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2023: Existence of a Competitive Equilibrium with Substitutes, with Applications to Matching and Discrete Choice Models Downloads
Liang Chen, Eugene Choo, Alfred Galichon and Simon Weber
2023: Transformers versus LSTMs for electronic trading Downloads
Paul Bilokon and Yitao Qiu
2023: Is Ethereum Proof of Stake Sustainable? $-$ Considering from the Perspective of Competition Among Smart Contract Platforms $-$ Downloads
Kenji Saito, Yutaka Soejima, Toshihiko Sugiura, Yukinobu Kitamura and Mitsuru Iwamura
2023: Identifying Causal Effects in Information Provision Experiments Downloads
Dylan Balla-Elliott
2023: Increasing Ticketing Allocative Efficiency Using Marginal Price Auction Theory Downloads
Boxiang Fu
2023: require: Package dependencies for reproducible research Downloads
Sergio Correia and Matthew P. Seay
2023: Research on the Impact of Executive Shareholding on New Investment in Enterprises Based on Multivariable Linear Regression Model Downloads
Shanyi Zhou, Ning Yan, Zhijun Li, Mo Geng, Xulong Zhang, Hongbiao Si, Lihua Tang, Wenyuan Sun, Longda Zhang and Yi Cao
2023: Substitutability in Favor Exchange Downloads
Oguzhan Celebi
2023: PAMS: Platform for Artificial Market Simulations Downloads
Masanori Hirano, Ryosuke Takata and Kiyoshi Izumi
2023: Testing and correcting sample selection in academic achievement comparisons Downloads
Onil Boussim
2023: Game Connectivity and Adaptive Dynamics Downloads
Tom Johnston, Michael Savery, Alex Scott and Bassel Tarbush
2023: Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies Downloads
Jakub Micha\'nk\'ow, Pawe{\l} Sakowski and Robert \'Slepaczuk
2023: Regressing on distributions: The nonlinear effect of temperature on regional economic growth Downloads
Malte Jahn
2023: Derivatives Sensitivities Computation under Heston Model on GPU Downloads
Pierre-Antoine Arsaguet and Paul Bilokon
2023: Human-AI Interactions and Societal Pitfalls Downloads
Francisco Castro, Jian Gao and S\'ebastien Martin
2023: OPUS: An Integrated Assessment Model for Satellites and Orbital Debris Downloads
Akhil Rao, Mark Moretto, Marcus Holzinger, Daniel Kaffine and Brian Weeden
2023: Comparing effects of price limit and circuit breaker in stock exchanges by an agent-based model Downloads
Takanobu Mizuta and Isao Yagi
2023: Sparse Index Tracking: Simultaneous Asset Selection and Capital Allocation via $\ell_0$-Constrained Portfolio Downloads
Eisuke Yamagata and Shunsuke Ono
2023: Can political gridlock undermine checks and balances? A lab experiment Downloads
Alvaro Forteza, Irene Mussio and Juan S Pereyra
2023: Estimation and Testing of Forecast Rationality with Many Moments Downloads
Tae-Hwy Lee and Tao Wang
2023: Bounds on Average Effects in Discrete Choice Panel Data Models Downloads
Cavit Pakel and Martin Weidner
2023: Examining psychology of science as a potential contributor to science policy Downloads
Arash Mousavi, Reza Hafezi and Hasan Ahmadi
2023: Does Reliable Electricity Mean Lesser Agricultural Labor Wages? Evidence from Indian Villages Downloads
Suryadeepto Nag
2023: A necessary and sufficient condition for the existence of chaotic price dynamics in an exchange economy Downloads
Tomohiro Uchiyama
2023: Optimal Estimation under a Semiparametric Density Ratio Model Downloads
Archer Gong Zhang and Jiahua Chen
2023: Sizing Strategies for Algorithmic Trading in Volatile Markets: A Study of Backtesting and Risk Mitigation Analysis Downloads
S. M. Masrur Ahmed
2023: Least squares estimation in nonlinear cohort panels with learning from experience Downloads
Alexander Mayer and Michael Massmann
2023: Total-effect Test May Erroneously Reject So-called "Full" or "Complete" Mediation Downloads
TingXuan Han, Luxi Zhang, Xinshu Zhao and Ke Deng
2023: An Empirical Analysis on Remittances and Financial Development in Latin American Countries Downloads
Sumaiya Binta Islam and Laboni Mondal
2023: Adaptive Neyman Allocation Downloads
Jinglong Zhao
2023: Dynamic Time Warping for Lead-Lag Relationships in Lagged Multi-Factor Models Downloads
Yichi Zhang, Mihai Cucuringu, Alexander Y. Shestopaloff and Stefan Zohren
2023: Ordered Correlation Forest Downloads
Riccardo Di Francesco
2023: Learning News Bias: Misspecifications and Consequences Downloads
Lin Hu, Matthew Kovach and Anqi Li
2023: Fixed-b Asymptotics for Panel Models with Two-Way Clustering Downloads
Kaicheng Chen and Timothy J. Vogelsang
2023: Quantifying Credit Portfolio sensitivity to asset correlations with interpretable generative neural networks Downloads
Sergio Caprioli, Emanuele Cagliero and Riccardo Crupi
2023: Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 Across U.S. States and Selected Countries Downloads
Ida Johnsson, M. Hashem Pesaran and Cynthia Fan Yang
2023: Decentralised Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision Downloads
\'Alvaro Cartea, Fay\c{c}al Drissi and Marcello Monga
2023: On Sparse Grid Interpolation for American Option Pricing with Multiple Underlying Assets Downloads
Jiefei Yang and Guanglian Li
2023: A Markovian empirical model for the VIX index and the pricing of the corresponding derivatives Downloads
Ying-Li Wang, Cheng-Long Xu and Ping He
2023: Applying Deep Learning to Calibrate Stochastic Volatility Models Downloads
Abir Sridi and Paul Bilokon
2023: Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context Downloads
Haochong Xia, Shuo Sun, Xinrun Wang and Bo An
2023: An empirical study of profit and loss allocations Downloads
Solveig Flaig and Gero Junike
2023: Computer says 'no': Exploring systemic hiring bias in ChatGPT using an audit approach Downloads
Louis Lippens
2023: Long-Term Mean-Variance Optimization Under Mean-Reverting Equity Returns Downloads
Michael Preisel
2023: Causal inference in network experiments: regression-based analysis and design-based properties Downloads
Mengsi Gao and Peng Ding
2023: Measuring Higher-Order Rationality with Belief Control Downloads
Wei James Chen, Meng-Jhang Fong and Po-Hsuan Lin
2023: The Fiscal Cost of Public Debt and Government Spending Shocks Downloads
Venance Riblier
2023: Linking Mechanisms: Limits and Robustness Downloads
Ian Ball and Deniz Kattwinkel
2023: The effect of housewife labor on gdp calculations Downloads
Saadet Yagmur Kumcu
2023: Weak Markovian Approximations of Rough Heston Downloads
Christian Bayer and Simon Breneis
2023: Government Investments and Entrepreneurship Downloads
Joao Ricardo Faria, Laudo Ogura, Mauricio Prado and Christopher J. Boudreaux
2023: The Price of Empire: Unrest Location and Sovereign Risk in Tsarist Russia Downloads
Christopher A. Hartwell and Paul M. Vaaler
2023: How to foster innovation in the social sciences? Qualitative evidence from focus group workshops at Oxford University Downloads
Fabian Braesemann and Moritz Marpe
2023: A Reexamination of Proof Approaches for the Impossibility Theorem Downloads
Kazuya Yamamoto
2023: Epps Effect and the Signature of Short-Term Momentum Traders Downloads
J\'er\^ome Busca and L\'eon Thomir
2023: Kernel-Based Stochastic Learning of Large-Scale Semiparametric Monotone Index Models with an Application to Aging and Household Risk Preference Downloads
Qingsong Yao
2023: Media Moments and Corporate Connections: A Deep Learning Approach to Stock Movement Classification Downloads
Luke Sanborn and Matthew Sahagun
2023: Not obviously manipulable allotment rules Downloads
R. Pablo Arribillaga and Agustín Bonifacio
2023: Desenvolvimento de modelo para predi\c{c}\~ao de cota\c{c}\~oes de a\c{c}\~ao baseada em an\'alise de sentimentos de tweets Downloads
Mario Mitsuo Akita and Everton Josue da Silva
2023: Real-time VaR Calculations for Crypto Derivatives in kdb+/q Downloads
Yutong Chen, Paul Bilokon, Conan Hales and Laura Kerr
2023: Dynamic Arrangements in Economic Theory: Level-Agnostic Representations Downloads
Fernando Tohm\'e
2023: The Conundrum of the Pension System in India: A Comprehensive study in the context of India's Growth Story Downloads
Aditya Deeti
2023: Sensitivity Analysis for Linear Estimands Downloads
Jacob Dorn and Luther Yap
2023: A monotone numerical integration method for mean-variance portfolio optimization under jump-diffusion models Downloads
Hanwen Zhang and Duy-Minh Dang
2023: Dynamic relationship between XRP price and correlation tensor spectra of the transaction network Downloads
Abhijit Chakraborty, Tetsuo Hatsuda and Yuichi Ikeda
2023: SCOP: Schrodinger Control Optimal Planning for Goal-Based Wealth Management Downloads
Igor Halperin
2023: Strategic Behavior of Large Language Models: Game Structure vs. Contextual Framing Downloads
Nunzio Lor\`e and Babak Heydari
2023: ESG-coherent risk measures for sustainable investing Downloads
Gabriele Torri, Rosella Giacometti, Darinka Dentcheva, Svetlozar T. Rachev and W. Brent Lindquist
2023: A New Framework to Estimate Return on Investment for Player Salaries in the National Basketball Association Downloads
Jackson P. Lautier
2023: A compendium of data sources for data science, machine learning, and artificial intelligence Downloads
Paul Bilokon, Oleksandr Bilokon and Saeed Amen
2023: Forecasted Treatment Effects Downloads
Irene Botosaru, Raffaella Giacomini and Martin Weidner
2023: New News is Bad News Downloads
Paul Glasserman, Harry Mamaysky and Jimmy Qin
2023: Monte Carlo Simulation for Trading Under a L\'evy-Driven Mean-Reverting Framework Downloads
Tim Leung and Kevin W. Lu
2023: Nonlinear Granger Causality using Kernel Ridge Regression Downloads
Wojciech "Victor" Fulmyk
2023: Gamma Hedging and Rough Paths Downloads
John Armstrong and Andrei Ionescu
2023: Multidimensional indefinite stochastic Riccati equations and zero-sum linear-quadratic stochastic differential games with non-markovian regime switching Downloads
Panpan Zhang and Zuo Quan Xu
2023: Geometry of vectorial martingale optimal transport and robust option pricing Downloads
Joshua Zoen-Git Hiew, Tongseok Lim, Brendan Pass and Marcelo Cruz de Souza
2023: Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions Downloads
Mikihito Nishi
2023: News-driven Expectations and Volatility Clustering Downloads
Sabiou Inoua
2023: Non-linear dimension reduction in factor-augmented vector autoregressions Downloads
Karin Klieber
2023: Interpreting IV Estimators in Information Provision Experiments Downloads
Vod Vilfort and Whitney Zhang
2023: Maintaining human wellbeing as socio-environmental systems undergo regime shifts Downloads
Andrew R. Tilman, Elisabeth H. Krueger, Lisa C. McManus and James R. Watson
2023: Regret-Optimal Federated Transfer Learning for Kernel Regression with Applications in American Option Pricing Downloads
Xuwei Yang, Anastasis Kratsios, Florian Krach, Matheus Grasselli and Aurelien Lucchi
2023: Kelvin Waves, Klein-Kramers and Kolmogorov Equations, Path-Dependent Financial Instruments: Survey and New Results Downloads
Alexander Lipton
2023: Generating drawdown-realistic financial price paths using path signatures Downloads
Emiel Lemahieu, Kris Boudt and Maarten Wyns
2023: C++ Design Patterns for Low-latency Applications Including High-frequency Trading Downloads
Paul Bilokon and Burak Gunduz
2023: Modeling liquidity in corporate bond markets: applications to price adjustments Downloads
Philippe Bergault and Olivier Gu\'eant
2023: Robust equilibria in cheap-talk games with fairly transparent motives Downloads
Jan-Henrik Steg, Elshan Garashli, Michael Greinecker and Christoph Kuzmics
2023: Concave many-to-one matching Downloads
Chao Huang
2023: Agriculture Credit and Economic Growth in Bangladesh: A Time Series Analysis Downloads
Md. Toaha and Laboni Mondal
2023: Aggregation of financial markets Downloads
Georg Menz and Moritz Vo{\ss}
2023: Local Priority Mechanisms Downloads
Joseph Root and David S. Ahn
2023: Enhancing accuracy for solving American CEV model with high-order compact scheme and adaptive time stepping Downloads
Chinonso Nwankwo, Weizhong Dai and Tony Ware
2023: Common Firm-level Investor Fears: Evidence from Equity Options Downloads
Jozef Baruník, Mattia Bevilacqua and Michael Ellington
2023: Fourier Neural Network Approximation of Transition Densities in Finance Downloads
Rong Du and Duy-Minh Dang
2023: Identifying spatial interdependence in panel data with large N and small T Downloads
Deborah Gefang, Stephen G. Hall and George S. Tavlas
2023: TradingGPT: Multi-Agent System with Layered Memory and Distinct Characters for Enhanced Financial Trading Performance Downloads
Yang Li, Yangyang Yu, Haohang Li, Zhi Chen and Khaldoun Khashanah
2023: A Causal Perspective on Loan Pricing: Investigating the Impacts of Selection Bias on Identifying Bid-Response Functions Downloads
Christopher Bockel-Rickermann, Sam Verboven, Tim Verdonck and Wouter Verbeke
2023: Thiele's PIDE for unit-linked policies in the Heston-Hawkes stochastic volatility model Downloads
David R. Ba\~nos, Salvador Ortiz-Latorre and Oriol Zamora Font
2023: A few misfits can Change the World Downloads
Esteve Almirall, Steve Willmott and Ulises Cort\'es
2023: Perishable Goods versus Re-tradable Assets: A Theoretical Reappraisal of a Fundamental Dichotomy Downloads
Sabiou Inoua and Vernon Smith
2023: Motives for Delegating Financial Decisions Downloads
Mikhail Freer, Daniel Friedman and Simon Weidenholzer
2023: Sources of capital growth Downloads
Gordon Getty and Nikita Tkachenko
2023: Default Process Modeling and Credit Valuation Adjustment Downloads
David Xiao
2023: Privately-Owned versus Shared Automated Vehicle: The Roles of Utilitarian and Hedonic Beliefs Downloads
Fatemeh Nazari, Yellitza Soto and Mohamadhossein Noruzoliaee
2023: Risk-reducing design and operations toolkit: 90 strategies for managing risk and uncertainty in decision problems Downloads
Alexander Gutfraind
2023: A Topological Proof of The Gibbard-Satterthwaite Theorem Downloads
Yuliy Baryshnikov and Joseph Root
2023: GPT-InvestAR: Enhancing Stock Investment Strategies through Annual Report Analysis with Large Language Models Downloads
Udit Gupta
2023: Proofs for the New Definitions in Financial Markets Downloads
Atilla Aras
2023: An Offline Learning Approach to Propagator Models Downloads
Eyal Neuman, Wolfgang Stockinger and Yufei Zhang
2023: On the Impact of Feeding Cost Risk in Aquaculture Valuation and Decision Making Downloads
Christian Oliver Ewald and Kevin Kamm
2023: The Iberian Exception: An overview of its effects over its first 100 days Downloads
David Robinson, Angel Arcos-Vargas, Micheael Tennican and Fernando N\'u\~nez
2023: Time consistency of dynamic risk measures and dynamic performance measures generated by distortion functions Downloads
Tomasz R. Bielecki, Igor Cialenco and Hao Liu
2023: Sustainability assessment of Low Earth Orbit (LEO) satellite broadband mega-constellations Downloads
Ogutu B. Osoro, Edward J. Oughton, Andrew R. Wilson and Akhil Rao
2023: Projections of Economic Impacts of Climate Change on Marine Protected Areas: Palau, the Great Barrier Reef, and the Bering Sea Downloads
Talya ten Brink
2023: Dual Effects of the US-China Trade War and COVID-19 on United States Imports: Transfer of China's industrial chain? Downloads
Wei Luo, Siyuan Kang, Sheng Hu, Lixian Su and Rui Dai
2023: On statistical arbitrage under a conditional factor model of equity returns Downloads
Trent Spears, Stefan Zohren and Stephen Roberts
2023: Instrumental variable estimation of the proportional hazards model by presmoothing Downloads
Lorenzo Tedesco, Jad Beyhum and Ingrid Van Keilegom
2023: On the use of U-statistics for linear dyadic interaction models Downloads
G. M. Szini
2023: DeepVol: A Deep Transfer Learning Approach for Universal Asset Volatility Modeling Downloads
Chen Liu, Minh-Ngoc Tran, Chao Wang, Richard Gerlach and Robert Kohn
2023: Optimal Management of DC Pension Plan with Inflation Risk and Tail VaR Constraint Downloads
Hui Mi, Zuo Quan Xu and Dongfang Yang
2023: The Local Projection Residual Bootstrap for AR(1) Models Downloads
Amilcar Velez
2023: Non-Transitivity of the Win Ratio and the Area Under the Receiver Operating Characteristics Curve (AUC): a case for evaluating the strength of stochastic comparisons Downloads
Olga V. Demler and Ilona A. Demler
2023: ATMS: Algorithmic Trading-Guided Market Simulation Downloads
Song Wei, Andrea Coletta, Svitlana Vyetrenko and Tucker Balch
2023: Generalized Information Criteria for Structured Sparse Models Downloads
Eduardo F. Mendes and Gabriel J. P. Pinto
2023: Design-Based Multi-Way Clustering Downloads
Luther Yap
2023: The Robust F-Statistic as a Test for Weak Instruments Downloads
Frank Windmeijer
2023: Introducing the $\sigma$-Cell: Unifying GARCH, Stochastic Fluctuations and Evolving Mechanisms in RNN-based Volatility Forecasting Downloads
German Rodikov and Nino Antulov-Fantulin
2023: Do Losses Matter? The Effect of Information-Search Technologies on Risky Choices Downloads
Luigi Mittone and Mauro Papi
2023: Moment-Based Estimation of Diffusion and Adoption Parameters in Networks Downloads
L. S. Sanna Stephan
2023: FinDiff: Diffusion Models for Financial Tabular Data Generation Downloads
Timur Sattarov, Marco Schreyer and Damian Borth
2023: A Trimming Estimator for the Latent-Diffusion-Observed-Adoption Model Downloads
L. S. Sanna Stephan
2023: Mutual Information Maximizing Quantum Generative Adversarial Network and Its Applications in Finance Downloads
Mingyu Lee, Myeongjin Shin, Junseo Lee and Kabgyun Jeong
2023: Nash's bargaining problem and the scale-invariant Hirsch citation index Downloads
Josep Freixas, Roger Hoerl and William S. Zwicker
2023: Logistic modelling of economic dynamics Downloads
Arnab K. Ray
2023: Constructing a type-adjustable mechanism to yield Pareto-optimal outcomes Downloads
Haoyang Wu
2023: From constant to rough: A survey of continuous volatility modeling Downloads
Giulia Di Nunno, K\k{e}stutis Kubilius, Yuliya Mishura and Anton Yurchenko-Tytarenko
2023: iCOS: Option-Implied COS Method Downloads
Evgenii Vladimirov
2023: There is power in general equilibrium Downloads
Juan Jacobo
2023: A hidden Markov model for statistical arbitrage in international crude oil futures markets Downloads
Viviana Fanelli, Claudio Fontana and Francesco Rotondi
2023: Fairness Implications of Heterogeneous Treatment Effect Estimation with Machine Learning Methods in Policy-making Downloads
Patrick Rehill and Nicholas Biddle
2023: The Effect of Punishment and Reward on Cooperation in a Prisoners' Dilemma Game Downloads
Alexander Kangas
2023: Instabilities of Super-Time-Stepping Methods on the Heston Stochastic Volatility Model Downloads
Fabien Le Floc'h
2023: Preventing Others from Commercializing Your Innovation: Evidence from Creative Commons Licenses Downloads
Erdem Dogukan Yilmaz, Tim Meyer and Milan Miric
2023: Chance or Chaos? Fractal geometry aimed to inspect the nature of Bitcoin Downloads
Esther Cabezas-Rivas, Felipe S\'anchez-Coll and Isaac Tormo-Xaixo
2023: Cognitive Aging and Labor Share Downloads
Nat Kausik
2023: Bandwidth Selection for Treatment Choice with Binary Outcomes Downloads
Takuya Ishihara
2023: An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics Downloads
Haochen Li, Yi Cao, Maria Polukarov and Carmine Ventre
2023: Uncertainty Propagation and Dynamic Robust Risk Measures Downloads
Marlon Moresco, M\'elina Mailhot and Silvana Pesenti
2023: Optimal Robust Reinsurance with Multiple Insurers Downloads
Emma Kroell, Sebastian Jaimungal and Silvana M. Pesenti
2023: D-TIPO: Deep time-inconsistent portfolio optimization with stocks and options Downloads
Kristoffer Andersson and Cornelis W. Oosterlee
2023: The Inflation Attention Threshold and Inflation Surges Downloads
Oliver Pf\"auti
2023: The Disagreement Dividend Downloads
Giampaolo Bonomi
2023: LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study Downloads
Matteo Prata, Giuseppe Masi, Leonardo Berti, Viviana Arrigoni, Andrea Coletta, Irene Cannistraci, Svitlana Vyetrenko, Paola Velardi and Novella Bartolini
2023: Analyzing the Reporting Error of Public Transport Trips in the Danish National Travel Survey Using Smart Card Data Downloads
Georges Sfeir, Filipe Rodrigues, Maya Abou Zeid and Francisco Camara Pereira
2023: Shifting Cryptocurrency Influence: A High-Resolution Network Analysis of Market Leaders Downloads
Arnav Hiray, Agam Shah and Sudheer Chava
2023: One-step nonparametric instrumental regression using smoothing splines Downloads
Jad Beyhum, Elia Lapenta and Pascal Lavergne
2023: Of Models and Tin Men: A Behavioural Economics Study of Principal-Agent Problems in AI Alignment using Large-Language Models Downloads
Steve Phelps and Rebecca Ranson
2023: Asymptotic equivalence of Principal Components and Quasi Maximum Likelihood estimators in Large Approximate Factor Models Downloads
Matteo Barigozzi
2023: A Theory of Complex Adaptive Learning Based on a Subject's Intelligent Trading Probability Wave Equation Downloads
Leilei Shi, Bing-Hong Wang, Xinshuai Guo and Guocheng Wang
2023: Estimating the Value of Evidence-Based Decision Making Downloads
Alberto Abadie, Anish Agarwal, Guido Imbens, Siwei Jia, James McQueen and Serguei Stepaniants
2023: Consumption Partial Insurance in the Presence of Tail Income Risk Downloads
Anisha Ghosh and Alexandros Theloudis
2023: The Skill-Task Matching Model: Mechanism, Model Form and implications Downloads
Da Xie and WeiGuo Yang
2023: A Comparative Study of Factor Models for Different Periods of the Electricity Spot Price Market Downloads
Christian Laudag\'e, Florian Aichinger and Sascha Desmettre
2023: Parametrization, Prior Independence, and the Semiparametric Bernstein-von Mises Theorem for the Partially Linear Model Downloads
Christopher D. Walker
2023: ChatGPT Informed Graph Neural Network for Stock Movement Prediction Downloads
Zihan Chen, Lei Nico Zheng, Cheng Lu, Jialu Yuan and Di Zhu
2023: Flexible Bayesian Quantile Analysis of Residential Rental Rates Downloads
Ivan Jeliazkov, Shubham Karnawat, Mohammad Arshad Rahman and Angela Vossmeyer
2023: The Emergence of Economic Rationality of GPT Downloads
Yiting Chen, Tracy Xiao Liu, You Shan and Songfa Zhong
2023: Interviewing Matching in Random Markets Downloads
Maxwell Allman and Itai Ashlagi
2023: Finite Difference Solution Ansatz approach in Least-Squares Monte Carlo Downloads
Jiawei Huo
2023: Group knowledge and individual introspection Downloads
Michele Crescenzi
2023: Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models Downloads
Yichi Zhang, Mihai Cucuringu, Alexander Y. Shestopaloff and Stefan Zohren
2023: Empirical Evidence for the New Definitions in Financial Markets Downloads
Atilla Aras
2023: Large Global Volatility Matrix Analysis Based on Observation Structural Information Downloads
Sung Hoon Choi and Donggyu Kim
2023: Three candidate election strategy Downloads
Dorje C. Brody and Tomooki Yuasa
2023: Present-Biased Lobbyists in Linear Quadratic Stochastic Differential Games Downloads
Ali Lazrak, Hanxiao Wang and Jiongmin Yong
2023: Child Care, Time Allocation, and Life Cycle Downloads
Hirokuni Iiboshi, Daikuke Ozaki and Yui Yoshii
2023: Agricultural Shocks and Social Conflict in Southeast Asia Downloads
Justin Hastings and David Ubilava
2023: Utilitarian Theorems and Equivalence of Utility Theories Downloads
Yuhki Hosoya
2023: Club coefficients in the UEFA Champions League: Time for the shift to an Elo-based formula Downloads
L\'aszl\'o Csat\'o
2023: Quantum Architecture Search for Quantum Monte Carlo Integration via Conditional Parameterized Circuits with Application to Finance Downloads
Mark-Oliver Wolf, Tom Ewen and Ivica Turkalj
2023: Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models Downloads
Alejandro Lopez-Lira and Yuehua Tang
2023: Difficult Lessons on Social Prediction from Wisconsin Public Schools Downloads
Juan C. Perdomo, Tolani Britton, Moritz Hardt and Rediet Abebe
2023: Faster estimation of dynamic discrete choice models using index sufficiency Downloads
Jackson Bunting and Takuya Ura
2023: Max-Plus Synchronization in Decentralized Trading Systems Downloads
Hans Riess, Michael Munger and Michael M. Zavlanos
2023: Decentralized Attack Search and the Design of Bug Bounty Schemes Downloads
Hans Gersbach, Akaki Mamageishvili and Fikri Pitsuwan
2023: On Graphical Methods in Stochastic Choice Downloads
Christopher Turansick
2023: Large-Scale Education Reform in General Equilibrium: Regression Discontinuity Evidence from India: Comment Downloads
David Roodman
2023: A Bayesian theory of market impact Downloads
Louis Saddier and Matteo Marsili
2023: Optimal Investment in Defined Contribution Pension Schemes with Forward Utility Preferences Downloads
Kenneth Tsz Hin Ng and Wing Fung Chong
2023: An axiomatic approach to default risk and model uncertainty in rating systems Downloads
Max Nendel and Jan Streicher
2023: Deep incremental learning models for financial temporal tabular datasets with distribution shifts Downloads
Thomas Wong and Mauricio Barahona
2023: Identification- and many instrument-robust inference via invariant moment conditions Downloads
Tom Boot and Johannes W. Ligtenberg
2023: Mean-Field Liquidation Games with Market Drop-out Downloads
Guanxing Fu, Paul P. Hager and Ulrich Horst
2023: Price Discovery for Derivatives Downloads
Christian Keller and Michael C. Tseng
2023: Simple Analytics of the Government Investment Multiplier Downloads
Chunbing Cai and Jordan Roulleau-Pasdeloup
2023: Identification-robust inference for the LATE with high-dimensional covariates Downloads
Yukun Ma
2023: Random Utility, Repeated Choice, and Consumption Dependence Downloads
Christopher Turansick
2023: Covariate Adjustment in Stratified Experiments Downloads
Max Cytrynbaum
2023: Inference in Non-stationary High-Dimensional VARs Downloads
Alain Hecq, Luca Margaritella and Stephan Smeekes
2023: The Investment Management Game: Extending the Scope of the Notion of Core Downloads
Vijay V. Vazirani
2023: Haves and Have-Nots: A Theory of Economic Sufficientarianism Downloads
Christopher Chambers and Siming Ye
2023: Domain-adapted Learning and Imitation: DRL for Power Arbitrage Downloads
Yuanrong Wang, Vignesh Raja Swaminathan, Nikita P. Granger, Carlos Ros Perez and Christian Michler
2023: Domain-adapted Learning and Interpretability: DRL for Gas Trading Downloads
Yuanrong Wang, Yinsen Miao, Alexander CY Wong, Nikita P Granger and Christian Michler
2023: Price impact in equity auctions: zero, then linear Downloads
Mohammed Salek, Damien Challet and Ioane Muni Toke
2023: Lying Aversion and Vague Communication: An Experimental Study Downloads
Keh-Kuan Sun and Stella Papadokonstantaki
2023: Foundations of self-progressive choice models Downloads
Kemal Yildiz
2023: Simultaneous Inference of a Partially Linear Model in Time Series Downloads
Jiaqi Li, Likai Chen, Kun Ho Kim and Tianwei Zhou
2023: Endogenous Distress Contagion in a Dynamic Interbank Model Downloads
Zachary Feinstein and Andreas Sojmark
2023: An Intraday GARCH Model for Discrete Price Changes and Irregularly Spaced Observations Downloads
Vladim\'ir Hol\'y
2023: Unconfoundedness with Network Interference Downloads
Michael Leung and Pantelis Loupos
2023: Risk Budgeting Portfolios: Existence and Computation Downloads
Adil Rengim Cetingoz, Jean-David Fermanian and Olivier Gu\'eant
2023: Firm-worker hypergraphs Downloads
Chao Huang
2023: Building Resilience in Cybersecurity -- An Artificial Lab Approach Downloads
Kerstin Awiszus, Yannick Bell, Jan L\"uttringhaus, Gregor Svindland, Alexander Vo{\ss} and Stefan Weber
2023: Observable Perfect Equilibrium Downloads
Sam Ganzfried
2023: Neural Augmented Kalman Filtering with Bollinger Bands for Pairs Trading Downloads
Amit Milstein, Haoran Deng, Guy Revach, Hai Morgenstern and Nir Shlezinger
2023: Optimal Settings for Cryptocurrency Trading Pairs Downloads
Di Zhang, Qiang Niu and Youzhou Zhou
2023: How a Brand's Social Activism Impacts Consumers' Brand Evaluations: The Role of Brand Relationship Norms Downloads
Jingjing Li, Nicole Montgomery and Reza Mousavi
2023: Uncertainty Quantification in Synthetic Controls with Staggered Treatment Adoption Downloads
Matias Cattaneo, Yingjie Feng, Filippo Palomba and Rocio Titiunik
2023: Linear estimation of average global effects Downloads
Stefan Faridani and Paul Niehaus
2023: Credit Information in Earnings Calls Downloads
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2023: Rank-Preserving Multidimensional Mechanisms Downloads
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2023: Time-varying Cost of Distancing: Distancing Fatigue and Lockdowns Downloads
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2023: Semiparametric Estimation of Dynamic Binary Choice Panel Data Models Downloads
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2023: Correlated Equilibria in Large Anonymous Bayesian Games Downloads
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2023: The insider problem in the trinomial model: a discrete-time jump process approach Downloads
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2023: The Shared Cost of Pursuing Shareholder Value Downloads
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2023: Endogenous structural transformation in economic development Downloads
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2023: Bibliometric indices as a measure of performance and competitive balance in the knockout stage of the UEFA Champions League Downloads
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2023: Super-Nash performance in games Downloads
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2023: GPT has become financially literate: Insights from financial literacy tests of GPT and a preliminary test of how people use it as a source of advice Downloads
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2023: Theoretical foundation for the Pareto distribution of international trade strength and introduction of an equation for international trade forecasting Downloads
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2023: Regret-Minimizing Project Choice Downloads
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2023: High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods Downloads
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2023: Capital Structure Dynamics and Financial Performance in Indian Banks (An Analysis of Mergers and Acquisitions) Downloads
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2023: Vector Autoregression in Cryptocurrency Markets: Unraveling Complex Causal Networks Downloads
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2023: Asymptotics for Short Maturity Asian Options in a Jump-Diffusion model with Local Volatility Downloads
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2023: The Financial Market of Environmental Indices Downloads
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2023: Metawisdom of the Crowd: How Choice Within Aided Decision Making Can Make Crowd Wisdom Robust Downloads
Jon Atwell and Marlon Twyman
2023: Mixed-Effects Methods for Search and Matching Research Downloads
John Abowd and Kevin L. McKinney
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Weronika Nitka and Rafa{\l} Weron
2023: Hedging Forecast Combinations With an Application to the Random Forest Downloads
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2023: On the implied volatility of European and Asian call options under the stochastic volatility Bachelier model Downloads
Elisa Al\`os, Eulalia Nualart and Makar Pravosud
2023: Another Look at the Linear Probability Model and Nonlinear Index Models Downloads
Kaicheng Chen, Robert Martin and Jeffrey M. Wooldridge
2023: Signature Trading: A Path-Dependent Extension of the Mean-Variance Framework with Exogenous Signals Downloads
Owen Futter, Blanka Horvath and Magnus Wiese
2023: Forecasting with Feedback Downloads
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2023: Efficiency in Multiple-Type Housing Markets Downloads
Di Feng
2023: Stochastic Variational Inference for GARCH Models Downloads
Hanwen Xuan, Luca Maestrini, Feng Chen and Clara Grazian
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Yifeng Philip Chen, Edward J. Oughton, Jakub Zagdanski, Maggie Mo Jia and Peter Tyler
2023: Equity Pay In Networked Teams Downloads
Krishna Dasaratha, Benjamin Golub and Anant Shah
2023: Managing Congestion in Two-Sided Platforms: The Case of Online Rentals Downloads
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2023: Complementarities in childcare allocation under priorities Downloads
Ata Atay and Antonio Romero-Medina
2023: Breaking the Bank with ChatGPT: Few-Shot Text Classification for Finance Downloads
Lefteris Loukas, Ilias Stogiannidis, Prodromos Malakasiotis and Stavros Vassos
2023: Deep multi-step mixed algorithm for high dimensional non-linear PDEs and associated BSDEs Downloads
Daniel Bussell and Camilo Andr\'es Garc\'ia-Trillos
2023: Joint Calibration of Local Volatility Models with Stochastic Interest Rates using Semimartingale Optimal Transport Downloads
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2023: Donut Regression Discontinuity Designs Downloads
Cladia Noack and Chistoph Rothe
2023: TimeTrail: Unveiling Financial Fraud Patterns through Temporal Correlation Analysis Downloads
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2023: Identification and Estimation of Demand Models with Endogenous Product Entry and Exit Downloads
Victor Aguirregabiria, Alessandro Iaria and Senay Sokullu
2023: Reputation Effects with Endogenous Records Downloads
Harry Pei
2023: Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models Downloads
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2023: Self-Enforced Job Matching Downloads
Ce Liu, Ziwei Wang and Hanzhe Zhang
2023: Transaction fee mechanism for Proof-of-Stake protocol Downloads
Wenpin Tang and David D. Yao
2023: Solutions to Equilibrium HJB Equations for Time-Inconsistent Deterministic Linear Quadratic Control: Characterization and Uniqueness Downloads
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2023: Multivariate Majorization in Principal-Agents Models Downloads
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2023: Portfolios Generated by Contingent Claim Functions, with Applications to Option Pricing Downloads
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Naman S, Gaurang B, Neel S and Aswath Babu H
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2023: Choice Architecture, Privacy Valuations, and Selection Bias in Consumer Data Downloads
Tesary Lin and Avner Strulov-Shlain
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2023: Parental Health Penalty on Adult Children's Employment: Gender Difference and Long-Term Consequence Downloads
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2023: Occupational Retirement and Pension Reform: The Roles of Physical and Cognitive Health Downloads
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2023: Grover Search for Portfolio Selection Downloads
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2023: Spatial and Spatiotemporal Volatility Models: A Review Downloads
Philipp Otto, Osman Do\u{g}an, S\"uleyman Ta\c{s}p{\i}nar, Wolfgang Schmid and Anil K. Bera
2023: Financial Inclusion and Monetary Policy: A Study on the Relationship between Financial Inclusion and Effectiveness of Monetary Policy in Developing Countries Downloads
Gautam Kumar Biswas and Faruque Ahamed
2023: Optimal Shrinkage Estimation of Fixed Effects in Linear Panel Data Models Downloads
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2023: Procurement in welfare programs: Evidence and implications from WIC infant formula contracts Downloads
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2023: American Stories: A Large-Scale Structured Text Dataset of Historical U.S. Newspapers Downloads
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2023: Scalable Estimation of Multinomial Response Models with Uncertain Consideration Sets Downloads
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2023: Learning to Learn Financial Networks for Optimising Momentum Strategies Downloads
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2023: Investigating Short-Term Dynamics in Green Bond Markets Downloads
Lorenzo Mercuri, Andrea Perchiazzo and Edit Rroji
2023: Retail Demand Forecasting: A Comparative Study for Multivariate Time Series Downloads
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2023: Nash Equilibrium Existence without Convexity Downloads
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2023: From Mundane to Meaningful: AI's Influence on Work Dynamics -- evidence from ChatGPT and Stack Overflow Downloads
Quentin Gallea
2023: Network Momentum across Asset Classes Downloads
Xingyue Pu, Stephen Roberts, Xiaowen Dong and Stefan Zohren
2023: Distorted optimal transport Downloads
Haiyan Liu, Bin Wang, Ruodu Wang and Sheng Chao Zhuang
2023: Approximate Core Allocations for Edge Cover Games Downloads
Tianhang Lu, Han Xian and Qizhi Fang
2023: Analysis of Optimal Portfolio Management Using Hierarchical Clustering Downloads
Kapil Panda
2023: Forecasting inflation using disaggregates and machine learning Downloads
Gilberto Boaretto and Marcelo C. Medeiros
2023: NLP-based detection of systematic anomalies among the narratives of consumer complaints Downloads
Peiheng Gao, Ning Sun, Xuefeng Wang, Chen Yang and Ri\v{c}ardas Zitikis
2023: Classical Economics: Lost and Found Downloads
Sabiou Inoua and Vernon Smith
2023: Econometrics of Machine Learning Methods in Economic Forecasting Downloads
Andrii Babii, Eric Ghysels and Jonas Striaukas
2023: "Guinea Pig Trials" Utilizing GPT: A Novel Smart Agent-Based Modeling Approach for Studying Firm Competition and Collusion Downloads
Xu Han, Zengqing Wu and Chuan Xiao
2023: Simulation Experiments as a Causal Problem Downloads
Tyrel Stokes, Ian Shrier and Russell Steele
2023: Analytical valuation of vulnerable derivative contracts with bilateral cash flows under credit, funding and wrong-way risks Downloads
Juan Jose Francisco Miguelez and Cristin Buescu
2023: Explicit Computations for Delayed Semistatic Hedging Downloads
Yan Dolinsky and Or Zuk
2023: Unveiling the Interplay between Central Bank Digital Currency and Bank Deposits Downloads
Hanfeng Chen and Maria Elena Filippin
2023: Exploring the Role of Perceived Range Anxiety in Adoption Behavior of Plug-in Electric Vehicles Downloads
Fatemeh Nazari, Abolfazl Mohammadian and Thomas Stephens
2023: Digital Real Estate in the Metaverse: An Empirical Analysis of Retail Investor Motivations Downloads
Lennart Ante, Friedrich-Philipp Wazinski and Aman Saggu
2023: Cluster-Robust Inference Robust to Large Clusters Downloads
Harold D. Chiang, Yuya Sasaki and Yulong Wang
2023: Agree to Disagree: Measuring Hidden Dissents in FOMC Meetings Downloads
Kwok Ping Tsang and Zichao Yang
2023: Green or greedy: the relationship between perceived benefits and homeowners' intention to adopt residential low-carbon technologies Downloads
Fabian Scheller, Karyn Morrissey, Karsten Neuhoff and Dogan Keles
2023: Startup Acquisitions: Acquihires and Talent Hoarding Downloads
Jean-Michel Benkert, Igor Letina and Shuo Liu
2023: Do We Price Happiness? Evidence from Korean Stock Market Downloads
HyeonJun Kim
2023: On the parametric description of log-growth rates of cities' sizes of four European countries and the USA Downloads
Till Massing, Miguel Puente-Ajov\'in and Arturo Ramos
2023: The Distribution of Strike Size:Empirical Evidence from Europe and North America in the 19th and 20th Centuries Downloads
Michele Campolieti and Arturo Ramos
2023: Student't mixture models for stock indices. A comparative study Downloads
Till Massing and Arturo Ramos
2023: Is there a universal parametric city size distribution? Empirical evidence for 70 countries Downloads
Miguel Puente-Ajov\'in, Arturo Ramos and Fernando Sanz-Gracia
2023: To the Moon: Analyzing Collective Trading Events on the Wings of Sentiment Analysis Downloads
Tim Matthies, Thomas L\"ohden, Stephan Leible and Jun-Patrick Raabe
2023: Paths to Influence: How Coordinated Influence Operations Affect the Prominence of Ideas Downloads
Darren L. Linvill and Patrick L. Warren
2023: Managers' Choice of Disclosure Complexity Downloads
Jeremy Bertomeu
2023: Discretionary Extensions to Unemployment-Insurance Compensation and Some Potential Costs for a McCall Worker Downloads
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2023: Weak Identification with Many Instruments Downloads
Anna Mikusheva and Liyang Sun
2023: Wisdom of the Crowds or Ignorance of the Masses? A data-driven guide to WSB Downloads
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2023: Endowments, patience types, and uniqueness in two-good HARA utility economies Downloads
Andrea Loi and Stefano Matta
2023: Black-Litterman, Bayesian Shrinkage, and Factor Models in Portfolio Selection: You Can Have It All Downloads
Kwong Yu Chong
2023: On the Value of Information Structures in Stochastic Games Downloads
Daehyun Kim and Ichiro Obara
2023: Closed-form approximations of moments and densities of continuous-time Markov models Downloads
Dennis Kristensen, Young Jun Lee and Antonio Mele
2023: Econometrics Modelling Approach to Examine the Effect of STEM Policy Changes on Asian Students Enrollment Decision in USA Downloads
Prathamesh Muzumdar, George Kurian, Ganga Prasad Basyal and Apoorva Muley
2023: Linear Regression with Weak Exogeneity Downloads
Anna Mikusheva and Mikkel S{\o}lvsten
2023: Decarbonizing the European energy system in the absence of Russian gas: Hydrogen uptake and carbon capture developments in the power, heat and industry sectors Downloads
Goran Durakovic, Hongyu Zhang, Brage Rugstad Knudsen, Asgeir Tomasgard and Pedro Crespo del Granado
2023: IMM: An Imitative Reinforcement Learning Approach with Predictive Representation Learning for Automatic Market Making Downloads
Hui Niu, Siyuan Li, Jiahao Zheng, Zhouchi Lin, Jian Li, Jian Guo and Bo An
2023: Entrepreneurial Higher Education Education, Knowledge and Wealth Creation Downloads
Rahmat Ullah, Rashid Aftab, Saeed Siyal and Kashif Zaheer
2023: Large Language Models at Work in China's Labor Market Downloads
Qin Chen, Jinfeng Ge, Huaqing Xie, Xingcheng Xu and Yanqing Yang
2023: Semi-analytic pricing of American options in some time-dependent jump-diffusion models Downloads
Andrey Itkin
2023: When to efficiently rebalance a portfolio Downloads
Masayuki Ando and Masaaki Fukasawa
2023: Detecting Financial Market Manipulation with Statistical Physics Tools Downloads
Haochen Li, Maria Polukarova and Carmine Ventre
2023: Cooperation and interdependence in global science funding Downloads
Lili Miao, Vincent Larivi\`ere, Feifei Wang, Yong-Yeol Ahn and Cassidy R. Sugimoto
2023: BIRP: Bitcoin Information Retrieval Prediction Model Based on Multimodal Pattern Matching Downloads
Minsuk Kim, Byungchul Kim, Junyeong Yong, Jeongwoo Park and Gyeongmin Kim
2023: AI-Assisted Investigation of On-Chain Parameters: Risky Cryptocurrencies and Price Factors Downloads
Abdulrezzak Zekiye, Semih Utku, Fadi Amroush and Oznur Ozkasap
2023: Recurrent Neural Networks with more flexible memory: better predictions than rough volatility Downloads
Damien Challet and Vincent Ragel
2023: Effects of Daily News Sentiment on Stock Price Forecasting Downloads
S. Srinivas, R. Gadela, R. Sabu, A. Das, G. Nath and V. Datla
2023: A Majority Rule Philosophy for Instant Runoff Voting Downloads
Ross Hyman, Deb Otis, Seamus Allen and Greg Dennis
2023: Testing Partial Instrument Monotonicity Downloads
Hongyi Jiang and Zhenting Sun
2023: Modified Verhulst-Solow model for long-term population and economic growths Downloads
Iram Gleriaa, Sergio Da Silvab, Leon Brenig, Tarc{\i}sio M. Rocha Filho and Annibal Figueiredo
2023: Computer vision-enriched discrete choice models, with an application to residential location choice Downloads
Sander van Cranenburgh and Francisco Garrido-Valenzuela
2023: Estimating Effects of Long-Term Treatments Downloads
Shan Huang, Chen Wang, Yuan Yuan, Jinglong Zhao and Jingjing Zhang
2023: Microstructure-Empowered Stock Factor Extraction and Utilization Downloads
Xianfeng Jiao, Zizhong Li, Chang Xu, Yang Liu, Weiqing Liu and Jiang Bian
2023: The Geometry of Constant Function Market Makers Downloads
Guillermo Angeris, Tarun Chitra, Theo Diamandis, Alex Evans and Kshitij Kulkarni
2023: On the unimportance of commitment for monetary policy Downloads
Juan Paez-Farrell
2023: Company Similarity using Large Language Models Downloads
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2023: Does courier gender matter? Exploring mode choice behaviour for E-groceries crowd-shipping in developing economies Downloads
Oleksandr Rossolov, Anastasiia Botsman, Serhii Lyfenko and Yusak O. Susilo
2023: Emerging Frontiers: Exploring the Impact of Generative AI Platforms on University Quantitative Finance Examinations Downloads
Rama K. Malladi
2023: Portfolio Selection via Topological Data Analysis Downloads
Petr Sokerin, Kristian Kuznetsov, Elizaveta Makhneva and Alexey Zaytsev
2023: Nested Multilevel Monte Carlo with Biased and Antithetic Sampling Downloads
Abdul-Lateef Haji-Ali and Jonathan Spence
2023: Optimizing B2B Product Offers with Machine Learning, Mixed Logit, and Nonlinear Programming Downloads
John V. Colias, Stella Park and Elizabeth Horn
2023: Online Universal Dirichlet Factor Portfolios Downloads
Purushottam Parthasarathy, Avinash Bhardwaj and Manjesh K. Hanawal
2023: Reconstructing cryptocurrency processes via Markov chains Downloads
Tanya Ara\'ujo and Paulo Barbosa
2023: Interest Rate Dynamics and Commodity Prices Downloads
Christophe Gouel, Qingyin Ma and John Stachurski
2023: Serendipity in Science Downloads
Pyung Nahm, Raviv Murciano-Goroff, Michael Park and Russell J. Funk
2023: Impact of COVID-19 Lockdown Measures on Chinese Startups and Local Government Public Finance: Challenges and Policy Implications Downloads
Xin Sun
2023: Stochastic Optimal Investment Strategy for Net-Zero Energy Houses Downloads
Mengmou Li, Taichi Tanaka, A. Daniel Carnerero, Yasuaki Wasa, Kenji Hirata, Yasumasa Fujisaki, Yoshiaki Ushifusa and Takeshi Hatanaka
2023: Variations on the Reinforcement Learning performance of Blackjack Downloads
Avish Buramdoyal and Tim Gebbie
2023: Fault Tolerance in Euclidean Committee Selection Downloads
Chinmay Sonar, Subhash Suri and Jie Xue
2023: The Cycle of Value The Cycle of Value -- A Conservationist Approach to Economics Downloads
Nick Harkiolakis
2023: Economic complexity and the sustainability transition: A review of data, methods, and literature Downloads
Bernardo Caldarola, Dario Mazzilli, Lorenzo Napolitano, Aurelio Patelli and Angelica Sbardella
2023: The four types of stablecoins: A comparative analysis Downloads
Matthias Hafner, Marco Henriques Pereira, Helmut Dietl and Juan Beccuti
2023: A discretization scheme for path-dependent FBSDEs Downloads
Jiuk Jang and Hyungbin Park
2023: Insurance pricing on price comparison websites via reinforcement learning Downloads
Tanut Treetanthiploet, Yufei Zhang, Lukasz Szpruch, Isaac Bowers-Barnard, Henrietta Ridley, James Hickey and Chris Pearce
2023: Generative Interpretation Downloads
Yonathan A. Arbel and David Hoffman
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Dhruv Desai, Ashmita Dhiman, Tushar Sharma, Deepika Sharma, Dhagash Mehta and Stefano Pasquali
2023: Contagion Effects of the Silicon Valley Bank Run Downloads
Dong Beom Choi, Paul Goldsmith-Pinkham and Tanju Yorulmazer
2023: Quantile Time Series Regression Models Revisited Downloads
Christis Katsouris
2023: "Zero Cost'' Majority Attacks on Permissionless Blockchains Downloads
Joshua S. Gans and Hanna Halaburda
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2023: S Equilibrium: A Synthesis of (Behavioral) Game Theory Downloads
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2023: Robust Impulse Responses using External Instruments: the Role of Information Downloads
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Nicodemo De Vito
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2023: Deep Inception Networks: A General End-to-End Framework for Multi-asset Quantitative Strategies Downloads
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2023: Synthetic Decomposition for Counterfactual Predictions Downloads
Nathan Canen and Kyungchul Song
2023: Transaction Fraud Detection via Spatial-Temporal-Aware Graph Transformer Downloads
Yue Tian and Guanjun Liu
2023: Selling Data to a Competitor (Extended Abstract) Downloads
Ronen Gradwohl and Moshe Tennenholtz
2023: Resilient Information Aggregation Downloads
Itai Arieli, Ivan Geffner and Moshe Tennenholtz
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Jaydip Sen and Subhasis Dasgupta
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2023: Measuring Cause-Effect with the Variability of the Largest Eigenvalue Downloads
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2023: Tackling the Problem of State Dependent Execution Probability: Empirical Evidence and Order Placement Downloads
Timoth\'ee Fabre and Vincent Ragel
2023: Action-State Dependent Dynamic Model Selection Downloads
Francesco Cordoni and Alessio Sancetta
2023: Fatal mathematical errors in Hong-Page Theorem and Landemore's epistemic argument Downloads
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2023: Importance Sampling for Minimization of Tail Risks: A Tutorial Downloads
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2023: An analysis of least squares regression and neural networks approximation for the pricing of swing options Downloads
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2023: Dynamics of the securities market in the information asymmetry context: developing a methodology for emerging securities markets Downloads
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2023: Asynchronous Proportional Response Dynamics in Markets with Adversarial Scheduling Downloads
Yoav Kolumbus, Menahem Levy and Noam Nisan
2023: A Belief-Based Characterization of Reduced-Form Auctions Downloads
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2023: Exploring Dynamic Asset Pricing within Bachelier Market Model Downloads
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2023: Time-limited Metaheuristics for Cardinality-constrained Portfolio Optimisation Downloads
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2023: Market Design for Dynamic Pricing and Pooling in Capacitated Networks Downloads
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2023: dYdX: Liquidity Providers' Incentive Programme Review Downloads
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2023: A Regional Analysis of Electric LDV Portfolio Choices by Vehicle Manufacturers Downloads
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2023: Generalised Covariances and Correlations Downloads
Tobias Fissler and Marc-Oliver Pohle
2023: Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions Downloads
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2023: Decentralised Finance and Automated Market Making: Execution and Speculation Downloads
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2023: Dynamic Return and Star-Shaped Risk Measures via BSDEs Downloads
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2023: On Adaptive Portfolio Management with Dynamic Black-Litterman Approach Downloads
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2023: Markov Persuasion Processes with Endogenous Agent Beliefs Downloads
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2023: A Robust Characterization of Nash Equilibrium Downloads
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2023: A Simple Linear Algebraic Approach to Capture the Dynamics of the Circular Flow of Income Downloads
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2023: Statistical Physics Perspective on Economic Inequality Downloads
Victor Yakovenko
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Yannick Limmer and Blanka Horvath
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Shuaijie Qian and Chen Yang
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2023: On the Well-posedness of Hamilton-Jacobi-Bellman Equations of the Equilibrium Type Downloads
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2023: Over-the-Counter Market Making via Reinforcement Learning Downloads
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2023: Market Making of Options via Reinforcement Learning Downloads
Zhou Fang and Haiqing Xu
2023: Asymptotics for the Generalized Autoregressive Conditional Duration Model Downloads
Giuseppe Cavaliere, Thomas Mikosch, Anders Rahbek and Frederik Vilandt
2023: MOPO-LSI: A User Guide Downloads
Yong Zheng, Kumar Neelotpal Shukla, Jasmine Xu, David, Wang and Michael O'Leary
2023: Transaction Fee Mechanism Design with Active Block Producers Downloads
Maryam Bahrani, Pranav Garimidi and Tim Roughgarden
2023: A Scalable Reinforcement Learning-based System Using On-Chain Data for Cryptocurrency Portfolio Management Downloads
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2023: A Double Machine Learning Approach to Combining Experimental and Observational Data Downloads
Marco Morucci, Vittorio Orlandi, Harsh Parikh, Sudeepa Roy, Cynthia Rudin and Alexander Volfovsky
2023: Emissions and Energy Impacts of the Inflation Reduction Act Downloads
John Bistline, Geoffrey Blanford, Maxwell Brown, Dallas Burtraw, Maya Domeshek, Jamil Farbes, Allen Fawcett, Anne Hamilton, Jesse Jenkins, Ryan Jones, Ben King, Hannah Kolus, John Larsen, Amanda Levin, Megan Mahajan, Cara Marcy, Erin Mayfield, James McFarland, Haewon McJeon, Robbie Orvis, Neha Patankar, Kevin Rennert, Christopher Roney, Nicholas Roy, Greg Schivley, Daniel Steinberg, Nadejda Victor, Shelley Wenzel, John Weyant, Ryan Wiser, Mei Yuan and Alicia Zhao
2023: Social media use among American Indians in South Dakota: Preferences and perceptions Downloads
Deepthi Kolady, Amrit Dumre, Weiwei Zhang, Kaiqun Fu, Marcia O'Leary and Laura Rose
2023: Adaptive Principal Component Regression with Applications to Panel Data Downloads
Anish Agarwal, Keegan Harris, Justin Whitehouse and Zhiwei Steven Wu
2023: Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data Downloads
Ruijun Bu, Degui Li, Oliver Linton and Hanchao Wang
2023: A maximal inequality for local empirical processes under weak dependence Downloads
Luis Alvarez and Cristine Pinto
2023: On the Guyon-Lekeufack Volatility Model Downloads
Marcel Nutz and Andr\'es Riveros Valdevenito
2023: Does regional variation in wage levels identify the effects of a national minimum wage? Downloads
Daniel Haanwinckel
2023: Some challenges of calibrating differentiable agent-based models Downloads
Arnau Quera-Bofarull, Joel Dyer, Anisoara Calinescu and Michael Wooldridge
2023: Doubly Robust Estimation of Direct and Indirect Quantile Treatment Effects with Machine Learning Downloads
Yu-Chin Hsu, Martin Huber and Yu-Min Yen
2023: Expected Shortfall LASSO Downloads
Sander Barendse
2023: Replication of financial derivatives under extreme market models given marginals Downloads
Tongseok Lim
2023: Quantifying Distributional Model Risk in Marginal Problems via Optimal Transport Downloads
Yanqin Fan, Hyeonseok Park and Gaoqian Xu
2023: Order preservation with dummies in the musseum pass problem Downloads
Ricardo Mart\'inez and Joaqu\'in S\'anchez-Soriano
2023: The fundamental theorem of asset pricing with and without transaction costs Downloads
Christoph K\"uhn
2023: Pricing European Options with Google AutoML, TensorFlow, and XGBoost Downloads
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2023: Principal Component Analysis and Hidden Markov Model for Forecasting Stock Returns Downloads
Eugene W. Park
2023: The Classical Theory of Supply and Demand Downloads
Sabiou Inoua and Vernon Smith
2023: Adam Smith's Theory of Value: A Reappraisal of Classical Price Discovery Downloads
Sabiou Inoua and Vernon Smith
2023: A Classical Model of Speculative Asset Price Dynamics Downloads
Sabiou Inoua and Vernon Smith
2023: The Yule-Frisch-Waugh-Lovell Theorem Downloads
Deepankar Basu
2023: Unbalanced Growth, Elasticity of Substitution, and Land Overvaluation Downloads
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Julia Hatamyar and Christopher F. Parmeter
2023: Blockchain scaling and liquidity concentration on decentralized exchanges Downloads
Basile Caparros, Amit Chaudhary and Olga Klein
2023: Discount Models Downloads
Damir Filipovic
2023: Data-driven Multiperiod Robust Mean-Variance Optimization Downloads
Xin Hai, Gregoire Loeper and Kihun Nam
2023: Divergence Based Quadrangle and Applications Downloads
Anton Malandii, Siddhartha Gupte, Cheng Peng and Stan Uryasev
2023: Expectile Quadrangle and Applications Downloads
Viktor Kuzmenko, Anton Malandii and Stan Uryasev
2023: Continuous Time q-learning for McKean-Vlasov Control Problems Downloads
Xiaoli Wei and Xiang Yu
2023: Liquidity Premium, Liquidity-Adjusted Return and Volatility, and a Unified Modern Portfolio Theory: illustrated with Crypto Assets Downloads
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2023: Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies Downloads
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2023: A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance Downloads
Hongyi Jiang, Zhenting Sun and Shiyun Hu
2023: DoubleAdapt: A Meta-learning Approach to Incremental Learning for Stock Trend Forecasting Downloads
Lifan Zhao, Shuming Kong and Yanyan Shen
2023: Greeks' pitfalls for the COS method in the Laplace model Downloads
Tobias Behrens and Gero Junike
2023: Liquidity takers behavior representation through a contrastive learning approach Downloads
Ruihua Ruan, Emmanuel Bacry and Jean-Fran\c{c}ois Muzy
2023: Optimal execution and speculation with trade signals Downloads
Peter Bank, \'Alvaro Cartea and Laura K\"orber
2023: Coarse Information Design Downloads
Qianjun Lyu, Wing Suen and Yimeng Zhang
2023: Firm-quasi-stability and re-equilibration in matching markets with contracts Downloads
Yi-You Yang
2023: On random number generators and practical market efficiency Downloads
Ben Moews
2023: Adapting to Misspecification Downloads
Timothy B. Armstrong, Patrick Kline and Liyang Sun
2023: Revealed preferences for dynamically inconsistent models Downloads
Federico Echenique and Gerelt Tserenjigmid
2023: Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models Downloads
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2023: Equity Protection Swaps: An New Type of Insurance for Superannuation Downloads
Huansang Xu and Ruyi Liu
2023: Robust Regulation of Firms' Access to Consumer Data Downloads
Jose Higueras
2023: Games Under Network Uncertainty Downloads
Promit K. Chaudhuri, Sudipta Sarangi and Hector Tzavellas
2023: The Effects of High-frequency Anticipatory Trading: Small Informed Trader vs. Front-runner Downloads
Ziyi Xu and Xue Cheng
2023: Climate uncertainty impacts on optimal mitigation pathways and social cost of carbon Downloads
Christopher J. Smith, Alaa Al Khourdajie, Pu Yang and Doris Folini
2023: How Do Digital Advertising Auctions Impact Product Prices? Downloads
Dirk Bergemann, Alessandro Bonatti and Nicholas Wu
2023: Democratic Policy Decisions with Decentralized Promises Contingent on Vote Outcome Downloads
Ali Lazrak and Jianfeng Zhang
2023: Robust utility maximization with intractable claims Downloads
Yunhong Li, Zuo Quan Xu and Xun Yu Zhou
2023: Recursive Preferences, Correlation Aversion, and the Temporal Resolution of Uncertainty Downloads
Lorenzo Maria Stanca
2023: Covert learning and disclosure Downloads
Matteo Escud\'e
2023: Unifying Market Microstructure and Dynamic Asset Pricing Downloads
Davide Lauria, W. Brent Lindquist, Svetlozar T. Rachev and Yuan Hu
2023: Torch-Choice: A PyTorch Package for Large-Scale Choice Modelling with Python Downloads
Tianyu Du, Ayush Kanodia and Susan Athey
2023: IV Regressions without Exclusion Restrictions Downloads
Wayne Yuan Gao and Rui Wang
2023: Oracle Counterpoint: Relationships between On-chain and Off-chain Market Data Downloads
Zhimeng Yang, Ariah Klages-Mundt and Lewis Gudgeon
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Gero Junike
2023: Effects of extending residencies on the supply and quality of family medicine practitioners; difference-in-differences evidence from the implementation of mandatory family medicine residencies in Canada Downloads
Stephenson Strobel
2023: Multivariate L\'evy Models: Calibration and Pricing Downloads
Giovanni Amici, Paolo Brandimarte, Francesco Messeri and Patrizia Semeraro
2023: Don't (fully) exclude me, it's not necessary! Identification with semi-IVs Downloads
Christophe Bruneel-Zupanc
2023: Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review Downloads
Matteo Barigozzi
2023: Decomposability and Strategy-proofness in Multidimensional Models Downloads
Shurojit Chatterji and Huaxia Zeng
2023: Efficient Public Good Provision in a Multipolar World Downloads
Chowdhury Mohammad S Anwar, Jorge Bruno, Renaud Foucart and Sonali SenGupta
2023: Economic Consequences of Online Tracking Restrictions: Evidence from Cookies Downloads
Klaus M. Miller and Bernd Skiera
2023: A fixed point approach for computing actuarially fair Pareto optimal risk-sharing rules Downloads
Fallou Niakh
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Haris Aziz, Xinhang Lu, Mashbat Suzuki, Jeremy Vollen and Toby Walsh
2023: Combating Algorithmic Collusion: A Mechanism Design Approach Downloads
Soumen Banerjee
2023: Bayes = Blackwell, Almost Downloads
Mark Whitmeyer
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Rene Aid, Anupama Kowli and Ankur A. Kulkarni
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Luca Mungo and Jos\'e Moran
2023: Clustered Covariate Regression Downloads
Abdul-Nasah Soale and Emmanuel Tsyawo
2023: Post-Episodic Reinforcement Learning Inference Downloads
Vasilis Syrgkanis and Ruohan Zhan
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Toru Kitagawa and Guanyi Wang
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Henry Skeoch and David Pym
2023: A Nonparametric Stochastic Set Model: Identification, Optimization, and Prediction Downloads
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2023: Asymptotically Optimal Fixed-Budget Best Arm Identification with Variance-Dependent Bounds Downloads
Masahiro Kato, Masaaki Imaizumi, Takuya Ishihara and Toru Kitagawa
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Davide Carpentiere and Angelo Petralia
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Andrea Canidio and Vincent Danos
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Aadityan Ganesh and Jason Hartline
2023: Double free boundary problem for defaultable corporate bond with credit rating migration risks and their asymptotic behaviors Downloads
Yuchao Dong, Jin Liang and Claude-Michel Brauner
2023: Binary Mechanisms under Privacy-Preserving Noise Downloads
Farzad Pourbabaee and Federico Echenique
2023: Identification in a Binary Choice Panel Data Model with a Predetermined Covariate Downloads
St\'ephane Bonhomme, Kevin Dano and Bryan S. Graham
2023: Synergistic Small Worlds that Drive Technological Sophistication Downloads
Hardik Rajpal and Omar A Guerrero
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Maria Nareklishvili, Nicholas Polson and Vadim Sokolov
2023: Empirical Bayes When Estimation Precision Predicts Parameters Downloads
Jiafeng Chen
2023: Near-Optimal Non-Parametric Sequential Tests and Confidence Sequences with Possibly Dependent Observations Downloads
Aurelien Bibaut, Nathan Kallus and Michael Lindon
2023: The Long-Term Effects of Teachers' Gender Stereotypes Downloads
Joan Martinez
2023: Amenity complexity and urban locations of socio-economic mixing Downloads
S\'andor Juh\'asz, Gerg\H{o} Pint\'er, \'Ad\'am Kov\'acs, Endre Borza, Gergely M\'onus, L\'aszl\'o L\H{o}rincz and Bal\'azs Lengyel
2023: AI Ethics on Blockchain: Topic Analysis on Twitter Data for Blockchain Security Downloads
Yihang Fu, Zesen Zhuang and Luyao Zhang
2023: Fundamentals of Perpetual Futures Downloads
Songrun He, Asaf Manela, Omri Ross and Victor von Wachter
2023: Logs with zeros? Some problems and solutions Downloads
Jiafeng Chen and Jonathan Roth
2023: Blockchain Network Analysis: A Comparative Study of Decentralized Banks Downloads
Yufan Zhang, Zichao Chen, Yutong Sun, Yulin Liu and Luyao Zhang
2023: Bayesian Forecasting in Economics and Finance: A Modern Review Downloads
Gael M. Martin, David T. Frazier, Worapree Maneesoonthorn, Ruben Loaiza-Maya, Florian Huber, Gary Koop, John Maheu, Didier Nibbering and Anastasios Panagiotelis
2023: Equilibria in Repeated Games under No-Regret with Dynamic Benchmarks Downloads
Ludovico Crippa, Yonatan Gur and Bar Light
2023: A Novel Deep Reinforcement Learning Based Automated Stock Trading System Using Cascaded LSTM Networks Downloads
Jie Zou, Jiashu Lou, Baohua Wang and Sixue Liu
2023: Bounded arbitrage and nearly rational behavior Downloads
Leandro Nascimento
2023: Average Profits of Prejudiced Algorithms Downloads
David J. Jin
2023: Automated Market Makers: Mean-Variance Analysis of LPs Payoffs and Design of Pricing Functions Downloads
Philippe Bergault, Louis Bertucci, David Bouba and Olivier Gu\'eant
2023: Cointegration with Occasionally Binding Constraints Downloads
James A. Duffy, Sophocles Mavroeidis and Sam Wycherley
2023: Bayesian Analysis of Linear Contracts Downloads
Tal Alon, Paul D\"utting, Yingkai Li and Inbal Talgam-Cohen
2023: Are Large Traders Harmed by Front-running HFTs? Downloads
Ziyi Xu and Xue Cheng
2023: On Estimation and Inference of Large Approximate Dynamic Factor Models via the Principal Component Analysis Downloads
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2023: Integrating multiple sources of ordinal information in portfolio optimization Downloads
Eranda \c{C}ela, Stephan Hafner, Roland Mestel and Ulrich Pferschy
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Richard Post, Isabel van den Heuvel, Marko Petkovic and Edwin van den Heuvel
2023: The Role of Immigrants, Emigrants, and Locals in the Historical Formation of European Knowledge Agglomerations Downloads
Philipp Koch, Viktor Stojkoski and C\'esar A. Hidalgo
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Yotam Gafni and Moshe Tennenholtz
2023: Experimental observations of fractal landscape dynamics in a dense emulsion Downloads
Clary Rodriguez-Cruz, Mehdi Molaei, Amruthesh Thirumalaiswamy, Klebert Feitosa, Vinothan N. Manoharan, Shankar Sivarajan, Daniel H. Reich, Robert A. Riggleman and John C. Crocker
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Kexin Chen and Hoi Ying Wong
2023: Robust Estimation and Inference in Panels with Interactive Fixed Effects Downloads
Timothy B. Armstrong, Martin Weidner and Andrei Zeleneev
2023: An identification and testing strategy for proxy-SVARs with weak proxies Downloads
Giovanni Angelini, Giuseppe Cavaliere and Luca Fanelli
2023: Statistical inference for rough volatility: Central limit theorems Downloads
Carsten Chong, Marc Hoffmann, Yanghui Liu, Mathieu Rosenbaum and Gr\'egoire Szymanski
2023: Minimax Optimal Kernel Operator Learning via Multilevel Training Downloads
Jikai Jin, Yiping Lu, Jose Blanchet and Lexing Ying
2023: Strategyproofness-Exposing Mechanism Descriptions Downloads
Yannai A. Gonczarowski, Ori Heffetz and Clayton Thomas
2023: The Signaling Role of Leaders in Global Games Downloads
Panagiotis Kyriazis and Edmund Lou
2023: Predicting Mutual Funds' Performance using Deep Learning and Ensemble Techniques Downloads
Nghia Chu, Binh Dao, Nga Pham, Huy Nguyen and Hien Tran
2023: Inverse estimation of the transfer velocity of money Downloads
Carolina E. S. Mattsson, Allison Luedtke and Frank W. Takes
2023: Regret-free truth-telling voting rules Downloads
R. Pablo Arribillaga, Agustín Bonifacio and Marcelo Ariel Fernandez
2023: Safe Policy Learning under Regression Discontinuity Designs with Multiple Cutoffs Downloads
Yi Zhang, Eli Ben-Michael and Kosuke Imai
2023: Can Desegregation Close the Racial Gap in High School Coursework? Downloads
Ritika Sethi
2023: Beta-Sorted Portfolios Downloads
Matias Cattaneo, Richard Crump and Weining Wang
2023: Gately Values of Cooperative Games Downloads
Robert P. Gilles and Lina Mallozzi
2023: Optimal Referral Auction Design Downloads
Rangeet Bhattacharyya, Parvik Dave, Palash Dey and Swaprava Nath
2023: A Nonparametric Approach with Marginals for Modeling Consumer Choice Downloads
Yanqiu Ruan, Xiaobo Li, Karthyek Murthy and Karthik Natarajan
2023: Persuading Risk-Conscious Agents: A Geometric Approach Downloads
Jerry Anunrojwong, Krishnamurthy Iyer and David Lingenbrink
2023: Bootstrap inference in the presence of bias Downloads
Giuseppe Cavaliere, S\'ilvia Gon\c{c}alves, Morten Nielsen and Edoardo Zanelli
2023: Conformal Prediction Bands for Two-Dimensional Functional Time Series Downloads
Niccol\`o Ajroldi, Jacopo Diquigiovanni, Matteo Fontana and Simone Vantini
2023: Extending the Range of Robust PCE Inflation Measures Downloads
Sergio Ocampo, Raphael Schoenle and Dominic Smith
2023: Research Joint Ventures: The Role of Financial Constraints Downloads
Philipp Brunner, Igor Letina and Armin Schmutzler
2023: With a little help from my friends: essentiality vs opportunity in group criticality Downloads
Michele Aleandri and Marco Dall'Aglio
2023: New possibilities in identification of binary choice models with fixed effects Downloads
Yinchu Zhu
2023: On Existence of Berk-Nash Equilibria in Misspecified Markov Decision Processes with Infinite Spaces Downloads
Robert M. Anderson, Haosui Duanmu, Aniruddha Ghosh and M. Khan
2023: Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends! Downloads
Luis Gruber and Gregor Kastner
2023: Scaling laws in global corporations as a benchmarking approach to assess environmental performance Downloads
Rossana Mastrandrea, Rob ter Burg, Yuli Shan, Klaus Hubacek and Franco Ruzzenenti
2023: Assessing Omitted Variable Bias when the Controls are Endogenous Downloads
Paul Diegert, Matthew Masten and Alexandre Poirier
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Lirong Xia
2023: Wildfire Modeling: Designing a Market to Restore Assets Downloads
Ramandeep Kaur Bagri and Yihsu Chen
2023: Externally Valid Policy Choice Downloads
Christopher Adjaho and Timothy Christensen
2023: Regulating stochastic clocks Downloads
Zhe Fei and Weixuan Xia
2023: The cost of strategy-proofness in school choice Downloads
Josue Ortega and Thilo Klein
2023: Retrieval from Mixed Sampling Frequency: Generic Identifiability in the Unit Root VAR Downloads
Philipp Gersing, Leopold Soegner and Manfred Deistler
2023: Rough volatility: fact or artefact? Downloads
Rama Cont and Purba Das
2023: Online Bipartite Matching via Smoothness Downloads
Jason Hartline
2023: Distributional dynamic risk measures in Markov decision processes Downloads
Ziteng Cheng and Sebastian Jaimungal
2023: Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in L\'evy Models Downloads
Christian Bayer, Chiheb Ben Hammouda, Antonis Papapantoleon, Michael Samet and Ra\'ul Tempone
2023: A persistent-homology-based turbulence index & some applications of TDA on financial markets Downloads
Miguel A. Ruiz-Ortiz, Jos\'e Carlos G\'omez-Larra\~naga and Jes\'us Rodr\'iguez-Viorato
2023: Information Design in Games: Certification Approach Downloads
Alex Smolin and Takuro Yamashita
2023: Canonical Portfolios: Optimal Asset and Signal Combination Downloads
Nikan Firoozye, Vincent Tan and Stefan Zohren
2023: A Short Survey on Business Models of Decentralized Finance (DeFi) Protocols Downloads
Teng Andrea Xu and Jiahua Xu
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Dominic Smith and Sergio Ocampo
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Mark Whitmeyer and Kun Zhang
2023: A discussion of stochastic dominance and mean-risk optimal portfolio problems based on mean-variance-mixture models Downloads
Hasanjan Sayit
2023: Cryptocurrency Valuation: An Explainable AI Approach Downloads
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2023: The far-reaching effects of bombing on fertility in mid-20th century Japan Downloads
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2023: Inference for Two-stage Experiments under Covariate-Adaptive Randomization Downloads
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2023: Inference on Extreme Quantiles of Unobserved Individual Heterogeneity Downloads
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2023: Risk budget portfolios with convex Non-negative Matrix Factorization Downloads
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Benjamin Avanzi, Hayden Lau and Mogens Steffensen
2023: Testing the identification of causal effects in observational data Downloads
Martin Huber and Jannis Kueck
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2023: Variational inference for large Bayesian vector autoregressions Downloads
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2023: The Legacy of Authoritarianism in a Democracy Downloads
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2023: RiskNet: Neural Risk Assessment in Networks of Unreliable Resources Downloads
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2023: Dynamic Risk Measurement by EVT based on Stochastic Volatility models via MCMC Downloads
Shi Bo and Minheng Xiao
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Wenjia Wang, Yanyuan Wang and Xiaowei Zhang
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2023: How Does Risk Hedging Impact Operations? Insights from a Price-Setting Newsvendor Model Downloads
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2023: Private Private Information Downloads
Kevin He, Fedor Sandomirskiy and Omer Tamuz
2023: Importance sampling for option pricing with feedforward neural networks Downloads
Aleksandar Arandjelovi\'c, Thorsten Rheinl\"ander and Pavel V. Shevchenko
2023: The Long-Run Impact of Electoral Violence on Health and Human Capital in Kenya Downloads
Roxana Guti\'errez-Romero
2023: Cross-Impact of Order Flow Imbalance in Equity Markets Downloads
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2023: Heckman-Selection or Two-Part models for alcohol studies? Depends Downloads
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2023: Uniform Convergence Results for the Local Linear Regression Estimation of the Conditional Distribution Downloads
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2023: EmTract: Extracting Emotions from Social Media Downloads
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2023: Closed-Loop Nash Competition for Liquidity Downloads
Alessandro Micheli, Johannes Muhle-Karbe and Eyal Neuman
2023: Market making by an FX dealer: tiers, pricing ladders and hedging rates for optimal risk control Downloads
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2023: Factor-augmented tree ensembles Downloads
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2023: Robust Permutation Tests in Linear Instrumental Variables Regression Downloads
Purevdorj Tuvaandorj
2023: An Empirical Evaluation of the Impact of New York's Bail Reform on Crime Using Synthetic Controls Downloads
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2023: Dynamic treatment effects: high-dimensional inference under model misspecification Downloads
Yuqian Zhang, Weijie Ji and Jelena Bradic
2023: The Supply of Motivated Beliefs Downloads
Michael Thaler
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Sandro Provenzano and Hannah Bull
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2023: Rating transitions forecasting: a filtering approach Downloads
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2023: Some Impossibility Results for Inference With Cluster Dependence with Large Clusters Downloads
Denis Kojevnikov and Kyungchul Song
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Zhihao Xu and Clifford Hurvich
2023: Characterizing the Top Cycle via Strategyproofness Downloads
Felix Brandt and Patrick Lederer
2023: Robustness and sensitivity analyses for rough Volterra stochastic volatility models Downloads
Jan Matas and Jan Posp\'i\v{s}il
2023: Inference for the proportional odds cumulative logit model with monotonicity constraints for ordinal predictors and ordinal response Downloads
Javier Espinosa-Brito and Christian Hennig
2023: Dynamic Ordered Panel Logit Models Downloads
Bo E. Honor\'e, Chris Muris and Martin Weidner
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2023: Ordered Reference Dependent Choice Downloads
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2023: A data-driven approach to beating SAA out-of-sample Downloads
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2023: Weak equilibria for time-inconsistent control: with applications to investment-withdrawal decisions Downloads
Zongxia Liang and Fengyi Yuan
2023: The Local Approach to Causal Inference under Network Interference Downloads
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2023: Difference-in-Differences Estimation with Spatial Spillovers Downloads
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2023: Screening for breakthroughs: Omitted proofs Downloads
Gregorio Curello and Ludvig Sinander
2023: Generalized Social Marginal Welfare Weights Imply Inconsistent Comparisons of Tax Policies Downloads
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2023: A Bonus-Malus Framework for Cyber Risk Insurance and Optimal Cybersecurity Provisioning Downloads
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Jacob Schwartz and Kyungchul Song
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2023: Measuring Cognitive Abilities in the Wild: Validating a Population-Scale Game-Based Cognitive Assessment Downloads
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2023: Instrument Validity for Heterogeneous Causal Effects Downloads
Zhenting Sun
2023: Unveiling the directional network behind the financial statements data using volatility constraint correlation Downloads
Tomoshiro Ochiai and Jose C. Nacher
2023: The Spectral Approach to Linear Rational Expectations Models Downloads
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2023: Difference-in-Differences Estimators of Intertemporal Treatment Effects Downloads
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2023: Denise: Deep Robust Principal Component Analysis for Positive Semidefinite Matrices Downloads
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2023: Synchronization of endogenous business cycles Downloads
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2023: Equivariant online predictions of non-stationary time series Downloads
K\=osaku Takanashi and Kenichiro McAlinn
2023: Testing Forecast Rationality for Measures of Central Tendency Downloads
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Jessica LaVoice and Domonkos F. Vamossy
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Dylan J. Foster and Vasilis Syrgkanis
2023: MALTS: Matching After Learning to Stretch Downloads
Harsh Parikh, Cynthia Rudin and Alexander Volfovsky
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Hyungsik Moon and Martin Weidner
2023: Hedging with physical or cash settlement under transient multiplicative price impact Downloads
Dirk Becherer and Todor Bilarev
2023: Fischer-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India Downloads
Victor Chernozhukov, Mert Demirer, Esther Duflo and Iv\'an Fern\'andez-Val
2023: Short-Term Stock Price Forecasting using exogenous variables and Machine Learning Algorithms Downloads
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2023: Duopoly insurers' incentives for data quality under a mandatory cyber data sharing regime Downloads
Carlos Barreto, Olof Reinert, Tobias Wiesinger and Ulrik Franke
2023: Towards Generalizable Reinforcement Learning for Trade Execution Downloads
Chuheng Zhang, Yitong Duan, Xiaoyu Chen, Jianyu Chen, Jian Li and Li Zhao
2023: Joint Latent Topic Discovery and Expectation Modeling for Financial Markets Downloads
Lili Wang, Chenghan Huang, Chongyang Gao, Weicheng Ma and Soroush Vosoughi
2023: Improved Financial Forecasting via Quantum Machine Learning Downloads
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2023: Generating Synergistic Formulaic Alpha Collections via Reinforcement Learning Downloads
Shuo Yu, Hongyan Xue, Xiang Ao, Feiyang Pan, Jia He, Dandan Tu and Qing He
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Georgios Palaiokrassas, Sandro Scherrers, Iason Ofeidis and Leandros Tassiulas
2023: Gauge symmetries and the Higgs mechanism in Quantum Finance Downloads
Ivan Arraut
2023: Nash Equilibrium and Axiom of Choice Are Equivalent Downloads
Conrad Kosowsky
2023: Detecting Consumers' Financial Vulnerability using Open Banking Data: Evidence from UK Payday Loans Downloads
Victor Medina-Olivares and Raffaella Calabrese
2023: Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks Downloads
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2023: A Strong Sustainability Paradigm Based Analytical Hierarchy Process (SSP-AHP) Method to Evaluate Sustainable Healthcare Systems Downloads
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2023: Inference in Predictive Quantile Regressions Downloads
Alex Maynard, Katsumi Shimotsu and Nina Kuriyama
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Vygintas Gontis
2023: Incorporating Domain Knowledge in Deep Neural Networks for Discrete Choice Models Downloads
Shadi Haj-Yahia, Omar Mansour and Tomer Toledo
2023: The climate niche of Homo Sapiens Downloads
Richard Tol
2023: Paradoxical Oddities in Two Multiwinner Elections from Scotland Downloads
Adam Graham-Squire and David McCune
2023: Modeling and evaluating conditional quantile dynamics in VaR forecasts Downloads
Fabrizio Cipollini, Giampiero Gallo and Alessandro Palandri
2023: Deep Neural Network Estimation in Panel Data Models Downloads
Ilias Chronopoulos, Katerina Chrysikou, George Kapetanios, James Mitchell and Aristeidis Raftapostolos
2023: Proof-of-work consensus by quantum sampling Downloads
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Andreas Bjerre-Nielsen, Lykke Sterll Christensen, Mikkel H{\o}st Gandil and Hans Henrik Sievertsen
2023: A Game of Competition for Risk Downloads
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2023: Behavioral Causal Inference Downloads
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2023: Identifying Dynamic LATEs with a Static Instrument Downloads
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2023: Time-Varying Vector Error-Correction Models: Estimation and Inference Downloads
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David McCune and Adam Graham-Squire
2023: Bridging TSLS and JIVE Downloads
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J. Deride, A. Jofr\'e and R. T. Rockafellar
2023: A Comparative Analysis of Portfolio Optimization Using Mean-Variance, Hierarchical Risk Parity, and Reinforcement Learning Approaches on the Indian Stock Market Downloads
Jaydip Sen, Aditya Jaiswal, Anshuman Pathak, Atish Kumar Majee, Kushagra Kumar, Manas Kumar Sarkar and Soubhik Maji
2023: Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature Downloads
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Andrea Gabrielli, Valentina Macchiati and Diego Garlaschelli
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2023: Local Sharing and Sociality Effects on Wealth Inequality in a Simple Artificial Society Downloads
John C. Stevenson
2023: A Policy Gradient Method for Confounded POMDPs Downloads
Mao Hong, Zhengling Qi and Yanxun Xu
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Victor Le Coz, Iacopo Mastromatteo, Damien Challet and Michael Benzaquen
2023: The Economics of Augmented and Virtual Reality Downloads
Joshua Gans and Abhishek Nagaraj
2023: Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks Downloads
Florian Huber and Gary Koop
2023: Green portfolio optimization: A scenario analysis and stress testing based novel approach for sustainable investing in the paradigm Indian markets Downloads
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2023: Zero is Not Hero Yet: Benchmarking Zero-Shot Performance of LLMs for Financial Tasks Downloads
Agam Shah and Sudheer Chava
2023: Causality between investor sentiment and the shares return on the Moroccan and Tunisian financial markets Downloads
Chniguir Mounira and Henchiri Jamel Eddine
2023: Credit Valuation Adjustment in Financial Networks Downloads
Irena Barja\v{s}i\'c, Stefano Battiston and Vinko Zlati\'c
2023: Validating a dynamic input-output model for the propagation of supply and demand shocks during the COVID-19 pandemic in Belgium Downloads
Tijs W. Alleman, Koen Schoors and Jan M. Baetens
2023: E2EAI: End-to-End Deep Learning Framework for Active Investing Downloads
Zikai Wei, Bo Dai and Dahua Lin
2023: Non-adversarial training of Neural SDEs with signature kernel scores Downloads
Zacharia Issa, Blanka Horvath, Maud Lemercier and Cristopher Salvi
2023: Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions Downloads
Paul Ghelasi and Florian Ziel
2023: Role of Neighbouring Wealth Preference in Kinetic Exchange model of market Downloads
Suchismita Banerjee
2023: More than Words: Twitter Chatter and Financial Market Sentiment Downloads
Travis Adams, Andrea Ajello, Diego Silva and Francisco Vazquez-Grande
2023: Modeling the Impact of Mentoring on Women's Work-LifeBalance: A Grounded Theory Approach Downloads
Parvaneh Bahrami, Saeed Nosratabadi, Khodayar Palouzian and Szilard Hegedus
2023: Social Sustainability of Digital Transformation: Empirical Evidence from EU-27 Countries Downloads
Saeed Nosratabadi, Thabit Atobishi and Szilard HegedHus
2023: Market Making with Deep Reinforcement Learning from Limit Order Books Downloads
Hong Guo, Jianwu Lin and Fanlin Huang
2023: Cautious Belief and Iterated Admissibility Downloads
Emiliano Catonini and Nicodemo De Vito
2023: Political Conflict and Economic Growth in Post-Independence Venezuela Downloads
Dorothy Kronick and Francisco Rodr\'iguez
2023: Quantifying Character Similarity with Vision Transformers Downloads
Xinmei Yang, Abhishek Arora, Shao-Yu Jheng and Melissa Dell
2023: Estimating causal effects of sanctions impacts: what role for country-level studies? Downloads
Francisco Rodr\'iguez
2023: Automated Market Making and Arbitrage Profits in the Presence of Fees Downloads
Jason Milionis, Ciamac C. Moallemi and Tim Roughgarden
2023: On the Instability of Fractional Reserve Banking Downloads
Heon Lee
2023: Reproducibility and Transparency versus Privacy and Confidentiality: Reflections from a Data Editor Downloads
Lars Vilhuber
2023: Stock and market index prediction using Informer network Downloads
Yuze Lu, Hailong Zhang and Qiwen Guo
2023: Predicting Stock Market Time-Series Data using CNN-LSTM Neural Network Model Downloads
Aadhitya A, Rajapriya R, Vineetha R S and Anurag M Bagde
2023: Support for Stock Trend Prediction Using Transformers and Sentiment Analysis Downloads
Harsimrat Kaeley, Ye Qiao and Nader Bagherzadeh
2023: The Complexity of Corporate Culture as a Potential Source of Firm Profit Differentials Downloads
Frederik Banning, Jessica Reale and Michael Roos
2023: Nash implementation in a many-to-one matching market Downloads
Noelia Juarez, Paola B. Manasero and Jorge Oviedo
2023: Monetary Policy & Stock Market Downloads
Kian Tehranian
2023: The Quadratic Local Variance Gamma Model: an arbitrage-free interpolation of class $\mathcal{C}^3$ for option prices Downloads
Fabien Le Floc'h
2023: Rational social distancing in epidemics with uncertain vaccination timing Downloads
Simon K. Schnyder, John J. Molina, Ryoichi Yamamoto and Matthew S. Turner
2023: InProC: Industry and Product/Service Code Classification Downloads
Simerjot Kaur, Andrea Stefanucci and Sameena Shah
2023: Unimodal maps perturbed by heteroscedastic noise: an application to a financial systems Downloads
F. Lillo, G. Livieri, S. Marmi, A. Solomko and S. Vaienti
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Orhan Koc
2023: Complexity measure, kernel density estimation, bandwidth selection, and the efficient market hypothesis Downloads
Matthieu Garcin
2023: The Missing Link: Exploring the Relationship Between Transformational Leadership and Change in team members in Construction Downloads
M. R. Ibrahim
2023: The Key to Organizational and construction Excellence: A Study of Total Quality Management Downloads
M. R. Ibrahim, D. U. Muhammad, B. Muhammad, J. O. Alaezi and J. Agidani
2023: The Mean Squared Error of the Ridgeless Least Squares Estimator under General Assumptions on Regression Errors Downloads
Sungyoon Lee and Sokbae Lee
2023: Ownership Chains in Multinational Enterprises Downloads
Stefania Miricola, Armando Rungi and Gianluca Santoni
2023: A Simulation Package in VBA to Support Finance Students for Constructing Optimal Portfolios Downloads
Abdulnasser Hatemi-J and Alan Mustafa
2023: The Influence of ChatGPT on Artificial Intelligence Related Crypto Assets: Evidence from a Synthetic Control Analysis Downloads
Aman Saggu and Lennart Ante
2023: Deformation of Marchenko-Pastur distribution for the correlated time series Downloads
Masato Hisakado and Takuya Kaneko
2023: Value-at-Risk-Based Portfolio Insurance: Performance Evaluation and Benchmarking Against CPPI in a Markov-Modulated Regime-Switching Market Downloads
Peyman Alipour and Ali Foroush Bastani
2023: Federated Offline Policy Learning with Heterogeneous Observational Data Downloads
Aldo Gael Carranza and Susan Athey
2023: Machine Learning for Socially Responsible Portfolio Optimisation Downloads
Taeisha Nundlall and Terence L Van Zyl
2023: The Federal Reserve's Response to the Global Financial Crisis and Its Long-Term Impact: An Interrupted Time-Series Natural Experimental Analysis Downloads
Arnaud Cedric Kamkoum
2023: Uniform Pricing vs Pay as Bid in 100%-Renewables Electricity Markets: A Game-theoretical Analysis Downloads
Dongwei Zhao, Audun Botterud and Marija Ilic
2023: Efficient Learning of Nested Deep Hedging using Multiple Options Downloads
Masanori Hirano, Kentaro Imajo, Kentaro Minami and Takuya Shimada
2023: Volatility jumps and the classification of monetary policy announcements Downloads
Giampiero Gallo, Demetrio Lacava and Edoardo Otranto
2023: Commodity-specific triads in the Dutch inter-industry production network Downloads
Marzio Di Vece, Frank P. Pijpers and Diego Garlaschelli
2023: Game-Theoretical Analysis of Reviewer Rewards in Peer-Review Journal Systems: Analysis and Experimental Evaluation using Deep Reinforcement Learning Downloads
Minhyeok Lee
2023: Identification and Estimation of Production Function with Unobserved Heterogeneity Downloads
Hiroyuki Kasahara, Paul Schrimpf and Michio Suzuki
2023: Judgments of research co-created by generative AI: experimental evidence Downloads
Pawe{\l} Niszczota and Paul Conway
2023: Affirmative Action in India via Vertical, Horizontal, and Overlapping Reservations: Comment Downloads
Orhan Ayg\"un and Bertan Turhan
2023: Trustworthy, responsible, ethical AI in manufacturing and supply chains: synthesis and emerging research questions Downloads
Alexandra Brintrup, George Baryannis, Ashutosh Tiwari, Svetan Ratchev, Giovanna Martinez-Arellano and Jatinder Singh
2023: The Global Governance of Artificial Intelligence: Next Steps for Empirical and Normative Research Downloads
Jonas Tallberg, Eva Erman, Markus Furendal, Johannes Geith, Mark Klamberg and Magnus Lundgren
2023: AI Regulation in the European Union: Examining Non-State Actor Preferences Downloads
Jonas Tallberg, Magnus Lundgren and Johannes Geith
2023: Artificial intelligence moral agent as Adam Smith's impartial spectator Downloads
Nikodem Tomczak
2023: Practical algorithms and experimentally validated incentives for equilibrium-based fair division (A-CEEI) Downloads
Eric Budish, Ruiquan Gao, Abraham Othman, Aviad Rubinstein and Qianfan Zhang
2023: Online Learning in a Creator Economy Downloads
Banghua Zhu, Sai Praneeth Karimireddy, Jiantao Jiao and Michael I. Jordan
2023: Weighing Anchor on Credit Card Debt Downloads
Benedict Guttman-Kenney, Jesse Leary and Neil Stewart
2023: Risk Budgeting Allocation for Dynamic Risk Measures Downloads
Sebastian Jaimungal, Silvana M. Pesenti, Yuri F. Saporito and Rodrigo S. Targino
2023: Precision versus Shrinkage: A Comparative Analysis of Covariance Estimation Methods for Portfolio Allocation Downloads
Sumanjay Dutta and Shashi Jain
2023: Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023) Downloads
Matias Cattaneo, Xinwei Ma and Yusufcan Masatlioglu
2023: Non-parametric cumulants approach for outlier detection of multivariate financial data Downloads
Francesco Cesarone, Rosella Giacometti and Jacopo Maria Ricci
2023: Super-efficiency of Listed Banks in China and Determinants Analysis (2006-2021) Downloads
Yun Liao and Ruihui Xu
2023: Best-Response Dynamics in Lottery Contests Downloads
Abheek Ghosh and Paul W. Goldberg
2023: Extreme ATM skew in a local volatility model with discontinuity: joint density approach Downloads
Alexander Gairat and Vadim Shcherbakov
2023: Efficient inverse $Z$-transform: sufficient conditions Downloads
Svetlana Boyarchenko and Sergei Levendorski\u{i}
2023: A Counterexample in Ito Integration Theory Downloads
Lars Tyge Nielsen
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Jingjing Guo
2023: Option pricing under jump diffusion model Downloads
Qian Li and Li Wang
2023: A Short Note on Setting Swap Parameters Downloads
Nihar Shah, Lucas Baker, Suraj Srinivasan and Alex Toberoff
2023: Heterogeneous Noise and Stable Miscoordination Downloads
Srinivas Arigapudi, Yuval Heller and Amnon Schreiber
2023: Balanced Donor Coordination Downloads
Felix Brandt, Matthias Greger, Erel Segal-Halevi and Warut Suksompong
2023: Nowcasting with signature methods Downloads
Samuel N. Cohen, Silvia Lui, Will Malpass, Giulia Mantoan, Lars Nesheim, \'Aureo de Paula, Andrew Reeves, Craig Scott, Emma Small and Lingyi Yang
2023: Valuation of a Financial Claim Contingent on the Outcome of a Quantum Measurement Downloads
Lane P. Hughston and Leandro S\'anchez-Betancourt
2023: Towards High-Value Datasets determination for data-driven development: a systematic literature review Downloads
Anastasija Nikiforova, Nina Rizun, Magdalena Ciesielska, Charalampos Alexopoulos and Andrea Mileti\v{c}
2023: Affective interdependence and welfare Downloads
Aviad Heifetz, Enrico Minelli and Herakles Polemarchakis
2023: Rational Dialogues Downloads
John Geanakoplos and Herakles Polemarchakis
2023: Improved Bounds for Single-Nomination Impartial Selection Downloads
Javier Cembrano, Felix Fischer and Max Klimm
2023: Embedding and correlation tensor for XRP transaction networks Downloads
Abhijit Chakraborty, Tetsuo Hatsuda and Yuichi Ikeda
2023: Emergent Growth of System Self-Organization & Self-Control Downloads
Jessie Henshaw
2023: Deep Learning for Solving and Estimating Dynamic Macro-Finance Models Downloads
Benjamin Fan, Edward Qiao, Anran Jiao, Zhouzhou Gu, Wenhao Li and Lu Lu
2023: Monitoring multicountry macroeconomic risk Downloads
Dimitris Korobilis and Maximilian Schr\"oder
2023: Executive Voiced Laughter and Social Approval: An Explorative Machine Learning Study Downloads
Niklas Mueller, Steffen Klug, Andreas Koenig, Alexander Kathan, Lukas Christ, Bjoern Schuller and Shahin Amiriparian
2023: Health Impacts of Public Pawnshops in Industrializing Tokyo Downloads
Tatsuki Inoue
2023: Multivariate range Value-at-Risk and covariance risk measures for elliptical and log-elliptical distributions Downloads
Baishuai Zuo, Chuancun Yin and Jing Yao
2023: Grenander-type Density Estimation under Myerson Regularity Downloads
Haitian Xie
2023: Convex optimization over a probability simplex Downloads
James Chok and Geoffrey M. Vasil
2023: Kites and Quails: Monetary Policy and Communication with Strategic Financial Markets Downloads
Giampaolo Bonomi and Ali Uppal
2023: Complete Conditional Type Structures Downloads
Nicodemo De Vito
2023: Semiparametrically Optimal Cointegration Test Downloads
Bo Zhou
2023: Copula Variational LSTM for High-dimensional Cross-market Multivariate Dependence Modeling Downloads
Jia Xu and Longbing Cao
2023: Temporal and Heterogeneous Graph Neural Network for Financial Time Series Prediction Downloads
Sheng Xiang, Dawei Cheng, Chencheng Shang, Ying Zhang and Yuqi Liang
2023: Portfolio Optimization Rules beyond the Mean-Variance Approach Downloads
Maxime Markov and Vladimir Markov
2023: Hierarchical DCC-HEAVY Model for High-Dimensional Covariance Matrices Downloads
Emilija Dzuverovic and Matteo Barigozzi
2023: Efficient Semiparametric Estimation of Average Treatment Effects Under Covariate Adaptive Randomization Downloads
Ahnaf Rafi
2023: NYSE Price Correlations Are Abitrageable Over Hours and Predictable Over Years Downloads
William H. Press
2023: Robustness of Participatory Budgeting Outcomes: Complexity and Experiments Downloads
Niclas Boehmer, Piotr Faliszewski, {\L}ukasz Janeczko and Andrzej Kaczmarczyk
2023: Hybrid Quantum Algorithms integrating QAOA, Penalty Dephasing and Zeno Effect for Solving Binary Optimization Problems with Multiple Constraints Downloads
Ke Wan and Yiwen Liu
2023: The Newsvendor with Advice Downloads
Lin An, Andrew A. Li, Benjamin Moseley and R. Ravi
2023: Trillion Dollar Words: A New Financial Dataset, Task & Market Analysis Downloads
Agam Shah, Suvan Paturi and Sudheer Chava
2023: Investigating Emergent Goal-Like Behaviour in Large Language Models Using Experimental Economics Downloads
Steve Phelps and Yvan I. Russell
2023: Social Surplus Maximization in Sponsored Search Auctions Requires Communication Downloads
Suat Evren
2023: PRIME: A Price-Reverting Impact Model of a cryptocurrency Exchange Downloads
Christopher J. Cho, Timothy J. Norman and Manuel Nunes
2023: Mechanism Design without Rational Expectations Downloads
Giacomo Rubbini
2023: The use of trade data in the analysis of global phosphate flows Downloads
Matthias Raddant, Martin Bertau and Gerald Steiner
2023: Building resilient organizations: The roles of top-down vs. bottom-up organizing Downloads
Stephan Leitner
2023: Evaluating congestion pricing schemes using agent-based passenger and freight microsimulation Downloads
Peiyu Jing, Ravi Seshadri, Takanori Sakai, Ali Shamshiripour, Andre Romano Alho, Antonios Lentzakis and Moshe E. Ben-Akiva
2023: Hail Mary Pass: Contests with Stochastic Progress Downloads
Chang Liu
2023: Mortgage Securitization Dynamics in the Aftermath of Natural Disasters: A Reply Downloads
Amine Ouazad and Matthew Kahn
2023: Robust Equilibrium Strategy for Mean-Variance Portfolio Selection Downloads
Mengge Li, Shuaijie Qian and Chao Zhou
2023: Fair Price Discrimination Downloads
Siddhartha Banerjee, Kamesh Munagala, Yiheng Shen and Kangning Wang
2023: Socioeconomic disparities in mobility behavior during the COVID-19 pandemic in developing countries Downloads
Lorenzo Lucchini, Ollin Langle-Chimal, Lorenzo Candeago, Lucio Melito, Alex Chunet, Aleister Montfort, Bruno Lepri, Nancy Lozano-Gracia and Samuel P. Fraiberger
2023: Band-Pass Filtering with High-Dimensional Time Series Downloads
Alessandro Giovannelli, Marco Lippi and Tommaso Proietti
2023: Multiple Adjusted Quantiles Downloads
Christopher Chambers and Alan Miller
2023: The Unified Framework for Modelling Credit Cycles with Marshall-Walras Price Formation Process And Systemic Risk Assessment Downloads
Kamil Fortuna and Janusz Szwabi\'nski
2023: Cost-benefit of green infrastructures for water management: A sustainability assessment of full-scale constructed wetlands in Northern and Southern Italy Downloads
Laura Garcia-Herrero, Stevo Lavrnic, Valentina Guerrieri, Attilio Toscano, Mirco Milani, Giuseppe Luigi Cirelli and Matteo Vittuari
2023: Yquilibrium: A Theory for (Non-) Convex Economies Downloads
Jacob K Goeree
2023: The price elasticity of Gleevec in patients with Chronic Myeloid Leukemia enrolled in Medicare Part D: Evidence from a regression discontinuity design Downloads
Samantha E. Clark, Ruth Etzioni, Jerry Radich, Zachary Marcum and Anirban Basu
2023: Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models? Downloads
Jie Wei and Yonghui Zhang
2023: A spectral approach to stock market performance Downloads
Ignacio Escañuela Romana and Clara Escanuela Nieves
2023: What is mature and what is still emerging in the cryptocurrency market? Downloads
Stanis{\l}aw Dro\.zd\.z, Jaros{\l}aw Kwapie\'n and Marcin W\k{a}torek
2023: Proofs that the Gerber Statistic is Positive Semidefinite Downloads
S. Gerber, Harry Markowitz, P. Ernst, Y. Miao, B. Javid and P. Sargen
2023: Description Complexity of Regular Distributions Downloads
Renato Paes Leme, Balasubramanian Sivan, Yifeng Teng and Pratik Worah
2023: GPT Agents in Game Theory Experiments Downloads
Fulin Guo
2023: To AI or not to AI, to Buy Local or not to Buy Local: A Mathematical Theory of Real Price Downloads
Huan Cai, Catherine Xu and Weiyu Xu
2023: UQ for Credit Risk Management: A deep evidence regression approach Downloads
Ashish Dhiman
2023: Bauer's Maximum Principle for Quasiconvex Functions Downloads
Ian Ball
2023: Estimating the impact of supply chain network contagion on financial stability Downloads
Zlata Tabachov\'a, Christian Diem, Andr\'as Borsos, Csaba Burger and Stefan Thurner
2023: A greedy algorithm for habit formation under multiplicative utility Downloads
Snezhana Kirusheva and Thomas S. Salisbury
2023: Why Students Trade? The Analysis of Young Investors behavior Downloads
Jones Pontoh
2023: Well-being policy evaluation methodology based on WE pluralism Downloads
Takeshi Kato
2023: A Scoping Review of Internal Migration and Left-behind Children's Wellbeing in China Downloads
Jinkai Li
2023: A nation-wide experiment, part II: the introduction of a 49-Euro-per-month travel pass in Germany -- An empirical study on this fare innovation Downloads
Allister Loder, Fabienne Cantner, Lennart Adenaw, Markus B. Siewert, Sebastian Goerg and Klaus Bogenberger
2023: Private Experimentation, Data Truncation, and Verifiable Disclosure Downloads
Yichuan Lou
2023: Study on the Identification of Financial Risk Path Under the Digital Transformation of Enterprise Based on DEMATEL-ISM-MICMAC Downloads
Jie Dong
2023: Volatility of Volatility and Leverage Effect from Options Downloads
Carsten H. Chong and Viktor Todorov
2023: Algorithmic Decision Processes Downloads
Carlo Baldassi, Fabio Maccheroni, Massimo Marinacci and Marco Pirazzini
2023: Rankings-Dependent Preferences: A Real Goods Matching Experiment Downloads
Andrew Kloosterman and Peter Troyan
2023: Disclosure and Incentives in Teams Downloads
Paula Onuchic and Jo\~ao Ramos
2023: The geometry of financial institutions -- Wasserstein clustering of financial data Downloads
Lorenz Riess, Mathias Beiglb\"ock, Johannes Temme, Andreas Wolf and Julio Backhoff
2023: Carbon Price Forecasting with Quantile Regression and Feature Selection Downloads
Tianqi Pang, Kehui Tan and Chenyou Fan
2023: Risk management in the use of published statistical results for policy decisions Downloads
Duncan Ermini Leaf
2023: Delegating to Multiple Agents Downloads
MohammadTaghi Hajiaghayi, Keivan Rezaei and Suho Shin
2023: Debiased inference for dynamic nonlinear models with two-way fixed effects Downloads
Xuan Leng and Yutao Sun
2023: Lemonade from Lemons: Information Design and Adverse Selection Downloads
Navin Kartik and Weijie Zhong
2023: Strategic flip-flopping in political competition Downloads
Gaëtan Fournier, Alberto Grillo and Yevgeny Tsodikovich
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2023: Social Diversity and Spread of Pandemic: Evidence from India Downloads
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2023: Assessing the role of small farmers and households in agriculture and the rural economy and measures to support their sustainable development Downloads
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2023: Both invariant principles implied by Marx's law of value are necessary and sufficient to solve the transformation problem through Morishima's formalism Downloads
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2023: Axiomatic characterization of pointwise Shapley decompositions Downloads
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2023: Ruin probability for the quota share model with~phase-type distributed claims Downloads
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2023: A Story of Consistency: Bridging the Gap between Bentham and Rawls Foundations Downloads
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2023: A Unified Theorem of the Alternative Downloads
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2023: Distributionally Robust Principal-Agent Problems and Optimality of Contract Menus Downloads
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2023: Many learning agents interacting with an agent-based market model Downloads
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2023: Tight Non-asymptotic Inference via Sub-Gaussian Intrinsic Moment Norm Downloads
Huiming Zhang, Haoyu Wei and Guang Cheng
2023: The Dynamics of Instability Downloads
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2023: The Stock Price Relationship between Holding Companies and Subsidiaries: A Case study of Indonesia Multiholding Companies Downloads
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2023: Uniform Pessimistic Risk and Optimal Portfolio Downloads
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2023: Status substitution and conspicuous consumption Downloads
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2023: Counterfactual Copula and Its Application to the Effects of College Education on Intergenerational Mobility Downloads
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2023: Correlation between upstreamness and downstreamness in random global value chains Downloads
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2023: Redesigning the US Army's Branching Process: A Case Study in Minimalist Market Design Downloads
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2023: Art-ificial Intelligence: The Effect of AI Disclosure on Evaluations of Creative Content Downloads
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2023: Academic Freedom and Innovation: A Research Note Downloads
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2023: Ranked Choice Bedlam in a 2022 Oakland School Director Election Downloads
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2023: A General Impossibility Theorem on Pareto Efficiency and Bayesian Incentive Compatibility Downloads
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David M\"uller, Emerson Melo and Ruben Schlotter
2023: Strategy-proofness with single-peaked and single-dipped preferences Downloads
Jorge Alcalde-Unzu, Oihane Gallo and Marc Vorsatz
2023: Research on CPI Prediction Based on Natural Language Processing Downloads
Xiaobin Tang and Nuo Lei
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Thilini V. Mahanama, Abootaleb Shirvani and Svetlozar Rachev
2023: Unique Equilibria in Models of Rational Asset Price Bubbles Downloads
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2023: The iterative proportional fitting algorithm and the NM-method: solutions for two different sets of problems Downloads
Anna Naszodi
2023: The Impact of Feature Selection and Transformation on Machine Learning Methods in Determining the Credit Scoring Downloads
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2023: Distributional Vector Autoregression: Eliciting Macro and Financial Dependence Downloads
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2023: Direct comparison or indirect comparison via a series of counterfactual decompositions? Downloads
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2023: Socioeconomics of Urban Travel in the U.S.: Evidence from the 2017 NHTS Downloads
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2023: Application of supervised learning models in the Chinese futures market Downloads
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2023: Gender Segregation: Analysis across Sectoral-Dominance in the UK Labour Market Downloads
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2023: Exchange Rate Pass-Through and Data Frequency: Firm-Level Evidence from Bangladesh Downloads
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2023: Government Guarantees and Banks' Income Smoothing Downloads
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2023: Enlargement of Filtrations: An Exposition of Core Ideas with Financial Examples Downloads
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2023: Monetary Policy and Economic Growth in Developing Countries: A Literature Review Downloads
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2023: Identification of Ex Ante Returns Using Elicited Choice Probabilities Downloads
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2023: Identifying the Distribution of Welfare from Discrete Choice Downloads
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2023: Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms Downloads
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2023: An adaptive volatility method for probabilistic forecasting and its application to the M6 financial forecasting competition Downloads
Joseph de Vilmarest and Nicklas Werge
2023: Revisiting the effect of search frictions on market concentration Downloads
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2023: Optimal probabilistic forecasts for risk management Downloads
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2023: Time-inconsistent contract theory Downloads
Camilo Hern\'andez and Dylan Possama\"i
2023: Robust portfolio selection under Recovery Average Value at Risk Downloads
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2023: Predicting Stock Price Movement as an Image Classification Problem Downloads
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2023: Adaptive Estimation of Intersection Bounds: a Classification Approach Downloads
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2023: Representation Theorems for Path-Independent Choice Rules Downloads
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2023: Mr.Keynes and the... Complexity! A suggested agent-based version of the General Theory of Employment, Interest and Money Downloads
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2023: $21^{st}$ Century Statistical Disclosure Limitation: Motivations and Challenges Downloads
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2023: Generalized Cumulative Shrinkage Process Priors with Applications to Sparse Bayesian Factor Analysis Downloads
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2023: A Deep Reinforcement Learning Trader without Offline Training Downloads
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2023: Host Community Respecting Refugee Housing Downloads
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2023: A rational measure of irrationality Downloads
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2023: Estimating the Effects of Fiscal Policy using a Novel Proxy Shrinkage Prior Downloads
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2023: Preparing random state for quantum financing with quantum walks Downloads
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2023: Liquidity Providers Greeks and Impermanent Gain Downloads
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2023: Decomposition and Interpretation of Treatment Effects in Settings with Delayed Outcomes Downloads
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2023: LP-Duality Theory and the Cores of Games Downloads
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2023: Control of Emerging-Market Target, Abnormal Stock Return: Evidence in Vietnam Downloads
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2023: Decentralized Exchanges: The Profitability Frontier of Constant Product Market Makers Downloads
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2023: Dynamic Programming for Pure-Strategy Subgame Perfection in an Arbitrary Game Downloads
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2023: Extreme Points and First-Order Stochastic Dominance: Theory and Applications Downloads
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2023: PRUDEX-Compass: Towards Systematic Evaluation of Reinforcement Learning in Financial Markets Downloads
Shuo Sun, Molei Qin, Xinrun Wang and Bo An
2023: Factor Model of Mixtures Downloads
Cheng Peng and Stanislav Uryasev
2023: An Examination of Ranked Choice Voting in the United States, 2004-2022 Downloads
Adam Graham-Squire and David McCune
2023: Model Based Reinforcement Learning with Non-Gaussian Environment Dynamics and its Application to Portfolio Optimization Downloads
Huifang Huang, Ting Gao, Pengbo Li, Jin Guo, Peng Zhang and Nan Du
2023: Quantum Monte Carlo algorithm for solving Black-Scholes PDEs for high-dimensional option pricing in finance and its proof of overcoming the curse of dimensionality Downloads
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2023: Endogenous Labour Flow Networks Downloads
Kathyrn R. Fair and Omar A. Guerrero
2023: Auctions without commitment in the auto-bidding world Downloads
Aranyak Mehta and Andres Perlroth
2023: Testing for the appropriate level of clustering in linear regression models Downloads
James MacKinnon, Morten Nielsen and Matthew Webb
2023: Inference for Large Panel Data with Many Covariates Downloads
Markus Pelger and Jiacheng Zou
2023: Efficient Market Design with Distributional Objectives Downloads
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2023: Functional Expansions Downloads
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2023: Global LCOEs of decentralized off-grid renewable energy systems Downloads
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2023: Peer-reviewed theory does not help predict the cross-section of stock returns Downloads
Andrew Y. Chen, Alejandro Lopez-Lira and Tom Zimmermann
2023: Prediction of Auto Insurance Risk Based on t-SNE Dimensionality Reduction Downloads
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2023: Quantum classical hybrid neural networks for continuous variable prediction Downloads
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2023: Educational Inequality of Opportunity and Mobility in Europe Downloads
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2023: Dynamic and static fund separations and their stability for long-term optimal investments Downloads
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2023: Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models Downloads
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2023: ETF construction on CRIX Downloads
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2023: Motif-aware temporal GCN for fraud detection in signed cryptocurrency trust networks Downloads
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2023: On the Convergence of Credit Risk in Current Consumer Automobile Loans Downloads
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2023: Using multimodal learning and deep generative models for corporate bankruptcy prediction Downloads
Rogelio A. Mancisidor
2023: Profit Shifting Frictions and the Geography of Multinational Activity Downloads
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2023: Stressing Dynamic Loss Models Downloads
Emma Kroell, Silvana M. Pesenti and Sebastian Jaimungal
2023: Boosted p-Values for High-Dimensional Vector Autoregression Downloads
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2023: Genuine multifractality in time series is due to temporal correlations Downloads
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2023: Distortion risk measures in random environments: construction and axiomatic characterization Downloads
Shuo Gong, Yijun Hu and Linxiao Wei
2023: $1/f$ noise from the sequence of nonoverlapping rectangular pulses Downloads
Aleksejus Kononovicius and Bronislovas Kaulakys
2023: The Kind of Silence: Managing a Reputation for Voluntary Disclosure in Financial Markets Downloads
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2023: Efficient Wrong-Way Risk Modelling for Funding Valuation Adjustments Downloads
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2023: Multidimensional Interactive Fixed-Effects Downloads
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2023: Efficient Integrated Volatility Estimation in the Presence of Infinite Variation Jumps via Debiased Truncated Realized Variations Downloads
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2023: Identifying Dominant Industrial Sectors in Market States of the S&P 500 Financial Data Downloads
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2023: No-Arbitrage Pricing, Dynamics and Forward Prices of Collateralized Derivatives Downloads
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2023: Efficient Bias Correction for Cross-section and Panel Data Downloads
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2023: Asymptotic Properties of Endogeneity Corrections Using Nonlinear Transformations Downloads
Jörg Breitung, Alexander Mayer and Dominik Wied
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2023: High Dimensional Generalised Penalised Least Squares Downloads
Ilias Chronopoulos, Katerina Chrysikou and George Kapetanios
2023: Nobel begets Nobel Downloads
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2023: An optimal transport based characterization of convex order Downloads
Johannes Wiesel and Erica Zhang
2023: Stake-governed tug-of-war and the biased infinity Laplacian Downloads
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2023: Inference for Matched Tuples and Fully Blocked Factorial Designs Downloads
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2023: Multi-Asset Bubbles Equilibrium Price Dynamics Downloads
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2023: Regulating Matching Markets with Constraints: Data-driven Taxation Downloads
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2023: Do price trajectory data increase the efficiency of market impact estimation? Downloads
Fengpei Li, Vitalii Ihnatiuk, Ryan Kinnear, Anderson Schneider and Yuriy Nevmyvaka
2023: Static Replication of Impermanent Loss for Concentrated Liquidity Provision in Decentralised Markets Downloads
Jun Deng, Hua Zong and Yun Wang
2023: Robust Distortion Risk Measures Downloads
Carole Bernard, Silvana M. Pesenti and Steven Vanduffel
2023: Multivariate ordered discrete response models Downloads
Tatiana Komarova and William Matcham
2023: Firm Heterogeneity, Market Power and Macroeconomic Fragility Downloads
Alessandro Ferrari and Francisco Queir\'os
2023: Inventories, Demand Shocks Propagation and Amplification in Supply Chains Downloads
Alessandro Ferrari
2023: Transient impact from the Nash equilibrium of a permanent market impact game Downloads
Francesco Cordoni and Fabrizio Lillo
2023: A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates Downloads
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2023: Information-theoretic limitations of data-based price discrimination Downloads
Haitian Xie, Ying Zhu and Denis Shishkin
2023: Data Provision to an Informed Seller Downloads
Shota Ichihashi and Alex Smolin
2023: Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect Downloads
Tymon S{\l}oczy\'nski, S. Derya Uysal and Jeffrey M. Wooldridge
2023: Inference from Selectively Disclosed Data Downloads
Ying Gao
2023: Coarse Personalization Downloads
Walter W. Zhang and Sanjog Misra
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Duygu Ider and Stefan Lessmann
2023: Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls Downloads
Xiaotong Sun, Charalampos Stasinakis and Georgios Sermpinis
2023: Estimating Nonlinear Network Data Models with Fixed Effects Downloads
David Hughes
2023: Calibration of Derivative Pricing Models: a Multi-Agent Reinforcement Learning Perspective Downloads
Nelson Vadori
2023: Choice and Attention Across Time Downloads
Xi Zhi Lim
2023: Detecting data-driven robust statistical arbitrage strategies with deep neural networks Downloads
Ariel Neufeld, Julian Sester and Daiying Yin
2023: Modelplasticity and Abductive Decision Making Downloads
Subhadeep and Mukhopadhyay
2023: Tail-GAN: Learning to Simulate Tail Risk Scenarios Downloads
Rama Cont, Mihai Cucuringu, Renyuan Xu and Chao Zhang
2023: Cyber Loss Model Risk Translates to Premium Mispricing and Risk Sensitivity Downloads
Gareth W. Peters, Matteo Malavasi, Georgy Sofronov, Pavel V. Shevchenko, Stefan Tr\"uck and Jiwook Jang
2023: Preference Learning in School Choice Problems Downloads
SangMok Lee
2023: A constraint on the dynamics of wealth concentration Downloads
Valerio Astuti
2023: Designing Universal Causal Deep Learning Models: The Geometric (Hyper)Transformer Downloads
Beatrice Acciaio, Anastasis Kratsios and Gudmund Pammer
2023: A semiparametric approach for interactive fixed effects panel data models Downloads
Georg Keilbar, Juan M. Rodriguez-Poo, Alexandra Soberon and Weining Wang
2023: Labor market conditions and college graduation: evidence from Brazil Downloads
Lucas Finamor
2023: Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices Downloads
Thomas Hasenzagl, Filippo Pellegrino, Lucrezia Reichlin and Giovanni Ricco
2023: Reinforcing RCTs with Multiple Priors while Learning about External Validity Downloads
Frederico Finan and Demian Pouzo
2023: Cleaning the covariance matrix of strongly nonstationary systems with time-independent eigenvalues Downloads
Christian Bongiorno, Damien Challet and Gr\'egoire Loeper
2023: Optimal index insurance and basis risk decomposition: an application to Kenya Downloads
Matthieu Stigler and David Lobell
2023: Information Spillover in Multiple Zero-sum Games Downloads
Lucas Pahl
2023: Bridging the short-term and long-term dynamics of economic structural change Downloads
James McNerney, Yang Li, Andres Gomez-Lievano and Frank Neffke
2023: Detecting long-range dependence for time-varying linear models Downloads
Lujia Bai and Weichi Wu
2023: Partial Identification of Marginal Treatment Effects with discrete instruments and misreported treatment Downloads
Santiago Acerenza
2023: Overinference from Weak Signals and Underinference from Strong Signals Downloads
Ned Augenblick, Eben Lazarus and Michael Thaler
2023: Approximate Factor Models with Weaker Loadings Downloads
Jushan Bai and Serena Ng
2023: Stronger Monotone Signaling Equilibrium Downloads
Seungjin Han, Alex Sam and Youngki Shin
2023: Estimating Endogenous Coalitional Mergers: Merger Costs and Assortativeness of Size and Specialization Downloads
Suguru Otani
2023: Adaptive Gradient Descent Methods for Computing Implied Volatility Downloads
Yixiao Lu, Yihong Wang and Tinggan Yang
2023: Stable and extremely unequal Downloads
Alfred Galichon, Octavia Ghelfi and Marc Henry
2023: Realised Volatility Forecasting: Machine Learning via Financial Word Embedding Downloads
Eghbal Rahimikia, Stefan Zohren and Ser-Huang Poon
2023: Bounded rationality for relaxing best response and mutual consistency: The Quantal Hierarchy model of decision-making Downloads
Benjamin Patrick Evans and Mikhail Prokopenko
2023: Intergenerational risk sharing in a Defined Contribution pension system: analysis with Bayesian optimization Downloads
An Chen, Motonobu Kanagawa and Fangyuan Zhang
2023: Reference Dependence and Random Attention Downloads
Matthew Kovach and Elchin Suleymanov
2023: Trading with the Crowd Downloads
Eyal Neuman and Moritz Vo{\ss}
2023: Learning Treatment Effects in Panels with General Intervention Patterns Downloads
Vivek F. Farias, Andrew A. Li and Tianyi Peng
2023: Dynamic tariffs-based demand response in retail electricity market under uncertainty Downloads
Arega Abate, Rosana Riccardi and Carlos Ruiz
2023: SoK: Decentralized Exchanges (DEX) with Automated Market Maker (AMM) Protocols Downloads
Jiahua Xu, Krzysztof Paruch, Simon Cousaert and Yebo Feng
2023: Causal inference with misspecified exposure mappings: separating definitions and assumptions Downloads
Fredrik S\"avje
2023: Correlated Choice Downloads
Christopher Chambers, Yusufcan Masatlioglu and Christopher Turansick
2023: A nonparametric algorithm for optimal stopping based on robust optimization Downloads
Bradley Sturt
2023: Ambiguity and Partial Bayesian Updating Downloads
Matthew Kovach
2023: Optimal Intervention in Economic Networks using Influence Maximization Methods Downloads
Ariah Klages-Mundt and Andreea Minca
2023: Moving Away from the Joneses to Move Ahead: Migration, Information Gap and Signalling Downloads
Shihas Abdul-Razak, Upasak Das and Rupayan Pal
2023: Mining the Relationship Between COVID-19 Sentiment and Market Performance Downloads
Ziyuan Xia, Jeffery Chen and Anchen Sun
2023: Kernel Methods for Unobserved Confounding: Negative Controls, Proxies, and Instruments Downloads
Rahul Singh
2023: The Variational Method of Moments Downloads
Andrew Bennett and Nathan Kallus
2023: Good News Is Not a Sufficient Condition for Motivated Reasoning Downloads
Michael Thaler
2023: Evolution of Risk-Taking Behaviour and Status Preferences in Anti-Coordination Games Downloads
Manuel Staab
2023: Mixed--frequency quantile regressions to forecast Value--at--Risk and Expected Shortfall Downloads
Vincenzo Candila, Giampiero Gallo and Lea Petrella
2023: Learning in a Small/Big World Downloads
Benson Tsz Kin Leung
2023: "Near" Weighted Utilitarian Characterizations of Pareto Optima Downloads
Yeon-Koo Che, Jinwoo Kim, Fuhito Kojima and Christopher Thomas Ryan
2023: Necessary and Sufficient Conditions for Inverse Reinforcement Learning of Bayesian Stopping Time Problems Downloads
Kunal Pattanayak and Vikram Krishnamurthy
2023: Sparse Quantile Regression Downloads
Le-Yu Chen and Sokbae (Simon) Lee
2023: New robust inference for predictive regressions Downloads
Rustam Ibragimov, Jihyun Kim and Anton Skrobotov
2023: Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning Downloads
Christian Bongiorno and Damien Challet
2023: Split Cycle: A New Condorcet Consistent Voting Method Independent of Clones and Immune to Spoilers Downloads
Wesley H. Holliday and Eric Pacuit
2023: Equilibrium Selection in Data Markets: Multiple-Principal, Multiple-Agent Problems with Non-Rivalrous Goods Downloads
Samir Wadhwa and Roy Dong
2023: Fictitious Play Outperforms Counterfactual Regret Minimization Downloads
Sam Ganzfried
2023: Semi-metric portfolio optimization: a new algorithm reducing simultaneous asset shocks Downloads
Nick James, Max Menzies and Jennifer Chan
2023: Causal Inference and Data Fusion in Econometrics Downloads
Paul H\"unermund and Elias Bareinboim
2023: Optimal Experimental Design for Staggered Rollouts Downloads
Ruoxuan Xiong, Susan Athey, Mohsen Bayati and Guido Imbens
2023: Singular Perturbation Expansion for Utility Maximization with Order-$\epsilon$ Quadratic Transaction Costs Downloads
Andrew Papanicolaou and Shiva Chandra
2023: Tail Option Pricing Under Power Laws Downloads
Nassim Nicholas Taleb, Brandon Yarckin, Chitpuneet Mann, Damir Delic and Mark Spitznagel
2023: State-Building through Public Land Disposal? An Application of Matrix Completion for Counterfactual Prediction Downloads
Jason Poulos
2023: Consumption smoothing in the working-class households of interwar Japan Downloads
Kota Ogasawara
2023: Analysis of a Dynamic Voluntary Contribution Mechanism Public Good Game Downloads
Dmytro Bogatov
2023: NFT Wash Trading Detection Downloads
Derek Liu, Francesco Piccoli, Katie Chen, Adrina Tang and Victor Fang
2023: Decentralized Finance (DeFi) Downloads
Mansur Bestas
2023: Simplifying and Improving: Revisiting Bulgaria's Revenue Forecasting Models Downloads
Fabio Ashtar Telarico
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2023: Understanding Vaccine Hesitancy: Empirical Evidence from India Downloads
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2023: Network Cluster-Robust Inference Downloads
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2023: Maximizing Social Welfare and Agreement via Information Design in Linear-Quadratic-Gaussian Games Downloads
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2023: Games on Endogenous Networks Downloads
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2023: Measuring non-exchangeable tail dependence using tail copulas Downloads
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2023: Evolutionarily Stable (Mis)specifications: Theory and Applications Downloads
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2023: Further results on the estimation of dynamic panel logit models with fixed effects Downloads
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2023: A Novel Approach to Predictive Accuracy Testing in Nested Environments Downloads
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2023: COVID-19 and Digital Resilience: Evidence from Uber Eats Downloads
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2023: Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility Downloads
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2023: Local Lipschitz Bounds of Deep Neural Networks Downloads
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2023: Normal Approximation in Large Network Models Downloads
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2023: The Cost of Information: The Case of Constant Marginal Costs Downloads
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2023: Optimal Investment in a Dual Risk Model Downloads
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2023: A State-Dependent Dual Risk Model Downloads
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2023: Invoice discounting using kelly criterion by automated market makers-like implementations Downloads
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2023: Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions Downloads
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2023: View fusion vis-\`a-vis a Bayesian interpretation of Black-Litterman for portfolio allocation Downloads
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2023: Utility-based indifference pricing of pure endowments in a Markov-modulated market model Downloads
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2023: Quantum Boltzmann Machines: Applications in Quantitative Finance Downloads
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2023: Wavelet Analysis for Time Series Financial Signals via Element Analysis Downloads
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2023: Joint calibration to SPX and VIX options with signature-based models Downloads
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2023: A Note on the Estimation of Job Amenities and Labor Productivity Downloads
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2023: Recovering utility Downloads
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2023: The effect of primary school education on preventive behaviours during COVID-19 in Japan Downloads
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2023: Customer Momentum Downloads
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2023: Contextualizing Emerging Trends in Financial News Articles Downloads
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2023: Measuring Regulatory Barriers Using Annual Reports of Firms Downloads
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2023: New developments in econophysics: Option pricing formulas Downloads
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2023: The Probability Conflation: A Reply Downloads
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2023: Early life exposure to measles and later-life outcomes: Evidence from the introduction of a vaccine Downloads
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2023: Aggregating heavy-tailed random vectors: from finite sums to L\'evy processes Downloads
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2023: Research on the Impact of Innovative City and Smart City Construction on Digital Economy: Evidence from China Downloads
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2023: Leveraging Vision-Language Models for Granular Market Change Prediction Downloads
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2023: Sequential Graph Attention Learning for Predicting Dynamic Stock Trends (Student Abstract) Downloads
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2023: Bitcoin Does Not Hedge Inflation Downloads
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2023: Macroeconomic forecasting and sovereign risk assessment using deep learning techniques Downloads
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Beatrice Foroni, Luca Merlo and Lea Petrella
2023: Processes analogous to ecological interactions and dispersal shape the dynamics of economic activities Downloads
Victor Boussange, Didier Sornette, Heike Lischke and Lo\"ic Pellissier
2023: Approximations of multi-period liability values by simple formulas Downloads
Nils Engler and Filip Lindskog
2023: Composite distributions in the social sciences: A comparative empirical study of firms' sales distribution for France, Germany, Italy, Japan, South Korea, and Spain Downloads
Arturo Ramos, Till Massing, Atushi Ishikawa, Shouji Fujimoto and Takayuki Mizuno
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Pierre Lavigne and Peter Tankov
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2023: About constant-product automated market makers Downloads
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2023: Optimal Transport for Counterfactual Estimation: A Method for Causal Inference Downloads
Arthur Charpentier, Emmanuel Flachaire and Ewen Gallic
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Marco Duarte, Lorenzo Magnolfi, Mikkel S{\o}lvsten and Christopher Sullivan
2023: Statistical inference for the logarithmic spatial heteroskedasticity model with exogenous variables Downloads
Bing Su, Fukang Zhu and Ke Zhu
2023: Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models Downloads
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2023: Sensitivities of Asian options in the Black-Scholes model Downloads
Dan Pirjol and Lingjiong Zhu
2023: A delayed dual risk model Downloads
Lingjiong Zhu
2023: When it counts -- Econometric identification of the basic factor model based on GLT structures Downloads
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2023: Doubly-Robust Inference for Conditional Average Treatment Effects with High-Dimensional Controls Downloads
Adam Baybutt and Manu Navjeevan
2023: Efficiency in Collective Decision-Making via Quadratic Transfers Downloads
Jon Eguia, Nicole Immorlica, Steven P. Lalley, Katrina Ligett, Glen Weyl and Dimitrios Xefteris
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Joshua Becker
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Jean-Jacques Forneron
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Philipp Grohs, Fabian Hornung, Arnulf Jentzen and Philippe von Wurstemberger
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Leopoldo Catania
2023: Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances Downloads
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