Learning Causal Relationships from Conditional Moment Conditions by Importance Weighting Downloads
Masahiro Kato, Haruo Kakehi, Kenichiro McAlinn and Shota Yasui
2021: US Spillovers of US Monetary Policy: Information effects & Financial Flows Downloads
Santiago Camara
2021: Welfare implications of noise traders Downloads
Jin Hyuk Choi and Kim Weston
2021: Nighttime Light Intensity and Child Health Outcomes in Bangladesh Downloads
Mohammad Rafiqul Islam, Masud Alam and Munshi Naser \.Ibne Afzal
2021: What do Firms Gain from Patenting? The Case of the Global ICT Industry Downloads
Dimitrios Exadaktylos, Mahdi Ghodsi and Armando Rungi
2021: Mean Field Game of Optimal Relative Investment with Contagious Risk Downloads
Lijun Bo, Shihua Wang and Xiang Yu
2021: Partial Identification and Inference for the Conditional Distribution of Treatment Effects Downloads
Sungwon Lee
2021: Learning who is in the market from time series: market participant discovery through adversarial calibration of multi-agent simulators Downloads
Victor Storchan, Svitlana Vyetrenko and Tucker Balch
2021: Knowing When to Splurge: Precautionary Saving and Chinese-Canadians Downloads
Mark S. Manger and J. Scott Matthews
2021: Implementing an Improved Test of Matrix Rank in Stata Downloads
Qihui Chen, Zheng Fang and Xun Huang
2021: Realised Volatility Forecasting: Machine Learning via Financial Word Embedding Downloads
Eghbal Rahimikia, Stefan Zohren and Ser-Huang Poon
2021: The Inelastic Market Hypothesis: A Microstructural Interpretation Downloads
Jean-Philippe Bouchaud
2021: The Adaptive Multi-Factor Model and the Financial Market Downloads
Liao Zhu
2021: A Unifying Framework for Testing Shape Restrictions Downloads
Zheng Fang
2021: Inverse Options in a Black-Scholes World Downloads
Carol Alexander and Arben Imeraj
2021: Federated Causal Inference in Heterogeneous Observational Data Downloads
Ruoxuan Xiong, Allison Koenecke, Michael Powell, Zhu Shen, Joshua T. Vogelstein and Susan Athey
2021: Margin trading, short selling and corporate green innovation Downloads
Ge-zhi Wu and Da-ming You
2021: Hodge theoretic reward allocation for generalized cooperative games on graphs Downloads
Tongseok Lim
2021: Comparing Intellectual property policy in the Global North and South -- A one-size-fits-all policy for economic prosperity? Downloads
S Sidhartha Narayan, Malavika Ranjan and Madhumitha Raghuraman
2021: Clustering and attention model based for intelligent trading Downloads
Mimansa Rana, Nanxiang Mao, Ming Ao, Xiaohui Wu, Poning Liang and Matloob Khushi
2021: Winners and losers of immigration Downloads
Davide Fiaschi and Cristina Tealdi
2021: Seasonal and Secular Periodicities Identified in the Dynamics of US FDA Medical Devices (1976 2020) Portends Intrinsic Industrial Transformation and Independence of Certain Crises Downloads
Iraj Daizadeh
2021: Clustering Structure of Microstructure Measures Downloads
Liao Zhu, Ningning Sun and Martin T. Wells
2021: The Role of Binance in Bitcoin Volatility Transmission Downloads
Carol Alexander, Daniel Heck and Andreas Kaeck
2021: "Stabilizer" or "catalyst"? How green technology innovation affects the risk of stock price crashes: an analysis based on the quantity and quality of patents Downloads
Ge-zhi Wu and Da-ming You
2021: Empirical Framework for Cournot Oligopoly with Private Information Downloads
Gaurab Aryal and Federico Zincenko
2021: A Note on the Accuracy of Variational Bayes in State Space Models: Inference and Prediction Downloads
David T. Frazier, Ruben Loaiza-Maya and Gael M. Martin
2021: A systems framework for remedying dysfunction in U.S. democracy Downloads
Samuel S. -H. Wang, Jonathan Cervas, Bernard Grofman and Keena Lipsitz
2021: Quantum Portfolio Optimization with Investment Bands and Target Volatility Downloads
Samuel Palmer, Serkan Sahin, Rodrigo Hernandez, Samuel Mugel and Roman Orus
2021: Transaction Fee Mechanism Design Downloads
Tim Roughgarden
2021: The Causal Effect of Transport Infrastructure: Evidence from a New Historical Database Downloads
Lindgren Erik, Per Pettersson-Lidbom and Björn Tyrefors
2021: Learning about latent dynamic trading demand Downloads
Xiao Chen, Jin Hyuk Choi, Kasper Larsen and Duane J. Seppi
2021: A Structural Model of Business Card Exchange Networks Downloads
Juan Nelson Mart\'inez Dahbura, Shota Komatsu, Takanori Nishida and Angelo Mele
2021: Arbitrage-free neural-SDE market models Downloads
Samuel N. Cohen, Christoph Reisinger and Sheng Wang
2021: Multi-Horizon Forecasting for Limit Order Books: Novel Deep Learning Approaches and Hardware Acceleration using Intelligent Processing Units Downloads
Zihao Zhang and Stefan Zohren
2021: Choice Set Confounding in Discrete Choice Downloads
Kiran Tomlinson, Johan Ugander and Austin R. Benson
2021: Weak equilibriums for time-inconsistent stopping control problems, with applications to investment-withdrawal decision model Downloads
Zongxia Liang and Fengyi Yuan
2021: Simulation and estimation of a point-process market-model with a matching engine Downloads
Ivan Jericevich, Patrick Chang and Tim Gebbie
2021: Errors in Learning from Others' Choices Downloads
Mohsen Foroughifar
2021: Picking Sequences and Monotonicity in Weighted Fair Division Downloads
Mithun Chakraborty, Ulrike Schmidt-Kraepelin and Warut Suksompong
2021: On the social and cognitive dimensions of wicked environmental problems characterized by conceptual and solution uncertainty Downloads
Felber Arroyave, Oscar Yandy Romero Goyeneche, Meredith Gore, Gaston Heimeriks, Jeffrey Jenkins and Alexander Petersen
2021: Enhancing User' s Income Estimation with Super-App Alternative Data Downloads
Gabriel Suarez, Juan Raful, Maria A. Luque, Carlos F. Valencia and Alejandro Correa-Bahnsen
2021: The role of relatedness and strategic linkages between domestic and MNE sectors in regional branching and resilience Downloads
Mattie Landman, Sanna Ojanper\"a, Stephen Kinsella and Neave O'Clery
2021: Geometric Brownian Motion under Stochastic Resetting: A Stationary yet Non-ergodic Process Downloads
Viktor Stojkoski, Trifce Sandev, Ljupco Kocarev and Arnab Pal
2021: Asset Selection via Correlation Blockmodel Clustering Downloads
Wenpin Tang, Xiao Xu and Xun Yu Zhou
2021: A Natural Adaptive Process for Collective Decision-Making Downloads
Florian Brandl and Felix Brandt
2021: Correlated Choice Downloads
Christopher Chambers, Yusufcan Masatlioglu and Christopher Turansick
2021: Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions Downloads
Ercument Cahan, Jushan Bai and Serena Ng
2021: Robust market-adjusted systemic risk measures Downloads
Matteo Burzoni, Marco Frittelli and Federico Zorzi
2021: Why is the Vaccination Rate Low in India? Downloads
Pramod Sur
2021: Extracting Complements and Substitutes from Sales Data: A Network Perspective Downloads
Yu Tian, Sebastian Lautz, Alisdiar O. G. Wallis and Renaud Lambiotte
2021: Defaultable term structures driven by semimartingales Downloads
Sandrine G\"umbel and Thorsten Schmidt
2021: Structural models for policy-making: Coping with parametric uncertainty Downloads
Philipp Eisenhauer, Jano\'s Gabler and Lena Janys
2021: A Theory of Choice Bracketing under Risk Downloads
Mu Zhang
2021: Exclusion of Extreme Jurors and Minority Representation: The Effect of Jury Selection Procedures Downloads
Andrea Moro and Martin Van der Linden
2021: A structural approach to default modelling with pure jump processes Downloads
Jean-Philippe Aguilar, Nicolas Pesci and Victor James
2021: Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of Conditional Tail Expectation Downloads
Nawaf Mohammed, Edward Furman and Jianxi Su
2021: Measuring non-exchangeable tail dependence using tail copulas Downloads
Takaaki Koike, Shogo Kato and Marius Hofert
2021: Modeling surrender risk in life insurance: theoretical and experimental insight Downloads
Mark Kiermayer
2021: A Characterization for Optimal Bundling of Products with Interdependent Values Downloads
Soheil Ghili
2021: Consistent specification testing under spatial dependence Downloads
Abhimanyu Gupta and Xi Qu
2021: Optimal investment in illiquid market with search frictions and transaction costs Downloads
Jin Hyuk Choi and Tae Ung Gang
2021: Population and Inequality Dynamics in Simple Economies Downloads
John C. Stevenson
2021: Adequacy of time-series reduction for renewable energy systems Downloads
Leonard G\"oke and Mario Kendziorski
2021: Estimation of future discretionary benefits in traditional life insurance Downloads
Florian Gach and Simon Hochgerner
2021: Using Monotonicity Restrictions to Identify Models with Partially Latent Covariates Downloads
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2021: Dynamics of contentment Downloads
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2021: Hedging with Bitcoin Futures: The Effect of Liquidation Loss Aversion and Aggressive Trading Downloads
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2021: Evolutionarily Stable (Mis)specifications: Theory and Applications Downloads
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2021: Monetizing Customer Load Data for an Energy Retailer: A Cooperative Game Approach Downloads
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2021: Production Networks and War Downloads
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2021: Blockchain mechanism and distributional characteristics of cryptos Downloads
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2021: Asymmetric excitation of left- and right-tail extreme events probed using a Hawkes model: application to financial returns Downloads
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2021: Skill-driven Recommendations for Job Transition Pathways Downloads
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2021: The Impact of Research Funding on Knowledge Creation and Dissemination: A study of SNSF Research Grants Downloads
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2021: Continuous-Time Risk Contribution of the Terminal Variance and its Related Risk Budgeting Problem Downloads
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2021: Asymmetric games on networks: towards an Ising-model representation Downloads
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2021: The Efficiency Gap Downloads
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2021: Strong Convergence to the Mean-Field Limit of A Finite Agent Equilibrium Downloads
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2021: Empirical likelihood and uniform convergence rates for dyadic kernel density estimation Downloads
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2021: Distributional Modeling and Forecasting of Natural Gas Prices Downloads
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2021: Tail-risk protection: Machine Learning meets modern Econometrics Downloads
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2021: Preventing crash in stock market: The role of economic policy uncertainty during COVID-19 Downloads
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2021: A Machine Learning Based Regulatory Risk Index for Cryptocurrencies Downloads
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2021: Selling Two Identical Objects Downloads
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2021: On the implementation of the Universal Basic Income as a response to technological unemployment Downloads
Le Dong Hai Nguyen
2021: Robust Asymptotic Growth in Stochastic Portfolio Theory under Long-Only Constraints Downloads
David Itkin and Martin Larsson
2021: The impact of COVID-19 on the stock market crash risk in China Downloads
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2021: Deep Learning for Constrained Utility Maximisation Downloads
Ashley Davey and Harry Zheng
2021: Axioms for Defeat in Democratic Elections Downloads
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2021: SynthETIC: an individual insurance claim simulator with feature control Downloads
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2021: Measuring Energy-saving Technological Change: International Trends and Differences Downloads
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2021: Existence and uniqueness of recursive utilities without boundedness Downloads
Timothy M. Christensen
2021: Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model Downloads
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2021: Dominant Resource Fairness with Meta-Types Downloads
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2021: Lasso Inference for High-Dimensional Time Series Downloads
Robert Adamek, Stephan Smeekes and Ines Wilms
2021: The impact of economic policy uncertainties on the volatility of European carbon market Downloads
Peng-Fei Dai, Xiong Xiong, Toan Luu Duc Huynh and Jiqiang Wang
2021: Only Time Will Tell: Credible Dynamic Signaling Downloads
Egor Starkov
2021: New Jensen-type inequalities and their applications Downloads
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2021: Adjusted Expected Shortfall Downloads
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2021: Difference-in-Differences Estimators of Intertemporal Treatment Effects Downloads
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2021: Optimal Transport and Risk Aversion in Kyle's Model of Informed Trading Downloads
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2021: On Sustainable Equilibria Downloads
Srihari Govindan, Rida Laraki and Lucas Pahl
2021: Insurance-Finance Arbitrage Downloads
Philippe Artzner, Karl-Theodor Eisele and Thorsten Schmidt
2021: Treatment recommendation with distributional targets Downloads
Anders Bredahl Kock, David Preinerstorfer and Bezirgen Veliyev
2021: How Does the Adoption of Ad Blockers Affect News Consumption? Downloads
Shunyao Yan, Klaus Miller and Bernd Skiera
2021: Belief-Averaged Relative Utilitarianism Downloads
Florian Brandl
2021: Bayesian Clustered Coefficients Regression with Auxiliary Covariates Assistant Random Effects Downloads
Guanyu Hu, Yishu Xue and Zhihua Ma
2021: Wealth Effect on Portfolio Allocation in Incomplete Markets Downloads
Chenxu Li, Olivier Scaillet and Yiwen Shen
2021: Loss aversion and the welfare ranking of policy interventions Downloads
Sergio Firpo, Antonio F. Galvao, Martyna Kobus, Thomas Parker and Pedro Rosa-Dias
2021: Designing a NISQ reservoir with maximal memory capacity for volatility forecasting Downloads
Samudra Dasgupta, Kathleen E. Hamilton and Arnab Banerjee
2021: The Millennial Boom, the Baby Bust, and the Housing Market Downloads
Marijn Bolhuis and Judd N. L. Cramer
2021: Keeping the Listener Engaged: a Dynamic Model of Bayesian Persuasion Downloads
Yeon-Koo Che, Kyungmin Kim and Konrad Mierendorff
2021: Targeting customers under response-dependent costs Downloads
Johannes Haupt and Stefan Lessmann
2021: A Mean-Field Game Approach to Equilibrium Pricing in Solar Renewable Energy Certificate Markets Downloads
Arvind Shrivats, Dena Firoozi and Sebastian Jaimungal
2021: Backward CUSUM for Testing and Monitoring Structural Change Downloads
Sven Otto and Jörg Breitung
2021: Debiased Off-Policy Evaluation for Recommendation Systems Downloads
Yusuke Narita, Shota Yasui and Kohei Yata
2021: Invariant measures for multidimensional fractional stochastic volatility models Downloads
Bal\'azs Gerencs\'er and Mikl\'os R\'asonyi
2021: Dependence-Robust Inference Using Resampled Statistics Downloads
Michael Leung
2021: Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes Downloads
Simon Clinet
2021: Semimartingale price systems in models with transaction costs beyond efficient friction Downloads
Christoph K\"uhn and Alexander Molitor
2021: Risk of Bitcoin Market: Volatility, Jumps, and Forecasts Downloads
Junjie Hu, Wolfgang Karl H\"ardle and Weiyu Kuo
2021: Multimodal agglomeration in economic geography Downloads
Takashi Akamatsu, Tomoya Mori, Minoru Osawa and Yuki Takayama
2021: Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data Downloads
Jushan Bai and Serena Ng
2021: A Geometric Model of Opinion Polarization Downloads
Jan H\k{a}z{\l}a, Yan Jin, Elchanan Mossel and Govind Ramnarayan
2021: Valuation of contingent claims with short selling bans under an equal-risk pricing framework Downloads
Guiyuan Ma, Song-Ping Zhu and Ivan Guo
2021: Distributional conformal prediction Downloads
Victor Chernozhukov, Kaspar W\"uthrich and Yinchu Zhu
2021: The Time Importance for Prospect Theory Downloads
Jos\'e Cl\'audio do Nascimento
2021: Solving high-dimensional optimal stopping problems using deep learning Downloads
Sebastian Becker, Patrick Cheridito, Arnulf Jentzen and Timo Welti
2021: Inference in a class of optimization problems: Confidence regions and finite sample bounds on errors in coverage probabilities Downloads
Joel L. Horowitz and Sokbae (Simon) Lee
2021: Set-valued risk statistics with the time value of money Downloads
Fei Sun, Xiaozhi Fan and Weitao Liu
2021: Identification of Regression Models with a Misclassified and Endogenous Binary Regressor Downloads
Hiroyuki Kasahara and Katsumi Shimotsu
2021: Probability-free models in option pricing: statistically indistinguishable dynamics and historical vs implied volatility Downloads
Damiano Brigo
2021: Deep Learning in Asset Pricing Downloads
Luyang Chen, Markus Pelger and Jason Zhu
2021: Binscatter Regressions Downloads
Matias Cattaneo, Richard Crump, Max H. Farrell and Yingjie Feng
2021: On Binscatter Downloads
Matias Cattaneo, Richard Crump, Max H. Farrell and Yingjie Feng
2021: On pricing rules and optimal strategies in general Kyle-Back models Downloads
Umut \c{C}etin and Albina Danilova
2021: ALM for insurers with multiple underwriting lines and portfolio constraints: a Lagrangian duality approach Downloads
Rafael Serrano and Camilo Castillo
2021: Mislearning from Censored Data: The Gambler's Fallacy and Other Correlational Mistakes in Optimal-Stopping Problems Downloads
Kevin He
2021: Testing for Unobserved Heterogeneous Treatment Effects with Observational Data Downloads
Yu-Chin Hsu, Ta-Cheng Huang and Haiqing Xu
2021: Pareto optimal moral-hazard-free insurance contracts in behavioral finance framework Downloads
Zuo Quan Xu
2021: Confidence set for group membership Downloads
Andreas Dzemski and Ryo Okui
2021: Accumulation of individual fitness or wealth as a population game Downloads
Sylvain Gibaud and Jörgen Weibull
2021: Optimal Invariant Tests in an Instrumental Variables Regression With Heteroskedastic and Autocorrelated Errors Downloads
Marcelo J. Moreira, Mahrad Sharifvaghefi and Geert Ridder
2021: Adaptive estimation for some nonparametric instrumental variable models Downloads
Fabian Dunker
2021: Antimonopoly regulation method in energy markets based on the Vickrey-Clarke-Groves mechanism Downloads
Vadim Borokhov
2021: Inference on the Sharpe ratio via the upsilon distribution Downloads
Steven E. Pav
2021: Coulomb Force Model for International Trades Downloads
Mikrajuddin Abdullah
2021: Previs\~ao dos pre\c{c}os de abertura, m\'inima e m\'axima de \'indices de mercados financeiros usando a associa\c{c}\~ao de redes neurais LSTM Downloads
Gabriel de Oliveira Guedes Nogueira and Marcel Otoboni de Lima
2021: On simulation of rough Volterra stochastic volatility models Downloads
Jan Matas and Jan Posp\'i\v{s}il
2021: The macroeconomic cost of climate volatility Downloads
Piergiorgio Alessandri and Haroon Mumtaz
2021: Overview of the global semiconductor industry market Downloads
Cl\'oves Gon\c{c}alves Rodrigues
2021: Testing the differentiated impact of the COVID-19 pandemic on air travel demand considering social inclusion Downloads
Luca J. Santos, Alessandro Oliveira and Dante Mendes Aldrighi
2021: A generative model for age and income distribution Downloads
Fatih Ozhamaratli, Oleg Kitov and Paolo Barucca
2021: Two Approaches for a Dividend Maximization Problem under an Ornstein-Uhlenbeck Interest Rate Downloads
Julia Eisenberg, Stefan Kremsner and Alexander Steinicke
2021: A data-science-driven short-term analysis of Amazon, Apple, Google, and Microsoft stocks Downloads
Shubham Ekapure, Nuruddin Jiruwala, Sohan Patnaik and Indranil SenGupta
2021: Financial intermediation and risk in decentralized lending protocols Downloads
Carlos Castro-Iragorri, Julian Ramirez and Sebastian Velez
2021: International Trade Network: Country centrality and COVID-19 pandemic Downloads
Roberto Antonietti, Paolo Falbo, Fulvio Fontini, Rosanna Grassi and Giorgio Rizzini
2021: Semiparametric Estimation of Long-Term Treatment Effects Downloads
Jiafeng Chen and David M. Ritzwoller
2021: Comparing cars with apples? Identifying the appropriate benchmark countries for relative ecological pollution rankings and international learning Downloads
Dominik Hartmann, Diogo Ferraz, Mayra Bezerra, Andreas Pyka and Flavio L. Pinheiro
2021: Reconciling revealed and stated measures for willingness to pay in recreation by building a probability model Downloads
Edoh Y. Amiran and Joni S. James Charles
2021: Neural network approximation for superhedging prices Downloads
Francesca Biagini, Lukas Gonon and Thomas Reitsam
2021: Digital Twin As A Cost Reduction Method Downloads
Suleyman Yukcu and Omer Aydin
2021: Feature importance recap and stacking models for forex price prediction Downloads
Yunze Li, Yanan Xie, Chen Yu, Fangxing Yu, Bo Jiang and Matloob Khushi
2021: Profit and loss manipulations by online trading brokers Downloads
Golnaz Shahtahmassebi and Lascelles Wright
2021: The Role of Social Movements, Coalitions, and Workers in Resisting Harmful Artificial Intelligence and Contributing to the Development of Responsible AI Downloads
Susan von Struensee
2021: Collaboration Planning of Stakeholders for Sustainable City Logistics Operations Downloads
Taiwo Adetiloye
2021: Temporal-Relational Hypergraph Tri-Attention Networks for Stock Trend Prediction Downloads
Chaoran Cui, Xiaojie Li, Juan Du, Chunyun Zhang, Xiushan Nie, Meng Wang and Yilong Yin
2021: Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces Downloads
Han Lin Shang and Fearghal Kearney
2021: Collective correlations, dynamics and behavioural inconsistencies of the cryptocurrency market over time Downloads
Nick James and Max Menzies
2021: Inference in heavy-tailed non-stationary multivariate time series Downloads
Matteo Barigozzi, Giuseppe Cavaliere and Lorenzo Trapani
2021: Machine Learning and Factor-Based Portfolio Optimization Downloads
Thomas Conlon, John Cotter and Iason Kynigakis
2021: Double-Robust Two-Way-Fixed-Effects Regression For Panel Data Downloads
Dmitry Arkhangelsky, Guido Imbens, Lihua Lei and Xiaoman Luo
2021: China, India, Myanmar: Playing Rohingya Roulette Downloads
Hossain Ahmed Taufiq
2021: Role of NGOs in fostering equity and social inclusion in cities of Bangladesh: The Case of Dhaka Downloads
Hossain Ahmed Taufiq
2021: Heterogeneous Responses to the U.S. Narrative Tax Changes: Evidence from the U.S. States Downloads
Masud Alam
2021: Relational Graph Neural Networks for Fraud Detection in a Super-App environment Downloads
Jaime D. Acevedo-Viloria, Luisa Roa, Soji Adeshina, Cesar Charalla Olazo, Andr\'es Rodr\'iguez-Rey, Jose Alberto Ramos and Alejandro Correa-Bahnsen
2021: MobilityCoins -- A new currency for the multimodal urban transportation system Downloads
Klaus Bogenberger, Philipp Blum, Florian Dandl, Lisa-Sophie Hamm, Allister Loder, Patrick Malcolm, Martin Margreiter and Natalie Sautter
2021: From Monopoly to Competition: Optimal Contests Prevail Downloads
Xiaotie Deng, Yotam Gafni, Ron Lavi, Tao Lin and Hongyi Ling
2021: Combining Machine Learning Classifiers for Stock Trading with Effective Feature Extraction Downloads
A. K. M. Amanat Ullah, Fahim Imtiaz, Miftah Uddin Md Ihsan, Md. Golam Rabiul Alam and Mahbub Majumdar
2021: Towards an enabling environment for social accountability in Bangladesh Downloads
Hossain Ahmed Taufiq
2021: No free lunch for markets with multiple num\'eraires Downloads
Laurence Carassus
2021: LOB modeling using Hawkes processes with a state-dependent factor Downloads
Emmanouil Sfendourakis and Ioane Muni Toke
2021: A Free and Fair Economy: A Game of Justice and Inclusion Downloads
Ghislain H. Demeze-Jouatsa, Roland Pongou and Jean-Baptiste Tondji
2021: Quasi-sure essential supremum and applications to finance Downloads
Laurence Carassus
2021: Income Inequality and Intergenerational Mobility in India Downloads
Anuradha Singh
2021: Dhaka Water-logging: Causes, Effects and Remedial Policy Options Downloads
Hossain Ahmed Taufiq
2021: Estimating high-dimensional Markov-switching VARs Downloads
Kenwin Maung
2021: They Chose to Not Tell You Downloads
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2021: Constant Function Market Makers: Multi-Asset Trades via Convex Optimization Downloads
Guillermo Angeris, Akshay Agrawal, Alex Evans, Tarun Chitra and Stephen Boyd
2021: Robustness and sensitivity analyses for rough Volterra stochastic volatility models Downloads
Jan Matas and Jan Posp\'i\v{s}il
2021: Bitcoin option pricing: A market attention approach Downloads
Alvaro Guinea and Alet Roux
2021: Proof of non-convergence of the short-maturity expansion for the SABR model Downloads
Alan L. Lewis and Dan Pirjol
2021: Efficient Treatment Effect Estimation in Observational Studies under Heterogeneous Partial Interference Downloads
Zhaonan Qu, Ruoxuan Xiong, Jizhou Liu and Guido Imbens
2021: Liquidity Provision with Adverse Selection and Inventory Costs Downloads
Martin Herdegen, Johannes Muhle-Karbe and Florian Stebegg
2021: Rohingya Refugee Crisis and the State of Insecurity in Bangladesh Downloads
Hossain Ahmed Taufiq
2021: Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Adaptive Refined Labeling Downloads
Liang Zeng, Lei Wang, Hui Niu, Jian Li, Ruchen Zhang, Zhonghao Dai, Dewei Zhu and Ling Wang
2021: Reflected backward stochastic differential equations under stopping with an arbitrary random time Downloads
Safa Alsheyab and Tahir Choulli
2021: Adaptive Estimation and Uniform Confidence Bands for Nonparametric IV Downloads
Xiaohong Chen, Timothy Christensen and Sid Kankanala
2021: Inferring Economic Condition Uncertainty from Electricity Big Data Downloads
Zhengyu Shi, Libo Wu, Haoqi Qian and Yingjie Tian
2021: Effect of the COVID-19 pandemic on bike-sharing demand and hire time: Evidence from Santander Cycles in London Downloads
Shahram Heydari, Garyfallos Konstantinoudis and Abdul Wahid Behsoodi
2021: Optimum Risk Portfolio and Eigen Portfolio: A Comparative Analysis Using Selected Stocks from the Indian Stock Market Downloads
Jaydip Sen and Sidra Mehtab
2021: Deep equal risk pricing of financial derivatives with non-translation invariant risk measures Downloads
Alexandre Carbonneau and Fr\'ed\'eric Godin
2021: Dealing with Uncertainty: The Value of Reputation in the Absence of Legal Institutions Downloads
Nicolas Eschenbaum and Helge Liebert
2021: Where do I rank? Am I happy?: learning income position and subjective-wellbeing in an internet experiment Downloads
Eiji Yamamura
2021: Reference Class Selection in Similarity-Based Forecasting of Sales Growth Downloads
Etienne Theising, Dominik Wied and Daniel Ziggel
2021: COVID-19 and the gig economy in Poland Downloads
Maciej Ber\k{e}sewicz and Dagmara Nikulin
2021: LocalGLMnet: interpretable deep learning for tabular data Downloads
Ronald Richman and Mario V. W\"uthrich
2021: Stability of backward stochastic differential equations: the general case Downloads
Antonis Papapantoleon, Dylan Possama\"i and Alexandros Saplaouras
2021: Economic Recession Prediction Using Deep Neural Network Downloads
Zihao Wang, Kun Li, Steve Q. Xia and Hongfu Liu
2021: Graph-Based Learning for Stock Movement Prediction with Textual and Relational Data Downloads
Qinkai Chen and Christian-Yann Robert
2021: A bridge between Local GAAP and Solvency II frameworks to quantify Capital Requirement for demographic risk Downloads
Gian Paolo Clemente, Francesco Della Corte and Nino Savelli
2021: Of Access and Inclusivity Digital Divide in Online Education Downloads
A. Bheemeshwar Reddy, Sunny Jose and Vaidehi R
2021: Capital Requirements and Claims Recovery: A New Perspective on Solvency Regulation Downloads
Cosimo Munari, Lutz Wilhelmy and Stefan Weber
2021: Factors determining maximum energy consumption of Bitcoin miners Downloads
Jesus M. Gonzalez-Barahona
2021: cCorrGAN: Conditional Correlation GAN for Learning Empirical Conditional Distributions in the Elliptope Downloads
Gautier Marti, Victor Goubet and Frank Nielsen
2021: A Stochastic Control Approach to Public Debt Management Downloads
Matteo Brachetta and Claudia Ceci
2021: Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return Downloads
Masud Alam
2021: Everything You Always Wanted to Know About XVA Model Risk but Were Afraid to Ask Downloads
Lorenzo Silotto, Marco Scaringi and Marco Bianchetti
2021: A Sparsity Algorithm with Applications to Corporate Credit Rating Downloads
Dan Wang, Zhi Chen and Ionut Florescu
2021: Default Distances Based on the KMV-CEV Model Downloads
Wen Su
2021: Pricing Exchange Option Based on Copulas by MCMC Algorithm Downloads
Wen Su
2021: Forecasting performance of workforce reskilling programmes Downloads
Evan Hurwitz and George Cevora
2021: A conditional independence test for causality in econometrics Downloads
Jaime Sevilla and Alexandra Mayn
2021: Recent Developments in Inference: Practicalities for Applied Economics Downloads
Jeffrey Michler and Anna Josephson
2021: A mathematical definition of property rights in a Debreu economy Downloads
Abhimanyu Pallavi Sudhir
2021: Moore's law, Wright's law and the Countdown to Exponential Space Downloads
Daniel Berleant, Venkat Kodali, Richard Segall, Hyacinthe Aboudja and Michael Howell
2021: Co-optimization of Energy and Reserve with Incentives to Wind Generation: Case Study Downloads
Yves Smeers, Sebastian Martin and Jose A. Aguado
2021: Order Book Queue Hawkes-Markovian Modeling Downloads
Philip Protter, Qianfan Wu and Shihao Yang
2021: A Incid\^encia Final dos Tributos Indiretos no Brasil: Estimativa Usando a Matriz de Insumo-Produto 2015 Downloads
Rozane Bezerra de Siqueira, Jos\'e Ricardo Bezerra Nogueira and Carlos Feitosa Luna
2021: Volatility of S&P500: Estimation and Evaluation Downloads
Wen Su
2021: Nonlinear Approaches to Intergenerational Income Mobility allowing for Measurement Error Downloads
Brantly Callaway, Tong Li and Irina Murtazashvili
2021: Adaptive Multilevel Monte Carlo for Probabilities Downloads
Abdul-Lateef Haji-Ali, Jonathan Spence and Aretha Teckentrup
2021: Time-adaptive high-order compact finite difference schemes for option pricing in a family of stochastic volatility models Downloads
Bertram D\"uring and Christof Heuer
2021: Stock price prediction using BERT and GAN Downloads
Priyank Sonkiya, Vikas Bajpai and Anukriti Bansal
2021: AI in Finance: Challenges, Techniques and Opportunities Downloads
Longbing Cao
2021: A New Attempt to Identify Long-term Precursors for Financial Crisis in the Market Correlation Structures Downloads
Anton J. Heckens and Thomas Guhr
2021: Sustainability of Global Economy as a Quantum Circuit Downloads
Antonino Claudio Bonan
2021: Mind the Income Gap: Behavior of Inequality Estimators from Complex Survey Small Samples Downloads
Silvia De Nicol\`o, Maria Rosaria Ferrante and Silvia Pacei
2021: Optimal sports betting strategies in practice: an experimental review Downloads
Matej Uhr\'in, Gustav \v{S}ourek, Ond\v{r}ej Hub\'a\v{c}ek and Filip \v{Z}elezn\'y
2021: A Data-driven Explainable Case-based Reasoning Approach for Financial Risk Detection Downloads
Wei Li, Florentina Paraschiv and Georgios Sermpinis
2021: Stock Movement Prediction with Financial News using Contextualized Embedding from BERT Downloads
Qinkai Chen
2021: Empirical evidence on the Euler equation for investment in the US Downloads
Guido Ascari, Qazi Haque, Leandro Magnusson and Sophocles Mavroeidis
2021: A characterisation of cross-impact kernels Downloads
Mathieu Rosenbaum and Mehdi Tomas
2021: Data Sharing Markets Downloads
Mohammad Rasouli and Michael I. Jordan
2021: Global Gridded Daily CO$_2$ Emissions Downloads
Xinyu Dou, Yilong Wang, Philippe Ciais, Fr\'ed\'eric Chevallier, Steven J. Davis, Monica Crippa, Greet Janssens-Maenhout, Diego Guizzardi, Efisio Solazzo, Feifan Yan, Da Huo, Zheng Bo, Zhu Deng, Biqing Zhu, Hengqi Wang, Qiang Zhang, Pierre Gentine and Zhu Liu
2021: Decoupling Shrinkage and Selection for the Bayesian Quantile Regression Downloads
David Kohns and Tibor Szendrei
2021: Sampling dynamics and stable mixing in hawk-dove games Downloads
Srinivas Arigapudi, Yuval Heller and Amnon Schreiber
2021: Monitoring multidimensional phenomena with a multicriteria composite performance interval approach Downloads
Ana Garcia-Bernabeu and Adolfo Hilario-Caballero
2021: T\^atonnement Beyond Constant Elasticity of Substitution Downloads
Denizalp Goktas, Enrique Areyan Viqueira and Amy Greenwald
2021: Hamiltonian Monte Carlo for Regression with High-Dimensional Categorical Data Downloads
Szymon Sacher, Laura Battaglia and Stephen Hansen
2021: Automatic Fatou Property of Law-invariant Risk Measures Downloads
Shengzhong Chen, Niushan Gao, Denny Leung and Lei Li
2021: Flexible Covariate Adjustments in Regression Discontinuity Designs Downloads
Claudia Noack, Tomasz Olma and Christoph Rothe
2021: Monotone Comparative Statics in the Calvert-Wittman Model Downloads
Francisco Rodr\'iguez and Eduardo Zambrano
2021: Key features of administrative responsibility Downloads
Vladimir Zhavoronkov, Valeri Lipunov and Mattia Masolletti
2021: Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions Downloads
Florian Huber and Gary Koop
2021: Predicting Daily Trading Volume via Various Hidden States Downloads
Shaojun Ma and Pengcheng Li
2021: Predicting Drought and Subsidence Risks in France Downloads
Arthur Charpentier, Molly James and Hani Ali
2021: Modelling risk for commodities in Brazil: An application to live cattle spot and futures prices Downloads
R. G. Alcoforado, W. Bernardino, A. D. Eg\'idio dos Reis and J. A. C. Santos
2021: Supporting the robust ordinal regression approach to multiple criteria decision aiding with a set of representative value functions Downloads
Sally Giuseppe Arcidiacono, Salvatore Corrente and Salvatore Greco
2021: Public Health, Technology, and Human Rights: Lessons from Digital Contact Tracing Downloads
Maria Carnovale and Khahlil Louisy
2021: Article Processing Charges based publications: to which extent the price explains scientific impact? Downloads
Abdelghani Maddi and David Sapinho
2021: Exact inference from finite market data Downloads
Felix K\"ubler, Raghav Malhotra and Herakles Polemarchakis
2021: Credit scoring using neural networks and SURE posterior probability calibration Downloads
Matthieu Garcin and Samuel St\'ephan
2021: Axiomatic Formulation of the Optimal Transaction Cost Theory in the Legal Process through Cobb-Douglas Optimization Downloads
Kwadwo Osei Bonsu
2021: Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling Downloads
{\L}ukasz Bielak, Aleksandra Grzesiek, Joanna Janczura and Agnieszka Wy{\l}oma\'nska
2021: Expert Graphs: Synthesizing New Expertise via Collaboration Downloads
Bijan Mazaheri, Siddharth Jain and Jehoshua Bruck
2021: A new class of conditional Markov jump processes with regime switching and path dependence: properties and maximum likelihood estimation Downloads
Budhi Surya
2021: Generalized Covariance Estimator Downloads
Christian Gourieroux and Joann Jasiak
2021: The threshold strategy for spectrally negative Levy processes and a terminal value at creeping ruin in the objective function Downloads
Chongrui Zhu
2021: Correlation scenarios and correlation stress testing Downloads
N. Packham and F. Woebbeking
2021: On the short term stability of financial ARCH price processes Downloads
Gilles Zumbach
2021: Time Series Estimation of the Dynamic Effects of Disaster-Type Shock Downloads
Richard Davis and Serena Ng
2021: Financial Return Distributions: Past, Present, and COVID-19 Downloads
Marcin W\k{a}torek, Jaros{\l}aw Kwapie\'n and Stanis{\l}aw Dro\.zd\.z
2021: Financial Network Games Downloads
Panagiotis Kanellopoulos, Maria Kyropoulou and Hao Zhou
2021: A General Approach for Parisian Stopping Times under Markov Processes Downloads
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2021: The Infinite Horizon Investment-Consumption Problem for Epstein-Zin Stochastic Differential Utility Downloads
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2021: From Carbon-transition Premium to Carbon-transition Risk Downloads
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Ashish Kumar, Laszlo Markus and Norbert Hari
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Lara Dalmeyer and Tim Gebbie
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Doris Folini, Felix K\"ubler, Aleksandra Malova and Simon Scheidegger
2021: Identification of Average Marginal Effects in Fixed Effects Dynamic Discrete Choice Models Downloads
Victor Aguirregabiria and Jesus Carro
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Anton Bondarev and Frank C. Krysiak
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2021: Micro-level dynamics in hidden action situations with limited information Downloads
Stephan Leitner and Friederike Wall
2021: Testability of Reverse Causality without Exogeneous Variation Downloads
Christoph Breunig and Patrick Burauel
2021: Multiplicative Error Models: 20 years on Downloads
Fabrizio Cipollini and Giampiero M. Gallo
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2021: Dynamics of the market states in the space of correlation matrices with applications to financial markets Downloads
Hirdesh K. Pharasi, Suchetana Sadhukhan, Parisa Majari, Anirban Chakraborti and Thomas H. Seligman
2021: Investor Behavior Modeling by Analyzing Financial Advisor Notes: A Machine Learning Perspective Downloads
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2021: Inference on Individual Treatment Effects in Nonseparable Triangular Models Downloads
Jun Ma, Vadim Marmer and Zhengfei Yu
2021: Predicting Risk-adjusted Returns using an Asset Independent Regime-switching Model Downloads
Nicklas Werge
2021: Are Rents Excessive in the Central City?: A Geospatial Analysis Downloads
Scott Hegerty
2021: Collective intelligence and the blockchain: Technology, communities and social experiments Downloads
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2021: On Reward Sharing in Blockchain Mining Pools Downloads
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2021: A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters Downloads
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2021: Recursive Utility with Investment Gains and Losses: Existence, Uniqueness, and Convergence Downloads
Jing Guo and Xue Dong He
2021: The Experimenters' Dilemma: Inferential Preferences over Populations Downloads
Neeraja Gupta, Luca Rigotti and Alistair Wilson
2021: E-Learning and its Socioeconomics Downloads
Avni Singh
2021: Inference for the proportional odds cumulative logit model with monotonicity constraints for ordinal predictors and ordinal response Downloads
Javier Espinosa and Christian Hennig
2021: Geographic Spillover Effects of Prescription Drug Monitoring Programs (PDMPs) Downloads
Daniel Guth and Shiyu Zhang
2021: Machine Learning for Financial Forecasting, Planning and Analysis: Recent Developments and Pitfalls Downloads
Helmut Wasserbacher and Martin Spindler
2021: The unreasonable effectiveness of optimal transport in economics Downloads
Alfred Galichon
2021: Waiting to Borrow From a 457(b) Plan Downloads
Alex Garivaltis
2021: A theoretical look at ordinal classification methods based on reference sets composed of characteristic actions Downloads
Eduardo Fernandez, Jorge Navarro and Efrain Solares
2021: End-to-End Risk Budgeting Portfolio Optimization with Neural Networks Downloads
Ayse Sinem Uysal, Xiaoyue Li and John M. Mulvey
2021: Deep Learning for Mean Field Games and Mean Field Control with Applications to Finance Downloads
Ren\'e Carmona and Mathieu Lauri\`ere
2021: Endogenous viral mutations, evolutionary selection, and containment policy design Downloads
Patrick Mellacher
2021: Simulation of Multidimensional Diffusions with Sticky Boundaries via Markov Chain Approximation Downloads
Christian Meier, Lingfei Li and Gongqiu Zhang
2021: A Network Approach to Public Goods: A Short Summary Downloads
Matthew Elliott and Benjamin Golub
2021: Centralized Matching with Incomplete Information Downloads
Marcelo Ariel Fernandez, Kirill Rudov and Leeat Yariv
2021: Proof-of-Stake Mining Games with Perfect Randomness Downloads
Matheus V. X. Ferreira and S. Matthew Weinberg
2021: On the Selection of Loss Severity Distributions to Model Operational Risk Downloads
Daniel Hadley, Harry Joe and Natalia Nolde
2021: Public preferences for marine plastic litter reductions across Europe Downloads
Salma Khedr, Katrin Rehdanz, Roy Brouwer, Hanna Dijkstra, Sem Duijndam, Pieter van Beukering and Ikechukwu C. Okoli
2021: Measuring Financial Time Series Similarity With a View to Identifying Profitable Stock Market Opportunities Downloads
Rian Dolphin, Barry Smyth, Yang Xu and Ruihai Dong
2021: Financial Markets and the Phase Transition between Water and Steam Downloads
Christof Schmidhuber
2021: Limited intelligence and performance-based compensation: An agent-based model of the hidden action problem Downloads
Patrick Reinwald, Stephan Leitner and Friederike Wall
2021: Network manipulation algorithm based on inexact alternating minimization Downloads
David M\"uller and Vladimir Shikhman
2021: Numerical approximation of hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay Downloads
Emmanuel Coffie
2021: Inference and forecasting for continuous-time integer-valued trawl processes and their use in financial economics Downloads
Mikkel Bennedsen, Asger Lunde, Neil Shephard and Almut E. D. Veraart
2021: Adaptive Stress Testing for Adversarial Learning in a Financial Environment Downloads
Khalid El-Awady
2021: a theoretical look at ordinal classification methods based on comparing actions with limiting boundaries between adjacent classes Downloads
Eduardo Fernandez, Jose Rui Figueira and Jorge Navarro
2021: Estimation and Inference in Factor Copula Models with Exogenous Covariates Downloads
Alexander Mayer and Dominik Wied
2021: Pseudo-Model-Free Hedging for Variable Annuities via Deep Reinforcement Learning Downloads
Wing Fung Chong, Haoen Cui and Yuxuan Li
2021: Big Data Information and Nowcasting: Consumption and Investment from Bank Transactions in Turkey Downloads
Ali B. Barlas, Seda Guler Mert, Berk Isa, Alvaro Ortiz, Tomasa Rodrigo, Baris Soybilgen and Ege Yazgan
2021: Dynamic Ordered Panel Logit Models Downloads
Bo E. Honor\'e, Chris Muris and Martin Weidner
2021: Economic prospects of the Russian-Chinese partnership in the logistics projects of the Eurasian Economic Union and the Silk Road Economic Belt: a scientific literature review Downloads
Elena Rudakova, Alla Pavlova, Oleg Antonov, Kira Kuntsevich and Yue Yang
2021: Estimating the economic value of ultrafine particles information: A contingent valuation method Downloads
Eunjung Cho and Youngsang Cho
2021: Decreasing Incomes Increase Selfishness Downloads
Nickolas Gagnon, Riccardo D. Saulle and Henrik W. Zaunbrecher
2021: Representing choice functions by a total hyper-order Downloads
Daniel Lehmann
2021: Causal Inference with Corrupted Data: Measurement Error, Missing Values, Discretization, and Differential Privacy Downloads
Anish Agarwal and Rahul Singh
2021: Countering Misinformation on Social Media Through Educational Interventions: Evidence from a Randomized Experiment in Pakistan Downloads
Ayesha Ali and Ihsan Ayyub Qazi
2021: Collaborative Insurance Sustainability and Network Structure Downloads
Arthur Charpentier, Lariosse Kouakou, Matthias L\"owe, Philipp Ratz and Franck Vermet
2021: Shapes as Product Differentiation: Neural Network Embedding in the Analysis of Markets for Fonts Downloads
Sukjin Han, Eric H. Schulman, Kristen Grauman and Santhosh Ramakrishnan
2021: Optimal Insurance to Maximize RDEU Under a Distortion-Deviation Premium Principle Downloads
Xiaoqing Liang, Ruodu Wang and Virginia Young
2021: Gravity models of networks: integrating maximum-entropy and econometric approaches Downloads
Marzio Di Vece, Diego Garlaschelli and Tiziano Squartini
2021: Difference-in-Differences with a Continuous Treatment Downloads
Brantly Callaway, Andrew Goodman-Bacon and Pedro H. C. Sant'Anna
2021: The global migration network of sex-workers Downloads
Luis Rocha, Petter Holme and Claudio D G Linhares
2021: A dynamic version of the super-replication theorem under proportional transaction costs Downloads
Francesca Biagini and Thomas Reitsam
2021: Inference for Low-Rank Models Downloads
Victor Chernozhukov, Christian Hansen, Yuan Liao and Yinchu Zhu
2021: Approximations to ultimate ruin probabilities with a Wienner process perturbation Downloads
Yacine Koucha and Alfredo D. Egidio dos Reis
2021: Predicting Exporters with Machine Learning Downloads
Francesca Micocci and Armando Rungi
2021: The Near Miss Effect and the Framing of Lotteries Downloads
Michael Crystal
2021: Face masks, vaccination rates and low crowding drive the demand for the London Underground during the COVID-19 pandemic Downloads
Prateek Bansal, Roselinde Kessels, Rico Krueger and Daniel J Graham
2021: Two Stochastic Control Problems In Capital Structure and Portfolio Choice Downloads
Shan Huang
2021: A Study of UK Household Wealth through Empirical Analysis and a Non-linear Kesten Process Downloads
Samuel Forbes and Stefan Grosskinsky
2021: Optimal transport for model calibration Downloads
Ivan Guo, Gregoire Loeper, Jan Obloj and Shiyi Wang
2021: Mobility decisions, economic dynamics and epidemic Downloads
Giorgio Fabbri, Salvatore Federico, Davide Fiaschi and Fausto Gozzi
2021: Supporting decisions by unleashing multiple mindsets using pairwise comparisons method Downloads
Salvatore Greco, Sajid Siraj and Michele Lundy
2021: Asymptotic Analysis of Risk Premia Induced by Law-Invariant Risk Measures Downloads
Thomas Knispel, Roger Laeven and Gregor Svindland
2021: The Role of "Live" in Livestreaming Markets: Evidence Using Orthogonal Random Forest Downloads
Ziwei Cong, Jia Liu and Puneet Manchanda
2021: Deep calibration of the quadratic rough Heston model Downloads
Mathieu Rosenbaum and Jianfei Zhang
2021: Decentralizing Centralized Matching Markets: Implications from Early Offers in University Admissions Downloads
Julien Grenet, YingHua He and Dorothea K\"ubler
2021: Characterizing nonatomic admissions markets Downloads
Max Kapur
2021: The effects of incentives, social norms, and employees' values on work performance Downloads
Michael Roos, Jessica Reale and Frederik Banning
2021: Reverse Sensitivity Analysis for Risk Modelling Downloads
Silvana M. Pesenti
2021: Time series models with infinite-order partial copula dependence Downloads
Martin Bladt and Alexander J. McNeil
2021: Partial Identification and Inference in Duration Models with Endogenous Censoring Downloads
Shosei Sakaguchi
2021: Habits and demand changes after COVID-19 Downloads
Mauro Bambi, Daria Ghilli, Fausto Gozzi and Marta Leocata
2021: No Investment Fee Is Small, Long Term Downloads
Joseph Levine
2021: Formation of coalition structures as a non-cooperative game Downloads
Dmitry Levando
2021: Auction Design with Data-Driven Misspecifications Downloads
Philippe Jehiel and Konrad Mierendorff
2021: Robust Replication of Volatility and Hybrid Derivatives on Jump Diffusions Downloads
Peter Carr, Roger Lee and Matthew Lorig
2021: The Limit Order Book Recreation Model (LOBRM): An Extended Analysis Downloads
Zijian Shi and John Cartlidge
2021: Feasible Implied Correlation Matrices from Factor Structures Downloads
Wolfgang Schadner
2021: Fiscal policy and inequality in a model with endogenous positional concerns Downloads
Kirill Borissov and Nigar Hashimzade
2021: Collective Progress: Dynamics of Exit Waves Downloads
Doruk Cetemen, Can Urgun and Leeat Yariv
2021: Political and legal aspects of the COVID-19 pandemic impact on world transport systems Downloads
Alexey Gubin, Valeri Lipunov and Mattia Masolletti
2021: Price change prediction of ultra high frequency financial data based on temporal convolutional network Downloads
Wei Dai, Yuan An and Wen Long
2021: Hypothetical Expected Utility Downloads
Evan Piermont
2021: What Explains Gender Gap in Unpaid Household and Care Work in India? Downloads
Athary Janiso, Prakash Kumar Shukla and Bheemeshwar Reddy A
2021: New sources of economies and diseconomies of scale in on-demand ridepooling systems and comparison with public transport Downloads
Andres Fielbaum, Alejandro Tirachini and Javier Alonso-Mora
2021: Bitcoin, Currencies, and Fragility Downloads
Nassim Nicholas Taleb
2021: Political Power and Market Power Downloads
Bo Cowgill, Andrea Prat and Tommaso Valletti
2021: Stock Market Analysis with Text Data: A Review Downloads
Kamaladdin Fataliyev, Aneesh Chivukula, Mukesh Prasad and Wei Liu
2021: Bitcoin's Crypto Flow Network Downloads
Yoshi Fujiwara and Rubaiyat Islam
2021: The efficient frontiers of mean-variance portfolio rules under distribution misspecification Downloads
Andrew Paskaramoorthy, Tim Gebbie and Terence van Zyl
2021: Generative Adversarial Networks in finance: an overview Downloads
Florian Eckerli and Joerg Osterrieder
2021: Estimation of Optimal Dynamic Treatment Assignment Rules under Policy Constraint Downloads
Shosei Sakaguchi
2021: Law-invariant functionals that collapse to the mean: Beyond convexity Downloads
Felix-Benedikt Liebrich and Cosimo Munari
2021: Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations Downloads
Liang Jiang, Peter C. B. Phillips, Yubo Tao and Yichong Zhang
2021: Identification and Estimation of Average Partial Effects in Semiparametric Binary Response Panel Models Downloads
Laura Liu, Alexandre Poirier and Ji-Liang Shiu
2021: A data-driven approach to beating SAA out-of-sample Downloads
Jun-ya Gotoh, Michael Jong Kim and Andrew E. B. Lim
2021: Optimal Portfolio with Power Utility of Absolute and Relative Wealth Downloads
Andrey Sarantsev
2021: Classifying variety of customer's online engagement for churn prediction with mixed-penalty logistic regression Downloads
Petra Posedel \v{S}imovi\'c, Davor Horvatic and Edward W. Sun
2021: When to sell an indivisible object: Optimal timing with Markovian buyers Downloads
Kiho Yoon
2021: Business analytics meets artificial intelligence: Assessing the demand effects of discounts on Swiss train tickets Downloads
Martin Huber, Jonas Meier and Hannes Wallimann
2021: A note on a PDE approach to option pricing under xVA Downloads
Falko Baustian, Martin Fencl, Jan Posp\'i\v{s}il and Vladim\'ir \v{S}v\'igler
2021: Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability Downloads
Tobias Fissler and Yannick Hoga
2021: Inferring Multi-Period Optimal Portfolios via Detrending Moving Average Cluster Entropy Downloads
P. Murialdo, L. Ponta and A. Carbone
2021: Foreign exchange markets: price response and spread impact Downloads
Juan Camilo Henao Londono and Thomas Guhr
2021: A change of variable formula with applications to multi-dimensional optimal stopping problems Downloads
Cheng Cai and Tiziano De Angelis
2021: A Fast Evidential Approach for Stock Forecasting Downloads
Tianxiang Zhan and Fuyuan Xiao
2021: Modelling uncertainty in financial tail risk: a forecast combination and weighted quantile approach Downloads
Giuseppe Storti and Chao Wang
2021: Efficiency of communities and financial markets during the 2020 pandemic Downloads
Nick James and Max Menzies
2021: A survey of electricity spot and futures price models for risk management applications Downloads
Thomas Deschatre, Olivier F\'eron and Pierre Gruet
2021: An investigation of higher order moments of empirical financial data and the implications to risk Downloads
Luke De Clerk and Sergey Savel'ev
2021: Deep Hedging: Learning Risk-Neutral Implied Volatility Dynamics Downloads
Hans Buehler, Phillip Murray, Mikko S. Pakkanen and Ben Wood
2021: Parameterised-Response Zero-Intelligence Traders Downloads
Dave Cliff
2021: The Adoption of Blockchain-based Decentralized Exchanges Downloads
Agostino Capponi and Ruizhe Jia
2021: Tropical Attitudes in Strategic Interactions under Ignorance Downloads
Pierfrancesco Guarino and Gabriel Ziegler
2021: On an Irreversible Investment Problem with Two-Factor Uncertainty Downloads
Felix Dammann and Giorgio Ferrari
2021: Delay stochastic interest rate model with jump and strong convergence in Monte Carlo simulations Downloads
Emmanuel Coffie
2021: Mixture composite regression models with multi-type feature selection Downloads
Tsz Chai Fung, George Tzougas and Mario Wuthrich
2021: A Universal Basic Income For Brazil: Fiscal and Distributional Effects of Alternative Schemes Downloads
Rozane Bezerra de Siqueira and Jose Ricardo Bezerra Nogueira
2021: Revenue Maximization for Buyers with Outside Options Downloads
Yannai A. Gonczarowski, Nicole Immorlica, Yingkai Li and Brendan Lucier
2021: Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning Downloads
Michel Denuit, Arthur Charpentier and Julien Trufin
2021: Modeling Macroeconomic Variations After COVID-19 Downloads
Serena Ng
2021: Slow-Growing Trees Downloads
Philippe Goulet Coulombe
2021: Finding Stable Matchings in PhD Markets with Consistent Preferences and Cooperative Partners Downloads
Maximilian Mordig, Riccardo Della Vecchia, Nicol\`o Cesa-Bianchi and Bernhard Sch\"olkopf
2021: Deep Learning for Market by Order Data Downloads
Zihao Zhang, Bryan Lim and Stefan Zohren
2021: Generalized Social Marginal Welfare Weights Imply Inconsistent Comparisons of Tax Policies Downloads
Itai Sher
2021: Coordinated Capacity Reductions and Public Communication in the Airline Industry Downloads
Gaurab Aryal, Federico Ciliberto and Benjamin Leyden
2021: Rationally Inattentive Utility Maximization for Interpretable Deep Image Classification Downloads
Kunal Pattanayak and Vikram Krishnamurthy
2021: Monotone additive statistics Downloads
Xiaosheng Mu, Luciano Pomatto, Philipp Strack and Omer Tamuz
2021: Modelling Sovereign Credit Ratings: Evaluating the Accuracy and Driving Factors using Machine Learning Techniques Downloads
Bart H. L. Overes and Michel van der Wel
2021: Deep ReLU Network Expression Rates for Option Prices in high-dimensional, exponential L\'evy models Downloads
Lukas Gonon and Christoph Schwab
2021: Beyond cost reduction: Improving the value of energy storage in electricity systems Downloads
Maximilian Parzen, Fabian Neumann, Addrian H. Van Der Weijde, Daniel Friedrich and Aristides Kiprakis
2021: Currency Network Risk Downloads
Mykola Babiak and Jozef Baruník
2021: The General Graph Matching Game: Approximate Core Downloads
Vijay V. Vazirani
2021: Day-ahead electricity price prediction applying hybrid models of LSTM-based deep learning methods and feature selection algorithms under consideration of market coupling Downloads
Wei Li and Denis Mike Becker
2021: Strength in Numbers: Robust Mechanisms for Public Goods with Many Agents Downloads
Jin Xi and Haitian Xie
2021: COVID19-HPSMP: COVID-19 Adopted Hybrid and Parallel Deep Information Fusion Framework for Stock Price Movement Prediction Downloads
Farnoush Ronaghi, Mohammad Salimibeni, Farnoosh Naderkhani and Arash Mohammadi
2021: Partial Identification in Nonseparable Binary Response Models with Endogenous Regressors Downloads
Jiaying Gu and Thomas M. Russell
2021: Model-free price bounds under dynamic option trading Downloads
Ariel Neufeld and Julian Sester
2021: Explicit RKF-Compact Scheme for Pricing Regime Switching American Options with Varying Time Step Downloads
Chinonso Nwankwo and Weizhong Dai
2021: Generalized Feynman-Kac Formula under volatility uncertainty Downloads
Bahar Akhtari, Francesca Biagini, Andrea Mazzon and Katharina Oberpriller
2021: Who Should Get Vaccinated? Individualized Allocation of Vaccines Over SIR Network Downloads
Toru Kitagawa and Guanyi Wang
2021: The Fake News Effect: Experimentally Identifying Motivated Reasoning Using Trust in News Downloads
Michael Thaler
2021: Gender Differences in Motivated Reasoning Downloads
Michael Thaler
2021: Double machine learning for sample selection models Downloads
Michela Bia, Martin Huber and Luk\'a\v{s} Laff\'ers
2021: Distributional uncertainty of the financial time series measured by G-expectation Downloads
Shige Peng and Shuzhen Yang
2021: Selling two complementary goods Downloads
Komal Malik and Kolagani Paramahamsa
2021: How Likely Are Large Elections Tied? Downloads
Lirong Xia
2021: Instrumental Variable Identification of Dynamic Variance Decompositions Downloads
Mikkel Plagborg-M{\o}ller and Christian K. Wolf
2021: Identification and Estimation of Unconditional Policy Effects of an Endogenous Binary Treatment Downloads
Juli\'an Mart\'inez-Iriarte and Yixiao Sun
2021: Dynamic Default Contagion in Heterogeneous Interbank Systems Downloads
Zachary Feinstein and Andreas Sojmark
2021: On the Continuity of the Root Barrier Downloads
Erhan Bayraktar and Thomas Bernhardt
2021: Deep Learning for Individual Heterogeneity: An Automatic Inference Framework Downloads
Max H. Farrell, Tengyuan Liang and Sanjog Misra
2021: Ambiguous Persuasion under Dynamic Consistency Downloads
Xiaoyu Cheng
2021: Roughness in spot variance? A GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures Downloads
Anine E. Bolko, Kim Christensen, Mikko S. Pakkanen and Bezirgen Veliyev
2021: Identification of multi-valued treatment effects with unobserved heterogeneity Downloads
Koki Fusejima
2021: On Statistical Discrimination as a Failure of Social Learning: A Multi-Armed Bandit Approach Downloads
Junpei Komiyama and Shunya Noda
2021: The characteristic function of Gaussian stochastic volatility models: an analytic expression Downloads
Eduardo Abi Jaber
2021: One-Sided Matching Markets with Endowments: Equilibria and Algorithms Downloads
Jugal Garg, Thorben Tr\"obst and Vijay V. Vazirani
2021: Marxism, Logic and the Rate of Profit Downloads
Robin Hirsch
2021: The Platform Design Problem Downloads
Christos Papadimitriou, Kiran Vodrahalli and Mihalis Yannakakis
2021: Mean-$\rho$ portfolio selection and $\rho$-arbitrage for coherent risk measures Downloads
Martin Herdegen and Nazem Khan
2021: Inference for high-dimensional exchangeable arrays Downloads
Harold D. Chiang, Kengo Kato and Yuya Sasaki
2021: Electoral Accountability and Selection with Personalized Information Aggregation Downloads
Anqi Li and Lin Hu
2021: Deep Learning, Predictability, and Optimal Portfolio Returns Downloads
Mykola Babiak and Jozef Baruník
2021: Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon Downloads
Tiziano De Angelis
2021: Optimal Nested Simulation Experiment Design via Likelihood Ratio Method Downloads
Mingbin Ben Feng and Eunhye Song
2021: Drivers learn city-scale dynamic equilibrium Downloads
Ruda Zhang and Roger Ghanem
2021: A theoretical look at ELECTRE TRI-nB and related sorting models Downloads
Denis Bouyssou, Thierry Marchant and Marc Pirlot
2021: The Vigilant Eating Rule: A General Approach for Probabilistic Economic Design with Constraints Downloads
Haris Aziz and Florian Brandl
2021: Optimal Network Compression Downloads
Hamed Amini and Zachary Feinstein
2021: Dynamic optimal reinsurance and dividend-payout in finite time horizon Downloads
Chonghu Guan, Zuo Quan Xu and Rui Zhou
2021: A convergence analysis of the price of anarchy in atomic congestion games Downloads
Zijun Wu, Rolf H. Moehring, Chunying Ren and Dachuan Xu
2021: Data science and AI in FinTech: An overview Downloads
Longbing Cao, Qiang Yang and Philip S. Yu
2021: Learning from Manipulable Signals Downloads
Mehmet Ekmekci, Leandro Gorno, Lucas Maestri, Jian Sun and Dong Wei
2021: An Adaptive and Explicit Fourth Order Runge-Kutta-Fehlberg Method Coupled with Compact Finite Differencing for Pricing American Put Options Downloads
Chinonso Nwankwo and Weizhong Dai
2021: Optimal Decision Rules for Weak GMM Downloads
Isaiah Andrews and Anna Mikusheva
2021: Necessary and Sufficient Conditions for Inverse Reinforcement Learning of Bayesian Stopping Time Problems Downloads
Vikram Krishnamurthy and Kunal Pattanayak
2021: Minkowski gauges and deviation measures Downloads
Marlon Moresco, Marcelo Righi and Eduardo Horta
2021: A Theory of Equivalent Expectation Measures for Contingent Claim Returns Downloads
Sanjay K. Nawalkha and Xiaoyang Zhuo
2021: Time series copula models using d-vines and v-transforms Downloads
Martin Bladt and Alexander J. McNeil
2021: Consistent Recalibration Models and Deep Calibration Downloads
Matteo Gambara and Josef Teichmann
2021: C\`adl\`ag semimartingale strategies for optimal trade execution in stochastic order book models Downloads
Julia Ackermann, Thomas Kruse and Mikhail Urusov
2021: Designing Stable Elections: A Survey Downloads
Steven Heilman
2021: Are weighted games sufficiently good for binary voting? Downloads
Sascha Kurz
2021: Commitment on Volunteer Crowdsourcing Platforms: Implications for Growth and Engagement Downloads
Irene Lo, Vahideh Manshadi, Scott Rodilitz and Ali Shameli
2021: Communication, Renegotiation and Coordination with Private Values (Extended Version) Downloads
Yuval Heller and Christoph Kuzmics
2021: Posterior Probabilities for Lorenz and Stochastic Dominance of Australian Income Distributions Downloads
David Gunawan, William Griffiths and Duangkamon Chotikapanich
2021: Optimal supply chains and power sector benefits of green hydrogen Downloads
Fabian Stöckl, Wolf-Peter Schill and Alexander Zerrahn
2021: On Track for Retirement? Downloads
Matthew Olckers
2021: Avoiding zero probability events when computing Value at Risk contributions Downloads
Takaaki Koike, Yuri F. Saporito and Rodrigo Targino
2021: State Dependence and Unobserved Heterogeneity in the Extensive Margin of Trade Downloads
Julian Hinz, Amrei Stammann and Joschka Wanner
2021: Bias optimal vol-of-vol estimation: the role of window overlapping Downloads
Giacomo Toscano and Maria Cristina Recchioni
2021: Complete Subset Averaging for Quantile Regressions Downloads
Ji Hyung Lee and Youngki Shin
2021: Mortality and Healthcare: a Stochastic Control Analysis under Epstein-Zin Preferences Downloads
Joshua Aurand and Yu-Jui Huang
2021: Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents Downloads
Camilo Hern\'andez and Dylan Possama\"i
2021: A characterization of proportionally representative committees Downloads
Haris Aziz and Barton E. Lee
2021: How Do Expectations Affect Learning About Fundamentals? Some Experimental Evidence Downloads
Kieran Marray, Nikhil Krishna and Jarel Tang
2021: Crude oil price forecasting incorporating news text Downloads
Yun Bai, Xixi Li, Hao Yu and Suling Jia
2021: Saddlepoint approximations for spatial panel data models Downloads
Chaonan Jiang, Davide La Vecchia, Elvezio Ronchetti and Olivier Scaillet
2021: Reconstruction of Interbank Network using Ridge Entropy Maximization Model Downloads
Yuichi Ikeda and Hidetoshi Takeda
2021: Logical Differencing in Dyadic Network Formation Models with Nontransferable Utilities Downloads
Wayne Yuan Gao, Ming Li and Sheng Xu
2021: Evolutionary Dynamics of Investors Expectations and Market Price Movement Downloads
Inga Ivanova
2021: Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections Downloads
Francis Diebold and Glenn Rudebusch
2021: Optimal Dynamic Treatment Regimes and Partial Welfare Ordering Downloads
Sukjin Han
2021: Fuzzy Group Identification Problems Downloads
Federico Fioravanti and Fernando Tohm\'e
2021: Aggregative Efficiency of Bayesian Learning in Networks Downloads
Krishna Dasaratha and Kevin He
2021: Predictions with dynamic Bayesian predictive synthesis are exact minimax Downloads
K\=osaku Takanashi and Kenichiro McAlinn
2021: Inference of Binary Regime Models with Jump Discontinuities Downloads
Milan Kumar Das, Anindya Goswami and Sharan Rajani
2021: Fighting for Not-So-Religious Souls: The Role of Religious Competition in Secular Conflicts Downloads
Hector Galindo-Silva and Guy Tchuente
2021: Propaganda, Alternative Media, and Accountability in Fragile Democracies Downloads
Anqi Li, Davin Raiha and Kenneth W. Shotts
2021: The converse envelope theorem Downloads
Ludvig Sinander
2021: A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series Downloads
Constandina Koki, Stefanos Leonardos and Georgios Piliouras
2021: Myopic robust index tracking with Bregman divergence Downloads
Spiridon Penev, Pavel Shevchenko and Wei Wu
2021: Estimation of Conditional Average Treatment Effects with High-Dimensional Data Downloads
Qingliang Fan, Yu-Chin Hsu, Robert Lieli and Yichong Zhang
2021: Calibration of Local-Stochastic Volatility Models by Optimal Transport Downloads
Ivan Guo, Gregoire Loeper and Shiyi Wang
2021: On the Equilibrium Uniqueness in Cournot Competition with Demand Uncertainty Downloads
Stefanos Leonardos and Costis Melolidakis
2021: Risk-Sensitive Credit Portfolio Optimization under Partial Information and Contagion Risk Downloads
Lijun Bo, Huafu Liao and Xiang Yu
2021: Epstein-Zin Utility Maximization on a Random Horizon Downloads
Joshua Aurand and Yu-Jui Huang
2021: Optimal Entry and Consumption under Habit Formation Downloads
Yue Yang and Xiang Yu
2021: Equivalent Choice Functions and Stable Mechanisms Downloads
Jan Christoph Schlegel
2021: Treatment Effect Models with Strategic Interaction in Treatment Decisions Downloads
Tadao Hoshino and Takahide Yanagi
2021: Coverage Error Optimal Confidence Intervals for Local Polynomial Regression Downloads
Sebastian Calonico, Matias Cattaneo and Max H. Farrell
2021: A self-organized criticality participative pricing mechanism for selling zero-marginal cost products Downloads
Daniel Fraiman
2021: How does monetary policy affect income inequality in Japan? Evidence from grouped data Downloads
Martin Feldkircher and Kazuhiko Kakamu
2021: A Time-Varying Network for Cryptocurrencies Downloads
Li Guo, Wolfgang Karl H\"ardle and Yubo Tao
2021: Dynamic Clearing and Contagion in Financial Networks Downloads
Tathagata Banerjee, Alex Bernstein and Zachary Feinstein
2021: Estimation and Inference of Treatment Effects with $L_2$-Boosting in High-Dimensional Settings Downloads
Jannis Kueck, Ye Luo, Martin Spindler and Zigan Wang
2021: Identifying the Effects of a Program Offer with an Application to Head Start Downloads
Vishal Kamat
2021: A stylized model for wealth distribution Downloads
Bertram D\"uring, Nicos Georgiou and Enrico Scalas
2021: Credit Bubbles in Arbitrage Markets: The Geometric Arbitrage Approach to Credit Risk Downloads
Simone Farinelli and Hideyuki Takada
2021: Geometric Arbitrage Theory and Market Dynamics Reloaded Downloads
Simone Farinelli
2021: Constructive Decision Theory Downloads
Lawrence Blume, David Easley and Joseph Halpern
2021: Mortality in Germany during the Covid-19 pandemic Downloads
Alois Pichler and Dana Uhlig
2021: Computing near-optimal Value-at-Risk portfolios using Integer Programming techniques Downloads
Onur Babat, Juan C. Vera and Luis F. Zuluaga
2021: A decision support tool for ship biofouling management in the Baltic Sea Downloads
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2021: National-scale electricity peak load forecasting: Traditional, machine learning, or hybrid model? Downloads
Juyong Lee and Youngsang Cho
2021: Debt Swapping for Risk Mitigation in Financial Networks Downloads
P\'al Andr\'as Papp and Roger Wattenhofer
2021: Temporal Analysis of Worldwide War Downloads
Devansh Bajpai and Rishi Ranjan Singh
2021: Who Votes for Library Bonds? A Principal Component Exploration Downloads
Eric Jacobson
2021: Effectiveness of Artificial Intelligence in Stock Market Prediction based on Machine Learning Downloads
Sohrab Mokhtari, Kang K. Yen and Jin Liu
2021: MegazordNet: combining statistical and machine learning standpoints for time series forecasting Downloads
Angelo Garangau Menezes and Saulo Martiello Mastelini
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Kaibalyapati Mishra
2021: Market regime classification with signatures Downloads
Paul Bilokon, Antoine Jacquier and Conor McIndoe
2021: Markov-modulated Affine Processes Downloads
Kevin Kurt and R\"udiger Frey
2021: Energy security: key concepts, components, and change of the paradigm Downloads
Julia Edigareva, Tatiana Khimich, Oleg Antonov and Jesus Gonzalez
2021: Rationalization, Quantal Response Equilibrium, and Robust Outcomes in Large Populations Downloads
Shuige Liu and Fabio Maccheroni
2021: Decision making with dynamic probabilistic forecasts Downloads
Peter Tankov and Laura Tinsi
2021: Behavioral Mistakes Support Cooperation in an N-Person Repeated Public Goods Game Downloads
Jung-Kyoo Choi and Jun Sok Huhh
2021: Explaining Caste-based Digital Divide in India Downloads
R Vaidehi, A Bheemeshwar Reddy and Sudatta Banerjee
2021: Emotions in Macroeconomic News and their Impact on the European Bond Market Downloads
Sergio Consoli, Luca Tiozzo Pezzoli and Elisa Tosetti
2021: An expert survey to assess the current status and future challenges of energy system analysis Downloads
Fabian Scheller, Frauke Wiese, Jann Michael Weinand, Dominik Franjo Dominkovi\'c and Russell McKenna
2021: Numerical approximation of singular Forward-Backward SDEs Downloads
Jean-Fran\c{c}ois Chassagneux and Mohan Yang
2021: The Ecological System of Innovation: A New Architectural Framework for a Functional Evidence-Based Platform for Science and Innovation Policy Downloads
Robert Yawson
2021: ESGM: ESG scores and the Missing pillar Downloads
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2021: The Variance Gamma++ Process and Applications to Energy Markets Downloads
Gardini, M., Sabino, P., Sasso and E
2021: Effect of Labour Income on the Optimal Bankruptcy Problem Downloads
Guodong Ding and Daniele Marazzina
2021: Exploring the trilemma of cost-efficient, equitable and publicly acceptable onshore wind expansion planning Downloads
Jann Michael Weinand, Russell McKenna, Heidi Heinrichs, Michael Roth, Detlef Stolten and Wolf Fichtner
2021: A Note on the Topology of the First Stage of 2SLS with Many Instruments Downloads
Guy Tchuente
2021: On Stochastic PDEs for the pricing of derivatives in a multi-dimensional diffusion framework Downloads
Kaustav Das, Ivan Guo and Gr\'egoire Loeper
2021: Risk contributions of lambda quantiles Downloads
Akif Ince, Ilaria Peri and Silvana Pesenti
2021: Rational Pricing of Leveraged ETF Expense Ratios Downloads
Alex Garivaltis
2021: Inheritances, social classes, and wealth distribution Downloads
Pedro Patr\'icio and Nuno A. M. Ara\'ujo
2021: Applications of Mechanism Design in Market-Based Demand-Side Management Downloads
Khaled Abedrabboh and Luluwah Al-Fagih
2021: Unifying Classical and Bayesian Revealed Preference Downloads
Kunal Pattanayak and Vikram Krishnamurthy
2021: Truncation strategies in housing markets Downloads
Yajing Chen, Zhenhua Jiao and Chenfeng Zhang
2021: UNISWAP: Impermanent Loss and Risk Profile of a Liquidity Provider Downloads
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2021: Graphical Economies with Resale Downloads
Gabriel P. Andrade, Rafael Frongillo, Elliot Gorokhovsky and Sharadha Srinivasan
2021: On the Design of an Insurance Mechanism for Reliability Differentiation in Electricity Markets Downloads
Farhad Billimoria, Filiberto Fele, Iacopo Savelli, Thomas Morstyn and Malcolm McCulloch
2021: Hierarchical contagions in the interdependent financial network Downloads
William Barnett, Xue Wang, Hai-Chuan Xu and Wei-Xing Zhou
2021: Optimal investment and proportional reinsurance in a regime-switching market model under forward preferences Downloads
Katia Colaneri, Alessandra Cretarola and Benedetta Salterini
2021: Simple nonparametric inference for first-price auctions via bid spacings Downloads
Pasha Andreyanov and Grigory Franguridi
2021: Sovereign wealth funds: main activity trends Downloads
Oksana Mamina, Alexander Barannikov and Ludmila Gruzdeva
2021: Intergenerational risk sharing in a collective defined contribution pension system: a simulation study with Bayesian optimization Downloads
An Chen, Motonobu Kanagawa and Fangyuan Zhang
2021: Bibliometric Analysis Of Herding Behavior In Times Of Crisis Downloads
Fenny Marietza, Ridwan Nurazi, Fitri Santi and Saiful
2021: Relationship between Cultural Values, Sense of Community and Trust and the Effect of Trust in Workplace Downloads
Nazli Mohammad and Yvonne Stedham
2021: Game theory and scholarly publishing: premises for an agreement around open access Downloads
Abdelghani Maddi
2021: Pricing and hedging contingent claims in a multi-asset binomial market Downloads
Jarek K\k{e}dra, Assaf Libman and Victoria Steblovskaya
2021: Robust Decisions for Heterogeneous Agents via Certainty Equivalents Downloads
Anne G. Balter and Nikolaus Schweizer
2021: Fund2Vec: Mutual Funds Similarity using Graph Learning Downloads
Vipul Satone, Dhruv Desai and Dhagash Mehta
2021: The Pricing of Vanilla Options with Cash Dividends as a Classic Vanilla Basket Option Problem Downloads
Jherek Healy
2021: Next-Day Bitcoin Price Forecast Based on Artificial intelligence Methods Downloads
Liping Yang
2021: Learning Multiple Stock Trading Patterns with Temporal Routing Adaptor and Optimal Transport Downloads
Hengxu Lin, Dong Zhou, Weiqing Liu and Jiang Bian
2021: Exploration-Exploitation in Multi-Agent Competition: Convergence with Bounded Rationality Downloads
Stefanos Leonardos, Georgios Piliouras and Kelly Spendlove
2021: Constrained Classification and Policy Learning Downloads
Toru Kitagawa, Shosei Sakaguchi and Aleksey Tetenov
2021: Awareness Logic: Kripke Lattices as a Middle Ground between Syntactic and Semantic Models Downloads
Gaia Belardinelli and Rasmus K. Rendsvig
2021: The gig economy in Poland: evidence based on mobile big data Downloads
Maciej Ber\k{e}sewicz, Dagmara Nikulin, Marcin Szymkowiak and Kamil Wilak
2021: Robust Model Misspecification and Paradigm Shifts Downloads
Cuimin Ba
2021: Alternative Microfoundations for Strategic Classification Downloads
Meena Jagadeesan, Celestine Mendler-D\"unner and Moritz Hardt
2021: Chebyshev Greeks: Smoothing Gamma without Bias Downloads
Andrea Maran, Andrea Pallavicini and Stefano Scoleri
2021: Portfolio Allocation under Asymmetric Dependence in Asset Returns using Local Gaussian Correlations Downloads
Anders D. Sleire, B{\aa}rd St{\o}ve, H{\aa}kon Otneim, Geir Drage Berentsen, Dag Tj{\o}stheim and Sverre Hauso Haugen
2021: From Bachelier to Dupire via Optimal Transport Downloads
Mathias Beiglb\"ock, Gudmund Pammer and Walter Schachermayer
2021: From Griefing to Stability in Blockchain Mining Economies Downloads
Yun Kuen Cheung, Stefanos Leonardos, Georgios Piliouras and Shyam Sridhar
2021: Games in the Time of COVID-19: Promoting Mechanism Design for Pandemic Response Downloads
Bal\'azs Pej\'o and Gergely Bicz\'ok
2021: Bailouts in Financial Networks Downloads
Beni Egressy and Roger Wattenhofer
2021: Dispersion indexes based on bivariate measures of uncertainty Downloads
Francesco Buono, Camilla Cal\`i and Maria Longobardi
2021: More stochastic expansions for the pricing of vanilla options with cash dividends Downloads
Fabien Le Floc'h
2021: Pricing American options with the Runge-Kutta-Legendre finite difference scheme Downloads
Fabien Le Floc'h
2021: Quantifying the Impact of Human Capital, Job History, and Language Factors on Job Seniority with a Large-scale Analysis of Resumes Downloads
Austin P Wright, Caleb Ziems, Haekyu Park, Jon Saad-Falcon, Duen Horng Chau, Diyi Yang and Maria Tomprou
2021: Two Price Regimes in Limit Order Books: Liquidity Cushion and Fragmented Distant Field Downloads
Sebastian M. Krause, Edgar Jungblut and Thomas Guhr
2021: Information of income position and its impact on perceived tax burden and preference for redistribution: An Internet Survey Experiment Downloads
Eiji Yamamura
2021: Measuring Violations of Positive Involvement in Voting Downloads
Wesley H. Holliday and Eric Pacuit
2021: Sectoral portfolio optimization by judicious selection of financial ratios via PCA Downloads
Vrinda Dhingra, Amita Sharma and Shiv K. Gupta
2021: Learning versus Unlearning: An Experiment on Retractions Downloads
Duarte Gon\c{c}alves, Jonathan Libgober and Jack Willis
2021: Incentive-Compatible Kidney Exchange in a Slightly Semi-Random Model Downloads
Avrim Blum and Paul G\"olz
2021: The Effectiveness of Strategies to Contain SARS-CoV-2: Testing, Vaccinations, and NPIs Downloads
Jano\'s Gabler, Tobias Raabe, Klara R\"ohrl and Hans-Martin von Gaudecker
2021: Framing and Social Information Nudges at Wikipedia Downloads
Maximilian Linek and Christian Traxler
2021: Mechanism Design for Efficient Nash Equilibrium in Oligopolistic Markets Downloads
Kaiying Lin, Beibei Wang and Pengcheng You
2021: On Testing Equal Conditional Predictive Ability Under Measurement Error Downloads
Yannick Hoga and Timo Dimitriadis
2021: Doctors and Nurses Social Media Ads Reduced Holiday Travel and COVID-19 infections: A cluster randomized controlled trial in 13 States Downloads
Emily Breza, Fatima Cody Stanford, Marcela Alsan, M. D. Ph. D., Burak Alsan, Abhijit Banerjee, Arun G. Chandrasekhar, Sarah Eichmeyer, Traci Glushko, Paul Goldsmith-Pinkham, Kelly Holland, Emily Hoppe, Mohit Karnani, Sarah Liegl, Tristan Loisel, Lucy Ogbu-Nwobodo, Benjamin A. Olken Carlos Torres, Pierre-Luc Vautrey, Erica Warner, Susan Wootton and Esther Duflo
2021: On the Use of Two-Way Fixed Effects Models for Policy Evaluation During Pandemics Downloads
Germain Gauthier
2021: Output, Employment, and Price Effects of U.S. Narrative Tax Changes: A Factor-Augmented Vector Autoregression Approach Downloads
Masud Alam
2021: Group Selection of Handicap Signaling Downloads
Ethan Holdahl and Jiabin Wu
2021: A Neural Frequency-Severity Model and Its Application to Insurance Claims Downloads
Dong-Young Lim
2021: Semiparametric inference for partially linear regressions with Box-Cox transformation Downloads
Daniel Becker, Alois Kneip and Valentin Patilea
2021: Multidimensional linear and nonlinear partial integro-differential equation in Bessel potential spaces with applications in option pricing Downloads
Daniel Sevcovic and Cyril Izuchukwu Udeani
2021: Generalized Spatial and Spatiotemporal ARCH Models Downloads
Philipp Otto and Wolfgang Schmid
2021: Scalable Econometrics on Big Data -- The Logistic Regression on Spark Downloads
Aur\'elien Ouattara, Matthieu Bult\'e, Wan-Ju Lin, Philipp Scholl, Benedikt Veit, Christos Ziakas, Florian Felice, Julien Virlogeux and George Dikos
2021: Efficient Black-Box Importance Sampling for VaR and CVaR Estimation Downloads
Anand Deo and Karthyek Murthy
2021: Active labour market policies for the long-term unemployed: New evidence from causal machine learning Downloads
Daniel Goller, Tamara Harrer, Michael Lechner and Joachim Wolff
2021: Introductory Economics: Gender, Majors, and Future Performance Downloads
Natsuki Arai, Shian Chang and Biing-Shen Kuo
2021: Chances for the honest in honest versus insider trading Downloads
Mauricio Elizalde and Carlos Escudero
2021: Universal Risk Budgeting Downloads
Alex Garivaltis
2021: XRP Network and Proposal of Flow Index Downloads
Hideaki Aoyama
2021: Set coverage and robust policy Downloads
Marc Henry and Alexei Onatski
2021: Proof-of-Work Cryptocurrencies: Does Mining Technology Undermine Decentralization? Downloads
Agostino Capponi, Sveinn Olafsson and Humoud Alsabah
2021: Design and Analysis of Robust Deep Learning Models for Stock Price Prediction Downloads
Jaydip Sen and Sidra Mehtab
2021: The Concept, Types and Structure of Corruption Downloads
Oleg Antonov and Ekaterina Lineva
2021: Hydrographic variability and biomass fluctuations of European anchovy (Engraulis encrasicolus) in the Central Mediterranean Sea: Monetary estimations and impacts on fishery from Lagrangian analysis Downloads
Antonio Di Cintio, Marco Torri, Federico Falcini, Raffaele Corrado, Guglielmo Lacorata, Angela Cuttitta, Bernardo Patti and Rosalia Santoleri
2021: Partial Interventions in Networks Downloads
Ryan Kor and Junjie Zhou
2021: Defying Gravity: The Economic Effects of Social Distancing Downloads
Alfredo D. Garcia, Christopher Hartwell and Mart\'in Andr\'es Szybisz
2021: Trading with the Crowd Downloads
Eyal Neuman and Moritz Vo{\ss}
2021: Effects of Covid-19 Pandemic on Chinese Commodity Futures Markets Downloads
Ahmet Goncu
2021: Multivariate Pair Trading by Volatility & Model Adaption Trade-off Downloads
Chenyanzi Yu and Tianyang Xie
2021: Market Complete Option Valuation using a Jarrow-Rudd Pricing Tree with Skewness and Kurtosis Downloads
Yuan Hu, Abootaleb Shirvani, W. Brent Lindquist, Frank J. Fabozzi and Svetlozar T. Rachev
2021: The Economic Impact of Critical National Infrastructure Failure Due to Space Weather Downloads
Edward J. Oughton
2021: Economic Nowcasting with Long Short-Term Memory Artificial Neural Networks (LSTM) Downloads
Daniel Hopp
2021: Random feature neural networks learn Black-Scholes type PDEs without curse of dimensionality Downloads
Lukas Gonon
2021: What does Network Analysis teach us about International Environmental Cooperation? Downloads
Stefano Carattini, Sam Fankhauser, Jianjian Gao, Caterina Gennaioli and Pietro Panzarasa
2021: An Information Filtering approach to stress testing: an application to FTSE markets Downloads
Isobel Seabrook, Fabio Caccioli and Tomaso Aste
2021: Characterization of equilibrium existence and purification in general Bayesian games Downloads
Wei He, Xiang Sun, Yeneng Sun and Yishu Zeng
2021: Asymmetric All-Pay Contests with Spillovers Downloads
Maria Betto and Matthew Wildrick Thomas
2021: Deep reinforcement learning on a multi-asset environment for trading Downloads
Ali Hirsa, Joerg Osterrieder, Branka Hadji-Misheva and Jan-Alexander Posth
2021: Pricing and Risk Analysis in Hyperbolic Local Volatility Model with Quasi Monte Carlo Downloads
Julien Hok and Sergei Kucherenko
2021: Adversarial Attacks on Deep Models for Financial Transaction Records Downloads
Ivan Fursov, Matvey Morozov, Nina Kaploukhaya, Elizaveta Kovtun, Rodrigo Rivera-Castro, Gleb Gusev, Dmitry Babaev, Ivan Kireev, Alexey Zaytsev and Evgeny Burnaev
2021: Young people between education and the labour market during the COVID-19 pandemic in Italy Downloads
Davide Fiaschi and Cristina Tealdi
2021: Cyclical behavior of evolutionary dynamics in coordination games with changing payoffs Downloads
George Loginov
2021: CeFi vs. DeFi -- Comparing Centralized to Decentralized Finance Downloads
Kaihua Qin, Liyi Zhou, Yaroslav Afonin, Ludovico Lazzaretti and Arthur Gervais
2021: The Relationship between Foreign Direct Investment and Economic Growth: A Case of Turkey Downloads
Orhan Gokmen
2021: Reservoir optimization and Machine Learning methods Downloads
Xavier Warin
2021: Re-examining the Philosophical Underpinnings of the Melting Pot vs. Multiculturalism in the Current Immigration Debate in the United States Downloads
Daniel Woldeab, Robert Yawson and Irina Woldeab
2021: Comparisons of Australian Mental Health Distributions Downloads
David Gunawan, William Griffiths and Duangkamon Chotikapanich
2021: Fragility of Confounded Learning Downloads
Xuanye Wang
2021: The Effect of Client Appraisal on the Efficiency of Micro Finance Bank Downloads
Esther Yusuf Enoch, Usman Abubakar Arabo and Abubakar Mahmud Digil
2021: Dynamic Asymmetric Causality Tests with an Application Downloads
Abdulnasser Hatemi-J
2021: A new measure to study erratic financial behaviors and time-varying dynamics of equity markets Downloads
Nick James and Max Menzies
2021: A Numerical Approach to Pricing Exchange Options under Stochastic Volatility and Jump-Diffusion Dynamics Downloads
Len Patrick Dominic M. Garces and Gerald H. L. Cheang
2021: Probabilistic Forecasting of Imbalance Prices in the Belgian Context Downloads
Jonathan Dumas, Ioannis Boukas, Miguel Manuel de Villena, S\'ebastien Mathieu and Bertrand Corn\'elusse
2021: Credit spread approximation and improvement using random forest regression Downloads
Mathieu Mercadier and Jean-Pierre Lardy
2021: The relationship between the US broad money supply and US GDP for the time period 2001 to 2019 with that of the corresponding time series for US national property and stock market indices, using an information entropy methodology Downloads
Laurence Lacey
2021: A Two-Step Framework for Arbitrage-Free Prediction of the Implied Volatility Surface Downloads
Wenyong Zhang, Lingfei Li and Gongqiu Zhang
2021: The link between Bitcoin and Google Trends attention Downloads
Nektarios Aslanidis, Aurelio Fernandez Bariviera and \'Oscar G. L\'opez
2021: A News-based Machine Learning Model for Adaptive Asset Pricing Downloads
Liao Zhu, Haoxuan Wu and Martin T. Wells
2021: Exogenous and Endogenous Price Jumps Belong to Different Dynamical Classes Downloads
Riccardo Marcaccioli, Jean-Philippe Bouchaud and Michael Benzaquen
2021: An Integration and Operation Framework of Geothermal Heat Pumps in Distribution Networks Downloads
Lei Liang, Xuan Zhang and Hongbin Sun
2021: The value of travel speed Downloads
Cornelis Dirk van Goeverden
2021: Mechanism Design meets Priority Design: Redesigning the US Army's Branching Process Downloads
Kyle Greenberg, Parag A. Pathak and Tayfun Sönmez
2021: Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation Downloads
Luca Merlo, Lea Petrella and Valentina Raponi
2021: Finding the Contextual Gap Towards Employee Engagement in Financial Sector: A Review Study Downloads
Habiba Akter, Ilham Sentosa, Sheikh Muhamad Hizam, Waqas Ahmed and Arifa Akter
2021: Sensitivity of LATE Estimates to Violations of the Monotonicity Assumption Downloads
Claudia Noack
2021: An age-structured SEIR model for COVID--19 incidence in Dublin, Ireland with framework for evaluating health intervention cost Downloads
Fatima-Zahra Jaouimaa, Daniel Dempsey, Suzanne van Osch, Stephen Kinsella, Kevin Burke, Jason Wyse and James Sweeney
2021: Applying endogenous learning models in energy system optimization Downloads
Jabir Ali Ouassou, Julian Straus, Marte Fodstad, Gunhild Reigstad and Ove Wolfgang
2021: Mean Field Portfolio Games in Incomplete Markets: Nonconstant Equilibria Do Not Exist in $L^\infty$ Downloads
Guanxing Fu and Chao Zhou
2021: A new look at calendar anomalies: Multifractality and day of the week effect Downloads
Darko Stosic, Dusan Stosic, Irena Vodenska, H. Eugene Stanley and Tatijana Stosic
2021: Pricing methods for $\alpha$-quantile and perpetual early exercise options based on Spitzer identities Downloads
Carolyn E. Phelan, Daniele Marazzina and Guido Germano
2021: Sample Recycling Method -- A New Approach to Efficient Nested Monte Carlo Simulations Downloads
Runhuan Feng and Peng Li
2021: The separation of market and price in some free competitions and its related solution to the over-application problem in the job market Downloads
Vincent Zha
2021: Linear Classifiers Under Infinite Imbalance Downloads
Paul Glasserman and Mike Li
2021: An Interpretable Neural Network for Parameter Inference Downloads
Johann Pfitzinger
2021: Panel Data with Unknown Clusters Downloads
Yong Cai
2021: A Central Limit Theorem, Loss Aversion and Multi-Armed Bandits Downloads
Zengjing Chen, Larry Epstein and Guodong Zhang
2021: On Estimating Multiple Treatment Effects with Regression Downloads
Paul Goldsmith-Pinkham, Peter Hull and Michal Koles\'ar
2021: Engineering-Economic Evaluation of Diffractive Non-Line-Of-Sight Backhaul (e3nb): A Techno-economic Model for 3D Wireless Backhaul Assessment Downloads
Edward J. Oughton, Erik Boch and Julius Kusuma
2021: Dynamic mechanism design: An elementary introduction Downloads
Kiho Yoon
2021: Automatically Differentiable Random Coefficient Logistic Demand Estimation Downloads
Andrew Chia
2021: Options on Bonds: Implied Volatilities from Affine Short-Rate Dynamics Downloads
Matthew Lorig and Natchanon Suaysom
2021: How does stock market co-move with domestic economic policy uncertainty? New evidence from symmetric thermal optimal path method Downloads
Ying-Hui Shao and Yan-Hong Yang
2021: Engines of Power: Electricity, AI, and General-Purpose Military Transformations Downloads
Jeffrey Ding and Allan Dafoe
2021: The Russian practice of applying cluster approach in regional development Downloads
Victor Grebenik, Yuri Tarasenko, Dmitry Zerkin and Mattia Masolletti
2021: Testing Monotonicity of Mean Potential Outcomes in a Continuous Treatment Downloads
Yu-Chin Hsu, Martin Huber, Ying-Ying Lee and Chu-An Liu
2021: Modeling Portfolios with Leptokurtic and Dependent Risk Factors Downloads
Piero Quatto, Gianmarco Vacca and Maria Grazia Zoia
2021: What Data Augmentation Do We Need for Deep-Learning-Based Finance? Downloads
Liu Ziyin, Kentaro Minami and Kentaro Imajo
2021: Deep Learning Statistical Arbitrage Downloads
Jorge Guijarro-Ordonez, Markus Pelger and Greg Zanotti
2021: How to handle negative interest rates in a CIR framework Downloads
Marco Di Francesco and Kevin Kamm
2021: Superconsistency of tests in high dimensions Downloads
Anders Bredahl Kock and David Preinerstorfer
2021: On the "mementum" of Meme Stocks Downloads
Michele Costola, Matteo Iacopini and Carlo Santagiustina
2021: Prevention Is Better Than Cure: Experimental Evidence From Milk Fever Incidence in Dairy Animals of Haryana, India Downloads
A G Cariappa, B. S. Chandel, Gopal Sankhala, Veena Mani, Sendhil R, Anil Dixit and B. S. Meena
2021: Exact and Asymptotic Analysis of General Multivariate Hawkes Processes and Induced Population Processes Downloads
Raviar Karim, Roger Laeven and Michel Mandjes
2021: The Intellectual Property Protection System of the Foreign Investment Law: Basic Structure, Motivation and Game Logic Downloads
Luo Ying
2021: Dynamic Portfolio Cuts: A Spectral Approach to Graph-Theoretic Diversification Downloads
Alvaro Arroyo, Bruno Scalzo, Ljubisa Stankovic and Danilo P. Mandic
2021: Signatured Deep Fictitious Play for Mean Field Games with Common Noise Downloads
Ming Min and Ruimeng Hu
2021: Estimating the number of entities with vacancies using administrative and online data Downloads
Maciej Ber\k{e}sewicz, Herman Cherniaiev and Robert Pater
2021: The Limits of Multi-task Peer Prediction Downloads
Shuran Zheng, Fang-Yi Yu and Yiling Chen
2021: Online Trading Models in the Forex Market Considering Transaction Costs Downloads
Koya Ishikawa and Kazuhide Nakata
2021: Unbiased Self-Play Downloads
Shohei Ohsawa
2021: The Rohingyas of Rakhine State: Social Evolution and History in the Light of Ethnic Nationalism Downloads
Sarwar J. Minar and Abdul Halim
2021: On the Stratification of Product Portfolios Downloads
Vikram Govindan and Wei Xie
2021: Optimal Taxation of Assets Downloads
Nicolaus Tideman and Thomas Mecherikunnel
2021: Learning Treatment Effects in Panels with General Intervention Patterns Downloads
Vivek F. Farias, Andrew A. Li and Tianyi Peng
2021: Testing the Goodwin Growth Cycles with Econophysics Approach in 2002-2019 Period in Turkey Downloads
Kerim Eser Af\c{s}ar, Mehmet \"Ozyi\~git, Yusuf Y\"uksel and \"Umit Ak{\i}nc{\i}
2021: Interdependence of Growth, Structure, Size and Resource Consumption During an Economic Growth Cycle Downloads
Carey W. King
2021: Modeling premiums of non-life insurance companies in India Downloads
Kartik Sethi and Siddhartha P. Chakrabarty
2021: Explicit no arbitrage domain for sub-SVIs via reparametrization Downloads
Claude Martini and Arianna Mingone
2021: Cupid's Invisible Hand: Social Surplus and Identification in Matching Models Downloads
Alfred Galichon and Bernard Salani\'e
2021: Unbiased Optimal Stopping via the MUSE Downloads
Zhengqing Zhou, Guanyang Wang, Jose Blanchet and Peter W. Glynn
2021: Time-dependent relations between gaps and returns in a Bitcoin order book Downloads
Roberto Mota Navarro, Paulino Monroy Castillero and Francois Leyvraz
2021: Interactive Communication in Bilateral Trade Downloads
Jieming Mao, Renato Paes Leme and Kangning Wang
2021: Optimal Pricing Schemes for an Impatient Buyer Downloads
Yuan Deng, Jieming Mao, Balasubramanian Sivan and Kangning Wang
2021: Change-Point Analysis of Time Series with Evolutionary Spectra Downloads
Alessandro Casini and Pierre Perron
2021: Combinatorial Algorithms for Matching Markets via Nash Bargaining: One-Sided, Two-Sided and Non-Bipartite Downloads
Ioannis Panageas, Thorben Tr\"obst and Vijay V. Vazirani
2021: Personalized Communication Strategies: Towards A New Debtor Typology Framework Downloads
Minou Ghaffari, Maxime Kaniewicz and Stephan Stricker
2021: The Smoothed Satisfaction of Voting Axioms Downloads
Lirong Xia
2021: Entropic measure unveils country competitiveness and product specialization in the World trade web Downloads
Gianluca Teza, Michele Caraglio and Attilio L. Stella
2021: Adding fuel to human capital: Exploring the educational effects of cooking fuel choice from rural India Downloads
Shreya Biswas and Upasak Das
2021: Theoretical and methodological approaches to the study of the problem of corruption Downloads
Valeri Lipunov, Vladislav Shirshikov and Jonathan Lewis
2021: Numerical valuation of American basket options via partial differential complementarity problems Downloads
Karel in 't Hout and Jacob Snoeijer
2021: Pricing Algorithmic Insurance Downloads
Dimitris Bertsimas and Agni Orfanoudaki
2021: Justice as a Social Bargain and Optimization Problem Downloads
Andreas Siemoneit
2021: Retrospective causal inference via matrix completion, with an evaluation of the effect of European integration on cross-border employment Downloads
Jason Poulos, Andrea Albanese, Andrea Mercatanti and Fan Li
2021: $N$-player and Mean-field Games in It\^{o}-diffusion Markets with Competitive or Homophilous Interaction Downloads
Ruimeng Hu and Thaleia Zariphopoulou
2021: Modeling the out-of-equilibrium dynamics of bounded rationality and economic constraints Downloads
Oliver Richters
2021: The causal effect of political power on the provision of public education: Evidence from a weighted voting system Downloads
Lindgren Erik, Per Pettersson-Lidbom and Björn Tyrefors
2021: A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting Downloads
Chao Wang and Richard Gerlach
2021: Cash versus Kind: Benchmarking a Child Nutrition Program against Unconditional Cash Transfers in Rwanda Downloads
Craig McIntosh and Andrew Zeitlin
2021: Comprehensive Analysis On Determinants Of Bank Profitability In Bangladesh Downloads
Md Saimum Hossain and Faruque Ahamed
2021: Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection Downloads
Kieran Wood, Stephen Roberts and Stefan Zohren
2021: Tax Progressivity and Wealth Inequality: Evidence from Forbes 400 Downloads
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2021: Online Labour Index 2020: New ways to measure the world's remote freelancing market Downloads
Fabian Stephany, Otto K\"assi, Uma Rani and Vili Lehdonvirta
2021: Wealth rheology Downloads
Zdzislaw Burda, Malgorzata J. Krawczyk, Krzysztof Malarz and Malgorzata Snarska
2021: Aspects of a phase transition in high-dimensional random geometry Downloads
Axel Pr\"user, Imre Kondor and Andreas Engel
2021: Machine Collaboration Downloads
Qingfeng Liu and Yang Feng
2021: New axioms for top trading cycles Downloads
Siwei Chen, Yajing Chen and Chia-Ling Hsu
2021: Exporters' reaction to positive foreign demand shocks Downloads
Asier Minondo
2021: The lattice of worker-quasi-stable matchings Downloads
Agustín Bonifacio, Nadia Guinazu, Noelia Juarez, Pablo Neme and Jorge Oviedo
2021: Amnesty Policy and Elite Persistence in the Postbellum South: Evidence from a Regression Discontinuity Design Downloads
Jason Poulos
2021: Understanding Factors that Influence Upskilling Downloads
Eduardo Laguna-Muggenburg, Monica Bhole and Michael Meaney
2021: Purchase history and product personalization Downloads
Laura Doval and Vasiliki Skreta
2021: DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R Downloads
Philipp Bach, Victor Chernozhukov, Malte S. Kurz and Martin Spindler
2021: Screening $p$-Hackers: Dissemination Noise as Bait Downloads
Federico Echenique and Kevin He
2021: Fairness in Credit Scoring: Assessment, Implementation and Profit Implications Downloads
Nikita Kozodoi, Johannes Jacob and Stefan Lessmann
2021: Network Cluster-Robust Inference Downloads
Michael Leung
2021: Dynamic covariate balancing: estimating treatment effects over time Downloads
Davide Viviano and Jelena Bradic
2021: A Quest for Knowledge Downloads
Christoph Carnehl and Johannes Schneider
2021: Online Multi-Armed Bandits with Adaptive Inference Downloads
Maria Dimakopoulou, Zhimei Ren and Zhengyuan Zhou
2021: The Association of Opening K-12 Schools with the Spread of COVID-19 in the United States: County-Level Panel Data Analysis Downloads
Victor Chernozhukov, Hiroyuki Kasahara and Paul Schrimpf
2021: Learning Epidemiology by Doing: The Empirical Implications of a Spatial-SIR Model with Behavioral Responses Downloads
Alberto Bisin and Andrea Moro
2021: Supportive 5G Infrastructure Policies are Essential for Universal 6G: Assessment using an Open-source Techno-economic Simulation Model utilizing Remote Sensing Downloads
Edward J. Oughton and Ashutosh Jha
2021: Static Pricing Downloads
Martino Banchio and Frank Yang
2021: Bertram's Pairs Trading Strategy with Bounded Risk Downloads
Vladim\'ir Hol\'y and Michal \v{C}ern\'y
2021: MSPM: A Modularized and Scalable Multi-Agent Reinforcement Learning-based System for Financial Portfolio Management Downloads
Zhenhan Huang and Fumihide Tanaka
2021: Exploring asymmetric multifractal cross-correlations of price-volatility and asymmetric volatility dynamics in cryptocurrency markets Downloads
Shinji Kakinaka and Ken Umeno
2021: Efficient Estimation for Staggered Rollout Designs Downloads
Jonathan Roth and Pedro Sant'Anna
2021: Assessing the Impact: Does an Improvement to a Revenue Management System Lead to an Improved Revenue? Downloads
Greta Laage, Emma Frejinger, Andrea Lodi and Guillaume Rabusseau
2021: Pricing Financial Derivatives with Exponential Quantum Speedup Downloads
Javier Gonzalez-Conde, \'Angel Rodr\'iguez-Rozas, Enrique Solano and Mikel Sanz
2021: Recurrent Neural Networks for Stochastic Control Problems with Delay Downloads
Jiequn Han and Ruimeng Hu
2021: The Law of Large Numbers for Large Stable Matchings Downloads
Jacob Schwartz and Kyungchul Song
2021: Transitional Dynamics of the Saving Rate and Economic Growth Downloads
Markus Brueckner, Tomoo Kikuchi and George Vachadze
2021: The Impact of Corona Populism: Empirical Evidence from Austria and Theory Downloads
Patrick Mellacher
2021: Exponential Communication Separations between Notions of Selfishness Downloads
Aviad Rubinstein, Raghuvansh R. Saxena, Clayton Thomas, S. Mathew Weinberg and Junyao Zhao
2021: A general framework for a joint calibration of VIX and VXX options Downloads
Martino Grasselli, Andrea Mazzoran and Andrea Pallavicini
2021: Quantum-accelerated multilevel Monte Carlo methods for stochastic differential equations in mathematical finance Downloads
Dong An, Noah Linden, Jin-Peng Liu, Ashley Montanaro, Changpeng Shao and Jiasu Wang
2021: Forecasting the Olympic medal distribution during a pandemic: a socio-economic machine learning model Downloads
Christoph Schlembach, Sascha Schmidt, Dominik Schreyer and Linus Wunderlich
2021: Human Social Cycling Spectrum Downloads
Zhijian Wang and Yao Qingmei
2021: Evaluating (weighted) dynamic treatment effects by double machine learning Downloads
Hugo Bodory, Martin Huber and Luk\'a\v{s} Laff\'ers
2021: Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon Downloads
Ben Hambly, Renyuan Xu and Huining Yang
2021: When Should We (Not) Interpret Linear IV Estimands as LATE? Downloads
Tymon S{\l}oczy\'nski
2021: Mostly Harmless Machine Learning: Learning Optimal Instruments in Linear IV Models Downloads
Jiafeng Chen, Daniel L. Chen and Greg Lewis
2021: Dirichlet policies for reinforced factor portfolios Downloads
Eric Andr\'e and Guillaume Coqueret
2021: Auctioning Annuities Downloads
Gaurab Aryal, Eduardo Fajnzylber, Maria F. Gabrielli and Manuel Willington
2021: McKean-Vlasov equations involving hitting times: blow-ups and global solvability Downloads
Erhan Bayraktar, Gaoyue Guo, Wenpin Tang and Yuming Zhang
2021: The Adaptive Doubly Robust Estimator for Policy Evaluation in Adaptive Experiments and a Paradox Concerning Logging Policy Downloads
Masahiro Kato, Shota Yasui and Kenichiro McAlinn
2021: Stochastic Stability of a Recency Weighted Sampling Dynamic Downloads
Alexander Aurell and Gustav Karreskog
2021: Reinsurance of multiple risks with generic dependence structures Downloads
Manuel Guerra and Alexandra B. Moura
2021: Manipulation-Robust Regression Discontinuity Designs Downloads
Takuya Ishihara and Masayuki Sawada
2021: Price formation and optimal trading in intraday electricity markets Downloads
Olivier F\'eron, Peter Tankov and Laura Tinsi
2021: Dimension Reduction for High Dimensional Vector Autoregressive Models Downloads
Gianluca Cubadda and Alain Hecq
2021: Sparse High-Order Portfolios via Proximal DCA and SCA Downloads
Jinxin Wang, Zengde Deng, Taoli Zheng and Anthony Man-Cho So
2021: To Bag is to Prune Downloads
Philippe Goulet Coulombe
2021: The Decision-Conflict Logit Downloads
Georgios Gerasimou
2021: Making Decisions under Model Misspecification Downloads
Simone Cerreia-Vioglio, Lars Hansen, Fabio Maccheroni and Massimo Marinacci
2021: Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model Downloads
Kenichi Hirayama and Akihiko Noda
2021: Ordering and Inequalities for Mixtures on Risk Aggregation Downloads
Yuyu Chen, Peng Liu, Yang Liu and Ruodu Wang
2021: Epidemic dynamics with homophily, vaccination choices, and pseudoscience attitudes Downloads
Matteo Bizzarri, Fabrizio Panebianco and Paolo Pin
2021: Duality Theory for Robust Utility Maximisation Downloads
Daniel Bartl, Michael Kupper and Ariel Neufeld
2021: Understanding fluctuations through Multivariate Circulant Singular Spectrum Analysis Downloads
Juan B\'ogalo, Pilar Poncela and Eva Senra
2021: When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage Downloads
Laurent Ferrara and Anna Simoni
2021: Model-free bounds for multi-asset options using option-implied information and their exact computation Downloads
Ariel Neufeld, Antonis Papapantoleon and Qikun Xiang
2021: Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency Downloads
Haozhe Zhang and Yehua Li
2021: Algorithm for Computing Approximate Nash Equilibrium in Continuous Games with Application to Continuous Blotto Downloads
Sam Ganzfried
2021: Predicting cell phone adoption metrics using satellite imagery Downloads
Edward J. Oughton and Jatin Mathur
2021: Capital and Labor Income Pareto Exponents across Time and Space Downloads
Tjeerd de Vries and Alexis Akira Toda
2021: An alternative to synthetic control for models with many covariates under sparsity Downloads
Marianne Bl\'ehaut, Xavier D'Haultfoeuille, J\'er\'emy L'Hour and Alexandre B. Tsybakov
2021: Good speciation and endogenous business cycles in a constraint satisfaction macroeconomic model Downloads
Dhruv Sharma, Jean-Philippe Bouchaud, Marco Tarzia and Francesco Zamponi
2021: Closed-form Solutions for an Explicit Modern Ideal Tontine with Bequest Motive Downloads
John Dagpunar
2021: Forecasting directional movements of stock prices for intraday trading using LSTM and random forests Downloads
Pushpendu Ghosh, Ariel Neufeld and Jajati Keshari Sahoo
2021: Hedging with Linear Regressions and Neural Networks Downloads
Johannes Ruf and Weiguan Wang
2021: Wild Bootstrap Inference for Penalized Quantile Regression for Longitudinal Data Downloads
Carlos Lamarche and Thomas Parker
2021: Final Topology for Preference Spaces Downloads
Pablo Schenone
2021: Estimating Treatment Effects with Observed Confounders and Mediators Downloads
Shantanu Gupta, Zachary C. Lipton and David Childers
2021: Double/Debiased Machine Learning for Dynamic Treatment Effects via g-Estimation Downloads
Greg Lewis and Vasilis Syrgkanis
2021: Asymptotically Optimal Control of a Centralized Dynamic Matching Market with General Utilities Downloads
Jose H. Blanchet, Martin I. Reiman, Viragh Shah, Lawrence M. Wein and Linjia Wu
2021: Estimating Welfare Effects in a Nonparametric Choice Model: The Case of School Vouchers Downloads
Vishal Kamat and Samuel Norris
2021: Semi-metric portfolio optimization: a new algorithm reducing simultaneous asset shocks Downloads
Nick James, Max Menzies and Jennifer Chan
2021: Electricity prices and tariffs to keep everyone happy: a framework for fixed and nodal prices coexistence in distribution grids with optimal tariffs for investment cost recovery Downloads
Iacopo Savelli and Thomas Morstyn
2021: Regularized Estimation of High-Dimensional Vector AutoRegressions with Weakly Dependent Innovations Downloads
Ricardo P. Masini, Marcelo C. Medeiros and Eduardo F. Mendes
2021: The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model Downloads
Jaehyuk Choi and Lixin Wu
2021: Testing Forecast Rationality for Measures of Central Tendency Downloads
Timo Dimitriadis, Andrew Patton and Patrick W. Schmidt
2021: Optimal ratcheting of dividends in insurance Downloads
Hansjoerg Albrecher, Pablo Azcue and Nora Muler
2021: Noncompliance in randomized control trials without exclusion restrictions Downloads
Masayuki Sawada
2021: Bias and Consistency in Three-way Gravity Models Downloads
Martin Weidner and Thomas Zylkin
2021: Two-Stage Electricity Markets with Renewable Energy Integration: Market Mechanisms and Equilibrium Analysis Downloads
Nathan Dahlin and Rahul Jain
2021: The classification of term structure shapes in the two-factor Vasicek model -- a total positivity approach Downloads
Martin Keller-Ressel
2021: On the inconsistency of matching without replacement Downloads
Fredrik S\"avje
2021: Gittins' theorem under uncertainty Downloads
Samuel N. Cohen and Tanut Treetanthiploet
2021: Identification and Estimation of Discrete Choice Models with Unobserved Choice Sets Downloads
Victor Aguiar and Nail Kashaev
2021: Informed Principal Problems in Bilateral Trading Downloads
Takeshi Nishimura
2021: Policy Targeting under Network Interference Downloads
Davide Viviano
2021: A New Valuation Measure for the Stock Market Downloads
Andrey Sarantsev
2021: A class of recursive optimal stopping problems with applications to stock trading Downloads
Katia Colaneri and Tiziano De Angelis
2021: Identification and Estimation of a Partially Linear Regression Model using Network Data Downloads
Eric Auerbach
2021: Verifying the existence of maximum likelihood estimates for generalized linear models Downloads
Sergio Correia, Paulo Guimar\~aes and Thomas Zylkin
2021: Self-respecting worker in the gig economy: A dynamic principal-agent model Downloads
Zsolt Bihary, P\'eter Cs\'oka, P\'eter Ker\'enyi and Alexander Szimayer
2021: High-dimensional statistical arbitrage with factor models and stochastic control Downloads
Jorge Guijarro-Ordonez
2021: Closing the U.S. gender wage gap requires understanding its heterogeneity Downloads
Philipp Bach, Victor Chernozhukov and Martin Spindler
2021: Constrained Information Design Downloads
Laura Doval and Vasiliki Skreta
2021: Geometrically Convergent Simulation of the Extrema of L\'{e}vy Processes Downloads
Jorge Ignacio Gonz\'alez C\'azares, Aleksandar Mijatovi\'c and Ger\'onimo Uribe Bravo
2021: Permutation Tests for Equality of Distributions of Functional Data Downloads
Federico A. Bugni and Joel L. Horowitz
2021: Determination of Pareto exponents in economic models driven by Markov multiplicative processes Downloads
Brendan Beare and Alexis Akira Toda
2021: Identification and Estimation of Spillover Effects in Randomized Experiments Downloads
Gonzalo Vazquez-Bare
2021: Characterization of the probability and information entropy of a process with an increasing sample space by different functional forms of expansion, with an application to hyperinflation Downloads
Laurence Francis Lacey
2021: Application of deep reinforcement learning for Indian stock trading automation Downloads
Supriya Bajpai
2021: Decision Towards Green Careers and Sustainable Development Downloads
Adam Sulich, Malgorzata Rutkowska and Uma Shankar Singh
2021: The Green Management Towards a Green Industrial Revolution Downloads
Malgorzata Rutkowska and Adam Sulich
2021: Mobility and Economic Impact of COVID-19 Restrictions in Italy using Mobile Network Operator Data Downloads
Michele Vespe, Umberto Minora, Stefano Iacus, Spyridon Spyratos, Francesco Sermi, Matteo Fontana, Biagio Ciuffo and Panayotis Christidis
2021: Optimal Claiming of Social Security Benefits Downloads
Steven Diamond, Stephen Boyd, David Greenberg, Mykel Kochenderfer and Andrew Ang
2021: Deep Reinforcement Learning in Quantitative Algorithmic Trading: A Review Downloads
Tidor-Vlad Pricope
2021: Optimal Algorithms for Multiwinner Elections and the Chamberlin-Courant Rule Downloads
Kamesh Munagala, Zeyu Shen and Kangning Wang
2021: Robust Merging of Information Downloads
Henrique de Oliveira, Yuhta Ishii and Xiao Lin
2021: A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees Downloads
Victor Chernozhukov, Whitney Newey and Rahul Singh
2021: An algebraic approach to revealed preferences Downloads
Mikhail Freer and Cesar Martinelli
2021: Multi-step Reflection Principle and Barrier Options Downloads
Hangsuck Lee, Gaeun Lee and Seongjoo Song
2021: Assessing Brazilian agri-food policies: what impact on family farms? Downloads
Valdemar J. Wesz Junior, Simone Piras, Catia Grisa and Stefano Ghinoi
2021: Determinants of budget deficits: Focus on the effects from the COVID-19 crisis Downloads
Dragan Tevdovski, Petar Jolakoski and Viktor Stojkoski
2021: Bioelectrical brain activity can predict prosocial behavior Downloads
Mikhail Kunavin, Tatiana Kozitsina, Mikhail Myagkov, Irina Kozhevnikova, Mikhail Pankov and Ludmila Sokolova
2021: An Implementation Approach to Rotation Programs Downloads
Ville Korpela, Michele Lombardi and Riccardo D. Saulle
2021: Asset volatility forecasting:The optimal decay parameter in the EWMA model Downloads
Axel A. Araneda
2021: Clustering Coefficients in Weighted Undirected Multilayer Networks Downloads
Paolo Bartesaghi, Gian Paolo Clemente and Rosanna Grassi
2021: Estimating air quality co-benefits of energy transition using machine learning Downloads
Da Zhang, Qingyi Wang, Shaojie Song, Simiao Chen, Mingwei Li, Lu Shen, Siqi Zheng, Bofeng Cai and Shenhao Wang
2021: Impact of Public and Private Investments on Economic Growth of Developing Countries Downloads
Faruque Ahamed
2021: Constraint-Based Inference of Heuristics for Foreign Exchange Trade Model Optimization Downloads
Nikolay Ivanov and Qiben Yan
2021: Characterization of the probability and information entropy of a process with an exponentially increasing sample space and its application to the Broad Money Supply Downloads
Laurence F Lacey
2021: Specification tests for GARCH processes Downloads
Giuseppe Cavaliere, Indeewara Perera and Anders Rahbek
2021: Volatility Modeling of Stocks from Selected Sectors of the Indian Economy Using GARCH Downloads
Jaydip Sen, Sidra Mehtab and Abhishek Dutta
2021: Cybersecurity and Sustainable Development Downloads
Adam Sulich, Malgorzata Rutkowska, Agnieszka Krawczyk-Jezierska, Jaroslaw Jezierski and Tomasz Zema
2021: Blending Advertising with Organic Content in E-Commerce: A Virtual Bids Optimization Approach Downloads
Carlos Carrion, Zenan Wang, Harikesh Nair, Xianghong Luo, Yulin Lei, Xiliang Lin, Wenlong Chen, Qiyu Hu, Changping Peng, Yongjun Bao and Weipeng Yan
2021: A Note on Optimal Fees for Constant Function Market Makers Downloads
Robin Fritsch and Roger Wattenhofer
2021: Correlation Concern Downloads
Andrew Ellis
2021: Neural Options Pricing Downloads
Timothy DeLise
2021: A Computational Model of the Institutional Analysis and Development Framework Downloads
Nieves Montes
2021: An Introduction To Regret Minimization In Algorithmic Trading: A Survey of Universal Portfolio Techniques Downloads
Thomas Orton
2021: Corruption Determinants, Geography, and Model Uncertainty Downloads
Sajad Rahimian
2021: Trade the Event: Corporate Events Detection for News-Based Event-Driven Trading Downloads
Zhihan Zhou, Liqian Ma and Han Liu
2021: Managing Manufacturing and Delivery of Personalised Medicine: Current and Future Models Downloads
Andreea Avramescu, Richard Allmendinger and Manuel L\'opez-Ib\'a\~nez
2021: Effects of limited and heterogeneous memory in hidden-action situations Downloads
Patrick Reinwald, Stephan Leitner and Friederike Wall
2021: Assessing asset-liability risk with neural networks Downloads
Patrick Cheridito, John Ery and Mario V. W\"uthrich
2021: Bitcoin: Like a Satellite or Always Hardcore? A Core-Satellite Identification in the Cryptocurrency Market Downloads
Christoph J. B\"orner, Ingo Hoffmann, Jonas Krettek, Lars M. K\"urzinger and Tim Schmitz
2021: On the Return Distributions of a Basket of Cryptocurrencies and Subsequent Implications Downloads
Christoph J. B\"orner, Ingo Hoffmann, Jonas Krettek, Lars M. K\"urzinger and Tim Schmitz
2021: Multi-Dimensional Screening: Buyer-Optimal Learning and Informational Robustness Downloads
Rahul Deb and Anne-Katrin Roesler
2021: Deep Kernel Gaussian Process Based Financial Market Predictions Downloads
Yong Shi, Wei Dai, Wen Long and Bo Li
2021: The Effect of Providing Peer Information on Evaluation for Gender Equalized and ESG Oriented Firms: An Internet Survey Experiment Downloads
Eiji Yamamura
2021: Effects of COVID-19 Vaccine Developments and Rollout on the Capital Market -- A Case Study Downloads
Maximilian Vierlboeck and Roshanak Rose Nilchiani
2021: Quantum algorithm for credit valuation adjustments Downloads
Javier Alcazar, Andrea Cadarso, Amara Katabarwa, Marta Mauri, Borja Peropadre, Guoming Wang and Yudong Cao
2021: Conditional Non-Lattice Integration, Pricing and Superhedging Downloads
Christian Bender, Sebastian E. Ferrando and Alfredo L. Gonzalez
2021: Climate, Agriculture and Food Downloads
Ariel Ortiz-Bobea
2021: Measuring Financial Advice: aligning client elicited and revealed risk Downloads
John Thompson, Longlong Feng, R. Mark Reesor, Chuck Grace and Adam Metzler
2021: How residence permits affect the labor market attachment of foreign workers: Evidence from a migration lottery in Liechtenstein Downloads
Berno Buechel, Selina Gangl and Martin Huber
2021: Perception of corruption influences entrepreneurship inside established companies Downloads
F. Javier Sanchez-Vidal and Camino Ramon-Llorens
2021: The Giving Game Downloads
Peter Weijland
2021: Environmental Kuznets Curve & Effectiveness of International Policies: Evidence from Cross Country Carbon Emission Analysis Downloads
Elvan Ece Satici and Bayram Cakir
2021: Impact of Financial Inclusion on the Socio-Economic Status of Rural and Urban Households of Vulnerable Sections in Karnataka Downloads
Manohar Serrao, Aloysius Sequeira and K. V. M. Varambally
2021: Fat Tails and Black Swans: Exact Results for Multiplicative Processes with Resets Downloads
Dami\'an H. Zanette and Susanna Manrubia
2021: The relationship between economic growth and environment. Testing the EKC hypothesis for Latin American countries Downloads
C. Seri and A. de Juan Fernandez
2021: A Category for Extensive-Form Games Downloads
Peter Streufert
2021: Can we imitate stock price behavior to reinforcement learn option price? Downloads
Xin Jin
2021: Optimal system design for energy communities in multi-family buildings: the case of the German Tenant Electricity Law Downloads
Fritz Braeuer, Max Kleinebrahm, Elias Naber, Fabian Scheller and Russell McKenna
2021: Empirical Analysis of Service Quality, Reliability and End-User Satisfaction on Electronic Banking in Nigeria Downloads
Esther Enoch Yusuf and Abubakar Bala
2021: Vector autoregression models with skewness and heavy tails Downloads
Sune Karlsson, Stepan Mazur and Hoang Nguyen
2021: Does energy efficiency affect ambient PM2.5? The moderating role of energy investment Downloads
Cunyi Yang, Tinghui Li and Khaldoon Albitar
2021: Does Geopolitics Have an Impact on Energy Trade? Empirical Research on Emerging Countries Downloads
Fen Li, Cunyi Yang, Zhenghui Li and Pierre Failler
2021: Information Cascades and Social Learning Downloads
Sushil Bikhchandani, David Hirshleifer, Omer Tamuz and Ivo Welch
2021: The Problems of Personal Income Tax on Revenue Generation in Gombe State Downloads
Abubakar Bala, Esther Yusuf Enoch and Salisu Yakubu
2021: Evaluating the Effect of Credit Collection Policy on Portfolio Quality of Micro-Finance Bank Downloads
Esther Yusuf Enoch, Abubakar Mahmud Digil and Usman Abubakar Arabo
2021: Inference for multi-valued heterogeneous treatment effects when the number of treated units is small Downloads
Marina Dias and Demian Pouzo
2021: Financial Time Series Analysis and Forecasting with HHT Feature Generation and Machine Learning Downloads
Tim Leung and Theodore Zhao
2021: Towards Artificial Intelligence Enabled Financial Crime Detection Downloads
Zeinab Rouhollahi
2021: Blessing or Curse of Democracy?: Current Evidence from the Covid-19 Pandemic Downloads
Ryan P. Badman, Yunxin Wu, Keigo Inukai and Rei Akaishi
2021: Dominance Solvability in Random Games Downloads
Noga Alon, Kirill Rudov and Leeat Yariv
2021: Probabilistic Fixed Ballot Rules and Hybrid Domains Downloads
Shurojit Chatterji, Souvik Roy, Soumyarup Sadhukhan, Arunava Sen and Huaxia Zeng
2021: Model-Free Finance and Non-Lattice Integration Downloads
Christian Bender, Sebastian Ferrando and Alfredo Gonzalez
2021: Pricing multivariate european equity option using gaussian mixture distributions and evt-based copulas Downloads
Hassane Abba Mallam, Diakarya Barro, Yameogo WendKouni and Bisso Saley
2021: Deprivation, Crime, and Abandonment: Do Other Midwestern Cities Have 'Little Detroits'? Downloads
Scott Hegerty
2021: Option Valuation through Deep Learning of Transition Probability Density Downloads
Haozhe Su, M. V. Tretyakov and David P. Newton
2021: Pravuil: Global Consensus for a United World Downloads
David Cerezo S\'anchez
2021: Turnover-Adjusted Information Ratio Downloads
Feng Zhang, Xi Wang and Honggao Cao
2021: The impact of Over The Top service providers on the Global Mobile Telecom Industry: A quantified analysis and recommendations for recovery Downloads
Ahmed Awwad
2021: A note on the CAPM with endogenously consistent market returns Downloads
Andreas Krause
2021: The impact of social media presence and board member composition on new venture success: Evidences from VC-backed U.S. startups Downloads
P. A. Gloor, A. Fronzetti Colladon, F. Grippa, B. M. Hadley and S. Woerner
2021: Learning to make consumption-saving decisions in a changing environment: an AI approach Downloads
Rui and Shi
2021: Enhancing Cross-Sectional Currency Strategies by Ranking Refinement with Transformer-based Architectures Downloads
Daniel Poh, Bryan Lim, Stefan Zohren and Stephen Roberts
2021: Identification and Estimation of a Partially Linear Regression Model using Network Data: Inference and an Application to Network Peer Effects Downloads
Eric Auerbach
2021: Epistemic Planning with Attention as a Bounded Resource Downloads
Gaia Belardinelli and Rasmus K. Rendsvig
2021: Estimation of economic losses due to milk fever and efficiency gains if prevented: evidence from Haryana, India Downloads
A G Cariappa, B. S. Chandel, G. Sankhala, V. Mani, R. Sendhil, Anil Dixit and B. S. Meena
2021: Exploring trade-offs between landscape impact, land use and resource quality for onshore variable renewable energy: an application to Great Britain Downloads
R. McKenna, Ismir Mulalic, I. Soutar, J. M. Weinand, J. Price, S. Petrovic and K. Mainzer
2021: Valuation of European Options under an Uncertain Market Price of Volatility Risk Downloads
Bartosz Jaroszkowski and Max Jensen
2021: State-Promoted Investment for Industrial Reforms: an Information Design Approach Downloads
Keeyoung Rhee, Myungkyu Shim and Ji Zhang
2021: Dependence Modeling and Risk Assessment of a Financial Portfolio with ARMA-APARCH-EVT models based on HACs Downloads
Dodo Natatou Moutari, Hassane Abba Mallam, Diakarya Barro and Bisso Saley
2021: Two Sample Unconditional Quantile Effect Downloads
Atsushi Inoue, Tong Li and Qi Xu
2021: Guaranteeing Maximin Shares: Some Agents Left Behind Downloads
Hadi Hosseini and Andrew Searns
2021: Calibrated Click-Through Auctions: An Information Design Approach Downloads
Dirk Bergemann, Paul Duetting, Renato Paes Leme and Song Zuo
2021: A Fully Quantization-based Scheme for FBSDEs Downloads
Giorgia Callegaro, Alessandro Gnoatto and Martino Grasselli
2021: Robo-Advising: Enhancing Investment with Inverse Optimization and Deep Reinforcement Learning Downloads
Haoran Wang and Shi Yu
2021: Multiply Robust Causal Mediation Analysis with Continuous Treatments Downloads
AmirEmad Ghassami, Numair Sani, Yizhen Xu and Ilya Shpitser
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2021: A Simple Model of Monetary Policy under Phillips-Curve Causal Disagreements Downloads
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2021: Deep Graph Convolutional Reinforcement Learning for Financial Portfolio Management -- DeepPocket Downloads
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2021: AI and Shared Prosperity Downloads
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2021: Liquidity Stress Testing in Asset Management -- Part 2. Modeling the Asset Liquidity Risk Downloads
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2021: Double robust inference for continuous updating GMM Downloads
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2021: BBE: Simulating the Microstructural Dynamics of an In-Play Betting Exchange via Agent-Based Modelling Downloads
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2021: Improvements to Modern Portfolio Theory based models applied to electricity systems Downloads
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2021: Adaptive Complementary Ensemble EMD and Energy-Frequency Spectra of Cryptocurrency Prices Downloads
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Scott Hegerty
2021: Bank Density, Population Density, and Economic Deprivation Across the United States Downloads
Scott Hegerty
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Scott Hegerty
2021: Spatial Measures of Socioeconomic Deprivation: An Application to Four Midwestern Industrial Cities Downloads
Scott Hegerty
2021: Putting a Compass on the Map of Elections Downloads
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2021: Studying the association of online brand importance with museum visitors: An application of the semantic brand score Downloads
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2021: Using social network and semantic analysis to analyze online travel forums and forecast tourism demand Downloads
A Fronzetti Colladon, B Guardabascio and R Innarella
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D\'aniel Csaba
2021: How Costly is Noise? Data and Disparities in Consumer Credit Downloads
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2021: Optimal Reinsurance and Investment under Common Shock Dependence Between Financial and Actuarial Markets Downloads
Claudia Ceci, Katia Colaneri and Alessandra Cretarola
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Victor Chernozhukov, Chen Huang and Weining Wang
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Yash Kanoria
2021: Stationary Discounted and Ergodic Mean Field Games of Singular Control Downloads
Haoyang Cao, Jodi Dianetti and Giorgio Ferrari
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2021: Hypothetical Beliefs Identify Information Downloads
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2021: Policy Evaluation during a Pandemic Downloads
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2021: Trends in the E-commerce and in the Traditional Retail Sectors During the Covid-19 Pandemic: an Evolutionary Game Approach Downloads
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2021: The cross-sectional distribution of portfolio returns and applications Downloads
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Markus Schlott, Omar El Sayed, Mariia Bilousova, Fabian Hofmann, Alexander Kies and Horst St\"ocker
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2021: Generalized Autoregressive Moving Average Models with GARCH Errors Downloads
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2021: Multilevel Monte Carlo simulation for VIX options in the rough Bergomi model Downloads
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2021: On the Role of Incentives in Evolutionary Approaches to Organizational Design Downloads
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Henrique Guerreiro and Jo\~ao Guerra
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2021: Bayesian inference and superstatistics to describe long memory processes of financial time series Downloads
Geoffrey Ducournau
2021: Symbol Dynamics, Information theory and Complexity of Economic time series Downloads
Geoffrey Ducournau
2021: Hedging under rough volatility Downloads
Masaaki Fukasawa, Blanka Horvath and Peter Tankov
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Sihang Chen, Weiqi Luo and Chao Yu
2021: On representation of energy storage in electricity planning models Downloads
James H. Merrick, John Bistline and Geoffrey J. Blanford
2021: Dynamic Choices and Common Learning Downloads
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2021: A parallel-network continuous quantitative trading model with GARCH and PPO Downloads
Zhishun Wang, Wei Lu, Kaixin Zhang, Tianhao Li and Zixi Zhao
2021: Deeply decarbonizing residential and urban central districts through photovoltaics plus electric vehicle applications Downloads
Takuro Kobashi, Younghun Choi, Yujiro Hirano, Yoshiki Yamagata and Kelvin Say
2021: Global Index on Financial Losses due to Crime in the United States Downloads
Thilini Mahanama, Abootaleb Shirvani and Svetlozar Rachev
2021: Investigating Socio-spatial Differences between Solo Ridehailing and Pooled Rides in Diverse Communities Downloads
Jason Soria and Amanda Stathopoulos
2021: Retailer-consumers model in electricity market under demand response Downloads
Arega Abate, Rosana Riccardi and Carlos Ruiz
2021: Normal Tempered Stable Processes and the Pricing of Energy Derivatives Downloads
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2021: A Recursive Measure of Voting Power that Satisfies Reasonable Postulates Downloads
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2021: Impact of digital economic activity on regional economic growth: A Case study from northern Minas Gerais between 2009 To 2018 Downloads
Dr. Cesar R Salas-Guerra
2021: Stock Price Forecasting in Presence of Covid-19 Pandemic and Evaluating Performances of Machine Learning Models for Time-Series Forecasting Downloads
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2021: Should You Take Investment Advice From WallStreetBets? A Data-Driven Approach Downloads
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2021: Epidemics in modern economies Downloads
Torsten Heinrich
2021: Policy Learning with Adaptively Collected Data Downloads
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2021: Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging Downloads
Nicholas Salmon and Indranil SenGupta
2021: Sustainability of Collusion and Market Transparency in a Sequential Search Market: a Generalization Downloads
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2021: Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation Downloads
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2021: Aggregate Cyber-Risk Management in the IoT Age: Cautionary Statistics for (Re)Insurers and Likes Downloads
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2021: Exploring Diffusion Characteristics that Influence Serious Games Adoption Decisions Downloads
Katerina Antonopoulou and Nicholas Dacre
2021: Market Potential for CO$_2$ Removal and Sequestration from Renewable Natural Gas Production in California Downloads
Jun Wong, Jonathan Santoso, Marjorie Went and Daniel Sanchez
2021: Reputational Bargaining with Ultimatum Opportunities Downloads
Mehmet Ekmekci and Hanzhe Zhang
2021: Home advantage and crowd attendance: Evidence from rugby during the Covid 19 pandemic Downloads
Federico Fioravanti, Fernando Delbianco and Fernando Tohm\'e
2021: Why and how systematic strategies decay Downloads
Antoine Falck, Adam Rej and David Thesmar
2021: Revenue Adequate Prices for Chance-Constrained Electricity Markets with Variable Renewable Energy Sources Downloads
Xin Shi, Alberto Lamadrid and Luis F. Zuluaga
2021: How the 'Auction Cube' Supports the Selection of Auction Designs in Industrial Procurement Downloads
Gregor Berz, Florian Rupp and Brian Sieben
2021: On Wholesale Electricity Prices and Market Values in a Carbon-Neutral Energy System Downloads
Diana B\"ottger and Philipp H\"artel
2021: Is More Precise Word of Mouth Better for a High Quality Firm?... Not Always Downloads
Mohsen Foroughifar and David Soberman
2021: A Modified Randomization Test for the Level of Clustering Downloads
Yong Cai
2021: A nonparametric instrumental approach to endogeneity in competing risks models Downloads
Jad Beyhum, Jean-Pierre Florens and Ingrid Van Keilegom
2021: Post-Brexit power of European Union from the world trade network analysis Downloads
Justin Loye, Katia Jaffr\`es-Runser and Dima Shepelyansky
2021: Identification and Estimation of Average Marginal Effects in Fixed Effects Logit Models Downloads
Laurent Davezies, Xavier D'Haultfoeuille and Louise Laage
2021: BERT based freedom to operate patent analysis Downloads
Michael Freunek and Andr\'e Bodmer
2021: Active peer effects in residential photovoltaic adoption: evidence on impact drivers among potential and current adopters in Germany Downloads
Fabian Scheller, S\"oren Graupner, James Edwards, Jann Weinand and Thomas Bruckner
2021: Optimal stopping with signatures Downloads
Christian Bayer, Paul Hager, Sebastian Riedel and John Schoenmakers
2021: MRC-LSTM: A Hybrid Approach of Multi-scale Residual CNN and LSTM to Predict Bitcoin Price Downloads
Qiutong Guo, Shun Lei, Qing Ye and Zhiyang Fang
2021: Learning Bermudans Downloads
Riccardo Aiolfi, Nicola Moreni, Marco Bianchetti, Marco Scaringi and Filippo Fogliani
2021: Selection and Behavioral Responses of Health Insurance Subsidies in the Long Run: Evidence from a Field Experiment in Ghana Downloads
Patrick Asuming, Hyuncheol Bryant Kim and Armand Sim
2021: Neo-humanism and COVID-19: Opportunities for a socially and environmentally sustainable world Downloads
Francesco Sarracino and Kelsey O'Connor
2021: High Dimensional Decision Making, Upper and Lower Bounds Downloads
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2021: Order flow and price formation Downloads
Fabrizio Lillo
2021: The Black Market for Beijing License Plates Downloads
{\O}ystein Daljord, Guillaume Pouliot, Junji Xiao and Mandy Hu
2021: A model of inter-organizational network formation Downloads
Shweta Gaonkar and Angelo Mele
2021: Detecting bid-rigging coalitions in different countries and auction formats Downloads
David Imhof and Hannes Wallimann
2021: Lecture Notes on Voting Theory Downloads
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2021: Credibility in Second-Price Auctions: An Experimental Test Downloads
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2021: Modeling Managerial Search Behavior based on Simon's Concept of Satisficing Downloads
Friederike Wall
2021: Performance of Empirical Risk Minimization for Linear Regression with Dependent Data Downloads
Christian Brownlees and Gu{\dh}mundur Stef\'an Gu{\dh}mundsson
2021: Managing mental & psychological wellbeing amidst COVID-19 pandemic: Positive psychology interventions Downloads
Maria Tresita Paul V. and N. Uma Devi
2021: If it Looks like a Human and Speaks like a Human... Dialogue and cooperation in human-robot interactions Downloads
Mario Maggioni and Domenico Rossignoli
2021: Extending the Heston Model to Forecast Motor Vehicle Collision Rates Downloads
Darren Shannon and Grigorios Fountas
2021: Merton Investment Problems in Finance and Insurance for the Hawkes-based Models Downloads
Anatoliy Swishchuk
2021: Reddit's self-organised bull runs: Social contagion and asset prices Downloads
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2021: JDOI Variance Reduction Method and the Pricing of American-Style Options Downloads
Johan Auster, Ludovic Mathys and Fabio Maeder
2021: On-Chain Auctions with Deposits Downloads
Jan Christoph Schlegel and Akaki Mamageishvili
2021: Low emission zones: Effects on alternative-fuel vehicle uptake and fleet CO2 emissions Downloads
Jens Peters, Mercedes Burguillo and Jose M. Arranz
2021: Identification at the Zero Lower Bound Downloads
Sophocles Mavroeidis
2021: Explainable Machine Learning-driven Strategy for Automated Trading Pattern Extraction Downloads
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2021: What Do We Get from a Two-Way Fixed Effects Estimator? Implications from a General Numerical Equivalence Downloads
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2021: Uncovering Bias in Order Assignment Downloads
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2021: A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity Downloads
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2021: BERT based patent novelty search by training claims to their own description Downloads
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2021: Algorithmic subsampling under multiway clustering Downloads
Harold D. Chiang, Jiatong Li and Yuya Sasaki
2021: The economic impact of weather and climate Downloads
Richard Tol
2021: Estimating Sibling Spillover Effects with Unobserved Confounding Using Gain-Scores Downloads
David C. Mallinson and Felix Elwert
2021: Climate Change Valuation Adjustment (CCVA) using parameterized climate change impacts Downloads
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2021: A maximum entropy model of bounded rational decision-making with prior beliefs and market feedback Downloads
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2021: Vote Delegation and Misbehavior Downloads
Hans Gersbach, Akaki Mamageishvili and Manvir Schneider
2021: Models, Markets, and the Forecasting of Elections Downloads
Rajiv Sethi, Julie Seager, Emily Cai, Daniel M. Benjamin and Fred Morstatter
2021: Willingness to Pay and Attitudinal Preferences of Indian Consumers for Electric Vehicles Downloads
Prateek Bansal, Rajeev Ranjan Kumar, Alok Raj, Subodh Dubey and Daniel J. Graham
2021: Simultaneous supply and demand constraints in input-output networks: The case of Covid-19 in Germany, Italy, and Spain Downloads
Anton Pichler and J. Doyne Farmer
2021: Leveraging latent persistency in United States patent and trademark applications to gain insight into the evolution of an innovation-driven economy Downloads
Iraj Daizadeh
2021: Testing the effectiveness of unconventional monetary policy in Japan and the United States Downloads
Daisuke Ikeda, Shangshang Li, Sophocles Mavroeidis and Francesco Zanetti
2021: Kernel Methods for Unobserved Confounding: Negative Controls, Proxies, and Instruments Downloads
Rahul Singh
2021: The Variational Method of Moments Downloads
Andrew Bennett and Nathan Kallus
2021: A Perturbation Approach to Optimal Investment, Liability Ratio, and Dividend Strategies Downloads
Zhuo Jin, Zuo Quan Xu and Bin Zou
2021: Portfolio Optimisation within a Wasserstein Ball Downloads
Silvana Pesenti and Sebastian Jaimungal
2021: A Threshold for Quantum Advantage in Derivative Pricing Downloads
Shouvanik Chakrabarti, Rajiv Krishnakumar, Guglielmo Mazzola, Nikitas Stamatopoulos, Stefan Woerner and William J. Zeng
2021: Optimal Consumption under a Habit-Formation Constraint Downloads
Bahman Angoshtari, Erhan Bayraktar and Virginia R. Young
2021: Error estimates for discrete approximations of game options with multivariate diffusion asset prices Downloads
Yuri Kifer
2021: How cumulative is technological knowledge? Downloads
P. G. J. Persoon, R. N. A. Bekkers and F. Alkemade
2021: Using Machine Learning to Create an Early Warning System for Welfare Recipients Downloads
Dario Sansone and Anna Zhu
2021: Generating unfavourable VaR scenarios with patchwork copulas Downloads
Dietmar Pfeifer and Olena Ragulina
2021: Debiasing classifiers: is reality at variance with expectation? Downloads
Ashrya Agrawal, Florian Pfisterer, Bernd Bischl, Francois Buet-Golfouse, Srijan Sood, Jiahao Chen, Sameena Shah and Sebastian Vollmer
2021: Quantum Speedup of Monte Carlo Integration with respect to the Number of Dimensions and its Application to Finance Downloads
Kazuya Kaneko, Koichi Miyamoto, Naoyuki Takeda and Kazuyoshi Yoshino
2021: Learning from Forecast Errors: A New Approach to Forecast Combinations Downloads
Tae Hwy Lee and Ekaterina Seregina
2021: Duality for optimal consumption with randomly terminating income Downloads
Ashley Davey, Michael Monoyios and Harry Zheng
2021: Conditional Systemic Risk Measures Downloads
Alessandro Doldi and Marco Frittelli
2021: Cancellation of principal in banking: Four radical ideas emerge from deep examination of double entry bookkeeping in banking Downloads
Brian P. Hanley
2021: Pandemic Lessons -- Devising an assessment framework to analyse policies for sustainability Downloads
Pradipta Banerjee and Subhrabrata Choudhury
2021: Prediction intervals for Deep Neural Networks Downloads
Tullio Mancini, Hector Calvo-Pardo and Jose Olmo
2021: Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices Downloads
Nadja Klein, Michael Stanley Smith and David J. Nott
2021: Robust Utility Maximization in a Multivariate Financial Market with Stochastic Drift Downloads
J\"orn Sass and Dorothee Westphal
2021: Ordinal Bayesian incentive compatibility in random assignment model Downloads
Sulagna Dasgupta and Debasis Mishra
2021: Nonclassical Measurement Error in the Outcome Variable Downloads
Christoph Breunig and Stephan Martin
2021: Machine Learning Classification of Price Extrema Based on Market Microstructure and Price Action Features. A Case Study of S&P500 E-mini Futures Downloads
Artur Sokolovsky and Luca Arnaboldi
2021: Separability vs. robustness of Orlicz spaces: financial and economic perspectives Downloads
Felix-Benedikt Liebrich and Max Nendel
2021: Optimal Bidding Strategy for Maker Auctions Downloads
Michael Darlin, Nikolaos Papadis and Leandros Tassiulas
2021: Robust discrete choice models with t-distributed kernel errors Downloads
Rico Krueger, Michel Bierlaire, Thomas Gasos and Prateek Bansal
2021: A Robust Score-Driven Filter for Multivariate Time Series Downloads
Enzo D'Innocenzo, Alessandra Luati and Mario Mazzocchi
2021: Weak error rates for option pricing under the rough Bergomi model Downloads
Christian Bayer, Eric Joseph Hall and Ra\'ul Tempone
2021: The SINC way: A fast and accurate approach to Fourier pricing Downloads
Fabio Baschetti, Giacomo Bormetti, Silvia Romagnoli and Pietro Rossi
2021: High-Resolution Poverty Maps in Sub-Saharan Africa Downloads
Kamwoo Lee and Jeanine Braithwaite
2021: Efficient closed-form estimation of large spatial autoregressions Downloads
Abhimanyu Gupta
2021: No COVID-19 Climate Silver Lining in the US Power Sector Downloads
Max Luke, Priyanshi Somani, Turner Cotterman, Dhruv Suri and Stephen J. Lee
2021: Radner equilibrium and systems of quadratic BSDEs with discontinuous generators Downloads
Luis Escauriaza, Daniel C. Schwarz and Hao Xing
2021: Log-modulated rough stochastic volatility models Downloads
Christian Bayer, Fabian Andsem Harang and Paolo Pigato
2021: A Canon of Probabilistic Rationality Downloads
Simone Cerreia-Vioglio, Per Olov Lindberg, Fabio Maccheroni, Massimo Marinacci and Aldo Rustichini
2021: Robust fundamental theorems of asset pricing in discrete time Downloads
Huy N. Chau
2021: Real-Time Real Economic Activity Entering the Pandemic Recession Downloads
Francis Diebold
2021: Identification and Formal Privacy Guarantees Downloads
Tatiana Komarova and Denis Nekipelov
2021: Teamwise Mean Field Competitions Downloads
Xiang Yu, Yuchong Zhang and Zhou Zhou
2021: Optimal Consumption with Reference to Past Spending Maximum Downloads
Shuoqing Deng, Xun Li, Huyen Pham and Xiang Yu
2021: Delegation in Veto Bargaining Downloads
Navin Kartik, Andreas Kleiner and Richard Van Weelden
2021: Accuracy of Deep Learning in Calibrating HJM Forward Curves Downloads
Fred Espen Benth, Nils Detering and Silvia Lavagnini
2021: Fair Policy Targeting Downloads
Davide Viviano and Jelena Bradic
2021: Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs Downloads
Liang Jiang, Xiaobin Liu, Peter Phillips and Yichong Zhang
2021: A game theoretical approach to homothetic robust forward investment performance processes in stochastic factor models Downloads
Juan Li, Wenqiang Li and Gechun Liang
2021: Cores in discrete exchange economies with complex endowments Downloads
Jun Zhang
2021: Efficient and fair trading algorithms in market design environments Downloads
Jingsheng Yu and Jun Zhang
2021: Mortgage Contracts and Underwater Default Downloads
Yerkin Kitapbayev and Scott Robertson
2021: No arbitrage SVI Downloads
Claude Martini and Arianna Mingone
2021: Tail Granger causalities and where to find them: extreme risk spillovers vs. spurious linkages Downloads
Piero Mazzarisi, Silvia Zaoli, Carlo Campajola and Fabrizio Lillo
2021: Multialternative Neural Decision Processes Downloads
Carlo Baldassi, Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci and Marco Pirazzini
2021: Denise: Deep Robust Principal Component Analysis for Positive Semidefinite Matrices Downloads
Calypso Herrera, Florian Krach, Anastasis Kratsios, Pierre Ruyssen and Josef Teichmann
2021: From orders to prices: A stochastic description of the limit order book to forecast intraday returns Downloads
Johannes Bleher, Michael Bleher and Thomas Dimpfl
2021: A Time Series Analysis-Based Stock Price Prediction Using Machine Learning and Deep Learning Models Downloads
Sidra Mehtab and Jaydip Sen
2021: A Social Network Analysis of Occupational Segregation Downloads
Ioan Sebastian Buhai and Marco van der Leij
2021: A comprehensive theoretical analysis of the sequence of actions in dynamic contests Downloads
L\'aszl\'o Csat\'o and D\'ora Gr\'eta Petr\'oczy
2021: Stress testing and systemic risk measures using multivariate conditional probability Downloads
Tomaso Aste
2021: While Stability Lasts: A Stochastic Model of Stablecoins Downloads
Ariah Klages-Mundt and Andreea Minca
2021: Market Efficient Portfolios in a Systemic Economy Downloads
Kerstin Awiszus, Agostino Capponi and Stefan Weber
2021: 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
2021: The Multiplayer Colonel Blotto Game Downloads
Enric Boix-Adser\`a, Benjamin L. Edelman and Siddhartha Jayanti
2021: Decreasing market value of variable renewables can be avoided by policy action Downloads
T. Brown and L. Reichenberg
2021: A Bayesian Long Short-Term Memory Model for Value at Risk and Expected Shortfall Joint Forecasting Downloads
Zhengkun Li, Minh-Ngoc Tran, Chao Wang, Richard Gerlach and Junbin Gao
2021: Production externalities and dispersion process in a multi-region economy Downloads
Minoru Osawa and Jos\'e M. Gaspar
2021: The Logic of Strategic Assets: From Oil to Artificial Intelligence Downloads
Jeffrey Ding and Allan Dafoe
2021: Robust perfect equilibrium in large games Downloads
Enxian Chen, Lei Qiao, Xiang Sun and Yeneng Sun
2021: Perfect bidder collusion through bribe and request Downloads
Jingfeng Lu, Zongwei Lu and Christian Riis
2021: Decision Making under Uncertainty: An Experimental Study in Market Settings Downloads
Federico Echenique, Taisuke Imai and Kota Saito
2021: Random concave functions Downloads
Peter Baxendale and Ting-Kam Leonard Wong
2021: On Incentive Compatibility in Dynamic Mechanism Design With Exit Option in a Markovian Environment Downloads
Tao Zhang and Quanyan Zhu
2021: Optimal investment and contingent claim valuation with exponential disutility under proportional transaction costs Downloads
Alet Roux and Zhikang Xu
2021: An Experiment on Network Density and Sequential Learning Downloads
Krishna Dasaratha and Kevin He
2021: Coase Meets Bellman: Dynamic Programming for Production Networks Downloads
Tomoo Kikuchi, Kazuo Nishimura, John Stachurski and Junnan Zhang
2021: Martingale transport with homogeneous stock movements Downloads
Stephan Eckstein and Michael Kupper
2021: Detecting Identification Failure in Moment Condition Models Downloads
Jean-Jacques Forneron
2021: Detecting p-hacking Downloads
Graham Elliott, Nikolay Kudrin and Kaspar Wüthrich
2021: Machine learning with kernels for portfolio valuation and risk management Downloads
Lotfi Boudabsa and Damir Filipovic
2021: At What Level Should One Cluster Standard Errors in Paired and Small-Strata Experiments? Downloads
Clément de Chaisemartin and Jaime Ramirez-Cuellar
2021: Incorporating prior financial domain knowledge into neural networks for implied volatility surface prediction Downloads
Yu Zheng, Yongxin Yang and Bowei Chen
2021: Optimal mechanism for the sale of a durable good Downloads
Laura Doval and Vasiliki Skreta
2021: Peer Effects in Random Consideration Sets Downloads
Nail Kashaev and Natalia Lazzati
2021: A stochastic partial differential equation model for limit order book dynamics Downloads
Rama Cont and Marvin S. Mueller
2021: Counterfactual Sensitivity and Robustness Downloads
Timothy Christensen and Benjamin Connault
2021: Kernel Based Estimation of Spectral Risk Measures Downloads
Suparna Biswas and Rituparna Sen
2021: Integrability and Identification in Multinomial Choice Models Downloads
Debopam Bhattacharya
2021: Closed-form approximations in multi-asset market making Downloads
Philippe Bergault, David Evangelista, Olivier Gu\'eant and Douglas Vieira
2021: Monotone Sharpe ratios and related measures of investment performance Downloads
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2021: Random Fixed Points, Limits and Systemic risk Downloads
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2021: NEU: A Meta-Algorithm for Universal UAP-Invariant Feature Representation Downloads
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2021: Scenario-based Risk Evaluation Downloads
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2021: An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls Downloads
Victor Chernozhukov, Kaspar W\"uthrich and Yinchu Zhu
2021: RNN-based counterfactual prediction, with an application to homestead policy and public schooling Downloads
Jason Poulos and Shuxi Zeng
2021: Dynamic Quantile Function Models Downloads
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2021: Probability Premium and Attitude Towards Probability Downloads
Louis R. Eeckhoudt and Roger Laeven
2021: Contracts in Electricity Markets under EU ETS: A Stochastic Programming Approach Downloads
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2021: Automatic Debiased Machine Learning via Neural Nets for Generalized Linear Regression Downloads
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2021: Dynamic population games Downloads
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2021: Optimal Execution with Quadratic Variation Inventories Downloads
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2021: Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments Downloads
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2021: Regional poverty in Bulgaria in the period 2008-2019 Downloads
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2021: Nonparametric Test for Volatility in Clustered Multiple Time Series Downloads
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2021: Generalized Linear Models with Structured Sparsity Estimators Downloads
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2021: A Graph-based Similarity Function for CBDT: Acquiring and Using New Information Downloads
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2021: Stakeholder dynamics in residential solar energy adoption: findings from focus group discussions in Germany Downloads
Fabian Scheller, Isabel Doser, Emily Schulte, Simon Johanning, Russell McKenna and Thomas Bruckner
2021: The impact of past pandemics on CO$_2$ emissions and transition to renewable energy Downloads
Michał Brzeziński
2021: FX Market Volatility Downloads
Anton Koshelev
2021: The role of Common Agricultural Policy (CAP) in enhancing and stabilising farm income: an analysis of income transfer efficiency and the Income Stabilisation Tool Downloads
Biagini Luigi and Simone Severini
2021: Loss-Based Variational Bayes Prediction Downloads
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2021: Where to Refuel: Modeling On-the-way Choice of Convenience Outlet Downloads
Ari Pramono and Harmen Oppewal
2021: Applying Convolutional Neural Networks for Stock Market Trends Identification Downloads
Ekaterina Zolotareva
2021: Modelling Net Loan Loss with Bayesian and Frequentist Regression Analysis Downloads
Nathan Thomas Provost
2021: The Future of Employment Revisited: How Model Selection Determines Automation Forecasts Downloads
Fabian Stephany and Hanno Lorenz
2021: Optimal Stopping via Randomized Neural Networks Downloads
Calypso Herrera, Florian Krach, Pierre Ruyssen and Josef Teichmann
2021: Social Norms Offer Explanation for Inconsistent Effects of Incentives on Prosocial Behavior Downloads
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2021: A Review of Disease and Development Downloads
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2021: Changepoint detection in random coefficient autoregressive models Downloads
Lajos Horvath and Lorenzo Trapani
2021: State capacity and vulnerability to natural disasters Downloads
Richard Tol
2021: Climate Change Adaptation in the British Columbia Wine Industry Can carbon sequestration technology lower the B.C. Wine Industry's greenhouse gas emissions? Downloads
Lee Cartier and Svan Lembke
2021: Search and Competition with Flexible Investigations Downloads
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2021: An Empirical Assessment of Characteristics and Optimal Portfolios Downloads
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2021: Early Human Capital Accumulation and Decentralization Downloads
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2021: Computational Performance of Deep Reinforcement Learning to find Nash Equilibria Downloads
Christoph Graf, Viktor Zobernig, Johannes Schmidt and Claude Kl\"ockl
2021: Bubbles in discrete time models Downloads
Martin Herdegen and D\"orte Kreher
2021: On the joint volatility dynamics in dairy markets Downloads
Anthony Rezitis and Gregor Kastner
2021: The Impact of Brazil on Global Grain Dynamics: A Study on Cross-Market Volatility Spillovers Downloads
Felipe Avileis and Mindy Mallory
2021: Combining incentives for pollination with collective action to provide a bundle of ecosystem services in farmland Downloads
Jerome Faure, Lauriane Mouysset and Sabrina Gaba
2021: Constructing long-short stock portfolio with a new listwise learn-to-rank algorithm Downloads
Xin Zhang, Lan Wu and Zhixue Chen
2021: To What Extent do Labor Market Outcomes respond to UI Extensions? Downloads
Aiwei Huang
2021: Weak Instrumental Variables: Limitations of Traditional 2SLS and Exploring Alternative Instrumental Variable Estimators Downloads
Aiwei Huang, Madhurima Chandra and Laura Malkhasyan
2021: Interference, Bias, and Variance in Two-Sided Marketplace Experimentation: Guidance for Platforms Downloads
Hannah Li, Geng Zhao, Ramesh Johari and Gabriel Y. Weintraub
2021: Whats the worth of a promise? Evaluating the indirect effects of a program to reduce early marriage in India Downloads
Shreya Biswas and Upasak Das
2021: Weathering the Storm: How Foreign Aid and Institutions Affect Entrepreneurship Following Natural Disasters Downloads
Christopher Boudreaux, Anand Jha and Monica Escaleras
2021: Social capital and small business productivity: The mediating roles of financing and customer relationships Downloads
Christopher Boudreaux, George Clarke and Anand Jha
2021: Re-investigating the oil-food price co-movement using wavelet analysis Downloads
Loretta Mastroeni, Greta Quaresima and Pierluigi Vellucci
2021: Hermite Polynomial-based Valuation of American Options with General Jump-Diffusion Processes Downloads
Li Chen and Guang Zhang
2021: Regshock: Interactive Visual Analytics of Systemic Risk in Financial Networks Downloads
Zhibin Niu, Junqi Wu, Dawei Cheng and Jiawan Zhang
2021: Using Satellite Imagery and Deep Learning to Evaluate the Impact of Anti-Poverty Programs Downloads
Luna Yue Huang, Solomon Hsiang and Marco Gonzalez-Navarro
2021: Estimating Future VaR from Value Samples and Applications to Future Initial Margin Downloads
Narayan Ganesan and Bernhard Hientzsch
2021: A Gaussian Process Model of Cross-Category Dynamics in Brand Choice Downloads
Ryan Dew and Yuhao Fan
2021: Pricing Asian Options with Correlators Downloads
Silvia Lavagnini
2021: Does home advantage without crowd exist in American football? Downloads
D\'avid Zolt\'an Szab\'o and Diego Andr\'es P\'erez
2021: Dynamic investment portfolio optimization using a Multivariate Merton Model with Correlated Jump Risk Downloads
Bahareh Afhami, Mohsen Rezapour, Mohsen Madadi and Vahed Maroufy
2021: The Crowd Classification Problem: Social Dynamics of Binary Choice Accuracy Downloads
Joshua Becker, Douglas Guilbeault and Ned Smith
2021: Avoiding the Crowd: Traveller Behaviour in Public Transport in the Age of COVID-19 Downloads
Sanmay Shelat, Oded Cats and Sander van Cranenburgh
2021: Investigating farming efficiency through a two stage analytical approach: Application to the agricultural sector in Northern Oman Downloads
Amar Oukil and Slim Zekri
2021: Approximate option pricing formula for Barndorff-Nielsen and Shephard model Downloads
Takuji Arai
2021: An Examination of Demographic Differences in Obtaining Investment and Financial Planning Information Downloads
Paul Bechly
2021: Random perfect information games Downloads
J\'anos Flesch, Arkadi Predtetchinski and Ville Suomala
2021: Adaptive learning for financial markets mixing model-based and model-free RL for volatility targeting Downloads
Eric Benhamou, David Saltiel, Serge Tabachnik, Sui Kai Wong and Fran\c{c}ois Chareyron
2021: Macroeconomic forecasting with statistically validated knowledge graphs Downloads
Sonja Tilly and Giacomo Livan
2021: Identification of Peer Effects with Miss-specified Peer Groups: Missing Data and Group Uncertainty Downloads
Christiern Rose
2021: Automatic Double Machine Learning for Continuous Treatment Effects Downloads
Sylvia Klosin
2021: Nonlinear Pricing with Misspecified and Arbitrary Perception of the Marginal Price Downloads
Diego Alejandro Murillo Taborda
2021: Policy with stochastic hysteresis Downloads
Georgii Riabov and Aleh Tsyvinski
2021: On the relation between Preference Reversal and Strategy-Proofness Downloads
K. P. S. Bhaskara Rao, Achille Basile and Surekha Rao
2021: Three little arbitrage theorems Downloads
Mauricio Contreras G. and Roberto Ortiz H
2021: A q-binomial extension of the CRR asset pricing model Downloads
Jean-Christophe Breton, Youssef El-Khatib, Jun Fan and Nicolas Privault
2021: I Want to Tell You? Maximizing Revenue in First-Price Two-Stage Auctions Downloads
Galit Ashkenazi-Golan, Yevgeny Tsodikovich and Yannick Viossat
2021: CATE meets ML -- The Conditional Average Treatment Effect and Machine Learning Downloads
Daniel Jacob
2021: Market Value of Differentially-Private Smart Meter Data Downloads
Saurab Chhachhi and Fei Teng
2021: GARCH-UGH: A bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series Downloads
Hibiki Kaibuchi, Yoshinori Kawasaki and Gilles Stupfler
2021: Calibrating an adaptive Farmer-Joshi agent-based model for financial markets Downloads
Ivan Jericevich, Murray McKechnie and Tim Gebbie
2021: Stock Market Trend Analysis Using Hidden Markov Model and Long Short Term Memory Downloads
Mingwen Liu, Junbang Huo, Yulin Wu and Jinge Wu
2021: Interpretability in deep learning for finance: a case study for the Heston model Downloads
Damiano Brigo, Xiaoshan Huang, Andrea Pallavicini and Haitz Saez de Ocariz Borde
2021: Dissension or consensus? Management and Business Research in Latin America and the Caribbean Downloads
Julian D. Cortes
2021: Deep Reinforcement Learning in a Monetary Model Downloads
Mingli Chen, Andreas Joseph, Michael Kumhof, Xinlei Pan, Rui Shi and Xuan Zhou
2021: Aiding Long-Term Investment Decisions with XGBoost Machine Learning Model Downloads
Ekaterina Zolotareva
2021: A public micro pension programme in Brazil: Heterogeneity among states and setting up of benefit age adjustment Downloads
Renata Gomes Alcoforado and Alfredo D. Eg\'idio dos Reis
2021: The probabilistic rank random assignment rule and its axiomatic characterization Downloads
Yajing Chen, Patrick Harless and Zhenhua Jiao
2021: Decomposition scheme matters more than you may think Downloads
Anna Naszodi
2021: Pareto Optimality, Functional Dependence and Collective Agency Downloads
Chenwei Shi and Yiyang Wang
2021: On the regularity of human mobility patterns at times of a pandemic Downloads
Fabio Vanni and David Lambert
2021: On the Investment Strategies in Occupational Pension Plans Downloads
Frank Bosserhoff, An Chen, Nils Sorensen and Mitja Stadje
2021: Costlier switching strengthens competition even without advertising Downloads
Sander Heinsalu
2021: A Black-Scholes user's guide to the Bachelier model Downloads
Jaehyuk Choi, Minsuk Kwak, Chyng Wen Tee and Yumeng Wang
2021: Avoiding the bullies: The resilience of cooperation among unequals Downloads
Michael Foley, Rory Smead, Patrick Forber and Christoph Riedl
2021: Ordering results between the largest claims arising from two general heterogeneous portfolios Downloads
Sangita Das and Suchandan Kayal
2021: The American put with finite-time maturity and stochastic interest rate Downloads
Cheng Cai, Tiziano De Angelis and Jan Palczewski
2021: Mechanism Design Approach to School Choice: One versus Many Downloads
Battal Dogan
2021: Improving Transparency in IDIQ Contracts: A Comparison of Common Procurement Issues Affecting Economies Across the Atlantic and Suggested Solutions Downloads
Sareesh Rawat
2021: The spatial dissemination of COVID-19 and associated socio-economic consequences Downloads
Yafei Zhang, Lin Wang, Jonathan J. H. Zhu and Xiaofan Wang
2021: Exploratory Data Analysis of Electric Tricycle as Sustainable Public Transport Mode in General Santos City Using Logistic Regression Downloads
Geoffrey L. Cueto, Francis Aldrine A. Uy and Keith Anshilo Diaz
2021: Contribui\c{c}\~ao do ecoturismo para o uso sustent\'avel dos recursos h\'idricos do munic\'ipio de Rondon\'opolis-MT Downloads
Manoel Benedito Nirdo da Silva Campos
2021: Benford's laws tests on S&P500 daily closing values and the corresponding daily log-returns both point to huge non-conformity Downloads
Marcel Ausloos, Valerio Ficcadenti, Gurjeet Dhesi and Muhammad Shakeel
2021: Removing non-smoothness in solving Black-Scholes equation using a perturbation method Downloads
Endah R. M. Putri, Lutfi Mardianto, Amirul Hakam, Chairul Imron and Hadi Susanto
2021: Estimating and Improving Dynamic Treatment Regimes With a Time-Varying Instrumental Variable Downloads
Shuxiao Chen and Bo Zhang
2021: Micro-Estimates of Wealth for all Low- and Middle-Income Countries Downloads
Guanghua Chi, Han Fang, Sourav Chatterjee and Joshua Blumenstock
2021: A robust specification test in linear panel data models Downloads
Beste Hamiye Beyaztas, Soutir Bandyopadhyay and Abhijit Mandal
2021: Lessons Learned from Photovoltaic Auctions in Germany Downloads
Taimyra Batz Li\~neiro and Felix M\"usgens
2021: Mission Statement Effect on Research and Innovation Performance Downloads
Julian D. Cortes, Diego Tellez and Jesus Godoy
2021: A comparative study of Different Machine Learning Regressors For Stock Market Prediction Downloads
Nazish Ashfaq, Zubair Nawaz and Muhammad Ilyas
2021: Mission Statements in Universities: Readability and performance Downloads
Julian D. Cortes, Liliana Rivera and Katerina Bohle Carbonell
2021: The Struggle with Inequality Downloads
Shin-Ichiro Inaba
2021: Quantifying firm-level economic systemic risk from nation-wide supply networks Downloads
Christian Diem, Andr\'as Borsos, Tobias Reisch, J\'anos Kert\'esz and Stefan Thurner
2021: Optimal Design of Limited Partnership Agreements Downloads
Mohammad Abbas Rezaei
2021: Unprecedented decarbonization of China's power system in the post-COVID era Downloads
Biqing Zhu, Rui Guo, Zhu Deng, Wenli Zhao, Piyu Ke, Xinyu Dou, Steven J. Davis, Philippe Ciais, Pierre Gentine and Zhu Liu
2021: Enabling Machine Learning Algorithms for Credit Scoring -- Explainable Artificial Intelligence (XAI) methods for clear understanding complex predictive models Downloads
Przemys{\l}aw Biecek, Marcin Chlebus, Janusz Gajda, Alicja Gosiewska, Anna Kozak, Dominik Ogonowski, Jakub Sztachelski and Piotr Wojewnik
2021: Analysis of optimal portfolio on finite and small time horizons for a stochastic volatility market model Downloads
Minglian Lin and Indranil SenGupta
2021: Profitability Analysis in Stock Investment Using an LSTM-Based Deep Learning Model Downloads
Jaydip Sen, Abhishek Dutta and Sidra Mehtab
2021: Loss of structural balance in stock markets Downloads
Eva Ferreira, S. Orbe, J. Ascorbebeitia, Brais Álvarez Pereira and E. Estrada
2021: Don't throw efficiency out with the bathwater: A reply to Jeffery and Verheijen (2020) Downloads
Bartosz Bartkowski
2021: The Ruble Collapse in an Online Marketplace: Some Lessons for Market Designers Downloads
John Horton
2021: Analysis of the tradeoff between health and economic impacts of the Covid-19 epidemic Downloads
Samson Lasaulce, Chao Zhang, Vineeth Varma and Irinel Constantin Morarescu
2021: A Maximum Principle approach to deterministic Mean Field Games of Control with Absorption Downloads
Paulwin Graewe, Ulrich Horst and Ronnie Sircar
2021: Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem Downloads
Daniel Sevcovic and Cyril Izuchukwu Udeani
2021: A Bayesian analysis of gain-loss asymmetry Downloads
Andrea Giuseppe Di Iura and Giulia Terenzi
2021: On the effect of social norms on performance in teams with distributed decision makers Downloads
Ravshanbek Khodzhimatov, Stephan Leitner and Friederike Wall
2021: Time is Money: The Equilibrium Trading Horizon and Optimal Arrival Price Downloads
Kevin Patrick Darby
2021: Financial Markets Prediction with Deep Learning Downloads
Jia Wang, Tong Sun, Benyuan Liu, Yu Cao and Degang Wang
2021: The Efficient Hedging Frontier with Deep Neural Networks Downloads
Zheng Gong, Carmine Ventre and John O'Hara
2021: Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis Downloads
Claudiu Albulescu, Michel Mina and Cornel Oros
2021: Assessing the practicability of the condition used for dynamic equilibrium in Pasinetti theory of distribution Downloads
A Jayakrishnan and Anil Lal S
2021: Analysis of bank leverage via dynamical systems and deep neural networks Downloads
Fabrizio Lillo, Giulia Livieri, Stefano Marmi, Anton Solomko and Sandro Vaienti
2021: Demand-pull and technology-push: What drives the direction of technological change? -- An empirical network-based approach Downloads
Kerstin H\"otte
2021: WTO GPA and Sustainable Procurement as Tools for Transitioning to a Circular Economy Downloads
Sareesh Rawat
2021: Option to survive or surrender: carbon asset management and optimization in thermal power enterprises from China Downloads
Yue Liu, Lixin Tian, Zhuyun Xie, Zaili Zhen and Huaping Sun
2021: Analytic and Bootstrap-after-Cross-Validation Methods for Selecting Penalty Parameters of High-Dimensional M-Estimators Downloads
Denis Chetverikov and Jesper Riis-Vestergaard S{\o}rensen
2021: Echo Chambers: Voter-to-Voter Communication and Political Competition Downloads
Monica Anna Giovanniello
2021: Vaccine allocation to blue-collar workers Downloads
L\'aszl\'o Czaller, Gerg\H{o} T\'oth and Balázs Lengyel
2021: The Effect of Sport in Online Dating: Evidence from Causal Machine Learning Downloads
Daniel Boller, Michael Lechner and Gabriel Okasa
2021: Identification of Dynamic Panel Logit Models with Fixed Effects Downloads
Christopher Dobronyi, Jiaying Gu and Kyoo il Kim
2021: Assessing the Impact of COVID-19 on Trade: a Machine Learning Counterfactual Analysis Downloads
Marco Due\~nas, V\'ictor Ortiz, Massimo Riccaboni and Francesco Serti
2021: Uncovering commercial activity in informal cities Downloads
Daniel Straulino, Juan C. Saldarriaga, Jairo A. G\'omez, Juan Duque and Neave O'Clery
2021: Optimal Epidemic Control in Equilibrium with Imperfect Testing and Enforcement Downloads
Thomas Phelan and Alexis Akira Toda
2021: On A Class Of Rank-Based Continuous Semimartingales Downloads
David Itkin and Martin Larsson
2021: Projection Bias in Effort Choices Downloads
Marc Kaufmann
2021: Frequency-Dependent Higher Moment Risks Downloads
Jozef Baruník and Josef Kurka
2021: Functional quantization of rough volatility and applications to the VIX Downloads
Ofelia Bonesini, Giorgia Callegaro and Antoine Jacquier
2021: Wealth distribution in modern societies: collected data and a master equation approach Downloads
Istvan Gere, Szabolcs Kelemen, Geza Toth, Tamas Biro and Zoltan Neda
2021: CLVSA: A Convolutional LSTM Based Variational Sequence-to-Sequence Model with Attention for Predicting Trends of Financial Markets Downloads
Jia Wang, Tong Sun, Benyuan Liu, Yu Cao and Hongwei Zhu
2021: Optimal Market Making by Reinforcement Learning Downloads
Matias Selser, Javier Kreiner and Manuel Maurette
2021: E-Commerce in Turkey and SAP Integrated E-Commerce System Downloads
Ahmet Kaya and \"Omer Aydin
2021: Environmental assessment of a new generation battery: The magnesium-sulfur system Downloads
Claudia Tomasini Montenegro, Jens Peters, Manuel Baumann, Zhirong Zhao-Karger, Christopher Wolter and Marcel Weil
2021: Predicting Inflation with Neural Networks Downloads
Livia Paranhos
2021: Market Regime Detection via Realized Covariances: A Comparison between Unsupervised Learning and Nonlinear Models Downloads
Andrea Bucci and Vito Ciciretti
2021: Embeddings and Attention in Predictive Modeling Downloads
Kevin Kuo and Ronald Richman
2021: Min(d)ing the President: A text analytic approach to measuring tax news Downloads
Adam Jassem, Lenard Lieb, Rui Jorge Almeida, Nalan Ba\c{s}t\"urk and Stephan Smeekes
2021: DoubleML -- An Object-Oriented Implementation of Double Machine Learning in Python Downloads
Philipp Bach, Victor Chernozhukov, Malte S. Kurz and Martin Spindler
2021: The Value of Excess Supply in Spatial Matching Markets Downloads
Mohammad Akbarpour, Yeganeh Alimohammadi, Shengwu Li and Amin Saberi
2021: The Proper Use of Google Trends in Forecasting Models Downloads
Marcelo C. Medeiros and Henrique F. Pires
2021: The value of big data for analyzing growth dynamics of technology based new ventures Downloads
Maksim Malyy, Zeljko Tekic and Tatiana Podladchikova
2021: Fiscal Stimulus of Last Resort Downloads
Alessandro Piergallini
2021: Multiscale Governance Downloads
David Pastor-Escuredo and Philip Treleaven
2021: Pricing without no-arbitrage condition in discrete time Downloads
Laurence Carassus and Emmanuel L\'epinette
2021: Future of work: ethics Downloads
David Pastor-Escuredo
2021: Driving Factors Behind the Social Role of Retail Centers on Recreational Activities Downloads
Sepideh Baghaee, Saeed Nosratabadi, Farshid Aram and Amir Mosavi
2021: Revisiting the empirical fundamental relationship of traffic flow for highways using a causal econometric approach Downloads
Anupriya, Daniel J. Graham, Daniel H\"orcher and Prateek Bansal
2021: Wost Case in Voting and Bargaining Downloads
Anna bogomolnaia Ron Holzman Herve Moulin
2021: Political structures and the topology of simplicial complexes Downloads
Andrea Mock and Ismar Volic
2021: Identification and Estimation in Many-to-one Two-sided Matching without Transfers Downloads
YingHua He, Shruti Sinha and Xiaoting Sun
2021: Economics in Nouns and Verbs Downloads
W. Brian Arthur
2021: Spatial parking planning design with mixed conventional and autonomous vehicles Downloads
Qida Su and David Z. W. Wang
2021: A Big Data Analysis of the Ethereum Network: from Blockchain to Google Trends Downloads
Dorsa Mohammadi Arezooji
2021: Optimal parking provision in multi-modal morning commute problem considering ride-sourcing service Downloads
Qida Su
2021: Monte Carlo Simulation of SDEs using GANs Downloads
Jorino van Rhijn, Cornelis W. Oosterlee, Lech A. Grzelak and Shuaiqiang Liu
2021: A lattice approach to the Beta distribution induced by stochastic dominance: Theory and applications Downloads
Yann Braouezec and John Cagnol
2021: Equity Impacts of Dollar Store Vaccine Distribution Downloads
Judith Chevalier, Jason L. Schwartz, Yihua Su and Kevin R. Williams
2021: Occupational Mobility: Theory and Estimation for Italy Downloads
Irene Brunetti and Davide Fiaschi
2021: Trends in eBusiness and eGovernment Downloads
Antonio S\'anchez-Bay\'on, Miguel \'Angel Garc\'ia-Ramos Lucero, Annie Ng Cheng San, Choy Johnn Yee, Krishna Moorthy, Alex Foo Tun Lee, Angelita Kithatu-Kiwekete, Shikha Vyas-Doorgapersad, Anthony Kiryagana Isabirye, Nobukhosi Dlodlo, Lydia Mbati, Edmore Tarambiwa, Chengedzai Mafini, Anastas Djurovski, Ephrem Habtemichael Redda and Jhalukpreya Surujlal
2021: Perpetual callable American volatility options in a mean-reverting volatility model Downloads
Hsuan-Ku Liu
2021: A general methodology to measure labour market dynamics Downloads
Davide Fiaschi and Cristina Tealdi
2021: Distributional Offline Continuous-Time Reinforcement Learning with Neural Physics-Informed PDEs (SciPhy RL for DOCTR-L) Downloads
Igor Halperin
2021: From banks to DeFi: the evolution of the lending market Downloads
Jiahua Xu and Nikhil Vadgama
2021: Bottleneck Congestion And Work Starting Time Distribution Considering Household Travels Downloads
Qida Su and David Z. W. Wang
2021: The Persistent Effect of Famine on Present-Day China: Evidence from the Billionaires Downloads
Pramod Sur and Masaru Sasaki
2021: Influence of risk tolerance on long-term investments: A Malliavin calculus approach Downloads
Hyungbin Park
2021: The Production and Consumption of Social Media Downloads
Apostolos Filippas and John Horton
2021: Herd Behavior in Crypto Asset Market and Effect of Financial Information on Herd Behavior Downloads
\"Uzeyir Aydin, B\"u\c{s}ra A\u{g}an and \"Omer Aydin
2021: Local Projections vs. VARs: Lessons From Thousands of DGPs Downloads
Dake Li, Mikkel Plagborg-M{\o}ller and Christian K. Wolf
2021: Sustainability in a Market Design for Electricity Downloads
Lamia Varawala, Mohammad Reza Hesamzadeh, Gy\"orgy D\'an, Derek Bunn and Juan Rosell\'on
2021: On the Perception of Plagiarism in Academia: Context and Intent Downloads
Aaron Gregory and Joshua Leeman
2021: Normalizations and misspecification in skill formation models Downloads
Joachim Freyberger
2021: Optimal Fees for Geometric Mean Market Makers Downloads
Alex Evans, Guillermo Angeris and Tarun Chitra
2021: Statistical significance revisited Downloads
Maike Torm\"ahlen, Galiya Klinkova and Michael Grabinski
2021: Limit Theorems for Default Contagion and Systemic Risk Downloads
Hamed Amini, Zhongyuan Cao and Agnes Sulem
2021: A Comparative Evaluation of Predominant Deep Learning Quantified Stock Trading Strategies Downloads
Haohan Zhang
2021: Putting a price on tenure Downloads
Thiago Marzagao
2021: Co-Creation of Innovative Gamification Based Learning: A Case of Synchronous Partnership Downloads
Nicholas Dacre, Vasilis Gkogkidis and Peter Jenkins
2021: How to Motivate and Engage Generation Clash of Clans at Work? Emergent Properties of Business Gamification Elements in the Digital Economy Downloads
Nicholas Dacre, Panos Constantinides and Joe Nandhakumar
2021: How Many Online Workers are there in the World? A Data-Driven Assessment Downloads
Otto K\"assi, Vili Lehdonvirta and Fabian Stephany
2021: The interaction of forward guidance in a two-country new Keynesian model Downloads
Daisuke Ida and Hirokuni Iiboshi
2021: Mental Health and Abortions among Young Women: Time-varying Unobserved Heterogeneity, Health Behaviors, and Risky Decisions Downloads
Lena Janys and Bettina Siflinger
2021: Selfish Shareholders: Corporate Donations During COVID-19 Downloads
Michele Fioretti, Victor Saint-Jean and Simon C. Smith
2021: How to Deserve Reserves Downloads
Orhan Aygun and Bertan Turhan
2021: Root-n-consistent Conditional ML estimation of dynamic panel logit models with fixed effects Downloads
Hugo Kruiniger
2021: Observational Learning with Ordered States Downloads
Navin Kartik, SangMok Lee and Daniel Rappoport
2021: Cross-verification and Persuasive Cheap Talk Downloads
Alp Atakan, Mehmet Ekmekci and Ludovic Renou
2021: Information Design in Multi-stage Games Downloads
Miltiadis Makris and Ludovic Renou
2021: Hedging of Financial Derivative Contracts via Monte Carlo Tree Search Downloads
Oleg Szehr
2021: The Role of a Nation's Culture in the Country's Governance: Stochastic Frontier Analysis Downloads
Vladim\'ir Hol\'y and Tom\'a\v{s} Evan
2021: Sharp Sensitivity Analysis for Inverse Propensity Weighting via Quantile Balancing Downloads
Jacob Dorn and Kevin Guo
2021: On the stability of the martingale optimal transport problem: A set-valued map approach Downloads
Ariel Neufeld and Julian Sester
2021: Limiting Value of the Kolkata Index for Social Inequality and a Possible Social Constant Downloads
Asim Ghosh and Bikas K Chakrabarti
2021: Least Squares Monte Carlo applied to Dynamic Monetary Utility Functions Downloads
Hampus Engsner
2021: Neural networks-based algorithms for stochastic control and PDEs in finance Downloads
Maximilien Germain, Huy\^en Pham and Xavier Warin
2021: Temporal Clustering of Disorder Events During the COVID-19 Pandemic Downloads
Gian Maria Campedelli and Maria Rita D'Orsogna
2021: Wild Randomness, and the application of Hyperbolic Diffusion in Financial Modelling Downloads
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2021: Bayesian analysis of seasonally cointegrated VAR model Downloads
Justyna Wr\'oblewska
2021: Machine Learning Advances for Time Series Forecasting Downloads
Ricardo P. Masini, Marcelo C. Medeiros and Eduardo F. Mendes
2021: Dynamical Characteristics of Global Stock Markets Based on Time Dependent Tsallis Non-Extensive Statistics and Generalized Hurst Exponents Downloads
Ioannis P. Antoniades, Leonidas P. Karakatsanis and Evgenios G. Pavlos
2021: Global pathways to sustainable development to 2030 and beyond Downloads
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Mark Whitmeyer
2021: Bandits in Matching Markets: Ideas and Proposals for Peer Lending Downloads
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2021: A Basket Half Full: Sparse Portfolios Downloads
Ekaterina Seregina
2021: Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model Downloads
Liao Zhu, Robert Jarrow and Martin T. Wells
2021: 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
2021: Conditional quantile estimators: A small sample theory Downloads
Grigory Franguridi, Bulat Gafarov and Kaspar Wüthrich
2021: 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
2021: Optimal Portfolio Using Factor Graphical Lasso Downloads
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2021: Naive analytics equilibrium Downloads
Ron Berman and Yuval Heller
2021: 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
2021: A Test for Kronecker Product Structure Covariance Matrix Downloads
Patrik Guggenberger, Frank Kleibergen and Sophocles Mavroeidis
2021: The role of negative emissions in meeting China's 2060 carbon neutrality goal Downloads
Jay Fuhrman, Andres F. Clarens, Haewon McJeon, Pralit Patel, Scott C. Doney, William Shobe and Shreekar Pradhan
2021: Competition versus Cooperation: A class of solvable mean field impulse control problems Downloads
S\"oren Christensen, Berenice Anne Neumann and Tobias Sohr
2021: Reproducing Kernel Methods for Nonparametric and Semiparametric Treatment Effects Downloads
Rahul Singh, Liyuan Xu and Arthur Gretton
2021: Infinite-Dimensional Fisher Markets and Tractable Fair Division Downloads
Yuan Gao and Christian Kroer
2021: Protectionism and economic growth: Causal evidence from the first era of globalization Downloads
Niklas Potrafke, Fabian Ruthardt and Kaspar W\"uthrich
2021: Price, Volatility and the Second-Order Economic Theory Downloads
Victor Olkhov
2021: Liquidations: DeFi on a Knife-edge Downloads
Daniel Perez, Sam M. Werner, Jiahua Xu and Benjamin Livshits
2021: Simulation-based optimisation of the timing of loan recovery across different portfolios Downloads
Arno Botha, Conrad Beyers and Pieter de Villiers
2021: Vector copulas Downloads
Yanqin Fan and Marc Henry
2021: 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, Janet Rafner, Anders Ryom Villadsen, Mikkel Wallentin, Jacob Friis Sherson and Skill Lab Players
2021: Pseudo-Hermiticity, Martingale Processes and Non-Arbitrage Pricing Downloads
Will Hicks
2021: Identification of Time-Varying Transformation Models with Fixed Effects, with an Application to Unobserved Heterogeneity in Resource Shares Downloads
Irene Botosaru, Chris Muris and Krishna Pendakur
2021: Quantum Computation for Pricing the Collateralized Debt Obligations Downloads
Hao Tang, Anurag Pal, Lu-Feng Qiao, Tian-Yu Wang, Jun Gao and Xian-Min Jin
2021: Unconditional Quantile Regression with High Dimensional Data Downloads
Yuya Sasaki, Takuya Ura and Yichong Zhang
2021: 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
2021: Limits of random walks with distributionally robust transition probabilities Downloads
Daniel Bartl, Stephan Eckstein and Michael Kupper
2021: Reputation for Playing Mixed Actions: A Characterization Theorem Downloads
Harry Pei
2021: Optimal Tracking Portfolio with A Ratcheting Capital Benchmark Downloads
Lijun Bo, Huafu Liao and Xiang Yu
2021: Optimal trade execution in an order book model with stochastic liquidity parameters Downloads
Julia Ackermann, Thomas Kruse and Mikhail Urusov
2021: Neural Jump Ordinary Differential Equations: Consistent Continuous-Time Prediction and Filtering Downloads
Calypso Herrera, Florian Krach and Josef Teichmann
2021: Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling Downloads
Ioannis Anagnostou, Tiziano Squartini, Drona Kandhai and Diego Garlaschelli
2021: The Race between Technological Progress and Female Advancement: Changes in Gender and Skill Premia in OECD Countries Downloads
Hiroya Taniguchi and Ken Yamada
2021: Fast and Accurate Variational Inference for Models with Many Latent Variables Downloads
Rub\'en Loaiza-Maya, Michael Smith, David J. Nott and Peter Danaher
2021: Functional Decision Theory in an Evolutionary Environment Downloads
Noah Topper
2021: No-arbitrage concepts in topological vector lattices Downloads
Eckhard Platen and Stefan Tappe
2021: 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
2021: Equity Factors: To Short Or Not To Short, That Is The Question Downloads
Florent Benaych-Georges, Jean-Philippe Bouchaud and Stefano Ciliberti
2021: The Low-volatility Anomaly and the Adaptive Multi-Factor Model Downloads
Robert Jarrow, Rinald Murataj, Martin T. Wells and Liao Zhu
2021: Causal Spillover Effects Using Instrumental Variables Downloads
Gonzalo Vazquez-Bare
2021: Financial replicator dynamics: emergence of systemic-risk-averting strategies Downloads
Indrajit Saha and Veeraruna Kavitha
2021: On Ridership and Frequency Downloads
Simon Berrebi, Sanskruti Joshi and Kari E Watkins
2021: Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions Downloads
Karsten Schweikert
2021: Markov risk mappings and risk-sensitive optimal stopping Downloads
Tomasz Kosmala, Randall Martyr and John Moriarty
2021: An Economical Business-Cycle Model Downloads
Pascal Michaillat and Emmanuel Saez
2021: Direct and indirect transactions and requirements Downloads
Husna Betul Coskun and Huseyin Coskun
2021: Uniform inference for value functions Downloads
Sergio Firpo, Antonio F. Galvao and Thomas Parker
2021: Dynamically Aggregating Diverse Information Downloads
Annie Liang, Xiaosheng Mu and Vasilis Syrgkanis
2021: The option pricing model based on time values: an application of the universal approximation theory on unbounded domains Downloads
Yang Qu and Ming-Xi Wang
2021: Deep Neural Networks for Choice Analysis: Architectural Design with Alternative-Specific Utility Functions Downloads
Shenhao Wang, Baichuan Mo and Jinhua Zhao
2021: Is culture related to strong science? An empirical investigation Downloads
Mahmood Khosrowjerdi and Lutz Bornmann
2021: Modular structure in labour networks reveals skill basins Downloads
Neave O'Clery, Eoin Flaherty and Stephen Kinsella
2021: Constraint Qualifications in Partial Identification Downloads
Hiroaki Kaido, Francesca Molinari and Jörg Stoye
2021: Forecasting e-scooter substitution of direct and access trips by mode and distance Downloads
Mina Lee, Joseph Y. J. Chow, Gyugeun Yoon and Brian Yueshuai He
2021: The Family of Alpha,[a,b] Stochastic Orders: Risk vs. Expected Value Downloads
Bar Light and Andres Perlroth
2021: Forward-Selected Panel Data Approach for Program Evaluation Downloads
Zhentao Shi and Jingyi Huang
2021: Uncertainty in the Hot Hand Fallacy: Detecting Streaky Alternatives to Random Bernoulli Sequences Downloads
David M. Ritzwoller and Joseph P. Romano
2021: The Use of Binary Choice Forests to Model and Estimate Discrete Choices Downloads
Ningyuan Chen, Guillermo Gallego and Zhuodong Tang
2021: A Stock Market Model Based on CAPM and Market Size Downloads
Andrey Sarantsev, Blessing Ofori-Atta and Brandon Flores
2021: Correlators of Polynomial Processes Downloads
Fred Espen Benth and Silvia Lavagnini
2021: Gift Contagion in Online Groups: Evidence From WeChat Red Packets Downloads
Yuan Yuan, Tracy Liu, Chenhao Tan, Qian Chen, Alex Pentland and Jie Tang
2021: On Policy Evaluation with Aggregate Time-Series Shocks Downloads
Dmitry Arkhangelsky and Vasily Korovkin
2021: The Likelihood of Mixed Hitting Times Downloads
Jaap H. Abbring and Tim Salimans
2021: A Uniform Bound on the Operator Norm of Sub-Gaussian Random Matrices and Its Applications Downloads
Grigory Franguridi and Hyungsik Moon
2021: Bayesian prediction of jumps in large panels of time series data Downloads
Angelos Alexopoulos, Petros Dellaportas and Omiros Papaspiliopoulos
2021: Robust Ranking of Happiness Outcomes: A Median Regression Perspective Downloads
Le-Yu Chen, Ekaterina Oparina, Nattavudh Powdthavee and Sorawoot Srisuma
2021: A $t$-test for synthetic controls Downloads
Victor Chernozhukov, Kaspar Wüthrich and Yinchu Zhu
2021: Fuzzy Difference-in-Discontinuities: Identification Theory and Application to the Affordable Care Act Downloads
Hector Galindo-Silva, Nibene Habib Some and Guy Tchuente
2021: Deep Neural Networks for Choice Analysis: Extracting Complete Economic Information for Interpretation Downloads
Shenhao Wang, Qingyi Wang and Jinhua Zhao
2021: M Equilibrium: A theory of beliefs and choices in games Downloads
Jacob Goeree and Philippos Louis
2021: Unbiased deep solvers for parametric PDEs Downloads
Marc Sabate Vidales, David Siska and Lukasz Szpruch
2021: Automatic Debiased Machine Learning of Causal and Structural Effects Downloads
Victor Chernozhukov, Whitney Newey and Rahul Singh
2021: High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model Downloads
Liao Zhu, Sumanta Basu, Robert Jarrow and Martin T. Wells
2021: De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers Downloads
Victor Chernozhukov, Whitney Newey and Rahul Singh
2021: Revealed Price Preference: Theory and Empirical Analysis Downloads
Rahul Deb, Yuichi Kitamura, John Quah and Jörg Stoye
2021: David vs Goliath (You against the Markets), A Dynamic Programming Approach to Separate the Impact and Timing of Trading Costs Downloads
Ravi Kashyap
2021: Fiscal stimulus as an optimal control problem Downloads
Philip A. Ernst, Michael B. Imerman, Larry Shepp and Quan Zhou
2021: The Homogenous Properties of Automated Market Makers Downloads
Johannes Rude Jensen, Mohsen Pourpouneh, Kurt Nielsen and Omri Ross
2021: Where are the opportunities for growth in the professional services space? Downloads
Edouard Ribes
2021: We Live in a Motorized Civilization: Robert Moses Replies to Robert Caro Downloads
Geoff Boeing
2021: The link between unemployment and real economic growth in developed countries Downloads
Ivan Kitov
2021: Forecasting open-high-low-close data contained in candlestick chart Downloads
Huiwen Wang, Wenyang Huang and Shanshan Wang
2021: Productivity development in the construction industry and human capital: a literature review Downloads
Matthias Bahr and Leif Laszig
2021: Robust Experimentation in the Continuous Time Bandit Problem Downloads
Farzad Pourbabaee
2021: Models and numbers: Representing the world or imposing order? Downloads
Matthias Kaiser, Tatjana Buklijas and Peter Gluckman
2021: Subsidising Inclusive Insurance to Reduce Poverty Downloads
Jos\'e Miguel Flores Contr\'o, Kira Henshaw, Sooie-Hoe Loke, S\'everine Arnold and Corina Constantinescu
2021: Universal Prediction Band via Semi-Definite Programming Downloads
Tengyuan Liang
2021: Solving Heterogeneous General Equilibrium Economic Models with Deep Reinforcement Learning Downloads
Edward Hill, Marco Bardoscia and Arthur Turrell
2021: Dimension reduction of open-high-low-close data in candlestick chart based on pseudo-PCA Downloads
Wenyang Huang, Huiwen Wang and Shanshan Wang
2021: Optimal class assignment problem: a case study at Gunma University Downloads
Akifumi Kira, Kiyohito Nagano, Manabu Sugiyama and Naoyuki Kamiyama
2021: Optimal Retirement Time and Consumption with the Variation in Habitual Persistence Downloads
Lin He, Zongxia Liang, Yilun Song and Qi Ye
2021: On a standard Method for Measuring the Natural Rate of Interest Downloads
Daniel Buncic
2021: Robustifying Conditional Portfolio Decisions via Optimal Transport Downloads
Viet Anh Nguyen, Fan Zhang, Jose Blanchet, Erick Delage and Yinyu Ye
2021: Deep Hedging of Derivatives Using Reinforcement Learning Downloads
Jay Cao, Jacky Chen, John Hull and Zissis Poulos
2021: Text Mining of Stocktwits Data for Predicting Stock Prices Downloads
Mukul Jaggi, Priyanka Mandal, Shreya Narang, Usman Naseem and Matloob Khushi
2021: On Capital Allocation for a Risk Measure Derived from Ruin Theory Downloads
Guusje Delsing, Michel Mandjes, Peter Spreij and Erik Winands
2021: The Formation of Global Free Trade Agreement Downloads
Akira Okada and Yasuhiro Shirata
2021: Technological Leapfrogging and Manufacturing Value-added in sub-Saharan African (1990-2018) Downloads
Segun Ojo and Edward Oladipo Ogunleye
2021: Functional structure in production networks Downloads
Carolina Mattsson, Frank W. Takes, Eelke M. Heemskerk, Cees Diks, Gert Buiten, Albert Faber and Peter M. A. Sloot
2021: How fast must vaccination campaigns proceed in order to beat rising Covid-19 infection numbers? Downloads
Claudius Gros and Daniel Gros
2021: Research on Portfolio Liquidation Strategy under Discrete Times Downloads
Qixuan Luo, Yu Shi and Handong Li
2021: Monte Carlo algorithm for the extrema of tempered stable processes Downloads
Jorge Ignacio Gonz\'alez C\'azares and Aleksandar Mijatovi\'c
2021: Analytic formula for option margin with liquidity costs under dynamic delta hedging Downloads
Kyungsub Lee and Byoung Ki Seo
2021: Empirical Welfare Maximization with Constraints Downloads
Liyang Sun
2021: Portfolio Optimization with Sparse Multivariate Modelling Downloads
Pier Francesco Procacci and Tomaso Aste
2021: How has labour market power evolved? Comparing labour market monopsony in Peru and the United States Downloads
Jorge Davalos and Ekkehard Ernst
2021: Accurate Stock Price Forecasting Using Robust and Optimized Deep Learning Models Downloads
Jaydip Sen and Sidra Mehtab
2021: Drivers of academic engagement in public-private research collaboration: an empirical study Downloads
Giovanni Abramo and Ciriaco Andrea D'Angelo
2021: Public-private research collaborations: longitudinal field-level analysis of determinants, frequency and impact Downloads
Giovanni Abramo, Francesca Apponi and Ciriaco Andrea D'Angelo
2021: Replicating Market Makers Downloads
Guillermo Angeris, Alex Evans and Tarun Chitra
2021: Public transport users versus private vehicle users: differences about quality of service, satisfaction and attitudes toward public transport in Madrid (Spain) Downloads
Juan de O\~na, Esperanza Est\'evez and Rocio de O\~na
2021: Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data Downloads
Zhaoxing Gao and Ruey S. Tsay
2021: Inequality, Identity, and Partisanship: How redistribution can stem the tide of mass polarization Downloads
Alexander J. Stewart, Joshua B. Plotkin and Nolan McCarty
2021: Reliability of MST identification in correlation-based market networks Downloads
V. A. Kalyagin, A. P. Koldanov and P. A. Koldanov
2021: Isolating the impact of trading on grid frequency fluctuations Downloads
Benjamin Sch\"afer, Marc Timme and Dirk Witthaut
2021: Evolutionary Strategies with Analogy Partitions in p-guessing Games Downloads
Aymeric Vie
2021: A Genetic Algorithm approach to Asymmetrical Blotto Games with Heterogeneous Valuations Downloads
Aymeric Vie
2021: Superiority of mild interventions against COVID-19 on public health and economic measures Downloads
Makoto Niwa, Yasushi Hara, Yusuke Matsuo, Hodaka Narita, Lim Yeongjoo, Shintaro Sengoku and Kota Kodama
2021: Stock price forecast with deep learning Downloads
Firuz Kamalov, Linda Smail and Ikhlaas Gurrib
2021: Forecasting with Deep Learning: S&P 500 index Downloads
Firuz Kamalov, Linda Smail and Ikhlaas Gurrib
2021: Addressing spatial dependence in technical efficiency estimation: A Spatial DEA frontier approach Downloads
Julian Ramajo, Miguel Márquez and Geoffrey Hewings
2021: Testing for threshold effects in the TARMA framework Downloads
Greta Goracci, Simone Giannerini, Kung-Sik Chan and Howell Tong
2021: Robust Portfolio Selection Problems: A Comprehensive Review Downloads
Alireza Ghahtarani, Ahmed Saif and Alireza Ghasemi
2021: Spatial-SIR with Network Structure and Behavior: Lockdown Rules and the Lucas Critique Downloads
Alberto Bisin and Andrea Moro
2021: Understanding the Puzzle of Primary Health-care Use: Evidence from India Downloads
Pramod Sur
2021: Intraday trading strategy based on time series and machine learning for Chinese stock market Downloads
Qunwei Wang, Y. Zhou and Jim Huangnan Shen
2021: Phase transition of the monotonicity assumption in learning local average treatment effects Downloads
Yinchu Zhu
2021: Making it normal for new enrollments: Effect of institutional and pandemic influence on selecting an engineering institution under the COVID-19 pandemic situation Downloads
Prashant Mahajan and Vaishali Patil
2021: Modeling of crisis periods in stock markets Downloads
Apostolos Chalkis, Emmanouil Christoforou, Theodore Dalamagkas and Ioannis Z. Emiris
2021: Mostly electric assisted airplanes (MEAP) for regional aviation: A South Asian perspective Downloads
Vinamra Chaturvedi
2021: Pricing Energy Derivatives in Markets Driven by Tempered Stable and CGMY Processes of Ornstein-Uhlenbeck Type Downloads
Piergiacomo Sabino
2021: Simple Diagnostics for Two-Way Fixed Effects Downloads
Pamela Jakiela
2021: The Current Chinese Global Supply Chain Monopoly and the Covid-19 Pandemic Downloads
George Rapciewicz and Dr. Donald Buresh
2021: Conveying Value via Categories Downloads
Paula Onuchic and Debraj Ray
2021: Rodeo or Ascot: which hat to wear at the crypto race? Downloads
Konstantin H\"ausler and Wolfgang Karl H\"ardle
2021: The Success of AdaBoost and Its Application in Portfolio Management Downloads
Yijian Chuan, Chaoyi Zhao, Zhenrui He and Lan Wu
2021: Moving from Linear to Conic Markets for Electricity Downloads
Anubhav Ratha, Pierre Pinson, H\'el\`ene Le Cadre, Ana Virag and Jalal Kazempour
2021: Higher-Order Orthogonal Causal Learning for Treatment Effect Downloads
Yiyan Huang, Cheuk Hang Leung, Xing Yan and Qi Wu
2021: The black hole of logistics costs of digitizing commodity money Downloads
Boliang Lin and Ruixi Lin
2021: To vote, or not to vote: on the epidemiological impact of electoral campaigns at the time of COVID-19 Downloads
Davide Cipullo and Marco Le Moglie
2021: American options in the Volterra Heston model Downloads
Etienne Chevalier, Sergio Pulido and Elizabeth Z\'u\~niga
2021: Interpreting Deep Learning Models with Marginal Attribution by Conditioning on Quantiles Downloads
M. Merz, R. Richman, T. Tsanakas and M. V. W\"uthrich
2021: Optimal exit decision of venture capital under time-inconsistent preferences Downloads
Yanzhao Li, Ju'e Guo, Yongwu Li and Xu Zhang
2021: Grand challenges and emergent modes of convergence science Downloads
Alexander M. Petersen, Mohammed E. Ahmed and Ioannis Pavlidis
2021: Support Vector Regression Parameters Optimization using Golden Sine Algorithm and its application in stock market Downloads
Mohammadreza Ghanbari and Mahdi Goldani
2021: The Stable Marriage Problem: an Interdisciplinary Review from the Physicist's Perspective Downloads
Enrico Maria Fenoaltea, Izat B. Baybusinov, Jianyang Zhao, Lei Zhou and Yi-Cheng Zhang
2021: A Deep Deterministic Policy Gradient-based Strategy for Stocks Portfolio Management Downloads
Huanming Zhang, Zhengyong Jiang and Jionglong Su
2021: A deep learning approach to data-driven model-free pricing and to martingale optimal transport Downloads
Ariel Neufeld and Julian Sester
2021: Persistent Strange attractors in 3D Polymatrix Replicators Downloads
Telmo Peixe and Alexandre A. Rodrigues
2021: Dynamic Term Structure Models for SOFR Futures Downloads
Jacob Bjerre Skov and David Skovmand
2021: Limited Cognitive Abilities and Dominance Hierarchy Downloads
Hanyuan Huang and Jiabin Wu
2021: Differentiation in a Two-Dimensional Market with Endogenous Sequential Entry Downloads
Jeffrey Michler and Benjamin Gramig
2021: Risk, Agricultural Production, and Weather Index Insurance in Village India Downloads
Jeffrey Michler, Frederi G. Viens and Gerald E. Shively
2021: AI Specialization for Pathways of Economic Diversification Downloads
Saurabh Mishra, Robert Koopman, Giuditta De-Prato, Anand Rao, Israel Osorio-Rodarte, Julie Kim, Nikola Spatafora, Keith Strier and Andrea Zaccaria
2021: Risk aggregation and capital allocation using a new generalized Archimedean copula Downloads
Fouad Marri and Khouzeima Moutanabbir
2021: Real GDP per capita: global redistribution of economic power Downloads
Ivan Kitov
2021: Multicriteria asset allocation in practice Downloads
Kerstin D\"achert, Ria Grindel, Elisabeth Leoff, Jonas Mahnkopp, Florian Schirra and J\"org Wenzel
2021: Quantum propensity in economics Downloads
David Orrell and Monireh Houshmand
2021: Locational Marginal Pricing: Towards a Free Market in Power Downloads
Martin Higgins
2021: Optimal Clearing Payments in a Financial Contagion Model Downloads
Giuseppe Calafiore, Giulia Fracastoro and Anton V. Proskurnikov
2021: Multi-Period Portfolio Optimization using Model Predictive Control with Mean-Variance and Risk Parity Frameworks Downloads
Xiaoyue Li, A. Sinem Uysal and John M. Mulvey
2021: On Spurious Causality, CO2, and Global Temperature Downloads
Philippe Goulet Coulombe and Maximilian G\"obel
2021: Leveraged ETF Investing Downloads
Tal Miller
2021: Statistical Arbitrage Risk Premium by Machine Learning Downloads
Raymond C. W. Leung and Yu-Man Tam
2021: Do Word Embeddings Really Understand Loughran-McDonald's Polarities? Downloads
Mengda Li and Charles-Albert Lehalle
2021: Reviewing methods and assumptions for high-resolution large-scale onshore wind energy potential assessments Downloads
Russell McKenna, Stefan Pfenninger, Heidi Heinrichs, Johannes Schmidt, Iain Staffell, Katharina Gruber, Andrea N. Hahmann, Malte Jansen, Michael Klingler, Natascha Landwehr, Xiaoli Guo Lars\'en, Johan Lilliestam, Bryn Pickering, Martin Robinius, Tim Tr\"ondle, Olga Turkovska, Sebastian Wehrle, Jann Michael Weinand and Jan Wohland
2021: A Survey of Forex and Stock Price Prediction Using Deep Learning Downloads
Zexin Hu, Yiqi Zhao and Matloob Khushi
2021: Radical Complexity Downloads
Jean-Philippe Bouchaud
2021: Examining norms and social expectations surrounding exclusive breastfeeding: Evidence from Mali Downloads
Cristina Bicchieri, Upasak Das, Samuel Gant and Rachel Sander
2021: Should the Endless Frontier of Federal Science be Expanded? Downloads
David Baltimore, Robert Conn, William H Press, Thomas Rosenbaum, David N Spergel, Shirley M Tilghman and Harold Varmus
2021: Simultaneous Decorrelation of Matrix Time Series Downloads
Yuefeng Han, Rong Chen, Cun-Hui Zhang and Qiwei Yao
2021: Robust equilibrium strategies in a defined benefit pension plan game Downloads
Guohui Guan, Jiaqi Hu and Zongxia Liang
2021: Randentropy: a software to measure inequality in random systems Downloads
Guglielmo D'Amico, Stefania Scocchera and Loriano Storchi
2021: Feature Learning for Stock Price Prediction Shows a Significant Role of Analyst Rating Downloads
Jaideep Singh and Matloob Khushi
2021: Predicting the Behavior of Dealers in Over-The-Counter Corporate Bond Markets Downloads
Yusen Lin, Jinming Xue and Louiqa Raschid
2021: Risk-dependent centrality in the Brazilian stock market Downloads
Michel Alexandre, Kau\^e Lopes de Moraes and Francisco Aparecido Rodrigues
2021: A production function with variable elasticity of substitution greater than one Downloads
Constantin Chilarescu
2021: Decentralising the United Kingdom: the Northern Powerhouse strategy and urban ownership links between firms since 2010 Downloads
Natalia Zdanowska and Robin Morphet
2021: Learning in Markets: Greed Leads to Chaos but Following the Price is Right Downloads
Yun Kuen Cheung, Stefanos Leonardos and Georgios Piliouras
2021: Understanding Smart Contracts: Hype or Hope? Downloads
Elizaveta Zinovyeva, Raphael Reule and Wolfgang Karl H\"ardle
2021: A Microsimulation Analysis of the Distributional Impact over the Three Waves of the COVID-19 Crisis in Ireland Downloads
Cathal O'Donoghue, Denisa Sologon, Iryna Kyzyma and John McHale
2021: Estimating the Long-Term Effects of Novel Treatments Downloads
Keith Battocchi, Eleanor Dillon, Maggie Hei, Greg Lewis, Miruna Oprescu and Vasilis Syrgkanis
2021: Finite element solutions of the nonlinear RAPM Black-Scholes model Downloads
Dongming Wei, Yogi Ahmad Erlangga, Andrey Pak and Laila Zhexembay
2021: Territorial differences in the spread of COVID-19 in European regions and US counties Downloads
Fabrizio Natale, Stefano Iacus, Alessandra Conte, Spyridon Spyratos and Francesco Sermi
2021: On statistical estimation and inferences in optional regression models Downloads
Mohamed Abdelghani, Alexander Melnikov and Andrey Pak
2021: What are the key components of an entrepreneurial ecosystem in a developing economy? A longitudinal empirical study on technology business incubators in China Downloads
Xiangfei Yuan, Haijing Hao, Chenghua Guan and Alex Pentland
2021: Risks for Academic Research Projects, An Empirical Study of Perceived Negative Risks and Possible Responses Downloads
P. Alison Paprica
2021: On the Approximate Purification of Mixed Strategies in Games with Infinite Action Sets Downloads
Yuhki Hosoya and Chaowen Yu
2021: Diffusion of Innovation In Competitive Markets-A Study on the Global Smartphone Diffusion Downloads
Semra Gunduc
2021: Information Acquisition and Disclosure by Advisors with Hidden Motives Downloads
Paula Onuchic
2021: A closed-form approximation for pricing geometric Istanbul options Downloads
Mohamed Amine Kacef and Kamal Boukhetala
2021: Electricity intraday price modeling with marked Hawkes processes Downloads
Thomas Deschatre and Pierre Gruet
2021: Price and Fulfillment Strategies in Omnichannel Retailing Downloads
Yasuyuki Kusuda
2021: Modern risks of small businesses Downloads
A. R Baghirzade
2021: Evidence-Based Policy Learning Downloads
Jann Spiess and Vasilis Syrgkanis
2021: A new method for identifying changing marital preferences for race and education level Downloads
Anna Naszodi
2021: Conditional strategy equilibrium Downloads
Lorenzo Bastianello and Mehmet S. Ismail
2021: Overlap of OLS Regression and Principal Loading Analysis Downloads
J. O. Bauer and B. Drabant
2021: Assessment of the Effectiveness of State Participation in Economic Clusters Downloads
A. R. Baghirzade and B. Kushbakov
2021: Convergence of Computed Dynamic Models with Unbounded Shock Downloads
Kenichiro McAlinn and Kosaku Takanashi
2021: Dual Labor Market and the "Phillips Curve Puzzle" Downloads
Hideaki Aoyama, Corrado Di Guilmi, Yoshi Fujiwara and Hiroshi Yoshikawa
2021: Causal inference with misspecified exposure mappings Downloads
Fredrik S\"avje
2021: Are Bartik Regressions Always Robust to Heterogeneous Treatment Effects? Downloads
Clément de Chaisemartin and Ziteng Lei
2021: Sensitivity analysis of an integrated climate-economic model Downloads
Benjamin M. Bolker, Matheus R. Grasselli and Emma Holmes
2021: Complex decision-making strategies in a stock market experiment explained as the combination of few simple strategies Downloads
Gael Poux-Medard, Sergio Cobo-Lopez, Jordi Duch, Roger Guimera and Marta Sales-Pardo
2021: Extension of the Lagrange multiplier test for error cross-section independence to large panels with non normal errors Downloads
Zhaoyuan Li and Jianfeng Yao
2021: Learning Organization using Conversational Social Network for Social Customer Relationship Management Effort Downloads
Andry Alamsyah, Yahya Peranginangin and Gabriel Nurhadi
2021: Relatedness in the Era of Machine Learning Downloads
Andrea Tacchella, Andrea Zaccaria, Marco Miccheli and Luciano Pietronero
2021: Crowdfunding for Independent Parties Downloads
A. R. Baghirzade and B. Kushbakov
2021: Small impact analysis in stochastically illiquid markets Downloads
Ulrich Horst and Evgueni Kivman
2021: Financial factors selection with knockoffs: fund replication, explanatory and prediction networks Downloads
Damien Challet, Christian Bongiorno and Guillaume Pelletier
2021: The Physics of Financial Networks Downloads
Marco Bardoscia, Paolo Barucca, Stefano Battiston, Fabio Caccioli, Giulio Cimini, Diego Garlaschelli, Fabio Saracco, Tiziano Squartini and Guido Caldarelli
2021: On the marginal utility of fiat money: insurmountable circularity or not? Downloads
Michael Reiss
2021: Portfolio Construction as Linearly Constrained Separable Optimization Downloads
Nicholas Moehle, Jack Gindi, Stephen Boyd and Mykel Kochenderfer
2021: Portfolio risk allocation through Shapley value Downloads
Patrick S. Hagan, Andrew Lesniewski, Georgios E. Skoufis and Diana E. Woodward
2021: Problems with Risk Matrices Using Ordinal Scales Downloads
Michael Krisper
2021: Competition in Signaling Downloads
Federico Vaccari
2021: Multivariate tail covariance for generalized skew-elliptical distributions Downloads
Baishuai Zuo and Chuancun Yin
2021: Urban Epidemic Hazard Index for Chinese Cities: Why Did Small Cities Become Epidemic Hotspots? Downloads
Tianyi Li, Jiawen Luo and Cunrui Huang
2021: Core equivalence with large agents Downloads
Aubrey Clark
2021: The impact of state capacity on the cross-country variations in COVID-19 vaccination rates Downloads
Dragan Tevdovski, Petar Jolakoski and Viktor Stojkoski
2021: A note on local uniqueness of equilibria: How isolated is a local equilibrium? Downloads
Stefano Matta
2021: Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs Downloads
Martin Feldkircher, Florian Huber, Gary Koop and Michael Pfarrhofer
2021: On Asymptotic Log-Optimal Buy-and-Hold Strategy Downloads
Chung-Han Hsieh
2021: Phase Transitions in Kyle's Model with Market Maker Profit Incentives Downloads
Charles-Albert Lehalle, Eyal Neuman and Segev Shlomov
2021: Environmental performance of shared micromobility and personal alternatives using integrated modal LCA Downloads
Anne de Bortoli
2021: On a log-symmetric quantile tobit model applied to female labor supply data Downloads
Dan\'ubia R. Cunha, Jose Angelo Divino and Helton Saulo
2021: Portfolio Optimization Constrained by Performance Attribution Downloads
Yuan Hu and W. Brent Lindquist
2021: Optimizing Expected Shortfall under an $\ell_1$ constraint -- an analytic approach Downloads
G\'abor Papp, Imre Kondor and Fabio Caccioli
2021: Optimal management of DC pension fund under relative performance ratio and VaR constraint Downloads
Guohui Guan, Zongxia Liang and Yi Xia
2021: The impact of online machine-learning methods on long-term investment decisions and generator utilization in electricity markets Downloads
Alexander J. M. Kell, A. Stephen McGough and Matthew Forshaw
2021: The Determinants of Democracy Revisited: An Instrumental Variable Bayesian Model Averaging Approach Downloads
Sajad Rahimian
2021: Mean Field Contest with Singularity Downloads
Marcel Nutz and Yuchong Zhang
2021: Does automation erode governments' tax basis? An empirical assessment of tax revenues in Europe Downloads
Kerstin H\"otte, Angelos Theodorakopoulos and Pantelis Koutroumpis
2021: Causal Reinforcement Learning: An Instrumental Variable Approach Downloads
Jin Li, Ye Luo and Xiaowei Zhang
2021: Deep Hedging, Generative Adversarial Networks, and Beyond Downloads
Hyunsu Kim
2021: Contracts for acquiring information Downloads
Aubrey Clark and Giovanni Reggiani
2021: Prediction of financial time series using LSTM and data denoising methods Downloads
Qi Tang, Tongmei Fan, Ruchen Shi, Jingyan Huang and Yidan Ma
2021: Sector coupling via hydrogen to lower the cost of energy system decarbonization Downloads
Guannan He, Dharik S. Mallapragada, Abhishek Bose, Clara F. Heuberger and Emre Gen\c{c}er
2021: Stable matching: An integer programming approach Downloads
Chao Huang
2021: Mechanism Design under Approximate Incentive Compatibility Downloads
Santiago Balseiro, Omar Besbes and Francisco Castro
2021: A nonparametric algorithm for optimal stopping based on robust optimization Downloads
Bradley Sturt
2021: Extremal points of Lorenz curves and applications to inequality analysis Downloads
Amparo Ba\'illo, Javier C\'arcamo and Carlos Mora-Corral
2021: The Climate Extended Risk Model (CERM) Downloads
Josselin Garnier
2021: High-dimensional estimation of quadratic variation based on penalized realized variance Downloads
Kim Christensen, Mikkel Slot Nielsen and Mark Podolskij
2021: An Agent-Based Modelling Approach to Brain Drain Downloads
Furkan G\"ursoy and Bertan Badur
2021: Event-Based Dynamic Banking Network Exploration for Economic Anomaly Detection Downloads
Andry Alamsyah, Dian Puteri Ramadhani and Farida Titik Kristanti
2021: Sales Prediction Model Using Classification Decision Tree Approach For Small Medium Enterprise Based on Indonesian E-Commerce Data Downloads
Raden Johannes and Andry Alamsyah
2021: Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models Downloads
Alessandro Casini
2021: Pricing Perpetual American put options with asset-dependent discounting Downloads
Jonas Al-Hadad and Zbigniew Palmowski
2021: The Importance of Funding Space-Based Research Downloads
Devan Taylor
2021: Global Daily CO$_2$ emissions for the year 2020 Downloads
Zhu Liu, Zhu Deng, Philippe Ciais, Jianguang Tan, Biqing Zhu, Steven J. Davis, Robbie Andrew, Olivier Boucher, Simon Ben Arous, Pep Canadel, Xinyu Dou, Pierre Friedlingstein, Pierre Gentine, Rui Guo, Chaopeng Hong, Robert B. Jackson, Daniel M. Kammen, Piyu Ke, Corinne Le Quere, Crippa Monica, Greet Janssens-Maenhout, Glen Peters, Katsumasa Tanaka, Yilong Wang, Bo Zheng, Haiwang Zhong, Taochun Sun and Hans Joachim Schellnhuber
2021: Informational Robustness of Common Belief in Rationality Downloads
Gabriel Ziegler
2021: Automation-driven innovation management? Toward Innovation-Automation-Strategy cycle Downloads
Piotr Tomasz Makowski and Yuya Kajikawa
2021: Multi-level Adaptation of Distributed Decision-Making Agents in Complex Task Environments Downloads
Dar\'io Blanco-Fern\'andez, Stephan Leitner and Alexandra Rausch
2021: The Support and Resistance Line Method: An Analysis via Optimal Stopping Downloads
Vicky Henderson, Saul Jacka and Ruiqi Liu
2021: Measuring Vacancies: Firm-level Evidence from Two Measures Downloads
Niels-Jakob Harbo Hansen and Hans Sievertsen
2021: Minimax MSE Bounds and Nonlinear VAR Prewhitening for Long-Run Variance Estimation Under Nonstationarity Downloads
Alessandro Casini and Pierre Perron
2021: Pricing high-dimensional Bermudan options with hierarchical tensor formats Downloads
Christian Bayer, Martin Eigel, Leon Sallandt and Philipp Trunschke
2021: Prior-free Dynamic Mechanism Design With Limited Liability Downloads
Mark Braverman, Jon Schneider and S. Matthew Weinberg
2021: Commentary on World Development Report 2020: Trading for Development in the Age of Global Value Chains Downloads
Rajkumar Byahut, Sourish Dutta, Chidambaran G. Iyer and Manikantha Nataraj
2021: Was there a COVID-19 harvesting effect in Northern Italy? Downloads
Augusto Cerqua, Roberta Di Stefano, Marco Letta and Sara Miccoli
2021: No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging Downloads
Shota Imaki, Kentaro Imajo, Katsuya Ito, Kentaro Minami and Kei Nakagawa
2021: The LOB Recreation Model: Predicting the Limit Order Book from TAQ History Using an Ordinary Differential Equation Recurrent Neural Network Downloads
Zijian Shi, Yu Chen and John Cartlidge
2021: How good is good? Probabilistic benchmarks and nanofinance+ Downloads
Rolando Gonzales Martinez
2021: SWIFT calibration of the Heston model Downloads
Eudald Romo and Luis Ortiz-Gracia
2021: The Origination and Distribution of Money Market Instruments: Sterling Bills of Exchange during the First Globalization Downloads
Olivier Accominotti, Delio Lucena-Piquero and Stefano Ugolini
2021: Some Finite Sample Properties of the Sign Test Downloads
Yong Cai
2021: Standing on the Shoulders of Machine Learning: Can We Improve Hypothesis Testing? Downloads
Gary Cornwall, Jeff Chen and Beau Sauley
2021: Reducing the Volatility of Cryptocurrencies -- A Survey of Stablecoins Downloads
Ayten Kahya, Bhaskar Krishnamachari and Seokgu Yun
2021: The Kernel Trick for Nonlinear Factor Modeling Downloads
Varlam Kutateladze
2021: Can Machine Learning Catch the COVID-19 Recession? Downloads
Philippe Goulet Coulombe, Massimiliano Marcellino and Dalibor Stevanovic
2021: A combinatorial optimization approach to scenario filtering in portfolio selection Downloads
Justo Puerto, Federica Ricca, Mois\'es Rodr\'iguez-Madrena and Andrea Scozzari
2021: Explainable AI in Credit Risk Management Downloads
Branka Hadji Misheva, Joerg Osterrieder, Ali Hirsa, Onkar Kulkarni and Stephen Fung Lin
2021: Distortion in Social Choice Problems: The First 15 Years and Beyond Downloads
Elliot Anshelevich, Aris Filos-Ratsikas, Nisarg Shah and Alexandros A. Voudouris
2021: DeepSets and their derivative networks for solving symmetric PDEs Downloads
Maximilien Germain, Mathieu Lauri\`ere, Huy\^en Pham and Xavier Warin
2021: Statistical mechanics and Bayesian Inference addressed to the Osborne Paradox Downloads
Geoffrey Ducournau
2021: Computing Prices for Target Profits in Contracts Downloads
Ghurumuruhan Ganesan
2021: Confronting Machine Learning With Financial Research Downloads
Kristof Lommers, Ouns El Harzli and Jack Kim
2021: Pricing Exchange Rate Options and Quanto Caps in the Cross-Currency Random Field LIBOR Market Model Downloads
Rajinda Wickrama
2021: Deciphering Bitcoin Blockchain Data by Cohort Analysis Downloads
Yulin Liu, Luyao Zhang and Yinhong Zhao
2021: Quasi-maximum likelihood estimation of break point in high-dimensional factor models Downloads
Jiangtao Duan, Jushan Bai and Xu Han
2021: Modeling Price Clustering in High-Frequency Prices Downloads
Vladim\'ir Hol\'y and Petra Tomanov\'a
2021: Non-stationary GARCH modelling for fitting higher order moments of financial series within moving time windows Downloads
Luke De Clerk and Sergey Savel'ev
2021: Debiased Kernel Methods Downloads
Rahul Singh
2021: Optimal Transport of Information Downloads
Semyon Malamud, Anna Cieslak and Andreas Schrimpf
2021: Equilibrium Price Formation with a Major Player and its Mean Field Limit Downloads
Masaaki Fujii and Akihiko Takahashi
2021: Pricing decisions under manufacturer's component open-supply strategy Downloads
Peiya Zhu, Xiaofei Qian, Xinbao Liu and Shaojun Lu
2021: Understanding algorithmic collusion with experience replay Downloads
Bingyan Han
2021: Adaptive Doubly Robust Estimator from Non-stationary Logging Policy under a Convergence of Average Probability Downloads
Masahiro Kato
2021: The Golden Age of the Mathematical Finance Downloads
Jos\'e Manuel Corcuera
2021: A deep learning model for gas storage optimization Downloads
Nicolas Curin, Michael Kettler, Xi Kleisinger-Yu, Vlatka Komaric, Thomas Krabichler, Josef Teichmann and Hanna Wutte
2021: Two-Sided Matching Markets in the ELLIS 2020 PhD Program Downloads
Maximilian Mordig, Riccardo Della Vecchia, Nicol\`o Cesa-Bianchi and Bernhard Sch\"olkopf
2021: Absolute Value Constraint: The Reason for Invalid Performance Evaluation Results of Neural Network Models for Stock Price Prediction Downloads
Yi Wei
2021: Inference on the New Keynesian Phillips Curve with Very Many Instrumental Variables Downloads
Max-Sebastian Dov\`i
2021: Dynamic industry uncertainty networks and the business cycle Downloads
Jozef Baruník, Mattia Bevilacqua and Robert Faff
2021: Mining the Relationship Between COVID-19 Sentiment and Market Performance Downloads
Ziyuan Xia and Jeffery Chen
2021: Bus operators in competition: a directed location approach Downloads
Fernanda Herrera and Sergio I. L\'opez
2021: Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options Downloads
Andrew Papanicolaou
2021: Minority games played by arbitrageurs on the energy market Downloads
Tim Ritmeester and Hildegard Meyer-Ortmanns
2021: Minimax Risk and Uniform Convergence Rates for Nonparametric Dyadic Regression Downloads
Bryan S. Graham, Fengshi Niu and James Powell
2021: Unbounded Dynamic Programming via the Q-Transform Downloads
Qingyin Ma, John Stachurski and Alexis Akira Toda
2021: Simultaneous inference for time-varying models Downloads
Sayar Karmakar, Stefan Richter and Wei Biao Wu
2021: 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
2021: Getting to a feasible income equality Downloads
Ji-Won Park and Chae Un Kim
2021: Fat tails arise endogenously in asset prices from supply/demand, with or without jump processes Downloads
Gunduz Caginalp
2021: 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
2021: Saturating stable matchings Downloads
Muhammad Maaz
2021: Solution to the Equity Premium Puzzle Downloads
Atilla Aras
2021: A Note on Utility Indifference Pricing with Delayed Information Downloads
Peter Bank and Yan Dolinsky
2021: Adaptive Bernstein Copulas and Risk Management Downloads
Dietmar Pfeifer and Olena Ragulina
2021: Presence of Women in Economics Academia: Evidence from India Downloads
Ambrish Dongre, Karan Singhal and Upasak Das
2021: 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
2021: Modeling Long Cycles Downloads
Natasha Kang and Vadim Marmer
2021: Low-Rank Approximations of Nonseparable Panel Models Downloads
Iv\'an Fern\'andez-Val, Hugo Freeman and Martin Weidner
2021: Unbiased estimation and backtesting of risk in the context of heavy tails Downloads
Marcin Pitera and Thorsten Schmidt
2021: Unconventional Policies Effects on Stock Market Volatility: A MAP Approach Downloads
Demetrio Lacava, Giampiero Gallo and Edoardo Otranto
2021: Background risk and small-stakes risk aversion Downloads
Xiaosheng Mu, Luciano Pomatto, Philipp Strack and Omer Tamuz
2021: Economic irreversibility in pandemic control processes: Rigorous modeling of delayed countermeasures and consequential cost increases Downloads
Tsuyoshi Hondou
2021: Network Structures of Collective Intelligence: The Contingent Benefits of Group Discussion Downloads
Joshua Becker, Abdullah Almaatouq and Em\H{o}ke-\'Agnes Horv\'at
2021: COVID-19 Impact on Global Maritime Mobility Downloads
Leonardo M. Millefiori, Paolo Braca, Dimitris Zissis, Giannis Spiliopoulos, Stefano Marano, Peter K. Willett and Sandro Carniel
2021: Bayesian modelling of time-varying conditional heteroscedasticity Downloads
Sayar Karmakar and Arkaprava Roy
2021: Time-Varying Parameters as Ridge Regressions Downloads
Philippe Goulet Coulombe
2021: Portfolio Selection under Median and Quantile Maximization Downloads
Xue Dong He, Zhaoli Jiang and Steven Kou
2021: Convergence of Deep Fictitious Play for Stochastic Differential Games Downloads
Jiequn Han, Ruimeng Hu and Jihao Long
2021: Macroeconomic Data Transformations Matter Downloads
Philippe Goulet Coulombe, Maxime Leroux, Dalibor Stevanovic and St\'ephane Surprenant
2021: 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
2021: Scalable Bayesian estimation in the multinomial probit model Downloads
Ruben Loaiza-Maya and Didier Nibbering
2021: A Research on Cross-sectional Return Dispersion and Volatility of US Stock Market during COVID-19 Downloads
Jiawei Du
2021: Convolution Bounds on Quantile Aggregation Downloads
Jose Blanchet, Henry Lam, Yang Liu and Ruodu Wang
2021: Contracting over persistent information Downloads
Wei Zhao, Claudio Mezzetti, Ludovic Renou and Tristan Tomala
2021: Stability in Repeated Matching Markets Downloads
Ce Liu
2021: Mixed Logit Models and Network Formation Downloads
Harsh Gupta and Mason A. Porter
2021: Inference in Bayesian Additive Vector Autoregressive Tree Models Downloads
Florian Huber and Luca Rossini
2021: The Macroeconomy as a Random Forest Downloads
Philippe Goulet Coulombe
2021: Horseshoe Prior Bayesian Quantile Regression Downloads
David Kohns and Tibor Szendrei
2021: An elementary approach to the Merton problem Downloads
Martin Herdegen, David Hobson and Joseph Jerome
2021: Evaluating Policies Early in a Pandemic: Bounding Policy Effects with Nonrandomly Missing Data Downloads
Brantly Callaway and Tong Li
2021: A Repo Model of Fire Sales with VWAP and LOB Pricing Mechanisms Downloads
Maxim Bichuch and Zachary Feinstein
2021: Nonparametric Expected Shortfall Forecasting Incorporating Weighted Quantiles Downloads
Giuseppe Storti and Chao Wang
2021: Detecting Latent Communities in Network Formation Models Downloads
Shujie Ma, Liangjun Su and Yichong Zhang
2021: Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis Downloads
Philippe Goulet Coulombe and Maximilian G\"obel
2021: On the Equivalence of Neural and Production Networks Downloads
Roy Gernhardt and Bjorn Persson
2021: A machine learning approach to portfolio pricing and risk management for high-dimensional problems Downloads
Lucio Fernandez-Arjona and Damir Filipovi\'c
2021: Maximum Likelihood Estimation of Stochastic Frontier Models with Endogeneity Downloads
Samuele Centorrino and Mar\'ia P\'erez-Urdiales
2021: Sensitivity to Calibrated Parameters Downloads
Thomas H. J{\o}rgensen
2021: Split Cycle: A New Condorcet Consistent Voting Method Independent of Clones and Immune to Spoilers Downloads
Wesley H. Holliday and Eric Pacuit
2021: Streaming Approach to Quadratic Covariation Estimation Using Financial Ultra-High-Frequency Data Downloads
Vladim\'ir Hol\'y and Petra Tomanov\'a
2021: A price on warming with a supply chain directed market Downloads
John F. Raffensperger
2021: Fast Bayesian Record Linkage With Record-Specific Disagreement Parameters Downloads
Thomas Stringham
2021: Complete and competitive financial markets in a complex world Downloads
Gianluca Cassese
2021: Asymptotic Linearity of Consumption Functions and Computational Efficiency Downloads
Qingyin Ma and Alexis Akira Toda
2021: On the statistics of scaling exponents and the Multiscaling Value at Risk Downloads
Giuseppe Brandi and T. Di Matteo
2021: Cross Currency Valuation and Hedging in the Multiple Curve Framework Downloads
Alessandro Gnoatto and Nicole Seiffert
2021: The sub-fractional CEV model Downloads
Axel A. Araneda and Nils Bertschinger
2021: Supermartingale deflators in the absence of a num\'eraire Downloads
Philipp Harms, Chong Liu and Ariel Neufeld
2021: Minimax Semiparametric Learning With Approximate Sparsity Downloads
Jelena Bradic, Victor Chernozhukov, Whitney Newey and Yinchu Zhu
2021: Causal Inference and Data Fusion in Econometrics Downloads
Paul H\"unermund and Elias Bareinboim
2021: Time-inconsistent consumption-investment problems in incomplete markets under general discount functions Downloads
Yushi Hamaguchi
2021: Predicting bubble bursts in oil prices during the COVID-19 pandemic with mixed causal-noncausal models Downloads
Alain Hecq and Elisa Voisin
2021: Optimal Search and Discovery Downloads
Rafael P. Greminger
2021: Regularized Quantile Regression with Interactive Fixed Effects Downloads
Junlong Feng
2021: Robust Contracting in General Contract Spaces Downloads
Julio Backhoff-Veraguas, Patrick Beissner and Ulrich Horst
2021: Stochastic leverage effect in high-frequency data: a Fourier based analysis Downloads
Imma Valentina Curato and Simona Sanfelici
2021: Weighted Envy-Freeness in Indivisible Item Allocation Downloads
Mithun Chakraborty, Ayumi Igarashi, Warut Suksompong and Yair Zick
2021: Matching Estimators with Few Treated and Many Control Observations Downloads
Bruno Ferman
2021: Online Causal Inference for Advertising in Real-Time Bidding Auctions Downloads
Caio Waisman, Harikesh Nair, Carlos Carrion and Nan Xu
2021: Spectral inference for large Stochastic Blockmodels with nodal covariates Downloads
Angelo Mele, Lingxin Hao, Joshua Cape and Carey E. Priebe
2021: Optimal make take fees in a multi market maker environment Downloads
Bastien Baldacci, Dylan Possama\"i and Mathieu Rosenbaum
2021: Optimal Bookmaking Downloads
Matthew Lorig, Zhou Zhou and Bin Zou
2021: General equilibrium in a heterogeneous-agent incomplete-market economy with many consumption goods and a risk-free bond Downloads
Bar Light
2021: (In)Stability for the Blockchain: Deleveraging Spirals and Stablecoin Attacks Downloads
Ariah Klages-Mundt and Andreea Minca
2021: Optimal Stopping under Model Ambiguity: a Time-Consistent Equilibrium Approach Downloads
Yu-Jui Huang and Xiang Yu
2021: A unified approach to xVA with CSA discounting and initial margin Downloads
Francesca Biagini, Alessandro Gnoatto and Immacolata Oliva
2021: Driver Surge Pricing Downloads
Nikhil Garg and Hamid Nazerzadeh
2021: Cointegration in high frequency data Downloads
Simon Clinet and Yoann Potiron
2021: ICT Capital-Skill Complementarity and Wage Inequality: Evidence from OECD Countries Downloads
Hiroya Taniguchi and Ken Yamada
2021: Robust Mathematical Formulation and Probabilistic Description of Agent-Based Computational Economic Market Models Downloads
Maximilian Beikirch, Simon Cramer, Martin Frank, Philipp Otte, Emma Pabich and Torsten Trimborn
2021: Second-order Inductive Inference: an axiomatic approach Downloads
Patrick H. O'Callaghan
2021: Mechanism Design with Limited Commitment Downloads
Laura Doval and Vasiliki Skreta
2021: Liquidity in Competitive Dealer Markets Downloads
Peter Bank, Ibrahim Ekren and Johannes Muhle-Karbe
2021: Simple Bounds for Utility Maximization with Small Transaction Costs Downloads
Bruno Bouchard and Johannes Muhle-Karbe
2021: Characterisation of honest times and optional semimartingales of class-($\Sigma$) Downloads
Libo Li
2021: Are Unobservables Separable? Downloads
Andrii Babii and Jean-Pierre Florens
2021: Approaches to Asian Option Pricing with Discrete Dividends Downloads
Jacob Lundgren and Yuri Shpolyanskiy
2021: Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle Method Downloads
Andrei Cozma, Matthieu Mariapragassam and Christoph Reisinger
2021: Asymptotics for rough stochastic volatility models Downloads
Martin Forde and Hongzhong Zhang
2021: TradeR: Practical Deep Hierarchical Reinforcement Learning for Trade Execution Downloads
Karush Suri, Xiao Qi Shi, Konstantinos Plataniotis and Yuri Lawryshyn
2021: Bayesian optimal investment and reinsurance with dependent financial and insurance risks Downloads
Nicole B\"auerle and Gregor Leimcke
2021: The Impact of COVID-19 on Stock Market Volatility in Pakistan Downloads
Ateeb Akhter Shah Syed and Kaneez Fatima
2021: Welfare v. Consent: On the Optimal Penalty for Harassment Downloads
Ratul Das Chaudhury, Birendra Rai, Liang Wang and Dyuti Banerjee
2021: Stock market's physical properties description based on Stokes law Downloads
Geoffrey Ducournau
2021: Panel semiparametric quantile regression neural network for electricity consumption forecasting Downloads
Xingcai Zhou and Jiangyan Wang
2021: Consequential LCA for territorial and multimodal transportation policies: method and application to the free-floating e-scooter disruption in Paris Downloads
Anne de Bortoli and Zoi Christoforou
2021: On the Subbagging Estimation for Massive Data Downloads
Tao Zou, Xian Li, Xuan Liang and Hansheng Wang
2021: Time Matters: Exploring the Effects of Urgency and Reaction Speed in Automated Traders Downloads
Henry Hanifan, Ben Watson, John Cartlidge and Dave Cliff
2021: Epidemics with Behavior Downloads
Satoshi Fukuda, Nenad Kos and Christoph Wolf
2021: Modelling Optimal Policies of Demand Responsive Transport and Interrelationships between Occupancy Rate and Costs Downloads
Jani-Pekka Jokinen
2021: Scale matters: The daily, weekly and monthly volatility and predictability of Bitcoin, Gold, and the S&P 500 Downloads
Nassim Dehouche
2021: Nash equilibrium mapping vs Hamiltonian dynamics vs Darwinian evolution for some social dilemma games in the thermodynamic limit Downloads
Arjun Krishnan U M and Colin Benjamin
2021: Forecasting high-frequency financial time series: an adaptive learning approach with the order book data Downloads
Parley Ruogu Yang
2021: How to Issue a Central Bank Digital Currency Downloads
David Chaum, Christian Grothoff and Thomas Moser
2021: A Comparison of Indonesia E-Commerce Sentiment Analysis for Marketing Intelligence Effort Downloads
Andry Alamsyah and Fatma Saviera
2021: The Cost of Pollution in the Upper Atoyac River Basin: A Systematic Review Downloads
Maria Eugenia Ibarraran, Romeo A. Saldana-Vazquez and Tamara Perez-Garcia
2021: Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings Downloads
Federico Belotti, Alessandro Casini, Leopoldo Catania, Stefano Grassi and Pierre Perron
2021: Permutation Tests at Nonparametric Rates Downloads
Marinho Bertanha and EunYi Chung
2021: A conditional version of the second fundamental theorem of asset pricing in discrete time Downloads
Lars Niemann and Thorsten Schmidt
2021: The use of primary energy factors and CO2 intensities -- reviewing the state of play in academic literature Downloads
Sam Hamels, Eline Himpe, Jelle Laverge, Marc Delghust, Kjartan Van den Brande, Arnold Janssens and Johan Albrecht
2021: Priming prosocial behavior and expectations in response to the Covid-19 pandemic -- Evidence from an online experiment Downloads
Valeria Fanghella, Thi-Thanh-Tam Vu and Luigi Mittone
2021: Approximation of Stochastic Volterra Equations with kernels of completely monotone type Downloads
Aur\'elien Alfonsi and Ahmed Kebaier
2021: History-Augmented Collaborative Filtering for Financial Recommendations Downloads
Baptiste Barreau and Laurent Carlier
2021: Overnight GARCH-It\^o Volatility Models Downloads
Donggyu Kim and Yazhen Wang
2021: Granddaughter and voting for a female candidate Downloads
Eiji Yamamura
2021: State Heterogeneity Analysis of Financial Volatility Using High-Frequency Financial Data Downloads
Dohyun Chun and Donggyu Kim
2021: General Bayesian time-varying parameter VARs for predicting government bond yields Downloads
Manfred Fischer, Niko Hauzenberger, Florian Huber and Michael Pfarrhofer
2021: Discord and Harmony in Networks Downloads
Andrea Galeotti, Benjamin Golub, Sanjeev Goyal and Rithvik Rao
2021: Does Bankruptcy Protection Affect Asset Prices? Evidence from changes in Homestead Exemptions Downloads
Yildiray Yildirim and Albert Zevelev
2021: Scaling of Urban Income Inequality in the United States Downloads
Elisa Heinrich Mora, Jacob J. Jackson, Cate Heine, Geoffrey B. West, Vicky Chuqiao Yang and Christopher P. Kempes
2021: Social Welfare Maximization and Conformism via Information Design in Linear-Quadratic-Gaussian Games Downloads
Furkan Sezer, Hossein Khazaei and Ceyhun Eksin
2021: Matching with Trade-offs: Revealed Preferences over Competing Characteristics Downloads
Alfred Galichon and Bernard Salani\'e
2021: Vector quantile regression and optimal transport, from theory to numerics Downloads
Guillaume Carlier, Victor Chernozhukov, Gwendoline De Bie and Alfred Galichon
2021: The Stochastic Balance Equation for the American Option Value Function and its Gradient Downloads
Malkhaz Shashiashvili
2021: Incorporating Financial Big Data in Small Portfolio Risk Analysis: Market Risk Management Approach Downloads
Donggyu Kim and Seunghyeon Yu
2021: Deep Equal Risk Pricing of Financial Derivatives with Multiple Hedging Instruments Downloads
Alexandre Carbonneau and Fr\'ed\'eric Godin
2021: Deep Stochastic Volatility Model Downloads
Xiuqin Xu and Ying Chen
2021: Optimal Dynamic Futures Portfolios Under a Multiscale Central Tendency Ornstein-Uhlenbeck Model Downloads
Tim Leung and Yang Zhou
2021: Regional and Sectoral Structures and Their Dynamics of Chinese Economy: A Network Perspective from Multi-Regional Input-Output Tables Downloads
Tao Wang, Shiying Xiao, Jun Yan and Panpan Zhang
2021: Optimal dynamic regulation of carbon emissions market: A variational approach Downloads
Ren\'e A\"id and Sara Biagini
2021: Understanding the Farmers, Environmental Citizenship Behaviors Towards Climate Change. The Moderating Mediating Role of Environmental Knowledge and Ascribed Responsibility Downloads
Immaculate Maumoh and Emmanuel H. Yindi
2021: Summarizing Online Conversation of Indonesia Tourism Industry using Network Text Analysis Downloads
Andry Alamsyah, Sheila Shafira and Muhamad Alfin Yudhistira
2021: Mapping Organization Knowledge Network and Social Media Based Reputation Management Downloads
Andry Alamsyah and Maribella Syawiluna
2021: Measuring Marketing Communications Mix Effort Using Magnitude Of Influence And Influence Rank Metric Downloads
Andry Alamsyah, Endang Sofyan and Tsana Hasti Nabila
2021: Interactions between social norms and incentive mechanisms in organizations Downloads
Ravshanbek Khodzhimatov, Stephan Leitner and Friederike Wall
2021: Property Business Classification Model Based on Indonesia E-Commerce Data Downloads
Andry Alamsyah, Fariz Denada Sudrajat and Herry Irawan
2021: Inference in Incomplete Models Downloads
Alfred Galichon and Marc Henry
2021: Set Identification in Models with Multiple Equilibria Downloads
Alfred Galichon and Marc Henry
2021: A learning scheme by sparse grids and Picard approximations for semilinear parabolic PDEs Downloads
Jean-Fran\c{c}ois Chassagneux, Junchao Chen, Noufel Frikha and Chao Zhou
2021: A Scaling Limit for Utility Indifference Prices in the Discretized Bachelier Model Downloads
Asaf Cohen and Yan Dolinsky
2021: Data-driven analysis of central bank digital currency (CBDC) projects drivers Downloads
Toshiko Matsui and Daniel Perez
2021: Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions Downloads
Alain Hecq, Marie Ternes and Ines Wilms
2021: Exploring the role of Awareness, Government Policy, and Infrastructure in adapting B2C E-Commerce to East African Countries Downloads
Emmanuel H. Yindi, Immaculate Maumoh and Prisillah L. Mahavile
2021: New Characterizations of Strategy-Proofness under Single-Peakedness Downloads
Andrew Jennings, Rida Laraki, Clemens Puppe and Estelle Varloot
2021: Two-sided Singular Control of an Inventory with Unknown Demand Trend Downloads
Salvatore Federico, Giorgio Ferrari and Neofytos Rodosthenous
2021: Ambiguity and Partial Bayesian Updating Downloads
Matthew Kovach
2021: Misguided Use of Observed Covariates to Impute Missing Covariates in Conditional Prediction: A Shrinkage Problem Downloads
Charles Manski, Michael Gmeiner and Anat Tamburc
2021: Conditional Value at Risk and Partial Moments for the Metalog Distributions Downloads
Valentyn Khokhlov
2021: CoinTossX: An open-source low-latency high-throughput matching engine Downloads
Ivan Jericevich, Dharmesh Sing and Tim Gebbie
2021: Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem Downloads
Mario Faliva and Maria Zoia
2021: A Novel Multi-Period and Multilateral Price Index Downloads
Consuelo Rubina Nava and Maria Zoia
2021: Contextual First-Price Auctions with Budgets Downloads
Santiago Balseiro, Christian Kroer and Rachitesh Kumar
2021: Estimation and Inference by Stochastic Optimization: Three Examples Downloads
Jean-Jacques Forneron and Serena Ng
2021: Mechanism Design Powered by Social Interactions Downloads
Dengji Zhao
2021: The relations of Choquet Integral and G-Expectation Downloads
Ju Hong Kim
2021: M\'etodos Emp\'iricos Aplicados \`a An\'alise Econ\^omica do Direito Downloads
Thomas Conti
2021: Learning to Persuade on the Fly: Robustness Against Ignorance Downloads
You Zu, Krishnamurthy Iyer and Haifeng Xu
2021: Auction Type Resolution on Smart Derivatives Downloads
Yusuke Ikeno, James Angel, Shin'ichiro Matsuo and Ryosuke Ushida
2021: Internal hydro- and wind portfolio optimisation in real-time market operations Downloads
Hans Ole Riddervold, Ellen Krohn Aasg{\aa}rd, Lisa Haukaas and Magnus Korp{\aa}s
2021: How Decentralized is the Governance of Blockchain-based Finance: Empirical Evidence from four Governance Token Distributions Downloads
Johannes Rude Jensen, Victor von Wachter and Omri Ross
2021: Monitoring the pandemic: A fractional filter for the COVID-19 contact rate Downloads
Tobias Hartl
2021: Approximate Bayes factors for unit root testing Downloads
Magris Martin and Iosifidis Alexandros
2021: Thiele's Differential Equation Based on Markov Jump Processes with Non-countable State Space Downloads
Emmanuel Coffie, Sindre Duedahl and Frank Proske
2021: Resolving the Disparate Impact of Uncertainty: Affirmative Action vs. Affirmative Information Downloads
Claire Lazar Reich
2021: Supporting Financial Inclusion with Graph Machine Learning and Super-App Alternative Data Downloads
Luisa Roa, Andr\'es Rodr\'iguez-Rey, Alejandro Correa-Bahnsen and Carlos Valencia
2021: Linear-quadratic stochastic delayed control and deep learning resolution Downloads
William Lefebvre and Enzo Miller
2021: Minimal entropy and uniqueness of price equilibria in a pure exchange economy Downloads
Andrea Loi and Stefano Matta
2021: Incentives for accelerating the production of Covid-19 vaccines in the presence of adjustment costs Downloads
Claudius Gros and Daniel Gros
2021: The Expediting Effect of Monitoring on Infrastructural Works. A Regression-Discontinuity Approach with Multiple Assignment Variables Downloads
Giuseppe Francesco Gori, Patrizia Lattarulo and Marco Mariani
2021: Market Effects of Loyalty and Cost Factors in a Price Discrimination Environment Downloads
Theja Tulabandhula and Aris Ouksel
2021: In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model Downloads
Anton Pichler, Marco Pangallo, R. Maria del Rio-Chanona, François Lafond and J. Doyne Farmer
2021: Spatial Correlation Robust Inference Downloads
Ulrich K. M\"uller and Mark W. Watson
2021: Corporate Social Responsibility and Corporate Governance: A cognitive approach Downloads
Rania B\'eji, Ouidad Yousfi and Abdelwahed Omri
2021: Deep Structural Estimation: With an Application to Option Pricing Downloads
Hui Chen, Antoine Didisheim and Simon Scheidegger
2021: The Gender Pay Gap Revisited with Big Data: Do Methodological Choices Matter? Downloads
Anthony Strittmatter and Conny Wunsch
2021: Sustainable and Resilient Systems for Intergenerational Justice Downloads
Sahar Zandi
2021: A Core of E-Commerce Customer Experience based on Conversational Data using Network Text Methodology Downloads
Andry Alamsyah, Nurlisa Laksmiani and Lies Anisa Rahimi
2021: The Small World Phenomenon and Network Analysis of ICT Startup Investment in Indonesia and Singapore Downloads
Farid Naufal Aslam and Andry Alamsyah
2021: Big Data meets Causal Survey Research: Understanding Nonresponse in the Recruitment of a Mixed-mode Online Panel Downloads
Barbara Felderer, Jannis Kueck and Martin Spindler
2021: Testing for Nonlinear Cointegration under Heteroskedasticity Downloads
Christoph Hanck and Till Massing
2021: A Regret Analysis of Bilateral Trade Downloads
Nicol\`o Cesa-Bianchi, Tommaso Cesari, Roberto Colomboni, Federico Fusco and Stefano Leonardi
2021: The economic dependency of the Bitcoin security Downloads
Pavel Ciaian, d'Artis Kancs and Miroslava Rajcaniova
2021: Multilayer heat equations: application to finance Downloads
Andrey Itkin, A. Lipton and D. Muravey
2021: An Effort to Measure Customer Relationship Performance in Indonesia's Fintech Industry Downloads
Alisya Putri Rabbani, Andry Alamsyah and Sri Widiyanesti
2021: On-Demand Transit User Preference Analysis using Hybrid Choice Models Downloads
Nael Alsaleh, Bilal Farooq, Yixue Zhang and Steven Farber
2021: On Technical Trading and Social Media Indicators in Cryptocurrencies' Price Classification Through Deep Learning Downloads
Marco Ortu, Nicola Uras, Claudio Conversano, Giuseppe Destefanis and Silvia Bartolucci
2021: Power-Law Return-Volatility Cross Correlations of Bitcoin Downloads
T. Takaishi
2021: Surrogate Monte Carlo Downloads
A. Christian Silva and Fernando F. Ferreira
2021: LATE for History Downloads
Alberto Bisin and Andrea Moro
2021: Integrating Floor Plans into Hedonic Models for Rent Price Appraisal Downloads
Kirill Solovev and Nicolas Pr\"ollochs
2021: Interdependencies between Mining Costs, Mining Rewards and Blockchain Security Downloads
Pavel Ciaian, d'Artis Kancs and Miroslava Rajcaniova
2021: Constructing valid instrumental variables in generalized linear causal models from directed acyclic graphs Downloads
{\O}yvind Hoveid
2021: Best vs. All: Equity and Accuracy of Standardized Test Score Reporting Downloads
Sampath Kannan, Mingzi Niu, Aaron Roth and Rakesh Vohra
2021: Assessment of a failure prediction model in the energy sector: a multicriteria discrimination approach with Promethee based classification Downloads
Silvia Angilella and Maria Rosaria Pappalardo
2021: The corruptive force of AI-generated advice Downloads
Margarita Leib, Nils C. K\"obis, Rainer Rilke, Marloes Hagens and Bernd Irlenbusch
2021: Entropy methods for identifying hedonic models Downloads
Arnaud Dupuy, Alfred Galichon and Marc Henry
2021: Canonical Correlation and Assortative Matching: A Remark Downloads
Arnaud Dupuy and Alfred Galichon
2021: Personality Traits and the Marriage Market Downloads
Arnaud Dupuy and Alfred Galichon
2021: Selecting Matchings via Multiwinner Voting: How Structure Defeats a Large Candidate Space Downloads
Niclas Boehmer, Markus Brill and Ulrike Schmidt-Kraepelin
2021: Violation of the Hamilton-Jacobi-Bellman Equation in Economic Dynamics Downloads
Yuhki Hosoya
2021: Time-varying properties of asymmetric volatility and multifractality in Bitcoin Downloads
Tetsuya Takaishi
2021: REST: Relational Event-driven Stock Trend Forecasting Downloads
Wentao Xu, Weiqing Liu, Chang Xu, Jiang Bian, Jian Yin and Tie-Yan Liu
2021: How Misuse of Statistics Can Spread Misinformation: A Study of Misrepresentation of COVID-19 Data Downloads
Shailesh Bharati and Rahul Batra
2021: Aggregate Modeling and Equilibrium Analysis of the Crowdsourcing Market for Autonomous Vehicles Downloads
Xiaoyan Wang, Xi Lin and Meng Li
2021: A Distance Covariance-based Estimator Downloads
Emmanuel Tsyawo and Abdul-Nasah Soale
2021: Detecting and Quantifying Wash Trading on Decentralized Cryptocurrency Exchanges Downloads
Friedhelm Victor and Andrea Marie Weintraud
2021: Expected utility theory on mixture spaces without the completeness axiom Downloads
David McCarthy, Kalle Mikkola and Teruji Thomas
2021: Online voluntary mentoring: Optimising the assignment of students and mentors Downloads
P\'eter Bir\'o and M\'arton Gyetvai
2021: Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs Downloads
Harold D. Chiang, Kengo Kato, Yuya Sasaki and Takuya Ura
2021: Like Attract Like? A Structural Comparison of Homogamy across Same-Sex and Different-Sex Households Downloads
Edoardo Ciscato, Alfred Galichon and Marion Gouss\'e
2021: On Human Capital and Team Stability Downloads
Pierre-Andr\'e Chiappori, Alfred Galichon and Bernard Salani\'e
2021: Identification and Inference Under Narrative Restrictions Downloads
Raffaella Giacomini, Toru Kitagawa and Matthew Read
2021: Uncertainty spill-overs: when policy and financial realms overlap Downloads
Emanuele Bacchiocchi and Catalin Dragomirescu-Gaina
2021: Approximate Expected Utility Rationalization Downloads
Federico Echenique, Kota Saito and Taisuke Imai
2021: Deep Reinforcement Learning for Portfolio Optimization using Latent Feature State Space (LFSS) Module Downloads
Kumar Yashaswi
2021: Inference on two component mixtures under tail restrictions Downloads
Marc Henry, Koen Jochmans and Bernard Salani\'e
2021: Duality in dynamic discrete-choice models Downloads
Khai Xiang Chiong, Alfred Galichon and Matt Shum
2021: Local Utility and Multivariate Risk Aversion Downloads
Arthur Charpentier, Alfred Galichon and Marc Henry
2021: Labor Informality and Credit Market Accessibility Downloads
Alina Malkova, Klara Sabirianova Peter and Jan Svejnar
2021: Portfolio Performance Attribution via Shapley Value Downloads
Nicholas Moehle, Stephen Boyd and Andrew Ang
2021: Price Discrimination in International Airline Markets Downloads
Gaurab Aryal, Charles Murry and Jonathan W. Williams
2021: Interactive Network Visualization of Opioid Crisis Related Data- Policy, Pharmaceutical, Training, and More Downloads
Olga Scrivner, Elizabeth McAvoy, Thuy Nguyen, Tenzin Choeden, Kosali Simon and Katy B\"orner
2021: A Bonus-Malus Framework for Cyber Risk Insurance and Optimal Cybersecurity Provisioning Downloads
Qikun Xiang, Ariel Neufeld, Gareth W. Peters, Ido Nevat and Anwitaman Datta
2021: Dynamic Structural Impact of the COVID-19 Outbreak on the Stock Market and the Exchange Rate: A Cross-country Analysis Among BRICS Nations Downloads
Rupam Bhattacharyya, Sheo Rama, Atul Kumar and Indrajit Banerjee
2021: Empowering Patients Using Smart Mobile Health Platforms: Evidence From A Randomized Field Experiment Downloads
Anindya Ghose, Xitong Guo, Beibei Li and Yuanyuan Dang
2021: Combination of window-sliding and prediction range method based on LSTM model for predicting cryptocurrency Downloads
Yifan Yao and Lina Wang
2021: Automated and Distributed Statistical Analysis of Economic Agent-Based Models Downloads
Andrea Vandin, Daniele Giachini, Francesco Lamperti and Francesca Chiaromonte
2021: FRM Financial Risk Meter for Emerging Markets Downloads
Souhir Ben Amor, Michael Althof and Wolfgang Karl H\"ardle
2021: Do the propensity and drivers of academics' engagement in research collaboration with industry vary over time? Downloads
Giovanni Abramo, Francesca Apponi and Ciriaco Andrea D'Angelo
2021: Gendered impact of COVID-19 pandemic on research production: a cross-country analysis Downloads
Giovanni Abramo, Ciriaco Andrea D'Angelo and Ida Mele
2021: The effects of citation-based research evaluation schemes on self-citation behavior Downloads
Giovanni Abramo, Ciriaco Andrea D'Angelo and Leonardo Grilli
2021: Group Quantization of Quadratic Hamiltonians in Finance Downloads
Santiago Garcia
2021: Lowest-cost virus suppression Downloads
Jacob Janssen and Yaneer Bar-Yam
2021: Black-box model risk in finance Downloads
Samuel N. Cohen, Derek Snow and Lukasz Szpruch
2021: View about consumption tax and grandchildren Downloads
Eiji Yamamura
2021: Liquidation, Leverage and Optimal Margin in Bitcoin Futures Markets Downloads
Zhiyong Cheng, Jun Deng, Tianyi Wang and Mei Yu
2021: Asymmetric Tsallis distributions for modelling financial market dynamics Downloads
Sandhya Devi
2021: Extreme dependence for multivariate data Downloads
Damien Bosc and Alfred Galichon
2021: Dilation bootstrap Downloads
Alfred Galichon and Marc Henry
2021: Assessing Sensitivity of Machine Learning Predictions.A Novel Toolbox with an Application to Financial Literacy Downloads
Falco J. Bargagli Stoffi, Kenneth De Beckker, Joana E. Maldonado and Kristof De Witte
2021: Ordinal and cardinal solution concepts for two-sided matching Downloads
Federico Echenique and Alfred Galichon
2021: Matching in Closed-Form: Equilibrium, Identification, and Comparative Statics Downloads
Raicho Bojilov and Alfred Galichon
2021: Correlated Bandits for Dynamic Pricing via the ARC algorithm Downloads
Samuel Cohen and Tanut Treetanthiploet
2021: Research Methods of Assessing Global Value Chains Downloads
Sourish Dutta
2021: Comonotonic measures of multivariate risks Downloads
Ivar Ekeland, Alfred Galichon and Marc Henry
2021: Optimal transportation and the falsifiability of incompletely specified economic models Downloads
Ivar Ekeland, Alfred Galichon and Marc Henry
2021: A test of non-identifying restrictions and confidence regions for partially identified parameters Downloads
Alfred Galichon and Marc Henry
2021: Trade Union Strategies towards Platform Workers: Exploration Instead of Action (The Case of Hungarian Trade Unions) Downloads
Szilvia Borbely, Csaba Mako, Miklos Illessy and Saeed Nostrabadi
2021: Cyber Risk in Health Facilities: A Systematic Literature Review Downloads
Alberto Sardi, Alessandro Rizzi, Enrico Sorano and Anna Guerrieri
2021: Dynamic Performance Management: An Approach for Managing the Common Goods Downloads
A. Sardi and E. Sorano
2021: A note on global identification in structural vector autoregressions Downloads
Emanuele Bacchiocchi and Toru Kitagawa
2021: Increasing the price of a university degree does not significantly affect enrolment if income contingent loans are available: evidence from HECS in Australia Downloads
Fabio Martinenghi
2021: Variational Autoencoders: A Hands-Off Approach to Volatility Downloads
Maxime Bergeron, Nicholas Fung, John Hull and Zissis Poulos
2021: Inference under Covariate-Adaptive Randomization with Imperfect Compliance Downloads
Federico A. Bugni and Mengsi Gao
2021: Identification of Matching Complementarities: A Geometric Viewpoint Downloads
Alfred Galichon
2021: Mobility-based contact exposure explains the disparity of spread of COVID-19 in urban neighborhoods Downloads
Rajat Verma, Takahiro Yabe and Satish V. Ukkusuri
2021: Policy options for digital infrastructure strategies: A simulation model for broadband universal service in Africa Downloads
Edward Oughton
2021: De-carbonization of global energy use during the COVID-19 pandemic Downloads
Zhu Liu, Biqing Zhu, Philippe Ciais, Steven J. Davis, Chenxi Lu, Haiwang Zhong, Piyu Ke, Yanan Cui, Zhu Deng, Duo Cui, Taochun Sun, Xinyu Dou, Jianguang Tan, Rui Guo, Bo Zheng, Katsumasa Tanaka, Wenli Zhao and Pierre Gentine
2021: Applications of Machine Learning in Document Digitisation Downloads
Christian M. Dahl, Torben S. D. Johansen, Emil N. S{\o}rensen, Christian E. Westermann and Simon F. Wittrock
2021: Econometric model of children participation in family dairy farming in the center of dairy farming, West Java Province, Indonesia Downloads
Achmad Firman and Ratna Ayu Saptati
2021: Noether theorem in stochastic optimal control problems via contact symmetries Downloads
Francesco C. De Vecchi, Elisa Mastrogiacomo, Mattia Turra and Stefania Ugolini
2021: When to Quit Gambling, if You Must! Downloads
Sang Hu, Jan Obloj and Xun Yu Zhou
2021: The Refined Assortment Optimization Problem Downloads
Gerardo Berbeglia, Alvaro Flores and Guillermo Gallego
2021: Bounds and Heuristics for Multi-Product Personalized Pricing Downloads
Guillermo Gallego and Gerardo Berbeglia
2021: Hypothetical bias in stated choice experiments: Part II. Macro-scale analysis of literature and effectiveness of bias mitigation methods Downloads
Milad Haghani, Michiel Bliemer, John M. Rose, Harmen Oppewal and Emily Lancsar
2021: Hypothetical bias in stated choice experiments: Part I. Integrative synthesis of empirical evidence and conceptualisation of external validity Downloads
Milad Haghani, Michiel Bliemer, John M. Rose, Harmen Oppewal and Emily Lancsar
2021: Does Collateral Value Affect Asset Prices? Evidence from a Natural Experiment in Texas Downloads
Albert Zevelev
2021: Cutoff stability under distributional constraints with an application to summer internship matching Downloads
Haris Aziz, Anton Baychkov and Peter Biro
2021: How the Massachusetts Assault Weapons Ban Enforcement Notice Changed Firearm Sales Downloads
Meenakshi Balakrishna and Kenneth C. Wilbur
2021: Liquidity Stress Testing using Optimal Portfolio Liquidation Downloads
Mike Weber, Iuliia Manziuk and Bastien Baldacci
2021: Cross impact in derivative markets Downloads
Mehdi Tomas, Iacopo Mastromatteo and Michael Benzaquen
2021: Insurance Business and Sustainable Development Downloads
Dietmar Pfeifer and Vivien Langen
2021: The housing problem and revealed preference theory: duality and an application Downloads
Ivar Ekeland and Alfred Galichon
2021: Dual theory of choice with multivariate risks Downloads
Alfred Galichon and Marc Henry
2021: The VAR at Risk Downloads
Alfred Galichon
2021: The Econometrics and Some Properties of Separable Matching Models Downloads
Alfred Galichon and Bernard Salani\'e
2021: Airport Capacity and Performance in Europe -- A study of transport economics, service quality and sustainability Downloads
Branko Bubalo
2021: Super-replication with transaction costs under model uncertainty for continuous processes Downloads
Huy N. Chau, Masaaki Fukasawa and Miklos Rasonyi
2021: Pyramid scheme in stock market: a kind of financial market simulation Downloads
Yong Shi, Bo Li and Guangle Du
2021: Clearing prices under margin calls and the short squeeze Downloads
Zachary Feinstein
2021: The Great Equalizer: Medicare and the Geography of Consumer Financial Strain Downloads
Paul Goldsmith-Pinkham, Maxim Pinkovskiy and Jacob Wallace
2021: Discretizing Unobserved Heterogeneity Downloads
Thibaut Lamadon
2021: Artificial intelligence applied to bailout decisions in financial systemic risk management Downloads
Daniele Petrone, Neofytos Rodosthenous and Vito Latora
2021: The VIX index under scrutiny of machine learning techniques and neural networks Downloads
Ali Hirsa, Joerg Osterrieder, Branka Hadji Misheva, Wenxin Cao, Yiwen Fu, Hanze Sun and Kin Wai Wong
2021: Matching Function Equilibria with Partial Assignment: Existence, Uniqueness and Estimation Downloads
Liang Chen, Eugene Choo, Alfred Galichon and Simon Weber
2021: Deep Hedging under Rough Volatility Downloads
Blanka Horvath, Josef Teichmann and Zan Zuric
2021: Teams: Heterogeneity, Sorting, and Complementarity Downloads
Stephane Bonhomme
2021: Optimal Intervention in Economic Networks using Influence Maximization Methods Downloads
Ariah Klages-Mundt and Andreea Minca
2021: A survey of some recent applications of optimal transport methods to econometrics Downloads
Alfred Galichon
2021: Adaptive Random Bandwidth for Inference in CAViaR Models Downloads
Alain Hecq and Li Sun
2021: The Macroeconomic Impacts of Entitlements Downloads
Ateeb Akhter Shah Syed, Kaneez Fatima and Riffat Arshad
2021: From optimal martingales to randomized dual optimal stopping Downloads
Denis Belomestny and John Schoenmakers
2021: A Stochastic Time Series Model for Predicting Financial Trends using NLP Downloads
Pratyush Muthukumar and Jie Zhong
2021: Reinventing the Utility for DERs: A Proposal for a DSO-Centric Retail Electricity Market Downloads
Rabab Haider, David D'Achiardi, Venkatesh Venkataramanan, Anurag Srivastava, Anjan Bose and Anuradha M. Annaswamy
2021: Comparing hundreds of machine learning classifiers and discrete choice models in predicting travel behavior: an empirical benchmark Downloads
Shenhao Wang, Baichuan Mo, Stephane Hess and Jinhua Zhao
2021: The Impacts of the Gender Imbalance on Marriage and Birth: Evidence from World War II in Japan Downloads
Kota Ogasawara and Erika Igarashi
2021: Robust double auction mechanisms Downloads
Kiho Yoon
2021: Quantum crypto-economics: Blockchain prediction markets for the evolution of quantum technology Downloads
Peter P. Rohde, Vijay Mohan, Sinclair Davidson, Chris Berg, Darcy Allen, Gavin K. Brennen and Jason Potts
2021: Structural Interventions in Networks Downloads
Yang Sun, Wei Zhao and Junjie Zhou
2021: A Balance for Fairness: Fair Distribution Utilising Physics in Games of Characteristic Function Form Downloads
Song-Ju Kim, Taiki Takahashi and Kazuo Sano
2021: Real-Time Fixed-Target Statistical Prediction of Arctic Sea Ice Extent Downloads
Francis Diebold and Maximilian Gobel
2021: Policy choices can help keep 4G and 5G universal broadband affordable Downloads
Edward J Oughton, Niccol\`o Comini, Vivien Foster and Jim W Hall
2021: Deep Reinforcement Learning for Active High Frequency Trading Downloads
Antonio Briola, Jeremy Turiel, Riccardo Marcaccioli and Tomaso Aste
2021: On the Computational Properties of Obviously Strategy-Proof Mechanisms Downloads
Louis Golowich and Shengwu Li
2021: Narrow Bracketing in Work Choices Downloads
Francesco Fallucchi and Marc Kaufmann
2021: Portfolio Construction Using Stratified Models Downloads
Jonathan Tuck, Shane Barratt and Stephen Boyd
2021: Mechanistic Framework of Global Value Chains Downloads
Sourish Dutta
2021: Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19 Downloads
Nick James
2021: Assessing the Sensitivity of Synthetic Control Treatment Effect Estimates to Misspecification Error Downloads
Billy Ferguson and Brad Ross
2021: A Pairwise Strategic Network Formation Model with Group Heterogeneity: With an Application to International Travel Downloads
Tadao Hoshino
2021: Twofold Conservatism in Choice under Uncertainty Downloads
Federico Echenique, Luciano Pomatto and Jamie Vinson
2021: A machine learning solver for high-dimensional integrals: Solving Kolmogorov PDEs by stochastic weighted minimization and stochastic gradient descent through a high-order weak approximation scheme of SDEs with Malliavin weights Downloads
Riu Naito and Toshihiro Yamada
2021: Challenges of Equitable Vaccine Distribution in the COVID-19 Pandemic Downloads
Joseph Bae, Darshan Gandhi, Jil Kothari, Sheshank Shankar, Jonah Bae, Parth Patwa, Rohan Sukumaran, T. V. Sethuraman, Vanessa Yu, Krutika Mishra, Srinidhi Murali, Aishwariya Saxena, Kasia Jakimowicz, Vivek Sharma, Rohan Iyer, Ashley Mehra, Alex Radunsky, Priyanshi Katiyar, Sunaina Anand, Shailesh Advani, Jagjit Dhaliwal and Ramesh Raskar
2021: United States FDA drug approvals are persistent and polycyclic: Insights into economic cycles, innovation dynamics, and national policy Downloads
Iraj Daizadeh
2021: Equitable preference relations on infinite utility streams Downloads
Ram Dubey and Giorgio Laguzzi
2021: Extended Gini Index Downloads
Ram Dubey and Giorgio Laguzzi
2021: On Classifying the Effects of Policy Announcements on Volatility Downloads
Giampiero Gallo, Demetrio Lacava and Edoardo Otranto
2021: Classification of Priorities Such That Deferred Acceptance is Obviously Strategyproof Downloads
Clayton Thomas
2021: A Stationary Kyle Setup: Microfounding propagator models Downloads
Michele Vodret, Iacopo Mastromatteo, Bence T\'oth and Michael Benzaquen
2021: Identifying Causal Effects in Experiments with Spillovers and Non-compliance Downloads
Francis J. DiTraglia, Camilo Garcia-Jimeno, Rossa O'Keeffe-O'Donovan and Alejandro Sanchez-Becerra
2021: Learning to Personalize Treatments When Agents Are Strategic Downloads
Evan Munro
2021: Sentiment Correlation in Financial News Networks and Associated Market Movements Downloads
Xingchen Wan, Jie Yang, Slavi Marinov, Jan-Peter Calliess, Stefan Zohren and Xiaowen Dong
2021: Pattern recognition in micro-trading behaviors before stock price jumps: A framework based on multivariate time series analysis Downloads
Ao Kong, Robert Azencott, Hongliang Zhu and Xindan Li
2021: Endogenous structural transformation in economic development Downloads
Justin Y. F. Lin and Haipeng Xing
2021: Causal Campbell-Goodhart's law and Reinforcement Learning Downloads
Hal Ashton
2021: Price of Anarchy of Simple Auctions with Interdependent Values Downloads
Alon Eden, Michal Feldman, Inbal Talgam-Cohen and Ori Zviran
2021: When Does it Pay Off to Learn a New Skill? Revealing the Complementary Benefit of Cross-Skilling Downloads
Fabian Stephany
2021: Learning Risk Preferences from Investment Portfolios Using Inverse Optimization Downloads
Shi Yu, Haoran Wang and Chaosheng Dong
2021: Deep Learning algorithms for solving high dimensional nonlinear Backward Stochastic Differential Equations Downloads
Lorenc Kapllani and Long Teng
2021: Lockdown effects in US states: an artificial counterfactual approach Downloads
Carlos B. Carneiro, I\'uri H. Ferreira, Marcelo C. Medeiros, Henrique F. Pires and Eduardo Zilberman
2021: 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
2021: 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
2021: Sustainable Border Control Policy in the COVID-19 Pandemic: A Math Modeling Study Downloads
Zhen Zhu, Enzo Weber, Till Strohsal and Duaa Serhan
2021: The Identity Fragmentation Bias Downloads
Tesary Lin and Sanjog Misra
2021: 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
2021: Interacting Regional Policies in Containing a Disease Downloads
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2021: On the equivalence between the Kinetic Ising Model and discrete autoregressive processes Downloads
Carlo Campajola, Fabrizio Lillo, Piero Mazzarisi and Daniele Tantari
2021: Analytic Calibration in Andreasen-Huge SABR Model Downloads
K. E. Feldman
2021: Positionality-Weighted Aggregation Methods for Cumulative Voting Downloads
Takeshi Kato, Yasuhiro Asa and Misa Owa
2021: Tax-Aware Portfolio Construction via Convex Optimization Downloads
Nicholas Moehle, Mykel J. Kochenderfer, Stephen Boyd and Andrew Ang
2021: Equilibrium Behaviors in Repeated Games Downloads
Yingkai Li and Harry Pei
2021: The Spectral Approach to Linear Rational Expectations Models Downloads
Majid Al-Sadoon
2021: On the value of non-Markovian Dynkin games with partial and asymmetric information Downloads
Tiziano De Angelis, Nikita Merkulov and Jan Palczewski
2021: Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model Downloads
Cem Çakmaklı and Yasin Simsek
2021: 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
2021: Credit migration: Generating generators Downloads
Richard J. Martin
2021: Gender Inequality in Research Productivity During the COVID-19 Pandemic Downloads
Ruomeng Cui, Hao Ding and Feng Zhu
2021: Learning a functional control for high-frequency finance Downloads
Laura Leal, Mathieu Lauri\`ere and Charles-Albert Lehalle
2021: V-, U-, L-, or W-shaped economic recovery after COVID: Insights from an Agent Based Model Downloads
Dhruv Sharma, Jean-Philippe Bouchaud, Stanislao Gualdi, Marco Tarzia and Francesco Zamponi
2021: Modeling and Controlling the Spread of Epidemic with Various Social and Economic Scenarios Downloads
S. P. Lukyanets, I. S. Gandzha and O. V. Kliushnichenko
2021: A Bayesian Time-Varying Autoregressive Model for Improved Short- and Long-Term Prediction Downloads
Christoph Berninger, Almond St\"ocker and David R\"ugamer
2021: Choice with Endogenous Categorization Downloads
Andrew Ellis and Yusufcan Masatlioglu
2021: The Pricing of Quanto Options: An empirical copula approach Downloads
Rafael Felipe Carmargo Prudencio and Christian D. J\"akel
2021: Identifying Preferences when Markets are Incomplete Downloads
Andreas Tryphonides
2021: Hedging and machine learning driven crude oil data analysis using a refined Barndorff-Nielsen and Shephard model Downloads
Humayra Shoshi and Indranil SenGupta
2021: Classical Option Pricing and Some Steps Further Downloads
Victor Olkhov
2021: Revealing Cluster Structures Based on Mixed Sampling Frequencies Downloads
Yeonwoo Rho, Yun Liu and Hie Joo Ahn
2021: Synthetic Control Group Methods in the Presence of Interference: The Direct and Spillover Effects of Light Rail on Neighborhood Retail Activity Downloads
Giulio Grossi, Patrizia Lattarulo, Marco Mariani, Alessandra Mattei and \"Ozge \"Oner
2021: Quantification of Risk in Classical Models of Finance Downloads
Alois Pichler and Ruben Schlotter
2021: On finite population games of optimal trading Downloads
David Evangelista and Yuri Thamsten
2021: Relative Arbitrage: Sharp Time Horizons and Motion by Curvature Downloads
Martin Larsson and Johannes Ruf
2021: Inf-convolution and optimal risk sharing with countable sets of risk measures Downloads
Marcelo Brutti Righi and Marlon Ruoso Moresco
2021: Impact of Congestion Charge and Minimum Wage on TNCs: A Case Study for San Francisco Downloads
Sen Li, Kameshwar Poolla and Pravin Varaiya
2021: Causal mediation analysis with double machine learning Downloads
Helmut Farbmacher, Martin Huber, Luk\'a\v{s} Laff\'ers, Henrika Langen and Martin Spindler
2021: VAT Compliance Incentives Downloads
Maria-Augusta Miceli
2021: Identifiability and Estimation of Possibly Non-Invertible SVARMA Models: A New Parametrisation Downloads
Bernd Funovits
2021: Asymptotic expansion for the Hartman-Watson distribution Downloads
Dan Pirjol
2021: Distributional synthetic controls Downloads
Florian Gunsilius
2021: Supply Network Formation and Fragility Downloads
Matthew Elliott, Benjamin Golub and Matthew V. Leduc
2021: Associating Ridesourcing with Road Safety Outcomes: Insights from Austin Texas Downloads
Eleftheria Kontou and Noreen C. McDonald
2021: Competition between shared autonomous vehicles and public transit: A case study in Singapore Downloads
Baichuan Mo, Zhejing Cao, Hongmou Zhang, Yu Shen and Jinhua Zhao
2021: Dynamics of the Price Behavior in Stock Market: A Statistical Physics Approach Downloads
Hung T. Diep and Gabriel Desgranges
2021: Efficient and Convergent Sequential Pseudo-Likelihood Estimation of Dynamic Discrete Games Downloads
Adam Dearing and Jason Blevins
2021: ResLogit: A residual neural network logit model for data-driven choice modelling Downloads
Melvin Wong and Bilal Farooq
2021: Econometrics For Decision Making: Building Foundations Sketched By Haavelmo And Wald Downloads
Charles Manski
2021: High-Dimensional Granger Causality Tests with an Application to VIX and News Downloads
Andrii Babii, Eric Ghysels and Jonas Striaukas
2021: A Quantum algorithm for linear PDEs arising in Finance Downloads
Filipe Fontanela, Antoine Jacquier and Mugad Oumgari
2021: Pricing FX Options under Intermediate Currency Downloads
S. Maurer, T. E. Sharp and M. V. Tretyakov
2021: Clustering and External Validity in Randomized Controlled Trials Downloads
Antoine Deeb and Clément de Chaisemartin
2021: An analysis of Uniswap markets Downloads
Guillermo Angeris, Hsien-Tang Kao, Rei Chiang, Charlie Noyes and Tarun Chitra
2021: Price mediated contagion through capital ratio requirements with VWAP liquidation prices Downloads
Tathagata Banerjee and Zachary Feinstein
2021: Sector Neutral Portfolios: Long memory motifs persistence in market structure dynamics Downloads
Jeremy Turiel and Tomaso Aste
2021: Stability of Equilibrium Asset Pricing Models: A Necessary and Sufficient Condition Downloads
Jaroslav Borovička and John Stachurski
2021: Debiased/Double Machine Learning for Instrumental Variable Quantile Regressions Downloads
Jau-er Chen, Chien-Hsun Huang and Jia-Jyun Tien
2021: Dynamics of symmetric SSVI smiles and implied volatility bubbles Downloads
Mehdi El Amrani, Antoine Jacquier and Claude Martini
2021: Subspace Clustering for Panel Data with Interactive Effects Downloads
Jiangtao Duan, Wei Gao, Hao Qu and Hon Keung Tony
2021: Deep Prediction of Investor Interest: a Supervised Clustering Approach Downloads
Baptiste Barreau, Laurent Carlier and Damien Challet
2021: Tree-based Synthetic Control Methods: Consequences of moving the US Embassy Downloads
Nicolaj S{\o}ndergaard M\"uhlbach and Mikkel Slot Nielsen
2021: Improving Information from Manipulable Data Downloads
Alex Frankel and Navin Kartik
2021: A procedure for loss-optimising default definitions across simulated credit risk scenarios Downloads
Arno Botha, Conrad Beyers and Pieter de Villiers
2021: Heterogeneous Choice Sets and Preferences Downloads
Levon Barseghyan, Maura Coughlin, Francesca Molinari and Joshua Teitelbaum
2021: Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol Downloads
Darjus Hosszejni and Gregor Kastner
2021: Dynamically Stable Matching Downloads
Laura Doval
2021: lpdensity: Local Polynomial Density Estimation and Inference Downloads
Matias Cattaneo, Michael Jansson and Xinwei Ma
2021: Bias-Aware Inference in Fuzzy Regression Discontinuity Designs Downloads
Claudia Noack and Christoph Rothe
2021: Supervised Machine Learning for Eliciting Individual Demand Downloads
John A. Clithero, Jae Joon Lee and Joshua Tasoff
2021: Transaction Cost Analytics for Corporate Bonds Downloads
Xin Guo, Charles-Albert Lehalle and Renyuan Xu
2021: Limit Theorems for Network Dependent Random Variables Downloads
Denis Kojevnikov, Vadim Marmer and Kyungchul Song
2021: Building Trust Takes Time: Limits to Arbitrage in Blockchain-Based Markets Downloads
Nikolaus Hautsch, Christoph Scheuch and Stefan Voigt
2021: The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation Downloads
Arturas Juodis and Simon Reese
2021: On LASSO for Predictive Regression Downloads
Ji Hyung Lee, Zhentao Shi and Zhan Gao
2021: Robustness in the Optimization of Risk Measures Downloads
Paul Embrechts, Alexander Schied and Ruodu Wang
2021: An alternative quality of life ranking on the basis of remittances Downloads
D\'ora Gr\'eta Petr\'oczy
2021: Shape-Enforcing Operators for Point and Interval Estimators Downloads
Xi Chen, Victor Chernozhukov, Iv\'an Fern\'andez-Val, Scott Kostyshak and Ye Luo
2021: The strategy of conflict and cooperation Downloads
Mehmet S. Ismail
2021: Scalar multivariate risk measures with a single eligible asset Downloads
Zachary Feinstein and Birgit Rudloff
2021: At the Mercy of the Common Noise: Blow-ups in a Conditional McKean--Vlasov Problem Downloads
Sean Ledger and Andreas Sojmark
2021: A Bayesian panel VAR model to analyze the impact of climate change on high-income economies Downloads
Florian Huber, Tamás Krisztin and Michael Pfarrhofer
2021: Explicit description of all deflators for market models under random horizon with applications to NFLVR Downloads
Tahir Choulli and Sina Yansori
2021: Attraction Versus Persuasion Downloads
Pak Hung Au and Mark Whitmeyer
2021: Protecting Pegged Currency Markets from Speculative Investors Downloads
Eyal Neuman and Alexander Schied
2021: The time interpretation of expected utility theory Downloads
Ole Peters and Alexander Adamou
2021: Matrix Completion Methods for Causal Panel Data Models Downloads
Susan Athey, Mohsen Bayati, Nikolay Doudchenko, Guido Imbens and Khashayar Khosravi
2021: Identification of hedonic equilibrium and nonseparable simultaneous equations Downloads
Victor Chernozhukov, Alfred Galichon, Marc Henry and Brendan Pass
2021: Universal Trading for Order Execution with Oracle Policy Distillation Downloads
Yuchen Fang, Kan Ren, Weiqing Liu, Dong Zhou, Weinan Zhang, Jiang Bian, Yong Yu and Tie-Yan Liu
2021: Indian Economy and Nighttime Lights Downloads
Jeet Agnihotri and Subhankar Mishra
2021: Wavelet Denoised-ResNet CNN and LightGBM Method to Predict Forex Rate of Change Downloads
Yiqi Zhao and Matloob Khushi
2021: Event-Driven LSTM For Forex Price Prediction Downloads
Ling Qi, Matloob Khushi and Josiah Poon
2021: Resource Availability in the Social Cloud: An Economics Perspective Downloads
Pramod C. Mane, Nagarajan Krishnamurthy and Kapil Ahuja
2021: Flashot: A Snapshot of Flash Loan Attack on DeFi Ecosystem Downloads
Yixin Cao, Chuanwei Zou and Xianfeng Cheng
2021: Controlling volatility of wind-solar power Downloads
Hans Lustfeld
2021: On the Indecisiveness of Kelly-Strategyproof Social Choice Functions Downloads
Felix Brandt, Martin Bullinger and Patrick Lederer
2021: The Impact of the COVID-19 Pandemic on Scientific Research in the Life Sciences Downloads
Massimo Riccaboni and Luca Verginer
2021: Nonstationary Portfolios: Diversification in the Spectral Domain Downloads
Bruno Scalzo, Alvaro Arroyo, Ljubisa Stankovic and Danilo P. Mandic
2021: Social Mobility in India Downloads
A. Singh, A. Forcina and K. Muniyoor
2021: Recruitment, effort, and retention effects of performance contracts for civil servants: Experimental evidence from Rwandan primary schools Downloads
Clare Leaver, Owen Ozier, Pieter Serneels and Andrew Zeitlin
2021: Global health science leverages established collaboration network to fight COVID-19 Downloads
Stefano Bianchini, Moritz M\"uller, Pierre Pelletier and Kevin Wirtz
2021: An evolutionary view on the emergence of Artificial Intelligence Downloads
Matheus Leusin, Bjoern Jindra and Daniel S. Hain
2021: Time Series (re)sampling using Generative Adversarial Networks Downloads
Christian M. Dahl and Emil N. S{\o}rensen
2021: Rapid detection of fast innovation under the pressure of COVID-19 Downloads
Nicola Melluso, Andrea Bonaccorsi, Filippo Chiarello and Gualtiero Fantoni
2021: Shapley-Scarf Housing Markets: Respecting Improvement, Integer Programming, and Kidney Exchange Downloads
P\'eter Bir\'o, Flip Klijn, Xenia Klimentova and Ana Viana
2021: Conservative Updating Downloads
Matthew Kovach
2021: An Axiomatization of Stochastic Utility Downloads
Ricky Li
2021: Network-centric indicators for fragility in global financial indices Downloads
Areejit Samal, Sunil Kumar, Yasharth Yadav and Anirban Chakraborti
2021: A Class of Explicit optimal contracts in the face of shutdown Downloads
Jessica Martin and St\'ephane Villeneuve
2021: Evaluating the Discrimination Ability of Proper Multivariate Scoring Rules Downloads
Carol Alexander, Michael Coulon, Yang Han and Xiaochun Meng
2021: The Behavioral Economics of Intrapersonal Conflict: A Critical Assessment Downloads
Sebastian Kr\"ugel and Matthias Uhl
2021: Tree-based Node Aggregation in Sparse Graphical Models Downloads
Ines Wilms and Jacob Bien
2021: Estimating value at risk and conditional tail expectation for extreme and aggregate risks Downloads
Suman Thapa and Yiqiang Q. Zhao
2021: A deep learning algorithm for optimal investment strategies Downloads
Daeyung Gim and Hyungbin Park
2021: The Bootstrap for Network Dependent Processes Downloads
Denis Kojevnikov
2021: New Formulations of Ambiguous Volatility with an Application to Optimal Dynamic Contracting Downloads
Peter G. Hansen
2021: Adaptive Estimation of Quadratic Functionals in Nonparametric Instrumental Variable Models Downloads
Christoph Breunig and Xiaohong Chen
2021: Gaussian Process Latent Class Choice Models Downloads
Georges Sfeir, Filipe Rodrigues and Maya Abou-Zeid
2021: Investors Embrace Gender Diversity, Not Female CEOs: The Role of Gender in Startup Fundraising Downloads
Christopher Cassion, Yuhang Qian, Constant Bossou and Margareta Ackerman
2021: A Bayesian approach for estimation of weight matrices in spatial autoregressive models Downloads
Tamás Krisztin and Philipp Piribauer
2021: The sooner the better: lives saved by the lockdown during the COVID-19 outbreak. The case of Italy Downloads
Roy Cerqueti, Raffaella Coppier, Alessandro Girardi and Marco Ventura
2021: Current and Emergent Economic Impacts of Covid-19 and Brexit on UK Fresh Produce and Horticultural Businesses Downloads
Lilian Korir, Archie Drake, Martin Collison, Tania Carolina Camacho-Villa, Elizabeth Sklar and Simon Pearson
2021: Hiding Behind Machines: When Blame Is Shifted to Artificial Agents Downloads
Till Feier, Jan Gogoll and Matthias Uhl
2021: Four Ways to Scale Up: Smart, Dumb, Forced, and Fumbled Downloads
Bent Flyvbjerg
2021: Understanding the uneven spread of COVID-19 in the context of the global interconnected economy Downloads
Dimitrios Tsiotas and Vassilis Tselios
2021: Sample path generation of the stochastic volatility CGMY process and its application to path-dependent option pricing Downloads
Young Shin Kim
2021: Identifying and Estimating Perceived Returns to Binary Investments Downloads
Clint Harris
2021: HANA: A HAndwritten NAme Database for Offline Handwritten Text Recognition Downloads
Christian M. Dahl, Torben Johansen, Emil N. S{\o}rensen and Simon Wittrock
2021: Collective strategy condensation: When envy splits societies Downloads
Claudius Gros
2021: Data sharing games Downloads
V\'ictor Gallego, Roi Naveiro, David R\'ios Insua and Wolfram Rozas
2021: Robustness of the international oil trade network under targeted attacks to economies Downloads
N. Wei, W. -J. Xie and W. -X. Zhou
2021: The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfolio Downloads
Th\'eo Roncalli, Th\'eo Le Guenedal, Fr\'ed\'eric Lepetit, Thierry Roncalli and Takaya Sekine
2021: Exploring the Complicated Relationship Between Patents and Standards, With a Particular Focus on the Telecommunications Sector Downloads
Nikolaos Athanasios Anagnostopoulos
2021: A Certainty Equivalent Merton Problem Downloads
Nicholas Moehle and Stephen Boyd
2021: How COVID-19 influences healthcare workers' happiness: Panel data analysis in Japan Downloads
Eiji Yamamura and Yoshiro Tsutsui
2021: A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19 Downloads
Francisco Corona, Graciela Gonz\'alez-Far\'ias and Jes\'us L\'opez-P\'erez
2021: The Role of Cost in the Integration of Security Features in Integrated Circuits for Smart Cards Downloads
Nikolaos Athanasios Anagnostopoulos
2021: Discrete Choice Analysis with Machine Learning Capabilities Downloads
Youssef M. Aboutaleb, Mazen Danaf, Yifei Xie and Moshe Ben-Akiva
2021: Pricing Energy Storage in Real-time Market Downloads
Cong Chen, Lang Tong and Ye Guo
2021: Unveiling Spatial Patterns of Disaster Impacts and Recovery Using Credit Card Transaction Variances Downloads
Faxi Yuan, Amir Esmalian, Bora Oztekin and Ali Mostafavi
2021: Optimal Trading with Signals and Stochastic Price Impact Downloads
Jean-Pierre Fouque, Sebastian Jaimungal and Yuri F. Saporito
2021: Political Regime and COVID 19 death rate: efficient, biasing or simply different autocracies ? Downloads
Guilhem Cassan and Milan Van Steenvoort
2021: A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver Downloads
Akihiko Takahashi, Yoshifumi Tsuchida and Toshihiro Yamada
2021: The Two-Sided Market Network Analysis Based on Transfer Entropy & Labelr Downloads
Seung Bin Baik
2021: Capital growth and survival strategies in a market with endogenous prices Downloads
Mikhail Zhitlukhin
2021: Solving optimal stopping problems with Deep Q-Learning Downloads
John Ery and Loris Michel
2021: Machine Learning for Strategic Inference Downloads
Inkoo Cho and Jonathan Libgober
2021: Predicting Recession Probabilities Using Term Spreads: New Evidence from a Machine Learning Approach Downloads
Jaehyuk Choi, Desheng Ge, Kyu Ho Kang and Sungbin Sohn
2021: Relief and Stimulus in A Cross-sector Multi-product Scarce Resource Supply Chain Network Downloads
Xiaowei Hu, Peng Li and Jaejin Jang
2021: Is the Capability approach a useful tool for decision aiding in public policy making? Downloads
Nicolas Fayard, Chabane Mazri and Alexis Tsouki\`as
2021: Where does the Stimulus go? Deep Generative Model for Commercial Banking Deposits Downloads
Ni Zhan
2021: Graphical Models for Financial Time Series and Portfolio Selection Downloads
Ni Zhan, Yijia Sun, Aman Jakhar and He Liu
2021: Extensive networks would eliminate the demand for pricing formulas Downloads
Jaegi Jeon, Kyunghyun Park and Jeonggyu Huh
2021: Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters Downloads
Xianfei Hui, Baiqing Sun, Hui Jiang and Indranil SenGupta
2021: Probabilistic Framework For Loss Distribution Of Smart Contract Risk Downloads
Petar Jevtic and Nicolas Lanchier
2021: How does COVID-19 change insurance and vaccine demand? Evidence from short-panel data in Japan Downloads
Eiji Yamamura and Yoshiro Tsutsui
2021: A Contextualist Decision Theory Downloads
Saleh Afroogh
2021: Nine Challenges in Modern Algorithmic Trading and Controls Downloads
Jackie Shen
2021: Mechanism Design for Cumulative Prospect Theoretic Agents: A General Framework and the Revelation Principle Downloads
Soham R. Phade and Venkat Anantharam
2021: Leadership and Institutional Reforms Downloads
Matata Ponyo Mapon and Jean-Paul K. Tsasa
2021: Long-term effects of female teacher on her pupils' smoking behaviour later in life Downloads
Eiji Yamamura
2021: Female teachers effect on male pupils' voting behavior and preference formation Downloads
Eiji Yamamura
2021: Changing views about remote working during the COVID-19 pandemic: Evidence using panel data from Japan Downloads
Eiji Yamamura and Yoshiro Tsutsui
2021: Impact of closing schools on mental health during the COVID-19 pandemic: Evidence using panel data from Japan Downloads
Eiji Yamamura and Yoshiro Tsutsui
2021: Climate Change Adaptation under Heterogeneous Beliefs Downloads
Marcel Nutz and Florian Stebegg
2021: Multi-Scale Games: Representing and Solving Games on Networks with Group Structure Downloads
Kun Jin, Yevgeniy Vorobeychik and Mingyan Liu
2021: The Log Moment formula for implied volatility Downloads
Vimal Raval and Antoine Jacquier
2021: One-dimensional game-theoretic differential equations Downloads
Rafa{\l} M. {\L}ochowski, Nicolas Perkowski and David J. Pr\"omel
2021: On Monte-Carlo methods in convex stochastic optimization Downloads
Daniel Bartl and Shahar Mendelson
2021: DKPRG or how to succeed in the Kolkata Paise Restaurant gamevia TSP Downloads
Kalliopi Kastampolidou, Christos Papalitsas and Theodore Andronikos
2021: Twitter Subjective Well-Being Indicator During COVID-19 Pandemic: A Cross-Country Comparative Study Downloads
Tiziana Carpi, Airo Hino, Stefano Iacus and Giuseppe Porro
2021: The fiscal response to revenue shocks Downloads
Simon Berset, Martin Huber and Mark Schelker
2021: The Elephant in the Room: Why Transformative Education Must Address the Problem of Endless Exponential Economic Growth Downloads
Chirag Dhara and Vandana Singh
2021: Evidence and Behaviour of Support and Resistance Levels in Financial Time Series Downloads
Ken Chung and Anthony Bellotti
2021: Beating the Market with Generalized Generating Portfolios Downloads
Patrick Mijatovic
2021: Towards a more sustainable academic publishing system Downloads
Mohsen Kayal, Jane Ballard and Ehsan Kayal
2021: Decomposition of Bilateral Trade Flows Using a Three-Dimensional Panel Data Model Downloads
Yufeng Mao, Bin Peng, Mervyn Silvapulle, Param Silvapulle and Yanrong Yang
2021: A Two-Population Mortality Model to Assess Longevity Basis Risk Downloads
Selin \"Ozen and \c{S}ule \c{S}ahin
2021: A Framework of Multivariate Utility Optimization with General Benchmarks Downloads
Zongxia Liang, Yang Liu and Litian Zhang
2021: The Impact of Digital Marketing on Sausage Manufacturing Companies in the Altos of Jalisco Downloads
Guillermo Jose Navarro del Toro
2021: Diagnosis of systemic risk and contagion across financial sectors Downloads
Sayuj Choudhari and Richard Licheng Zhu
2021: GDP Forecasting using Payments Transaction Data Downloads
Arunav Das
2021: Visual Analytics approach for finding spatiotemporal patterns from COVID19 Downloads
Arunav Das
2021: Exponential Kernels with Latency in Hawkes Processes: Applications in Finance Downloads
Marcos Costa Santos Carreira
2021: Modelling Universal Order Book Dynamics in Bitcoin Market Downloads
Fabin Shi, Nathan Aden, Shengda Huang, Neil Johnson, Xiaoqian Sun, Jinhua Gao, Li Xu, Huawei Shen, Xueqi Cheng and Chaoming Song
2021: Migration, Information Gap, and Visible Consumption: Evidence from India Downloads
Shihas Abdul Razak and Upasak Das
2021: Causal Gradient Boosting: Boosted Instrumental Variable Regression Downloads
Edvard Bakhitov and Amandeep Singh
2021: Testing Models of Strategic Uncertainty: Equilibrium Selection in Repeated Games Downloads
Emanuel Vespa, Taylor Weidman and Alistair Wilson
2021: Explicit non-asymptotic bounds for the distance to the first-order Edgeworth expansion Downloads
Alexis Derumigny, Lucas Girard and Yannick Guyonvarch
2021: Crisis Propagation in a Heterogeneous Self-Reflexive DSGE Model Downloads
Federico Guglielmo Morelli, Michael Benzaquen, Jean-Philippe Bouchaud and Marco Tarzia
2021: Should the government reward cooperation? Insights from an agent-based model of wealth redistribution Downloads
Frank Schweitzer, Luca Verginer and Giacomo Vaccario
2021: Copositive Duality for Discrete Markets and Games Downloads
Cheng Guo, Merve Bodur and Joshua A. Taylor
2021: Scared into Action: How Partisanship and Fear are Associated with Reactions to Public Health Directives Downloads
Mike Lindow, David DeFranza, Arul Mishra and Himanshu Mishra
2021: Intergenerational transmission of culture among immigrants: Gender gap in education among first and second generations Downloads
Hamid NoghaniBehambari, Nahid Tavassoli and Farzaneh Noghani
2021: Quantifying the importance of firms by means of reputation and network control Downloads
Yan Zhang and Frank Schweitzer
2021: Optimal reinsurance problem under fixed cost and exponential preferences Downloads
Matteo Brachetta and Claudia Ceci
2021: Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data Downloads
Laura Liu and Mikkel Plagborg-M{\o}ller
2021: Social Media, Content Moderation, and Technology Downloads
Yi Liu, Pinar Yildirim and Z. John Zhang
2021: Dynamic pricing under nested logit demand Downloads
David M\"uller, Yurii Nesterov and Vladimir Shikhman
2021: Text analysis in financial disclosures Downloads
Sridhar Ravula
2021: Learning and Upgrading in Global Value Chains: An Analysis of India's Manufacturing Sector Downloads
Sourish Dutta
2021: Short Rate Dynamics: A Fed Funds and SOFR perspective Downloads
Karol Gellert and Erik Schl\"ogl
2021: Quantum option pricing using Wick rotated imaginary time evolution Downloads
Santosh Kumar Radha
2021: Mean-Variance Investment and Risk Control Strategies -- A Time-Consistent Approach via A Forward Auxiliary Process Downloads
Yang Shen and Bin Zou
2021: Early-life Income Shocks and Old-Age Cause-Specific Mortality Downloads
Hamid NoghaniBehambari, Farzaneh Noghani and Nahid Tavassoli
2021: A Reinforcement Learning Based Encoder-Decoder Framework for Learning Stock Trading Rules Downloads
Mehran Taghian, Ahmad Asadi and Reza Safabakhsh
2021: Best-response dynamics in directed network games Downloads
P\'eter Bayer, Gy\"orgy Kozics and N\'ora Gabriella Sz\H{o}ke
2021: A $C^{0,1}$-functional It\^o's formula and its applications in mathematical finance Downloads
Bruno Bouchard, Gr\'egoire Loeper and Xiaolu Tan
2021: On the RND under Heston's stochastic volatility model Downloads
Ben Boukai
2021: The 'COVID' Crash of the 2020 U.S. Stock Market Downloads
Min Shu, Ruiqiang Song and Wei Zhu
2021: Using the Econometric Models for Identification of Risk Factors for Albanian SMEs (Case study: SMEs of Gjirokastra region) Downloads
Lorenc Kociu and Kledian Kodra
2021: Bootstrapping Non-Stationary Stochastic Volatility Downloads
H. Peter Boswijk, Giuseppe Cavaliere, Anders Rahbek and Iliyan Georgiev
2021: Ramadan and Infants Health Outcomes Downloads
Hossein Abbaszadeh Shahri
2021: Comparison of the effects of investor attention using search volume data before and after mobile device popularization Downloads
Jonghyeon Min
2021: Exploring the association between R&D expenditure and the job quality in the European Union Downloads
Fernando Almeida and Nelson Amoedo
2021: Visualizing the Financial Impact of Presidential Tweets on Stock Markets Downloads
Ujwal Kandi, Sasikanth Gujjula, Venkatesh Buddha and V S Bhagavan
2021: Firearms Law and Fatal Police Shootings: A Panel Data Analysis Downloads
Marco Rogna and Diep Bich Nguyen
2021: Does external medical review reduce disability insurance inflow? Downloads
Helge Liebert
2021: Forecasting Commodity Prices Using Long Short-Term Memory Neural Networks Downloads
Racine Ly, Fousseini Traore and Khadim Dia
2021: Market Making with Stochastic Liquidity Demand: Simultaneous Order Arrival and Price Change Forecasts Downloads
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2021: Valuation of electricity storage contracts using the COS method Downloads
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Meng Zhang and Deepanshu Vasal
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Yerkin Kitapbayev
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Ale\v{s} \v{C}ern\'y and Johannes Ruf
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Xavier Calmet and Nathaniel Wiesendanger Shaw
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Ravi Kashyap
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George Bouzianis, Lane P. Hughston, Sebastian Jaimungal and Leandro S\'anchez-Betancourt
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Valentina Corradi and Daniel Gutknecht
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Evan Piermont
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Francis Diebold and Glenn Rudebusch
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Marcus C. Christiansen
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Julian H\"olzermann
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Fabio Bellini, Pablo Koch-Medina, Cosimo Munari and Gregor Svindland
2021: A Semi-parametric Realized Joint Value-at-Risk and Expected Shortfall Regression Framework Downloads
Chao Wang, Richard Gerlach and Qian Chen
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Alessandro Casini and Pierre Perron
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Timothy B. Armstrong and Michal Koles\'ar
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Martin D. Gould, Nikolaus Hautsch, Sam D. Howison and Mason A. Porter
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Matteo Burzoni, Frank Riedel and H. Mete Soner
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Nils Detering, Thilo Meyer-Brandis, Konstantinos Panagiotou and Daniel Ritter
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Mikkel Bennedsen, Asger Lunde and Mikko S. Pakkanen
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Lawrence Carr
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