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2022: A partial stochastic equilibrium model and its limiting behaviour Downloads
Alessandro Prosperi
2022: Maximum Likelihood Estimation for a Markov-Modulated Jump-Diffusion Model Downloads
Laura Eslava, Fernando Baltazar-Larios and Bor Reynoso
2022: Metaheuristic Approach to Solve Portfolio Selection Problem Downloads
Taylan Kabbani
2022: Trust and Time Preference: Measuring a Causal Effect in a Random-Assignment Experiment Downloads
Linas Nasvytis
2022: Accelerated Computations of Sensitivities for xVA Downloads
Griselda Deelstra, Lech A. Grzelak and Felix Wolf
2022: Pathwise CVA Regressions With Oversimulated Defaults Downloads
Lokman Abbas-Turki, St\'ephane Cr\'epey and Bouazza Saadeddine
2022: Crowdfunding as Entrepreneurial Investment: The Role of Local Knowledge Spillover Downloads
Filippo Marchesani and Francesca Masciarelli
2022: Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models Downloads
Boyuan Zhang
2022: Security Issuance, Institutional Investors and Quid Pro Quo: Insights from SPACs Downloads
Gaurab Aryal, Zhaohui Chen, Yuchi Yao and Chris Yung
2022: Predicting China's CPI by Scanner Big Data Downloads
Zhenkun Zhou, Zikun Song and Tao Ren
2022: Wind power decreases the need for storage in an interconnected 100% renewable European power sector Downloads
Alexander Roth and Wolf-Peter Schill
2022: Score-based calibration testing for multivariate forecast distributions Downloads
Malte Kn\"uppel, Fabian Kr\"uger and Marc-Oliver Pohle
2022: Double Robust Bayesian Inference on Average Treatment Effects Downloads
Christoph Breunig, Ruixuan Liu and Zhengfei Yu
2022: Unified Container Shipping Industry Data From 1966: Freight Rate, Shipping Quantity, Newbuilding, Secondhand, and Scrap Price Downloads
Takuma Matsuda and Suguru Otani
2022: Repeat Voting: Two-Vote May Lead More People To Vote Downloads
Sergiu Hart
2022: Mechanism of information transmission from a spot rate market to crypto-asset markets Downloads
Takeshi Yoshihara and Taisei Kaizoji
2022: Estimation of Systemic Shortfall Risk Measure using Stochastic Algorithms Downloads
Sarah Kaakai, Anis Matoussi and Achraf Tamtalini
2022: Business-cycles and Cash-on-Market: Pre-money Startup Valuation in the Macroeconomic Environment Downloads
Max Berre and Benjamin Le Pendeven
2022: Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications Downloads
Matteo Iacopini, Francesco Ravazzolo and Luca Rossini
2022: Text Representation Enrichment Utilizing Graph based Approaches: Stock Market Technical Analysis Case Study Downloads
Sara Salamat, Nima Tavassoli, Behnam Sabeti and Reza Fahmi
2022: Robustness of Hilbert space-valued stochastic volatility models Downloads
Fred Espen Benth and Heidar Eyjolfsson
2022: Optimizing Stock Option Forecasting with the Assembly of Machine Learning Models and Improved Trading Strategies Downloads
Zheng Cao, Raymond Guo, Wenyu Du, Jiayi Gao and Kirill V. Golubnichiy
2022: Ergodic robust maximization of asymptotic growth under stochastic volatility Downloads
David Itkin, Benedikt Koch, Martin Larsson and Josef Teichmann
2022: Dynamic Equilibrium with Insider Information and General Uninformed Agent Utility Downloads
Jerome Detemple and Scott Robertson
2022: A model-free approach to continuous-time finance Downloads
Henry Chiu and Rama Cont
2022: How to Prepare for the Next Pandemic -- Investigation of Correlation Between Food Prices and COVID-19 From Global and Local Perspectives Downloads
Y. Zhao, C. Huang and J. Luo
2022: Uncovering the Dynamics of the Wealth Distribution Downloads
Thomas Blanchet
2022: Endogenous Network Valuation Adjustment and the Systemic Term Structure in a Dynamic Interbank Model Downloads
Zachary Feinstein and Andreas Sojmark
2022: On the Emergence of Cooperation in the Repeated Prisoner's Dilemma Downloads
Maximilian Schaefer
2022: ETF construction on CRIX Downloads
Konstantin H\"ausler
2022: Synthetic Principal Component Design: Fast Covariate Balancing with Synthetic Controls Downloads
Yiping Lu, Jiajin Li, Lexing Ying and Jose Blanchet
2022: Distributionally Robust Optimal Allocation with Costly Verification Downloads
Halil \.Ibrahim Bayrak, \c{C}a\u{g}{\i}l Ko\c{c}yi\u{g}it, Daniel Kuhn and Mustafa \c{C}elebi P{\i}nar
2022: A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications Downloads
Yu Zhao and Huaming Du
2022: Back to the Surplus: An Unorthodox Neoclassical Model of Growth, Distribution and Unemployment with Technical Change Downloads
Juan E. Jacobo
2022: QLAMMP: A Q-Learning Agent for Optimizing Fees on Automated Market Making Protocols Downloads
Dev Churiwala and Bhaskar Krishnamachari
2022: Inference in Cluster Randomized Trials with Matched Pairs Downloads
Yuehao Bai, Jizhou Liu, Azeem M. Shaikh and Max Tabord-Meehan
2022: Extreme Changes in Changes Downloads
Yuya Sasaki and Yulong Wang
2022: Parameter Estimation of the Heston Volatility Model with Jumps in the Asset Prices Downloads
Jaros{\l}aw Gruszka and Janusz Szwabi\'nski
2022: Who is Gambling? Finding Cryptocurrency Gamblers Using Multi-modal Retrieval Methods Downloads
Zhengjie Huang, Zhenguang Liu, Jianhai Chen, Qinming He, Shuang Wu, Lei Zhu and Meng Wang
2022: Familiarity Facilitates Adoption: Evidence from Electric Vehicles Downloads
Jonathan Libgober and Ruozi Song
2022: On Efficient and Accurate Calibration to FX Market Skew by a Fully Parameterized Local Volatility Model Downloads
Dongli Wu, Bufan Zhang and Xiao Lin
2022: Machine Learning Algorithms for Time Series Analysis and Forecasting Downloads
Rameshwar Garg, Shriya Barpanda, Girish Rao Salanke N S and Ramya S
2022: A Design-Based Approach to Spatial Correlation Downloads
Ruonan Xu and Jeffrey M. Wooldridge
2022: A Rigorous Proof of the Index Theorem for Economists Downloads
Yuhki Hosoya
2022: Strategyproof Decision-Making in Panel Data Settings and Beyond Downloads
Keegan Harris, Anish Agarwal, Chara Podimata and Zhiwei Steven Wu
2022: The Economics of Recommender Systems: Evidence from a Field Experiment on MovieLens Downloads
Guy Aridor, Duarte Goncalves, Daniel Kluver, Ruoyan Kong and Joseph Konstan
2022: On a Moving Average with Internal Degrees of Freedom Downloads
Linda Boudjemila, Alexander Bobyl, Vadim Davydov and Vladislav Malyshkin
2022: Confidence Interval Construction for Multivariate time series using Long Short Term Memory Network Downloads
Aryan Bhambu and Arabin Kumar Dey
2022: Zero-Sum Stochastic Stackelberg Games Downloads
Denizalp Goktas, Jiayi Zhao and Amy Greenwald
2022: Spectral estimation for mixed causal-noncausal autoregressive models Downloads
Alain Hecq and Daniel Velasquez-Gaviria
2022: The Short-Term Predictability of Returns in Order Book Markets: a Deep Learning Perspective Downloads
Lorenzo Lucchese, Mikko Pakkanen and Almut Veraart
2022: Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications Downloads
Marko Mlikota
2022: Efficient Communication in Organizations Downloads
Federico Vaccari
2022: Strategyproofness and Proportionality in Party-Approval Multiwinner Elections Downloads
Th\'eo Delemazure, Tom Demeulemeester, Manuel Eberl, Jonas Israel and Patrick Lederer
2022: The Correlation: minimum wage - unemployment in the conditions of transition to digital economy Downloads
Shteryo Nozharov and Petya Koralova-Nozharova
2022: Investor base and idiosyncratic volatility of cryptocurrencies Downloads
Amin Izadyar and Shiva Zamani
2022: Interpreting Instrumental Variable Estimands with Unobserved Treatment Heterogeneity: The Effects of College Education Downloads
Clint Harris
2022: Motif-aware temporal GCN for fraud detection in signed cryptocurrency trust networks Downloads
Chong Mo, Song Li, Geoffrey K. F. Tso, Jiandong Zhou, Yiyan Qi and Mingjie Zhu
2022: On the Empirical Association between Trade Network Complexity and Global Gross Domestic Product Downloads
Mayank Kejriwal and Yuesheng Luo
2022: Necessity of Rational Asset Price Bubbles in Two-Sector Growth Economies Downloads
Tomohiro Hirano, Ryo Jinnai and Alexis Akira Toda
2022: Simulation-based Forecasting for Intraday Power Markets: Modelling Fundamental Drivers for Location, Shape and Scale of the Price Distribution Downloads
Simon Hirsch and Florian Ziel
2022: The Impact of US Medical Product Regulatory Complexity on Innovation: Preliminary Evidence of Interdependence, Early Acceleration, and Subsequent Inversion Downloads
Iraj Daizadeh
2022: A new encoding of implied volatility surfaces for their synthetic generation Downloads
Zheng Gong, Wojciech Frys, Renzo Tiranti, Carmine Ventre, John O'Hara and Yingbo Bai
2022: Revenue Comparisons of Auctions with Ambiguity Averse Sellers Downloads
Sosung Baik and Sung-Ha Hwang
2022: Vanna-Volga pricing for single and double barrier FX options Downloads
J. Mart\'in Ovejero
2022: Spatial-temporal dynamics of employment shocks in declining coal mining regions and potentialities of the 'just transition' Downloads
Ebba Mark, Ryan Rafaty and Moritz Schwarz
2022: The impact of moving expenses on social segregation: a simulation with RL and ABM Downloads
Xinyu Li
2022: Macroeconomic Effects of Active Labour Market Policies: A Novel Instrumental Variables Approach Downloads
Ulrike Unterhofer and Conny Wunsch
2022: Formation of Optimal Interbank Lending Networks under Liquidity Shocks Downloads
Daniel E. Rigobon and Ronnie Sircar
2022: An Intraday GARCH Model for Discrete Price Changes and Irregularly Spaced Observations Downloads
Vladim\'ir Hol\'y
2022: Peer Effects in Active Labour Market Policies Downloads
Ulrike Unterhofer
2022: Early Warning Signals for Cryptocurrency Market States Downloads
Vishwas Kukreti
2022: Optimal Reinsurance-Investment Strategy for a Monotone Mean-Variance Insurer in the Cram\'er-Lundberg Model Downloads
Yuchen Li, Zongxia Liang and Shunzhi Pang
2022: Asymptotic Properties of the Synthetic Control Method Downloads
Xiaomeng Zhang, Wendun Wang and Xinyu Zhang
2022: Financing Urban Infrastructure through Land Leasing: Evidence from Bahir Dar City, Ethiopia Downloads
Wudu Muluneh and Tadesse Amsalu
2022: Contextual Bandits in a Survey Experiment on Charitable Giving: Within-Experiment Outcomes versus Policy Learning Downloads
Susan Athey, Undral Byambadalai, Vitor Hadad, Sanath Kumar Krishnamurthy, Weiwen Leung and Joseph Jay Williams
2022: Birth Order and Son Preference to Determine the Children of Shandong Province So Tall Downloads
Zhu Xiaoxu, Fan Kecai, He Hai and Zhang Ziyu
2022: A Misuse of Specification Tests Downloads
Naoya Sueishi
2022: Robust Faber--Schauder approximation based on discrete observations of an antiderivative Downloads
Xiyue Han and Alexander Schied
2022: Structural Modelling of Dynamic Networks and Identifying Maximum Likelihood Downloads
Christian Gourieroux and Joann Jasiak
2022: Deep learning and American options via free boundary framework Downloads
Chinonso Nwankwo, Nneka Umeorah, Tony Ware and Weizhong Dai
2022: Deep Signature Algorithm for Path-Dependent American option pricing Downloads
Erhan Bayraktar, Qi Feng and Zhaoyu Zhang
2022: DSLOB: A Synthetic Limit Order Book Dataset for Benchmarking Forecasting Algorithms under Distributional Shift Downloads
Defu Cao, Yousef El-Laham, Loc Trinh, Svitlana Vyetrenko and Yan Liu
2022: Influence of Economic Decoupling in assessing carbon budget quotas for the European Union Downloads
Ilaria Perissi and Aled Jones
2022: Revealing Robust Oil and Gas Company Macro-Strategies using Deep Multi-Agent Reinforcement Learning Downloads
Dylan Radovic, Lucas Kruitwagen, Christian Schroeder de Witt, Ben Caldecott, Shane Tomlinson and Mark Workman
2022: Differentiability of solutions to path-dependent stochastic differential equations and its applications to option pricing theory Downloads
Kiseop Lee, Seongje Lim and Hyungbin Park
2022: Borrowing Constraints in Emerging Markets Downloads
Santiago Camara and Maximo Sangiacomo
2022: Optimal performance of a tontine overlay subject to withdrawal constraints Downloads
Peter A. Forsyth, Kenneth R. Vetzal and G. Westmacott
2022: A nation-wide experiment: fuel tax cuts and almost free public transport for three months in Germany -- Report 5 Insights into four months of mobility tracking Downloads
Lennart Adenaw, David Ziegler, Nico Nachtigall, Felix Gotzler, Allister Loder, Markus B. Siewert, Markus Lienkamp and Klaus Bogenberger
2022: $\alpha$-Rank-Collections: Analyzing Expected Strategic Behavior with Uncertain Utilities Downloads
Fabian R. Pieroth and Martin Bichler
2022: Fractional integration and cointegration Downloads
Javier Hualde and Morten Nielsen
2022: On the Bachelier implied volatility at extreme strikes Downloads
Fabien Le Floc'h
2022: The Texas Shootout under Uncertainty Downloads
Gerrit Bauch and Frank Riedel
2022: Effective and scalable programs to facilitate labor market transitions for women in technology Downloads
Susan Athey and Emil Palikot
2022: Cointegration with Occasionally Binding Constraints Downloads
James A. Duffy, Sophocles Mavroeidis and Sam Wycherley
2022: Personal Privacy Protection Problems in the Digital Age Downloads
Zhiheng Yi and Xiaoli Chen
2022: On the Role of the Zero Conditional Mean Assumption for Causal Inference in Linear Models Downloads
Federico Crudu, Michael C. Knaus, Giovanni Mellace and Joeri Smits
2022: Achieving Social Optimality for Energy Communities via Dynamic NEM Pricing Downloads
Ahmed S. Alahmed and Lang Tong
2022: Russian Agricultural Industry under Sanction Wars Downloads
Alexandra Lukyanova and Ayaz Zeynalov
2022: On the Convergence of Credit Risk in Current Consumer Automobile Loans Downloads
Jackson P. Lautier, Vladimir Pozdnyakov and Jun Yan
2022: Estimating Dynamic Spillover Effects along Multiple Networks in a Linear Panel Model Downloads
Clemens Possnig, Andreea Rot\u{a}rescu and Kyungchul Song
2022: Efficient implementation of portfolio strategies involving cryptocurrencies and VIX INDEX and Gold Downloads
Jiahao Cui, Qiushi Li and Yuezhi Pen
2022: The impact of access to credit on energy efficiency Downloads
Jun Zhou, Zhichao Yin and Pengpeng Yue
2022: Market risk assessment: A multi-asset, agent-based approach applied to the 0VIX lending protocol Downloads
Amit Chaudhary and Daniele Pinna
2022: Causal Bandits: Online Decision-Making in Endogenous Settings Downloads
Jingwen Zhang, Yifang Chen and Amandeep Singh
2022: Composite Consensus-Building Process: Permissible Meeting Analysis and Compromise Choice Exploration Downloads
Yasuhiro Asa, Takeshi Kato and Ryuji Mine
2022: Weighting Experts with Inaccurate Judges Downloads
Ben Abramowitz and Nicholas Mattei
2022: Using multimodal learning and deep generative models for corporate bankruptcy prediction Downloads
Rogelio A. Mancisidor
2022: Robust estimation for Threshold Autoregressive Moving-Average models Downloads
Greta Goracci, Davide Ferrari, Simone Giannerini and Francesco Ravazzolo
2022: Relevance of financial development and fiscal stability in dealing with disasters in Emerging Economies Downloads
Valeria Terrones and Richard Tol
2022: HGV4Risk: Hierarchical Global View-guided Sequence Representation Learning for Risk Prediction Downloads
Youru Li, Zhenfeng Zhu, Xiaobo Guo, Shaoshuai Li, Yuchen Yang and Yao Zhao
2022: Identification and Auto-debiased Machine Learning for Outcome Conditioned Average Structural Derivatives Downloads
Zequn Jin, Lihua Lin and Zhengyu Zhang
2022: Unconfoundedness with Network Interference Downloads
Michael P. Leung and Pantelis Loupos
2022: Exploratory Control with Tsallis Entropy for Latent Factor Models Downloads
Ryan Donnelly and Sebastian Jaimungal
2022: Credit Default Swaps and the mixed-fractional CEV model Downloads
Axel A. Araneda
2022: Type I Tobit Bayesian Additive Regression Trees for Censored Outcome Regression Downloads
Eoghan O'Neill
2022: Optimal investment with insider information using Skorokhod & Russo-Vallois integration Downloads
Mauricio Elizalde, Carlos Escudero and Tomoyuki Ichiba
2022: Collective models and the marriage market Downloads
Simon Weber
2022: Model of spatial competition on discrete markets Downloads
Andrea Civilini and Vito Latora
2022: Efficient Integration of Multi-Order Dynamics and Internal Dynamics in Stock Movement Prediction Downloads
Thanh Trung Huynh, Minh Hieu Nguyen, Thanh Tam Nguyen, Phi Le Nguyen, Matthias Weidlich, Quoc Viet Hung Nguyen and Karl Aberer
2022: FinBERT-LSTM: Deep Learning based stock price prediction using News Sentiment Analysis Downloads
Shayan Halder
2022: Optimal Pricing Schemes in the Presence of Social Learning and Costly Reporting Downloads
Kaiwei Zhang and Xi Weng
2022: Stochastic Algorithms for Advanced Risk Budgeting Downloads
Adil Rengim Cetingoz, Jean-David Fermanian and Olivier Gu\'eant
2022: Dollar-Yuan Battle in the World Trade Network Downloads
C\'elestin Coquid\'e, Jos\'e Lages and Dima L. Shepelyansky
2022: Designing Efficient Pair-Trading Strategies Using Cointegration for the Indian Stock Market Downloads
Jaydip Sen
2022: Elementary Bitcoin economics: from production and transaction demand to values Downloads
Misha Perepelitsa
2022: Firm-worker hypergraphs Downloads
Chao Huang
2022: Bayesian Analysis of Linear Contracts Downloads
Tal Alon, Paul D\"utting, Yingkai Li and Inbal Talgam-Cohen
2022: Efficiency, durability and ordinality in 2-person bargaining with incomplete information Downloads
Eric van Damme and Xu Lang
2022: Generalized Difference-in-differences Models: Robust Bounds Downloads
Kyunghoon Ban and D\'esir\'e K\'edagni
2022: Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending Downloads
Jan Ditzen, Yiannis Karavias and Joakim Westerlund
2022: A Credibility Index Approach for Effective a Posteriori Ratemaking with Large Insurance Portfolios Downloads
Sebastian Calcetero Vanegas, Andrei L. Badescu and X. Sheldon Lin
2022: The Stackelberg Game: responses to regular strategies Downloads
Thomas Byrne
2022: A Multimodal Embedding-Based Approach to Industry Classification in Financial Markets Downloads
Rian Dolphin, Barry Smyth and Ruihai Dong
2022: A Residuals-Based Nonparametric Variance Ratio Test for Cointegration Downloads
Karsten Reichold
2022: Testing the free-rider hypothesis in climate policy Downloads
Robert C. Schmidt, Moritz Drupp, Frikk Nesje and Hendrik Hoegen
2022: Gambling on Momentum Downloads
Marius \"Otting, Christian Deutscher, Carl Singleton and Luca De Angelis
2022: Are Front-running HFTs Harmful? Downloads
Ziyi Xu and Xue Cheng
2022: Separating Times for One-Dimensional Diffusions Downloads
David Criens and Mikhail Urusov
2022: The $\kappa$-core and the $\kappa$-balancedness of TU games Downloads
David Bartl and Mikl\'os Pint\'er
2022: Optimal stopping of Gauss-Markov bridges Downloads
Abel Azze, Bernardo D'Auria and Eduardo Garc\'ia-Portugu\'es
2022: The Sample Complexity of Online Contract Design Downloads
Banghua Zhu, Stephen Bates, Zhuoran Yang, Yixin Wang, Jiantao Jiao and Michael I. Jordan
2022: Regional Disparities and Economic Growth in Ukraine Downloads
Khrystyna Huk and Ayaz Zeynalov
2022: Nash implementation by stochastic mechanisms: a simple full characterization Downloads
Siyang Xiong
2022: Variance of entropy for testing time-varying regimes with an application to meme stocks Downloads
Andrey Shternshis and Piero Mazzarisi
2022: Relative growth rate optimization under behavioral criterion Downloads
Jing Peng, Pengyu Wei and Zuo Quan Xu
2022: Optimal investment and consumption under logarithmic utility and uncertainty model Downloads
Wahid Faidi
2022: Optimal growth strategies for a representative agent in a continuous-time asset market Downloads
Mikhail Zhitlukhin
2022: Optimal consumption-investment with coupled constraints on consumption and investment strategies in a regime switching market with random coefficients Downloads
Ying Hu, Xiaomin Shi and Zuo Quan Xu
2022: Randomization of Short-Rate Models, Analytic Pricing and Flexibility in Controlling Implied Volatilities Downloads
Lech A. Grzelak
2022: Macroeconomic performance of oil price shocks in Russia Downloads
Ayaz Zeynalov and Kristina Tiron
2022: The Golden City on the Edge: Economic Geography and Jihad over Centuries Downloads
Masahiro Kubo and Shunsuke Tsuda
2022: Building Resilience in Cybersecurity -- An Artificial Lab Approach Downloads
Kerstin Awiszus, Yannick Bell, Jan L\"uttringhaus, Gregor Svindland, Alexander Vo{\ss} and Stefan Weber
2022: Enhanced Bayesian Neural Networks for Macroeconomics and Finance Downloads
Niko Hauzenberger, Florian Huber, Karin Klieber and Massimiliano Marcellino
2022: Liquidity Costs, Idiosyncratic Volatility and Expected Stock Returns Downloads
M. Reza Bradrania, Maurice Peat and Stephen Satchell
2022: Conditional divergence risk measures Downloads
Giulio Principi and Fabio Maccheroni
2022: Learning to Price Supply Chain Contracts against a Learning Retailer Downloads
Xuejun Zhao, Ruihao Zhu and William B. Haskell
2022: Crises Do Not Cause Lower Short-Term Growth Downloads
Kaiwen Hou, David Hou, Yang Ouyang, Lulu Zhang and Aster Liu
2022: Profit Shifting Frictions and the Geography of Multinational Activity Downloads
Alessandro Ferrari, S\'ebastien Laffitte, Mathieu Parenti and Farid Toubal
2022: A deep solver for BSDEs with jumps Downloads
Alessandro Gnoatto, Marco Patacca and Athena Picarelli
2022: On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness Downloads
Francis Diebold and Kamil Yilmaz
2022: Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes Downloads
Abel Azze, Bernardo D'Auria and Eduardo Garc\'ia-Portugu\'es
2022: Robust Inference for Dynamic Panel Threshold Models Downloads
Woosik Gong and Myung Hwan Seo
2022: Digital Transformation of Nature Tourism Downloads
Raul Enrique Rodriguez Luna and Jose Luis Rosenstiehl Martinez
2022: The Optimal Size and Progressivity of Old-Age Social Security Downloads
Francisco Cabezon
2022: On Pricing of Discrete Asian and Lookback Options under the Heston Model Downloads
Leonardo Perotti and Lech A. Grzelak
2022: Dynamic Estimates Of The Arrow-Pratt Absolute And Relative Risk Aversion Coefficients Downloads
George Samartzis and Nikitas Pittis
2022: Shadow prices and optimal cost in economic applications Downloads
Nikolay Khabarov, Alexey Smirnov and Michael Obersteiner
2022: Coordination through ambiguous language Downloads
Michele Crescenzi
2022: Prospects and Challenges for Sustainable Tourism: Evidence from South Asian Countries Downloads
Janifar Alam, Quazi Nur Alam and Abu Kalam
2022: Strategies in deterministic totally-ordered-time games Downloads
Tomohiko Kawamori
2022: Optimal Scoring Rules for Multi-dimensional Effort Downloads
Jason D. Hartline, Liren Shan, Yingkai Li and Yifan Wu
2022: Institutional ownership and liquidity commonality: evidence from Australia Downloads
Reza Bradrania, Robert Elliott and Winston Wu
2022: Arbitrage from a Bayesian's Perspective Downloads
Ayan Bhattacharya
2022: Stressing Dynamic Loss Models Downloads
Emma Kroell, Silvana M. Pesenti and Sebastian Jaimungal
2022: Logistic forecasting of GDP competitiveness Downloads
Arnab K. Ray
2022: On Existence of alpha-Core Solutions for Games with Finite or Infinite Players Downloads
Qi-Qing Song and Min Guo
2022: FinRL-Meta: Market Environments and Benchmarks for Data-Driven Financial Reinforcement Learning Downloads
Xiao-Yang Liu, Ziyi Xia, Jingyang Rui, Jiechao Gao, Hongyang Yang, Ming Zhu, Christina Dan Wang, Zhaoran Wang and Jian Guo
2022: Projecting XRP price burst by correlation tensor spectra of transaction networks Downloads
Abhijit Chakraborty, Tetsuo Hatsuda and Yuichi Ikeda
2022: Efficient Convex PCA with applications to Wasserstein geodesic PCA and ranked data Downloads
Steven Campbell and Ting-Kam Leonard Wong
2022: Discovery through Trial Balloons Downloads
Eitan Sapiro-Gheiler
2022: The debt aversion survey module: An experimentally validated tool to measure individual debt aversion Downloads
David Albrecht and Thomas Meissner
2022: A weak MLMC scheme for L\'evy-copula-driven SDEs with applications to the pricing of credit, equity and interest rate derivatives Downloads
Aleksandar Mijatovi\'c and Romain Palfray
2022: Computing Economic Chaos Downloads
Richard H. Day and Oleg V. Pavlov
2022: Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments Downloads
Eric Gautier and Christiern Rose
2022: Boosted p-Values for High-Dimensional Vector Autoregression Downloads
Xiao Huang
2022: (Machine) Learning from the COVID-19 Lockdown about Electricity Market Performance with a Large Share of Renewables Downloads
Christoph Graf, Federico Quaglia and Frank A. Wolak
2022: Carbon Monitor Europe, near-real-time daily CO$_2$ emissions for 27 EU countries and the United Kingdom Downloads
Piyu Ke, Zhu Deng, Biqing Zhu, Bo Zheng, Yilong Wang, Olivier Boucher, Simon Ben Arous, Chuanlong Zhou, Xinyu Dou, Taochun Sun, Zhao Li, Feifan Yan, Duo Cui, Yifan Hu, Da Huo, Jean Pierre, Richard Engelen, Steven J. Davis, Philippe Ciais and Zhu Liu
2022: On Estimation and Inference of Large Approximate Dynamic Factor Models via the Principal Component Analysis Downloads
Matteo Barigozzi
2022: Are Synthetic Control Weights Balancing Score? Downloads
Harsh Parikh
2022: Estimating interaction effects with panel data Downloads
Chris Muris and Konstantin Wacker
2022: A Systematic Paradigm for Detecting, Surfacing, and Characterizing Heterogeneous Treatment Effects (HTE) Downloads
John Cai and Weinan Wang
2022: Stochastic Treatment Choice with Empirical Welfare Updating Downloads
Toru Kitagawa, Hugo Lopez and Jeff Rowley
2022: A New Test for Market Efficiency and Uncovered Interest Parity Downloads
Richard T. Baillie, Francis Diebold, George Kapetanios and Kun Ho Kim
2022: On The Equivalence Of The Mean Variance Criterion And Stochastic Dominance Criteria Downloads
George Samartzis and Nikitas Pittis
2022: What's in a Bill? A Model of Imperfect Moral Hazard in Healthcare Downloads
Alex Hoagland, David M. Anderson and Ed Zhu
2022: Deep Learning for Inflexible Multi-Asset Hedging of incomplete market Downloads
Ruochen Xiao, Qiaochu Feng and Ruxin Deng
2022: A Data-driven Case-based Reasoning in Bankruptcy Prediction Downloads
Wei Li, Wolfgang Karl H\"ardle and Stefan Lessmann
2022: Effects of syndication network on specialisation and performance of venture capital firms Downloads
Qing Yao, Shaodong Ma, Jing Liang, Kim Christensen, Wanru Jing and Ruiqi Li
2022: State-dependent Asset Allocation Using Neural Networks Downloads
Reza Bradrania and Davood Pirayesh Neghab
2022: Multifractality in time series is due to temporal correlations Downloads
Jaros{\l}aw Kwapie\'n, Pawel Blasiak, Stanis{\l}aw Dro\.zd\.z and Pawe{\l} O\'swi\k{e}cimka
2022: Cover It Up! Bipartite Graphs Uncover Identifiability in Sparse Factor Analysis Downloads
Darjus Hosszejni and Sylvia Fr\"uhwirth-Schnatter
2022: Robust utility maximisation under proportional transaction costs for c\`adl\`ag price processes Downloads
Christoph Czichowsky and Raphael Huwyler
2022: A novel approach to quantify volatility prediction Downloads
Suchetana Sadhukhan, Shiv Manjaree Gopaliya and Pushpdant Jain
2022: Distortion risk measures in random environments: construction and axiomatic characterization Downloads
Shuo Gong, Yijun Hu and Linxiao Wei
2022: Can maker-taker fees prevent algorithmic cooperation in market making? Downloads
Bingyan Han
2022: Optimal Liquidation with Signals: the General Propagator Case Downloads
Eduardo Abi Jaber and Eyal Neuman
2022: Integrating multiple sources of ordinal information in portfolio optimization Downloads
Eranda \c{C}ela, Stephan Hafner, Roland Mestel and Ulrich Pferschy
2022: Population and Technological Growth: Evidence from Roe v. Wade Downloads
John T. H. Wong, Matthias Hei Man and Alex Li Cheuk Hung
2022: Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data Downloads
Giovanni Ballarin, Petros Dellaportas, Lyudmila Grigoryeva, Marcel Hirt, Sophie van Huellen and Juan-Pablo Ortega
2022: Weak Identification in Low-Dimensional Factor Models with One or Two Factors Downloads
Gregory Cox
2022: Rating Triggers for Collateral-Inclusive XVA via Machine Learning and SDEs on Lie Groups Downloads
Kevin Kamm and Michelle Muniz
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Zo\"e Hitzig and Benjamin Niswonger
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Florian Bourgey, Stefano De Marco and Emmanuel Gobet
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Wanying Huang, Philipp Strack and Omer Tamuz
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Jonas Krampe and Luca Margaritella
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Matthieu Garcin and Maxime L. D. Nicolas
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Alexander Krei{\ss} and Christoph Rothe
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Steven Berry and Philip Haile
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Nils K\"orber, Maximilian R\"ohrig and Andreas Ulbig
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Walter W. Zhang and Sanjog Misra
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Andrew Lucas
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Gregory Gutin, Philip R. Neary and Anders Yeo
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Warut Suksompong and Nicholas Teh
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Vegard M. Nygaard, Bent E. S{\o}rensen and Fan Wang
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Ferdoos Alharbi and Tahir Choulli
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James B. Glattfelder and Anton Golub
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Zhuangwei Shi, Yang Hu, Guangliang Mo and Jian Wu
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Emmet Hall-Hoffarth
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Peter Hull, Michal Koles\'ar and Christopher Walters
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Agustín Bonifacio, Noelia Juarez, Pablo Neme and Jorge Oviedo
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Kun Zhang, Ben Mingbin Feng, Guangwu Liu and Shiyu Wang
2022: Application of Quantum Computers in Foreign Exchange Reserves Management Downloads
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David Hughes
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Ilaria Gianstefani, Luigi Longo and Massimo Riccaboni
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Furkan Sezer and Ceyhun Eksin
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Karim Amzile and Rajaa Amzile
2022: The Impact of Acquisitions on Inventors' Turnover in the Biotechnology Industry Downloads
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2022: The differences in SAPA Needs by Route, Traffic Volume and after COVID-19 Downloads
Katsunobu Okamoto, Takuji Takemoto, Yoshimi Kawamoto and Sachiyo Kamimura
2022: Submission to the Commission on Taxation and Welfare on introducing a site value tax Downloads
E\'oin Flaherty, Constantin Gurdgiev, Ronan Lyons, Emer \'O Siochr\'u and James Pike
2022: Will Chinese Twenty-four Solar Terms Affect Stock Return: Evidence from Shanghai Index of China Downloads
Zhou Tianbao, Li Xinghao and Zhao Junguang
2022: Standing Forest Coin (SFC) Downloads
Marcelo de A. Borges, Guido L. de S. Filho, Cicero Inacio da Silva, Anderson M. P. Barros, Raul V. B. J. Britto, Nivaldo M. de C. Junior and Daniel F. L. de Souza
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Jun Lu and Shao Yi
2022: Bounds for Bias-Adjusted Treatment Effect in Linear Econometric Models Downloads
Deepankar Basu
2022: Exabel's Factor Model Downloads
{\O}yvind Grotmol, Michael Scheuerer, Kjersti Aas and Martin Jullum
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2022: Favorit: farmers volatility risk treatment Downloads
Dadasaheb G. Godase, P. R. Sheshagiri Rao and Anil Gore
2022: School-age Vaccination, School Openings and Covid-19 diffusion Downloads
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Yunyun Wang, Tatsushi Oka and Dan Zhu
2022: The Impact of Geopolitical Conflicts on Trade, Growth, and Innovation Downloads
Carlos G\'oes and Eddy Bekkers
2022: Performance of long short-term memory artificial neural networks in nowcasting during the COVID-19 crisis Downloads
Daniel Hopp
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Christophe Bell\'ego, David Benatia and Louis Pape
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Bernhard Kasberger and Alexander Teytelboym
2022: GAM(L)A: An econometric model for interpretable Machine Learning Downloads
Emmanuel Flachaire, Gilles Hacheme, Sullivan Hu\'e and S\'ebastien Laurent
2022: Sparse Synthetic Controls Downloads
Jaume Vives-i-Bastida
2022: A General Framework for Impermanent Loss in Automated Market Makers Downloads
Neelesh Tiruviluamala, Alexander Port and Erik Lewis
2022: Vulnerability-CoVaR: Investigating the Crypto-market Downloads
Martin Waltz, Abhay Kumar Singh and Ostap Okhrin
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Yue He, Reiichiro Kawai, Yasutaka Shimizu and Kazutoshi Yamazaki
2022: Cournot duopoly games with isoelastic demands and diseconomies of scale Downloads
Xiaoliang Li
2022: Maintenance Problem of Insufficiently Financed Pension Funds -- A Stochastic Approach Downloads
Manuel Alberto M. Ferreira
2022: Weak error rates of numerical schemes for rough volatility Downloads
Paul Gassiat
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Fuzhou Gong and Ting Wang
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Dar\'io Blanco-Fern\'andez, Stephan Leitner and Alexandra Rausch
2022: Time Dependency, Data Flow, and Competitive Advantage Downloads
Ehsan Valavi, Joel Hestness, Marco Iansiti, Newsha Ardalani, Feng Zhu and Karim R. Lakhani
2022: Time and the Value of Data Downloads
Ehsan Valavi, Joel Hestness, Newsha Ardalani and Marco Iansiti
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Yanqin Fan, Marc Henry, Brendan Pass and Jorge A. Rivero
2022: The Digital Divide in Canada and the Role of LEO Satellites in Bridging the Gap Downloads
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2022: Convergence of Optimal Expected Utility for a Sequence of Discrete-Time Markets in Initially Enlarged Filtrations Downloads
Geoff Lindsell
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Fabien Le Floc'h
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Tobias Fissler and Hajo Holzmann
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Ishu Gupta, Tarun Kumar Madan, Sukhman Singh and Ashutosh Kumar Singh
2022: Quantum effects in an expanded Black-Scholes model Downloads
Anantya Bhatnagar and Dimitri D. Vvedensky
2022: Characteristics-driven returns in equilibrium Downloads
Guillaume Coqueret
2022: Gender differences of the effect of vaccination on perceptions of COVID-19 and mental health in Japan Downloads
Eiji Yamamura, Youki Kosaka, Yoshiro Tsutsui and Fumio Ohtake
2022: Effect of the COVID-19 vaccine on preventive behaviors: Evidence from Japan Downloads
Eiji Yamamura, Youki Koska, Yoshiro Tsutsui and Fumio Ohtake
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Igor Halperin
2022: Quantum Information Elicitation Downloads
Rafael Frongillo
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Marco Di Francesco and Kevin Kamm
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Milan Kumar Das, Anindya Goswami and Sharan Rajani
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Gurjeet Singh and Pankaj Nagar
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I Mart\'in-de-Santos
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Yiyang Zheng
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Hamdi Ra\"issi
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Jaehyuk Choi and Rong Chen
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Martin Cousineau, Vedat Verter, Susan A. Murphy and Joelle Pineau
2022: Risk-Neutral Market Simulation Downloads
Magnus Wiese and Phillip Murray
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Ion Santra
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Alex A. T. Rathke
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Davide Fiaschi and Cristina Tealdi
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Vladimir I. Danilov and Alexander V. Karzanov
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Mill\'an Guerra Beatriz Alejandra
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