Papers
From arXiv.org
Bibliographic data for series maintained by arXiv administrators (help@arxiv.org). Access Statistics for this working paper series.
Is something missing from the series or not right? See the RePEc data check for the archive and series.
- 2024: Decoding OTC Government Bond Market Liquidity: An ABM Model for Market Dynamics
- Alicia Vidler and Toby Walsh
- 2024: Enhancing Green Economy with Artificial Intelligence: Role of Energy Use and FDI in the United States
- Abdullah Al Abrar Chowdhury, Azizul Hakim Rafi, Adita Sultana and Abdulla All Noman
- 2024: NEAT Algorithm-based Stock Trading Strategy with Multiple Technical Indicators Resonance
- Li-Chun Huang
- 2024: Optimal Execution Strategies Incorporating Internal Liquidity Through Market Making
- Yusuke Morimoto
- 2024: Assets Forecasting with Feature Engineering and Transformation Methods for LightGBM
- Konstantinos-Leonidas Bisdoulis
- 2024: Societal Adaptation to AI Human-Labor Automation
- Yuval Rymon
- 2024: Agency-Driven Labor Theory: A Framework for Understanding Human Work in the AI Age
- Venkat Ram Reddy Ganuthula
- 2024: Panel Estimation of Taxable Income Elasticities with Heterogeneity and Endogenous Budget Sets
- Sören Blomquist, Anil Kumar and Whitney K. Newey
- 2024: The Limits of Tolerance
- Alan Miller
- 2024: Regression discontinuity aggregation, with an application to the union effects on inequality
- Kirill Borusyak and Matan Kolerman-Shemer
- 2024: Adventures in Demand Analysis Using AI
- Philipp Bach, Victor Chernozhukov, Sven Klaassen, Martin Spindler, Jan Teichert-Kluge and Suhas Vijaykumar
- 2024: How Well Did U.S. Rail and Intermodal Freight Respond to the COVID-19 Pandemic vs. the Great Recession?
- Max T. M. Ng, Joseph Schofer and Hani S. Mahmassani
- 2024: Community detection by simulated bifurcation
- Wei Li, Yi-Lun Du, Nan Su, Konrad Tywoniuk, Kyle Godbey and Horst St\"ocker
- 2024: European Defence Readiness: A Cold War 2.0 scenario analysis
- d'Artis Kancs
- 2024: Time Series Feature Redundancy Paradox: An Empirical Study Based on Mortgage Default Prediction
- Chengyue Huang and Yahe Yang
- 2024: Rough differential equations for volatility
- Ofelia Bonesini, Emilio Ferrucci, Ioannis Gasteratos and Antoine Jacquier
- 2024: Causal Hangover Effects
- Andreas Santucci and Eric Lax
- 2024: Incentive-Compatible Collusion-Resistance via Posted Prices
- Matheus V. X. Ferreira, Yotam Gafni and Max Resnick
- 2024: Strategic Learning and Trading in Broker-Mediated Markets
- Alif Aqsha, Fay\c{c}al Drissi and Leandro S\'anchez-Betancourt
- 2024: Econometric Analysis of Pandemic Disruption and Recovery Trajectory in the U.S. Rail Freight Industry
- Max T. M. Ng, Hani S. Mahmassani and Joseph L. Schofer
- 2024: Cool, But What About Oracles? An Oracle-Based Perspective on Blockchain Integration in the Accounting Field
- Giulio Caldarelli
- 2024: Integrating Natural Language Processing Techniques of Text Mining Into Financial System: Applications and Limitations
- Denisa Millo, Blerina Vika and Nevila Baci
- 2024: Automated Demand Forecasting in small to medium-sized enterprises
- Thomas Gaertner, Christoph Lippert and Stefan Konigorski
- 2024: Consumption Periods in Advance Selling Auctions: Evidence from US Timber Market
- Shosuke Noguchi and Suguru Otani
- 2024: Machine and Deep Learning for Credit Scoring: A compliant approach
- Abdollah Rida
- 2024: Fitting Dynamically Misspecified Models: An Optimal Transportation Approach
- Jean-Jacques Forneron and Zhongjun Qu
- 2024: The impact of China's economic growth on poverty alleviation: From absolute to relative poverty
- Yixun Kang and Ying Li
- 2024: A Dynamic Spillover Effect Investigation on Cryptocurrency Market Before and After Pandemic
- Wenjie Lan
- 2024: Hidformer: Transformer-Style Neural Network in Stock Price Forecasting
- Kamil {\L}. Szyd{\l}owski and Jaros{\l}aw A. Chudziak
- 2024: Pivoting B2B platform business models: From platform experimentation to multi-platform integration to ecosystem envelopment
- Clara Filosa, Marin Jovanovic, Lara Agostini and Anna Nosella
- 2024: Measurement of coupling development level of new infrastructure investment and digital transformation and its temporal and spatial evolution trend
- Sanglin Zhao and Jikang Cao
- 2024: The Patterns of Digital Deception
- Gregory M. Dickinson
- 2024: Digital transformation: A systematic review and bibliometric analysis from the corporate finance perspective
- Ping Zhang and Yiru Wang
- 2024: Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models
- Frederik Krabbe
- 2024: Quantiles under ambiguity and risk sharing
- Peng Liu, Tiantian Mao and Ruodu Wang
- 2024: A Certain Notion of Strategy Freedom under Retail Competition in Claims Problems
- Kentar\^o Yamamoto
- 2024: Robust and Sparse Portfolio Selection: Quantitative Insights and Efficient Algorithms
- J. Chen, S. D. Ahipa\c{s}ao\u{g}lu, N. Zhang and Y. Yang
- 2024: Minimal Batch Adaptive Learning Policy Engine for Real-Time Mid-Price Forecasting in High-Frequency Trading
- Adamantios Ntakaris and Gbenga Ibikunle
- 2024: Sanctions and Venezuelan Migration
- Francisco Rodr\'iguez
- 2024: Sentiment trading with large language models
- Kemal Kirtac and Guido Germano
- 2024: Travelling wave solutions of an equation of Harry Dym type arising in the Black-Scholes framework
- Jorge P. Zubelli, Kuldeep Singh, Vinicius Albani and Ioannis Kourakis
- 2024: Market allocations under conflation of goods
- Niccol\`o Urbinat and Marco LiCalzi
- 2024: Using Ordinal Voting to Compare the Utilitarian Welfare of a Status Quo and A Proposed Policy: A Simple Nonparametric Analysis
- Charles F. Manski
- 2024: Market Basket Analysis Using Rule-Based Algorithms and Data Mining Techniques
- Marina Kholod and Nikita Mokrenko
- 2024: Streaming problems as (multi-issue) claims problems
- Gustavo Berganti\~nos and Juan Moreno-Ternero
- 2024: A mathematical framework for modelling CLMM dynamics in continuous time
- Shen-Ning Tung and Tai-Ho Wang
- 2024: Dynamic Mean-Variance Asset Allocation in General Incomplete Markets A Nonlocal BSDE-based Feedback Control Approach
- Qian Lei, Chi Seng Pun and Jingxiang Tang
- 2024: Calibrating the Subjective
- Mark Whitmeyer
- 2024: Generalized Mean Absolute Directional Loss as a Solution to Overfitting and High Transaction Costs in Machine Learning Models Used in High-Frequency Algorithmic Investment Strategies
- Jakub Micha\'nk\'ow, Pawe{\l} Sakowski and Robert Ślepaczuk
- 2024: ORAN Drives Higher Returns on Investments in Urban and Suburban Regions
- Priyanka Sharma, Edward J. Oughton and Aleksan Shanoyan
- 2024: The Value of AI-Generated Metadata for UGC Platforms: Evidence from a Large-scale Field Experiment
- Xinyi Zhang, Chenshuo Sun, Renyu Zhang and Khim-Yong Goh
- 2024: Leveraging Convolutional Neural Network-Transformer Synergy for Predictive Modeling in Risk-Based Applications
- Yuhan Wang, Zhen Xu, Yue Yao, Jinsong Liu and Jiating Lin
- 2024: Indices of quadratic programs over reproducing kernel Hilbert spaces for fun and profit
- Geoffrey Hutinet and J. E. Pascoe
- 2024: INVESTORBENCH: A Benchmark for Financial Decision-Making Tasks with LLM-based Agent
- Haohang Li, Yupeng Cao, Yangyang Yu, Shashidhar Reddy Javaji, Zhiyang Deng, Yueru He, Yuechen Jiang, Zining Zhu, Koduvayur Subbalakshmi, Guojun Xiong, Jimin Huang, Lingfei Qian, Xueqing Peng, Qianqian Xie and Jordan W. Suchow
- 2024: Profit Allocation in the We Media Value Chain: A Shapley Value-Based Approach
- Jianfei Xu, Rui Zhang and Junhui Fan
- 2024: Conditional Influence Functions
- Victor Chernozhukov, Whitney K. Newey and Vasilis Syrgkanis
- 2024: A physics-engineering-economic model coupling approach for estimating the socio-economic impacts of space weather scenarios
- Edward J. Oughton, Dennies K. Bor, Michael Wiltberger, Robert Weigel, C. Trevor Gaunt, Ridvan Dogan and Liling Huang
- 2024: Artificial Intelligence, Scientific Discovery, and Product Innovation
- Aidan Toner-Rodgers
- 2024: Emergent poverty traps and inequality at multiple levels impedes social mobility
- Charles Dupont and Debraj Roy
- 2024: Broker-Trader Partial Information Nash Equilibria
- Xuchen Wu and Sebastian Jaimungal
- 2024: A large non-Gaussian structural VAR with application to Monetary Policy
- Jan Pr\"user
- 2024: State spaces of multifactor approximations of nonnegative Volterra processes
- Eduardo Abi Jaber, Christian Bayer and Simon Breneis
- 2024: A Necessary and Sufficient Condition for Size Controllability of Heteroskedasticity Robust Test Statistics
- Benedikt M. P\"otscher and David Preinerstorfer
- 2024: Advanced Models for Hourly Marginal CO2 Emission Factor Estimation: A Synergy between Fundamental and Statistical Approaches
- Souhir Ben Amor, Smaranda Sgarciu, Taimyra BatzLineiro and Felix Muesgens
- 2024: Collaborative Optimization in Financial Data Mining Through Deep Learning and ResNeXt
- Pengbin Feng, Yankaiqi Li, Yijiashun Qi, Xiaojun Guo and Zhenghao Lin
- 2024: Multimodal Deep Reinforcement Learning for Portfolio Optimization
- Sumit Nawathe, Ravi Panguluri, James Zhang and Sashwat Venkatesh
- 2024: Gaussian and Bootstrap Approximation for Matching-based Average Treatment Effect Estimators
- Zhaoyang Shi, Chinmoy Bhattacharjee, Krishnakumar Balasubramanian and Wolfgang Polonik
- 2024: Competitive Facility Location with Market Expansion and Customer-centric Objective
- Cuong Le, Tien Mai, Ngan Ha Duong and Minh Hoang Ha
- 2024: The impact of Egypt's accession to the BRICS group on the foreign exchange crisis in Egypt
- Yasmeen Fekery Yaseen El Khodary, Mousa Gowfal Selmey Gowfal Selmey and Elsayed Farrag Elsaid Mohamed Elsayed
- 2024: A Limit Order Book Model for High Frequency Trading with Rough Volatility
- Yun Chen-Shue, Yukun Li and Jiongmin Yong
- 2024: Direct Inversion for the Squared Bessel Process and Applications
- Simon J. A. Malham, Anke Wiese and Yifan Xu
- 2024: Data-Driven Economic Agent-Based Models
- Marco Pangallo and R. Maria del Rio-Chanona
- 2024: Sharp Results for Hypothesis Testing with Risk-Sensitive Agents
- Flora C. Shi, Stephen Bates and Martin J. Wainwright
- 2024: Path-dependent Fractional Volterra Equations and the Microstructure of Rough Volatility Models driven by Poisson Random Measures
- Ulrich Horst, Wei Xu and Rouyi Zhang
- 2024: Algorithmic Contract Theory: A Survey
- Paul Duetting, Michal Feldman and Inbal Talgam-Cohen
- 2024: Optimizing Fintech Marketing: A Comparative Study of Logistic Regression and XGBoost
- Sahar Yarmohammadtoosky Dinesh Chowdary Attota
- 2024: (Mis)information diffusion and the financial market
- Tommaso Di Francesco and Daniel Torren Peraire
- 2024: Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study
- Yilie Huang, Yanwei Jia and Xun Yu Zhou
- 2024: Experimenting with Multi-modal Information to Predict Success of Indian IPOs
- Sohom Ghosh, Arnab Maji, N Harsha Vardhan and Sudip Kumar Naskar
- 2024: Unveiling the Role of Artificial Intelligence and Stock Market Growth in Achieving Carbon Neutrality in the United States: An ARDL Model Analysis
- Azizul Hakim Rafi, Abdullah Al Abrar Chowdhury, Adita Sultana and Abdulla All Noman
- 2024: Online High-Frequency Trading Stock Forecasting with Automated Feature Clustering and Radial Basis Function Neural Networks
- Adamantios Ntakaris and Gbenga Ibikunle
- 2024: Data-Driven Mechanism Design: Jointly Eliciting Preferences and Information
- Dirk Bergemann, Marek Bojko, Paul D\"utting, Renato Paes Leme, Haifeng Xu and Song Zuo
- 2024: Revisiting Global Income Convergence in the 21st Century
- Bipul Verma
- 2024: A Scenario-Based Assessment of the Long-Term Funding Adequacy of the German Nuclear Waste Fund KENFO
- Mahdi Awawda and Alexander Wimmers
- 2024: Multi-scale reconstruction of large supply networks
- Leonardo Niccol\`o Ialongo, Sylvain Bangma, Fabian Jansen and Diego Garlaschelli
- 2024: Differentially Private Federated Learning of Diffusion Models for Synthetic Tabular Data Generation
- Timur Sattarov, Marco Schreyer and Damian Borth
- 2024: Correct implied volatility shapes and reliable pricing in the rough Heston model
- Svetlana Boyarchenko and Sergei Levendorski\v{i}
- 2024: Universal approximation on non-geometric rough paths and applications to financial derivatives pricing
- Fabian A. Harang, Fred Espen Benth and Fride Straum
- 2024: Shifting the yield curve for fixed-income and derivatives portfolios
- Michele Leonardo Bianchi, Dario Ruzzi and Anatoli Segura
- 2024: Small-time central limit theorems for stochastic Volterra integral equations and their Markovian lifts
- Martin Friesen, Stefan Gerhold and Kristof Wiedermann
- 2024: Battery valuation on electricity intraday markets with liquidity costs
- Enzo Cogn\'eville, Thomas Deschatre and Xavier Warin
- 2024: Risk spillovers between the BRICS and the U.S. staple grain futures markets
- Ying-Hui Shao, Yan-Hong Yang and Wei-Xing Zhou
- 2024: On the Fairness of Additive Welfarist Rules
- Karen Frilya Celine, Warut Suksompong and Sheung Man Yuen
- 2024: Quantifying detection rates for dangerous capabilities: a theoretical model of dangerous capability evaluations
- Paolo Bova, Alessandro Di Stefano and The Anh Han
- 2024: Countries across the world use more land for golf courses than wind or solar energy
- Jann Weinand, Tristan Pelser, Max Kleinebrahm and Detlef Stolten
- 2024: Prudence and higher-order risk attitudes in the rank-dependent utility model
- Ruodu Wang and Qinyu Wu
- 2024: A Comparative Study of DSPy Teleprompter Algorithms for Aligning Large Language Models Evaluation Metrics to Human Evaluation
- Bhaskarjit Sarmah, Kriti Dutta, Anna Grigoryan, Sachin Tiwari, Stefano Pasquali and Dhagash Mehta
- 2024: Leveraging Generative Adversarial Networks for Addressing Data Imbalance in Financial Market Supervision
- Mohan Jiang, Yaxin Liang, Siyuan Han, Kunyuan Ma, Yuan Chen and Zhen Xu
- 2024: Option Pricing with a Compound CARMA(p,q)-Hawkes
- Lorenzo Mercuri, Andrea Perchiazzo and Edit Rroji
- 2024: Assessing the viability of non-light water reactor concepts for electricity and heat generation in decarbonized energy systems
- Alexander Wimmers, Fanny B\"ose and Leonard G\"oke
- 2024: From Nonequilibrium to Equilibrium: Insights from a Two-Population Occupation Model
- Jerome Garnier-Brun, Ruben Zakine and Michael Benzaquen
- 2024: Testing linearity of spatial interaction functions \`a la Ramsey
- Abhimanyu Gupta, Jungyoon Lee and Francesca Rossi
- 2024: Leveraging Time Series Categorization and Temporal Fusion Transformers to Improve Cryptocurrency Price Forecasting
- Arash Peik, Mohammad Ali Zare Chahooki, Amin Milani Fard and Mehdi Agha Sarram
- 2024: Good Controls Gone Bad: Difference-in-Differences with Covariates
- Sunny Karim and Matthew Webb
- 2024: On Monotone Persuasion
- Anton Kolotilin, Hongyi Li and Andriy Zapechelnyuk
- 2024: Refining and Robust Backtesting of A Century of Profitable Industry Trends
- Alessandro Massaad, Rene Moawad, Oumaima Nijad Fares and Sahaphon Vairungroj
- 2024: Multivariate Rough Volatility
- Ranieri Dugo, Giacomo Giorgio and Paolo Pigato
- 2024: Race Discrimination in Internet Advertising: Evidence From a Field Experiment
- Neil K. R. Sehgal and Dan Svirsky
- 2024: Uncertainty Quantification in Portfolio Temperature Alignment
- Hendrik Weichel, Aleksandr Zinovev, Heikki Haario and Martin Simon
- 2024: Application of the Kelly Criterion to Prediction Markets
- Bernhard K Meister
- 2024: A bibliometric analysis and scoping study to identify English-language perspectives on slums
- Katharina Henn, Michaela Lestakova, Kevin Logan, Jakob Hartig, Stefanos Georganos and John Friesen
- 2024: Comparative Statics of Trading Boundary in Finite Horizon Portfolio Selection with Proportional Transaction Costs
- Jintao Li and Shuaijie Qian
- 2024: An Analysis of the Relationship Between the Characteristics of Innovative Consumers and the Degree of Serious Leisure in User Innovation
- Taichi Abe and Yasunobu Morita
- 2024: Strictly monotone mean-variance preferences with dynamic portfolio management
- Yike Wang and Yusha Chen
- 2024: System and sub-system energy resilience during public safety power shutoffs (PSPS) in California -- An evidence-based argument
- Daniel Thompson, Gianluca Pescaroli and Maham Furqan
- 2024: Modeling coskewness with zero correlation and correlation with zero coskewness
- Carole Bernard, Jinghui Chen and Steven Vanduffel
- 2024: Productivity of Short Term Assets as a Signal of Future Stock Performance
- Veer Vohra, Devyani Vij, Jehil Mehta and Arman Ozcan
- 2024: Expressions of Market-Based Correlations Between Prices and Returns of Two Assets
- Victor Olkhov
- 2024: Dual Interpretation of Machine Learning Forecasts
- Philippe Goulet Coulombe, Maximilian Goebel and Karin Klieber
- 2024: Digital Transformation in Switzerland: The Current State and Expectations
- Johannes Lehmann and Michael Beckmann
- 2024: Digital technologies and performance incentives: Evidence from businesses in the Swiss economy
- Johannes Lehmann and Michael Beckmann
- 2024: Organizational culture and the usage of Industry 4.0 technologies: evidence from Swiss businesses
- Simon Alexander Wiese, Johannes Lehmann and Michael Beckmann
- 2024: Information, entropy and the paradox of choice: A theoretical framework for understanding choice satisfaction
- Mojtaba Madadi Asl, Kamal Hajian, Rouzbeh Torabi and Mehdi Sadeghi
- 2024: Raising Bidders' Awareness in Second-Price Auctions
- Ying Xue Li and Burkhard C. Schipper
- 2024: Market-Neutral Strategies in Mid-Cap Portfolio Management: A Data-Driven Approach to Long-Short Equity
- Saumya Kothari, Harsh Shah, Utkarsh Prajapati and Shrinjay Kaushik
- 2024: Hunting Tomorrow's Leaders: Using Machine Learning to Forecast S&P 500 Additions & Removal
- Vidhi Agrawal, Eesha Khalid, Tianyu Tan and Doris Xu
- 2024: Enhanced Momentum with Momentum Transformers
- Max Mason, Waasi A Jagirdar, David Huang and Rahul Murugan
- 2024: Obvious manipulations, consistency, and the uniform rule
- R. Pablo Arribillaga and Agustín Bonifacio
- 2024: Volatility-Volume Order Slicing via Statistical Analysis
- Ritwika Chattopadhyay, Abhishek Malichkar, Zhixuan Ren and Xinyue Zhang
- 2024: An Application of the Ornstein-Uhlenbeck Process to Pairs Trading
- Jirat Suchato, Sean Wiryadi, Danran Chen, Ava Zhao and Michael Yue
- 2024: AI-Enhanced Factor Analysis for Predicting S&P 500 Stock Dynamics
- Jiajun Gu, Zichen Yang, Xintong Lin, Sixun Chen and YuTing Lu
- 2024: Emergence of Power-Law and Other Wealth Distributions in Crowd of Heterogeneous Agents
- Jake J. Xia
- 2024: A multi-factor market-neutral investment strategy for New York Stock Exchange equities
- Georgios M. Gkolemis, Adwin Richie Lee and Amine Roudani
- 2024: The AI Black-Scholes: Finance-Informed Neural Network
- Amine M. Aboussalah, Xuanze Li, Cheng Chi and Raj Patel
- 2024: Stochastic Gradient Descent in the Optimal Control of Execution Costs
- Simeon Kolev
- 2024: How to Choose a Threshold for an Evaluation Metric for Large Language Models
- Bhaskarjit Sarmah, Mingshu Li, Jingrao Lyu, Sebastian Frank, Nathalia Castellanos, Stefano Pasquali and Dhagash Mehta
- 2024: Quantifying Inefficiency
- Yannai A. Gonczarowski and Ella Segev
- 2024: Weak Strategyproofness in Randomized Social Choice
- Felix Brandt and Patrick Lederer
- 2024: Multiplexing in Networks and Diffusion
- Arun G. Chandrasekhar, Vasu Chaudhary, Benjamin Golub and Matthew O. Jackson
- 2024: Multivariate Distributions in Non-Stationary Complex Systems II: Empirical Results for Correlated Stock Markets
- Anton J. Heckens, Efstratios Manolakis, Cedric Schuhmann and Thomas Guhr
- 2024: Multivariate Distributions in Non-Stationary Complex Systems I: Random Matrix Model and Formulae for Data Analysis
- Efstratios Manolakis, Anton J. Heckens and Thomas Guhr
- 2024: Transition dynamics of electricity asset-owning firms
- Anton Pichler
- 2024: Cost-aware Portfolios in a Large Universe of Assets
- Qingliang Fan, Marcelo C. Medeiros, Hanming Yang and Songshan Yang
- 2024: S&P 500 Trend Prediction
- Shasha Yu, Qinchen Zhang and Yuwei Zhao
- 2024: Stochastic optimal self-path-dependent control: A new type of variational inequality and its viscosity solution
- Mingxin Guo and Zuo Quan Xu
- 2024: Moderating the Mediation Bootstrap for Causal Inference
- Kees Jan van Garderen and Noud van Giersbergen
- 2024: VAR models with an index structure: A survey with new results
- Gianluca Cubadda
- 2024: Simulation of square-root processes made simple: applications to the Heston model
- Eduardo Abi Jaber
- 2024: Navigating through Economic Complexity: Phase Diagrams & Parameter Sloppiness
- Jean-Philippe Bouchaud
- 2024: Prediction-Enhanced Monte Carlo: A Machine Learning View on Control Variate
- Fengpei Li, Haoxian Chen, Jiahe Lin, Arkin Gupta, Xiaowei Tan, Gang Xu, Yuriy Nevmyvaka, Agostino Capponi and Henry Lam
- 2024: From Votes to Volatility Predicting the Stock Market on Election Day
- Igor L. R. Azevedo and Toyotaro Suzumura
- 2024: Treatment Evaluation at the Intensive and Extensive Margins
- Phillip Heiler, Asbj{\o}rn Kaufmann and Bezirgen Veliyev
- 2024: Paid with Models: Optimal Contract Design for Collaborative Machine Learning
- Bingchen Wang, Zhaoxuan Wu, Fusheng Liu and Bryan Kian Hsiang Low
- 2024: Optimal Strategy-proof Mechanisms on Single-crossing Domains
- Mridu Prabal Goswami
- 2024: PolyModel for Hedge Funds' Portfolio Construction Using Machine Learning
- Siqiao Zhao, Dan Wang and Raphael Douady
- 2024: Quantifying Educational Competition: A Game-Theoretic Model with Policy Implications
- Siyuan He
- 2024: Binary or nonbinary? An evolutionary learning approach to gender identity
- Hung Truong
- 2024: Auto-Regressive Control of Execution Costs
- Simeon Kolev
- 2024: SusGen-GPT: A Data-Centric LLM for Financial NLP and Sustainability Report Generation
- Qilong Wu, Xiaoneng Xiang, Hejia Huang, Xuan Wang, Yeo Wei Jie, Ranjan Satapathy, Ricardo Shirota Filho and Bharadwaj Veeravalli
- 2024: Classification of Financial Data Using Quantum Support Vector Machine
- Seemanta Bhattacharjee, MD. Muhtasim Fuad and A. K. M. Fakhrul Hossain
- 2024: FinGPT: Enhancing Sentiment-Based Stock Movement Prediction with Dissemination-Aware and Context-Enriched LLMs
- Yixuan Liang, Yuncong Liu, Boyu Zhang, Christina Dan Wang and Hongyang Yang
- 2024: Forecasting realized covariances using HAR-type models
- Matias Quiroz, Laleh Tafakori and Hans Manner
- 2024: Continuous-time optimal investment with portfolio constraints: a reinforcement learning approach
- Huy Chau, Duy Nguyen and Thai Nguyen
- 2024: On Prior Confidence and Belief Updating
- Kenneth Chan, Gary Charness, Chetan Dave and Jonathan Reddinger
- 2024: Do LLMs Act as Repositories of Causal Knowledge?
- Nick Huntington-Klein and Eleanor J. Murray
- 2024: Self-Exciting Random Evolutions (SEREs) and their Applications
- Anatoliy Swishchuk
- 2024: Strategically Acting on Information
- Xiaoming Wang
- 2024: Higher Order Transformers: Enhancing Stock Movement Prediction On Multimodal Time-Series Data
- Soroush Omranpour, Guillaume Rabusseau and Reihaneh Rabbany
- 2024: Is Polarization an Inevitable Outcome of Similarity-Based Content Recommendations? -- Mathematical Proofs and Computational Validation
- Minhyeok Lee
- 2024: Re-examining the social impact of silver monetization in the Ming Dynasty from the perspective of supply and demand
- Tianwei Chang
- 2024: Energetic closure of the spatially resolved global food system
- Maxwell Kaye, Graham K. MacDonald and Eric Galbraith
- 2024: Reciprocity in Interbank Markets
- Lutz Honvehlmann
- 2024: Integrative Analysis of Financial Market Sentiment Using CNN and GRU for Risk Prediction and Alert Systems
- You Wu, Mengfang Sun, Hongye Zheng, Jinxin Hu, Yingbin Liang and Zhenghao Lin
- 2024: Strategic Attribute Learning
- Jean-Michel Benkert, Ludmila Matyskova and Egor Starkov
- 2024: Financial Fine-tuning a Large Time Series Model
- Xinghong Fu, Masanori Hirano and Kentaro Imajo
- 2024: Replica del valor de un pool (CPM) y hedging de perdidas impermanentes
- Agust\'in Mu\~noz Gonz\'alez and Juan I. Sequeira y Ariel Dembling
- 2024: Geometric Deep Learning for Realized Covariance Matrix Forecasting
- Andrea Bucci, Michele Palma and Chao Zhang
- 2024: LLMs for Time Series: an Application for Single Stocks and Statistical Arbitrage
- Sebastien Valeyre and Sofiane Aboura
- 2024: Delving into Youth Perspectives on In-game Gambling-like Elements: A Proof-of-Concept Study Utilising Large Language Models for Analysing User-Generated Text Data
- Thomas Krause, Steffen Otterbach and Johannes Singer
- 2024: Does Low Spoilage Under Cold Conditions Foster Cultural Complexity During the Foraging Era? -- A Theoretical and Computational Inquiry
- Minhyeok Lee
- 2024: Learning to be Indifferent in Complex Decisions: A Coarse Payoff-Assessment Model
- Philippe Jehiel and Aviman Satpathy
- 2024: Robust mean-variance stochastic differential reinsurance and investment games under volatility risk and model uncertainty
- Guohui Guan, Zongxia Liang and Yi Xia
- 2024: Many-insurer robust games of reinsurance and investment under model uncertainty in incomplete markets
- Guohui Guan, Zongxia Liang and Yi Xia
- 2024: Isogeometric Analysis for the Pricing of Financial Derivatives with Nonlinear Models: Convertible Bonds and Options
- Rakhymzhan Kazbek, Yogi Erlangga, Yerlan Amanbek and Dongming Wei
- 2024: Emulating the Global Change Analysis Model with Deep Learning
- Andrew Holmes, Matt Jensen, Sarah Coffland, Hidemi Mitani Shen, Logan Sizemore, Seth Bassetti, Brenna Nieva, Claudia Tebaldi, Abigail Snyder and Brian Hutchinson
- 2024: Panel Stochastic Frontier Models with Latent Group Structures
- Kazuki Tomioka, Thomas T. Yang and Xibin Zhang
- 2024: High-dimensional covariance matrix estimators on simulated portfolios with complex structures
- Andr\'es Garc\'ia-Medina
- 2024: Efficient and Verified Continuous Double Auctions
- Mohit Garg and Suneel Sarswat
- 2024: Approximate Revenue from Finite Range Mechanisms
- Mridu Prabal Goswami
- 2024: Auto-Generating Earnings Report Analysis via a Financial-Augmented LLM
- Van-Duc Le
- 2024: The Economics of Equilibrium with Indivisible Goods
- Ravi Jagadeesan and Alexander Teytelboym
- 2024: A Joint Energy and Differentially-Private Smart Meter Data Market
- Saurab Chhachhi and Fei Teng
- 2024: Machine Learning the Macroeconomic Effects of Financial Shocks
- Niko Hauzenberger, Florian Huber, Karin Klieber and Massimiliano Marcellino
- 2024: A theory of passive market impact
- Youssef Ouazzani Chahdi, Mathieu Rosenbaum and Gr\'egoire Szymanski
- 2024: Moving to the suburbs? Exploring the potential impact of work-from-home on suburbanization in Poland
- Beata Wo\'zniak-J\k{e}chorek, S{\l}awomir Ku\'zmar and David Bole
- 2024: Inference after discretizing unobserved heterogeneity
- Jad Beyhum and Martin Mugnier
- 2024: IntraLayer: A Platform of Digital Finance Platforms
- Arman Abgaryan and Utkarsh Sharma
- 2024: Automatic Doubly Robust Forests
- Zhaomeng Chen, Junting Duan, Victor Chernozhukov and Vasilis Syrgkanis
- 2024: Network and timing effects in social learning
- Wade Hann-Caruthers, Minghao Pan and Omer Tamuz
- 2024: Generative AI Impact on Labor Market: Analyzing ChatGPT's Demand in Job Advertisements
- Mahdi Ahmadi, Neda Khosh Kheslat and Adebola Akintomide
- 2024: Stock Type Prediction Model Based on Hierarchical Graph Neural Network
- Jianhua Yao, Yuxin Dong, Jiajing Wang, Bingxing Wang, Hongye Zheng and Honglin Qin
- 2024: Innovative Sentiment Analysis and Prediction of Stock Price Using FinBERT, GPT-4 and Logistic Regression: A Data-Driven Approach
- Olamilekan Shobayo, Sidikat Adeyemi-Longe, Olusogo Popoola and Bayode Ogunleye
- 2024: Probabilistic Targeted Factor Analysis
- Miguel C. Herculano and Santiago Montoya-Bland\'on
- 2024: Systematic comparison of deep generative models applied to multivariate financial time series
- Howard Caulfield and James P. Gleeson
- 2024: Blotto on the Ballot: A Ballot Stuffing Blotto Game
- Harsh Shah, Jayakrishnan Nair, D Manjunath and Narayan Mandayam
- 2024: Tail Risk Alert Based on Conditional Autoregressive VaR by Regression Quantiles and Machine Learning Algorithms
- Zong Ke and Yuchen Yin
- 2024: Density forecast transformations
- Matteo Mogliani and Florens Odendahl
- 2024: The emergence of chaos in population game dynamics induced by comparisons
- Jakub Bielawski, {\L}ukasz Cholewa and Fryderyk Falniowski
- 2024: Estimating Spillover Effects in the Presence of Isolated Nodes
- Bora Kim
- 2024: Unveiling True Talent: The Soccer Factor Model for Skill Evaluation
- Alexandre Andorra and Maximilian G\"obel
- 2024: Multi-Factor Function-on-Function Regression of Bond Yields on WTI Commodity Futures Term Structure Dynamics
- Peilun He, Gareth W. Peters, Nino Kordzakhia and Pavel V. Shevchenko
- 2024: Bundle Choice Model with Endogenous Regressors: An Application to Soda Tax
- Tao Sun
- 2024: Convolution Mode Regression
- Eduardo Schirmer Finn and Eduardo Horta
- 2024: A Scoping Review of ChatGPT Research in Accounting and Finance
- Mengming Michael Dong, Theophanis C. Stratopoulos and Victor Xiaoqi Wang
- 2024: Undergraduate Course Allocation through Competitive Markets
- Daniel Kornbluth and Alexey Kushnir
- 2024: Property of Inverse Covariance Matrix-based Financial Adjacency Matrix for Detecting Local Groups
- Minseog Oh and Donggyu Kim
- 2024: Minimum Sliced Distance Estimation in a Class of Nonregular Econometric Models
- Yanqin Fan and Hyeonseok Park
- 2024: Measuring Consumer Sensitivity to Audio Advertising: A Long-Run Field Experiment on Pandora Internet Radio
- Ali Goli, Jason Huang, David Reiley and Nickolai M. Riabov
- 2024: Optimizing Returns from Experimentation Programs
- Timothy Sudijono, Simon Ejdemyr, Apoorva Lal and Martin Tingley
- 2024: AD-HOC: A C++ Expression Template package for high-order derivatives backpropagation
- Juan Lucas Rey
- 2024: Constructing Uncertainty Sets for Robust Risk Measures: A Composition of $\phi$-Divergences Approach to Combat Tail Uncertainty
- Guanyu Jin, Roger Laeven, Dick den Hertog and Aharon Ben-Tal
- 2024: AI and the law
- Henry Thompson
- 2024: Enhancing Fourier pricing with machine learning
- Gero Junike and Hauke Stier
- 2024: Follow the money: a startup-based measure of AI exposure across occupations, industries and regions
- Enrico Maria Fenoaltea, Dario Mazzilli, Aurelio Patelli, Angelica Sbardella, Andrea Tacchella, Andrea Zaccaria, Marco Trombetti and Luciano Pietronero
- 2024: Linear Regressions with Combined Data
- Xavier D'Haultfoeuille, Christophe Gaillac and Arnaud Maurel
- 2024: Semiparametric Bayesian Difference-in-Differences
- Christoph Breunig, Ruixuan Liu and Zhengfei Yu
- 2024: Inverting the Markovian projection for pure jump processes
- Martin Larsson and Shukun Long
- 2024: Multi-Scale Node Embeddings for Graph Modeling and Generation
- Riccardo Milocco, Fabian Jansen and Diego Garlaschelli
- 2024: Cubic-based Prediction Approach for Large Volatility Matrix using High-Frequency Financial Data
- Sung Hoon Choi and Donggyu Kim
- 2024: On Extrapolation of Treatment Effects in Multiple-Cutoff Regression Discontinuity Designs
- Yuta Okamoto and Yuuki Ozaki
- 2024: Correlation without Factors in Retail Cryptocurrency Markets
- Graham L. Giller
- 2024: Understanding the Excess Bond Premium
- Kevin Benson, Ing-Haw Cheng, John Hull, Charles Martineau, Yoshio Nozawa, Vasily Strela, Yuntao Wu and Jun Yuan
- 2024: Dynamic Graph Representation with Contrastive Learning for Financial Market Prediction: Integrating Temporal Evolution and Static Relations
- Yunhua Pei, Jin Zheng and John Cartlidge
- 2024: Augmenting Minds or Automating Skills: The Differential Role of Human Capital in Generative AI's Impact on Creative Tasks
- Meiling Huang, Ming Jin and Ning Li
- 2024: E-Commerce in Africa: Divergent Impacts on Rural and Urban Economies
- Jaelyn S. Liang, Rehaan S. Mundy and Shriya Jagwayan
- 2024: Economic Geography and Structural Change
- Clement E. Bohr, Martí Mestieri and Frederic Robert-Nicoud
- 2024: Hidden Markov graphical models with state-dependent generalized hyperbolic distributions
- Beatrice Foroni, Luca Merlo and Lea Petrella
- 2024: Evaluating the Relationship of EV Charging Station on the Uptake of Electric Vehicles -- Implication of the NEVI Formula Program
- Putra Farrel Azhar
- 2024: Advanced Risk Prediction and Stability Assessment of Banks Using Time Series Transformer Models
- Wenying Sun, Zhen Xu, Wenqing Zhang, Kunyuan Ma, You Wu and Mengfang Sun
- 2024: Counter-Geoengineering: Feasibility and Policy Implications for a Geoengineered World
- Felipe de Bolle and Egemen Kolemen
- 2024: Categorize and randomize: a model of sequential stochastic choice
- Ester Sudano
- 2024: Turnover of investment portfolio via covariance matrix of returns
- A. V. Kuliga and I. N. Shnurnikov
- 2024: Social media and suicide: empirical evidence from the quasi-exogenous geographical adoption of Twitter
- Alexis Du and Thomas Renault
- 2024: The Value of Solving Pains
- J\"urg Meierhofer, Nikola Pascher and Jochen Wulf
- 2024: MILLION: A General Multi-Objective Framework with Controllable Risk for Portfolio Management
- Liwei Deng, Tianfu Wang, Yan Zhao and Kai Zheng
- 2024: Unveiling Saving and Credit Dynamics: Insights from Financial Diaries and Surveys among Low-Income Households in Unauthorized Colonies in Delhi
- Divya Sharma
- 2024: A Markowitz Approach to Managing a Dynamic Basket of Moving-Band Statistical Arbitrages
- Kasper Johansson, Thomas Schmelzer and Stephen Boyd
- 2024: Simple and Effective Portfolio Construction with Crypto Assets
- Kasper Johansson and Stephen Boyd
- 2024: Wasserstein Markets for Differentially-Private Data
- Saurab Chhachhi and Fei Teng
- 2024: Interpretable Company Similarity with Sparse Autoencoders
- Marco Molinari, Victor Shao, Vladimir Tregubiak, Abhimanyu Pandey, Mateusz Mikolajczak and Sebastian Kuznetsov Ryder Torres Pereira
- 2024: Uncertain Regulations, Definite Impacts: The Impact of the US Securities and Exchange Commission's Regulatory Interventions on Crypto Assets
- Aman Saggu, Lennart Ante and Kaja Kopiec
- 2024: Sequential Payment Rules: Approximately Fair Budget Divisions via Simple Spending Dynamics
- Haris Aziz, Patrick Lederer, Xinhang Lu, Mashbat Suzuki and Jeremy Vollen
- 2024: Leveraging Ensemble-Based Semi-Supervised Learning for Illicit Account Detection in Ethereum DeFi Transactions
- Shabnam Fazliani, Mohammad Mowlavi Sorond and Arsalan Masoudifard
- 2024: Use of surrogate endpoints in health technology assessment: a review of selected NICE technology appraisals in oncology
- Lorna Wheaton and Sylwia Bujkiewicz
- 2024: A Rule-Based Methodology for Company Identification: Application to the Downstream Space Sector
- Kenza Bousedra and Pierre Pelletier
- 2024: Endogenous Interference in Randomized Experiments
- Mengsi Gao
- 2024: Unsupervised learning-based calibration scheme for Rough Bergomi model
- Changqing Teng and Guanglian Li
- 2024: Leveraging Large Language Models to Democratize Access to Costly Financial Datasets for Academic Research
- Julian Junyan Wang and Victor Xiaoqi Wang
- 2024: Decoding Financial Behaviour: An Analysis of urbanised households in India using AIDIS 77th round
- Divya Sharma
- 2024: Capacity Constraints in Principal-Agent Problems
- Aubrey Clark
- 2024: Performance-based variable premium scheme and reinsurance design
- David Landriault, Fangda Liu and Ziyue Shi
- 2024: A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions
- Dennis Lim, Wenjie Wang and Yichong Zhang
- 2024: Pollution and Mortality: Evidence from early 20th Century Sweden
- Michael Haylock, Martin Karlsson and Maksym Obrizan
- 2024: From rotational to scalar invariance: Enhancing identifiability in score-driven factor models
- Giuseppe Buccheri, Fulvio Corsi and Emilija Dzuverovic
- 2024: Locally robust semiparametric estimation of sample selection models without exclusion restrictions
- Zhewen Pan and Yifan Zhang
- 2024: Tournaments with a Standard
- Mikhail Drugov, Dmitry Ryvkin and Jun Zhang
- 2024: The Promise and Peril of Generative AI: Evidence from GPT-4 as Sell-Side Analysts
- Edward Li, Zhiyuan Tu and Dexin Zhou
- 2024: Research on Optimizing Real-Time Data Processing in High-Frequency Trading Algorithms using Machine Learning
- Yuxin Fan, Zhuohuan Hu, Lei Fu, Yu Cheng, Liyang Wang and Yuxiang Wang
- 2024: Iterative Distributed Multinomial Regression
- Yanqin Fan, Yigit Okar and Xuetao Shi
- 2024: A model of strategic sustainable investment
- Tiziano De Angelis, Caio C\'esar Graciani Rodrigues and Peter Tankov
- 2024: Neural Network Approach to Demand Estimation and Dynamic Pricing in Retail
- Kirill Safonov
- 2024: A partial-state space model of unawareness
- Wesley H. Holliday
- 2024: Alpha Mining and Enhancing via Warm Start Genetic Programming for Quantitative Investment
- Weizhe Ren, Yichen Qin and Yang Li
- 2024: Effects of time aggregation, product aggregation, and seasonality in measuring bullwhip ratio
- Hau Mike Ma, Jiazhen Huo and Yongrui Duan
- 2024: Macroeconomics of Racial Disparities: Discrimination, Labor Market, and Wealth
- Guanyi Yang and Srinivasan Murali
- 2024: Capital Asset Pricing Model with Size Factor and Normalizing by Volatility Index
- Abraham Atsiwo and Andrey Sarantsev
- 2024: BPQP: A Differentiable Convex Optimization Framework for Efficient End-to-End Learning
- Jianming Pan, Zeqi Ye, Xiao Yang, Xu Yang, Weiqing Liu, Lewen Wang and Jiang Bian
- 2024: Warfare Ignited Price Contagion Dynamics in Early Modern Europe
- Emile Esmaili, Michael J. Puma, Francis Ludlow, Poul Holm and Eva Jobbova
- 2024: Quantifying Global Food Trade: A Net Caloric Content Approach to Food Trade Network Analysis
- Xiaopeng Wang, Chengyi Tu, Shuhao Chen, Sicheng Wang, Ying Fan, Samir Suweis and Paolo D'Odorico
- 2024: Semiclassical CEV Option Pricing Model: an Analytical Approach
- Jose A. Capit\'an, Jose Lope-Alba and Juan J. Morales-Ruiz
- 2024: A Supervised Machine Learning Approach for Assessing Grant Peer Review Reports
- Gabriel Okasa, Alberto de Le\'on, Michaela Strinzel, Anne Jorstad, Katrin Milzow, Matthias Egger and Stefan M\"uller
- 2024: Marginal Reputation
- Daniel Luo and Alexander Wolitzky
- 2024: Trade Wars with Trade Deficits
- Pau Pujolas and Jack Rossbach
- 2024: From Replications to Revelations: Heteroskedasticity-Robust Inference
- Sebastian Kranz
- 2024: The Value of Information from Sell-side Analysts
- Linying Lv
- 2024: Finding the nonnegative minimal solutions of Cauchy PDEs in a volatility-stabilized market
- Nicole Tianjiao Yang and Tomoyuki Ichiba
- 2024: Simulating Liquidity: Agent-Based Modeling of Illiquid Markets for Fractional Ownership
- Lars Fluri, A. Ege Yilmaz, Denis Bieri, Thomas Ankenbrand and Aurelio Perucca
- 2024: Treatment Effect Estimators as Weighted Outcomes
- Michael Knaus
- 2024: Competition, Persuasion, and Search
- Teddy Mekonnen and Bobak Pakzad-Hurson
- 2024: Difference-in-Differences with Sample Selection
- Gayani Rathnayake, Akanksha Negi, Otavio Bartalotti and Xueyan Zhao
- 2024: Informational Puts
- Andrew Koh, Sivakorn Sanguanmoo and Kei Uzui
- 2024: A Machine Learning Algorithm for Finite-Horizon Stochastic Control Problems in Economics
- Xianhua Peng, Steven Kou and Lekang Zhang
- 2024: Covariate Adjustment in Randomized Experiments Motivated by Higher-Order Influence Functions
- Sihui Zhao, Xinbo Wang, Lin Liu and Xin Zhang
- 2024: Optimal two-parameter portfolio management strategy with transaction costs
- Chutian Ma and Paul Smith
- 2024: The economic value of empowering older patients transitioning from hospital to home: Evidence from the 'Your Care Needs You' intervention
- Alfredo Palacios, Simon Walker, Beth Woods, Catherine Hewitt, Alison Cracknell, Jenni Murray, Rebecca Lawton and Gerry Richardson
- 2024: An Adversarial Approach to Identification
- Irene Botosaru, Isaac Loh and Chris Muris
- 2024: Can Machines Think Like Humans? A Behavioral Evaluation of LLM-Agents in Dictator Games
- Ji Ma
- 2024: Knowledge and Freedom: Evidence on the Relationship Between Information and Paternalism
- Max R. P. Grossmann
- 2024: On the mean-field limit of diffusive games through the master equation: extreme value analysis
- Erhan Bayraktar and Nikolaos Kolliopoulos
- 2024: General Seemingly Unrelated Local Projections
- Florian Huber, Christian Matthes and Michael Pfarrhofer
- 2024: Distributionally Robust Instrumental Variables Estimation
- Zhaonan Qu and Yongchan Kwon
- 2024: Learning the Effect of Persuasion via Difference-In-Differences
- Sung Jae Jun and Sokbae (Simon) Lee
- 2024: Blockchain-Based Ad Auctions and Bayesian Persuasion: An Analysis of Advertiser Behavior
- Xinyu Li
- 2024: On the Formation of Steady Coalitions
- Dylan Laplace Mermoud
- 2024: VickreyFeedback: Cost-efficient Data Construction for Reinforcement Learning from Human Feedback
- Guoxi Zhang and Jiuding Duan
- 2024: Optimal longevity of a dynasty
- Satoshi Nakano and Kazuhiko Nishimura
- 2024: DeFi Arbitrage in Hedged Liquidity Tokens
- Maxim Bichuch and Zachary Feinstein
- 2024: Policy consequences of the new neuroeconomic framework
- A. David Redish, Henri Scott Chastain, Carlisle Ford Runge, Brian M. Sweis, Scott E. Allen and Antara Haldar
- 2024: Mechanisms for belief elicitation without ground truth
- Niklas Valentin Lehmann
- 2024: Note on solving one-to-one matching models with linear transferable utility
- Esben Scrivers Andersen
- 2024: Algorithmic Collusion Without Threats
- Eshwar Ram Arunachaleswaran, Natalie Collina, Sampath Kannan, Aaron Roth and Juba Ziani
- 2024: Scaling Laws for Economic Productivity: Experimental Evidence in LLM-Assisted Translation
- Ali Merali
- 2024: Distribution Regression Difference-In-Differences
- Iv\'an Fern\'andez-Val, Jonas Meier, Aico van Vuuren and Francis Vella
- 2024: Risk aggregation and stochastic dominance for a class of heavy-tailed distributions
- Yuyu Chen and Seva Shneer
- 2024: Difference-in-differences with as few as two cross-sectional units -- A new perspective to the democracy-growth debate
- Gilles Koumou and Emmanuel Tsyawo
- 2024: Fair Combinatorial Auction for Blockchain Trade Intents: Being Fair without Knowing What is Fair
- Andrea Canidio and Felix Henneke
- 2024: An Econometric Analysis of Large Flexible Cryptocurrency-mining Consumers in Electricity Markets
- Subir Majumder, Ignacio Aravena and Le Xie
- 2024: A Novel {\delta}-SBM-OPA Approach for Policy-Driven Analysis of Carbon Emission Efficiency under Uncertainty in the Chinese Industrial Sector
- Shutian Cui and Renlong Wang
- 2024: Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change
- Yan-Hong Yang, Ying-Hui Shao and Wei-Xing Zhou
- 2024: kendallknight: An R Package for Efficient Implementation of Kendall's Correlation Coefficient Computation
- Mauricio Vargas Sep\'ulveda
- 2024: Stylized facts in Web3
- Wei-Ru Chen, A. Christian Silva and Shen-Ning Tung
- 2024: Climate-Driven Doubling of U.S. Maize Loss Probability: Interactive Simulation with Neural Network Monte Carlo
- A Samuel Pottinger, Lawson Connor, Brookie Guzder-Williams, Maya Weltman-Fahs, Nick Gondek and Timothy Bowles
- 2024: Persuading an inattentive and privately informed receiver
- Pietro Dall'Ara
- 2024: Spatial Weather, Socio-Economic and Political Risks in Probabilistic Load Forecasting
- Monika Zimmermann and Florian Ziel
- 2024: Nonparametric Estimation of Matching Efficiency and Mismatch in Labor Markets via Public Employment Security Offices in Japan, 1972-2024
- Suguru Otani
- 2024: Generative model for financial time series trained with MMD using a signature kernel
- Chung I Lu and Julian Sester
- 2024: High order approximations and simulation schemes for the log-Heston process
- Aur\'elien Alfonsi and Edoardo Lombardo
- 2024: Reinforcement Learning Pair Trading: A Dynamic Scaling approach
- Hongshen Yang and Avinash Malik
- 2024: The increasing share of low-value transactions in international trade
- Ra\'ul M\'inguez and Asier Minondo
- 2024: As Generative Models Improve, We Must Adapt Our Prompts
- Eaman Jahani, Benjamin S. Manning, Joe Zhang, Hong-Yi TuYe, Mohammed Alsobay, Christos Nicolaides, Siddharth Suri and David Holtz
- 2024: Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs
- An Pham Ngoc Nguyen, Martin Crane, Thomas Conlon and Marija Bezbradica
- 2024: Subleading correction to the Asian options volatility in the Black-Scholes model
- Dan Pirjol
- 2024: AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors
- Hao Shi, Weili Song, Xinting Zhang, Jiahe Shi, Cuicui Luo, Xiang Ao, Hamid Arian and Luis Seco
- 2024: News Deja Vu: Connecting Past and Present with Semantic Search
- Brevin Franklin, Emily Silcock, Abhishek Arora, Tom Bryan and Melissa Dell
- 2024: Maximum Flow is Fair: A Network Flow Approach to Committee Voting
- Mashbat Suzuki and Jeremy Vollen
- 2024: Enhancing supply chain security with automated machine learning
- Haibo Wang, Lutfu S. Sua and Bahram Alidaee
- 2024: Stock Movement Prediction with Multimodal Stable Fusion via Gated Cross-Attention Mechanism
- Chang Zong and Hang Zhou
- 2024: Local non-bossiness
- Eduardo Duque, Juan Pereyra and Juan Pablo Torres-Mart\'inez
- 2024: Synthetic Potential Outcomes and Causal Mixture Identifiability
- Bijan Mazaheri, Chandler Squires and Caroline Uhler
- 2024: Estimating treatment-effect heterogeneity across sites, in multi-site randomized experiments with few units per site
- Cl\'ement de Chaisemartin and Antoine Deeb
- 2024: DeTEcT: Dynamic and Probabilistic Parameters Extension
- Rem Sadykhov, Geoffrey Goodell and Philip Treleaven
- 2024: Tackling Decision Processes with Non-Cumulative Objectives using Reinforcement Learning
- Maximilian N\"agele, Jan Olle, Thomas F\"osel, Remmy Zen and Florian Marquardt
- 2024: Testing Sign Congruence Between Two Parameters
- Douglas Miller, Francesca Molinari and Jörg Stoye
- 2024: Designing Social Learning
- Aleksei Smirnov and Egor Starkov
- 2024: Explainable Risk Classification in Financial Reports
- Xue Wen Tan and Stanley Kok
- 2024: Persuasion in Networks: Can the Sender Do Better than Using Public Signals?
- Yifan Zhang
- 2024: Trust Dynamics and Market Behavior in Cryptocurrency: A Comparative Study of Centralized and Decentralized Exchanges
- Xintong Wu, Wanlin Deng, Yutong Quan and Luyao Zhang
- 2024: Market Making in Spot Precious Metals
- Alexander Barzykin, Philippe Bergault and Olivier Gu\'eant
- 2024: A Global Minimum Tax for Large Firms Only: Implications for Tax Competition
- Andreas Haufler and Hayato Kato
- 2024: How do applied researchers use the Causal Forest? A methodological review of a method
- Patrick Rehill
- 2024: Dynamic Resource Allocation with Karma: An Experimental Study
- Ezzat Elokda, Heinrich Nax, Saverio Bolognani and Florian D\"orfler
- 2024: QFNN-FFD: Quantum Federated Neural Network for Financial Fraud Detection
- Nouhaila Innan, Alberto Marchisio, Mohamed Bennai and Muhammad Shafique
- 2024: On the potential of quantum walks for modeling financial return distributions
- Stijn De Backer, Luis Rocha, Jan Ryckebusch and Koen Schoors
- 2024: Economic DAO Governance: A Contestable Control Approach
- Jeff Strnad
- 2024: Chain-structured neural architecture search for financial time series forecasting
- Denis Levchenko, Efstratios Rappos, Shabnam Ataee, Biagio Nigro and Stephan Robert-Nicoud
- 2024: Spanning Multi-Asset Payoffs With ReLUs
- S\'ebastien Bossu, St\'ephane Cr\'epey and Hoang-Dung Nguyen
- 2024: The Limits of Identification in Discrete Choice
- Christopher Chambers and Christopher Turansick
- 2024: Robust Estimation and Inference for Categorical Data
- Max Welz
- 2024: Asset management with an ESG mandate
- Michele Azzone, Emilio Barucci and Davide Stocco
- 2024: Identifying Treatment and Spillover Effects Using Exposure Contrasts
- Michael Leung
- 2024: Data-Driven Tuning Parameter Selection for High-Dimensional Vector Autoregressions
- Anders Kock, Rasmus S{\o}ndergaard Pedersen and Jesper Riis-Vestergaard S{\o}rensen
- 2024: Locally Regular and Efficient Tests in Non-Regular Semiparametric Models
- Adam Lee
- 2024: Estimating Causal Effects of Discrete and Continuous Treatments with Binary Instruments
- Victor Chernozhukov, Iv\'an Fern\'andez-Val, Sukjin Han and Kaspar W\"uthrich
- 2024: Semiparametric Inference for Regression-Discontinuity Designs
- Weiwei Jiang and Rong J. B. Zhu
- 2024: Nonparametric Regression under Cluster Sampling
- Yuya Shimizu
- 2024: Matrix-based Prediction Approach for Intraday Instantaneous Volatility Vector
- Sung Hoon Choi and Donggyu Kim
- 2024: Optimistic and pessimistic approaches for cooperative games
- Ata Atay and Christian Trudeau
- 2024: Facility Location Games with Scaling Effects
- Yu He, Alexander Lam and Minming Li
- 2024: Learning to Maximize (Expected) Utility
- Thomas Dohmen and Georgios Gerasimou
- 2024: Luce contracts
- Sumit Goel and Wade Hann-Caruthers
- 2024: Inference for Regression with Variables Generated by AI or Machine Learning
- Laura Battaglia, Timothy Christensen, Stephen Hansen and Szymon Sacher
- 2024: Equitable Core Imputations via a New Adaptation of The Primal-Dual Framework
- Vijay V. Vazirani
- 2024: Semi-parametric financial risk forecasting incorporating multiple realized measures
- Rangika Peiris, Chao Wang, Richard Gerlach and Minh-Ngoc Tran
- 2024: Quantile Granger Causality in the Presence of Instability
- Alexander Mayer, Dominik Wied and Victor Troster
- 2024: Partial Law Invariance and Risk Measures
- Yi Shen, Zachary Van Oosten and Ruodu Wang
- 2024: Sparse Portfolio Selection via Topological Data Analysis based Clustering
- Anubha Goel, Damir Filipovi\'c and Puneet Pasricha
- 2024: Consumer-Optimal Segmentation in Multi-Product Markets
- Dirk Bergemann, Tibor Heumann and Michael C. Wang
- 2024: The Market Consequences of Perceived Strategic Generosity: An Empirical Examination of NFT Charity Fundraisers
- Chen Liang, Murat Tunc and Gordon Burtch
- 2024: Functional Limit Theorems for Hawkes Processes
- Ulrich Horst and Wei Xu
- 2024: Provisions and Economic Capital for Credit Losses
- Dorinel Bastide and St\'ephane Cr\'epey
- 2024: Optimal sharing, equilibria, and welfare without risk aversion
- Jean-Gabriel Lauzier, Liyuan Lin and Ruodu Wang
- 2024: Minimalist Market Design: A Framework for Economists with Policy Aspirations
- Tayfun S\"onmez
- 2024: Principal Component Copulas for Capital Modelling and Systemic Risk
- K. B. Gubbels, J. Y. Ypma and C. W. Oosterlee
- 2024: Double Machine Learning for Static Panel Models with Fixed Effects
- Paul S. Clarke and Annalivia Polselli
- 2024: Intergenerational Equitable Climate Change Mitigation: Negative Effects of Stochastic Interest Rates; Positive Effects of Financing
- Christian Fries and Lennart Quante
- 2024: Public policy for management of forest pests within an ownership mosaic
- Andrew R. Tilman and Robert G. Haight
- 2024: Golden parachutes under the threat of accidents
- Dylan Possama\"i and Chiara Rossato
- 2024: Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion
- Kerstin Lamert, Benjamin R. Auer and Ralf Wunderlich
- 2024: An Identification and Dimensionality Robust Test for Instrumental Variables Models
- Manu Navjeevan
- 2024: Worst-Case Optimal Investment in Incomplete Markets
- Sascha Desmettre, Sebastian Merkel, Annalena Mickel and Alexander Steinicke
- 2024: Collective Sampling: An Ex Ante Perspective
- Yangfan Zhou
- 2024: The contribution of US broadband infrastructure subsidy and investment programs to GDP using input-output modeling
- Matthew Sprintson and Edward Oughton
- 2024: Semiparametric Discrete Choice Models for Bundles
- Fu Ouyang and Thomas Tao Yang
- 2024: Unified Merger List in the Container Shipping Industry from 1966 to 2022: A Structural Estimation of M&A Matching
- Suguru Otani and Takuma Matsuda
- 2024: A new economic and financial theory of money
- Michael E. Glinsky and Sharon Sievert
- 2024: Beyond Citations: Measuring Novel Scientific Ideas and their Impact in Publication Text
- Sam Arts, Nicola Melluso and Reinhilde Veugelers
- 2024: Algorithmic Collusion or Competition: the Role of Platforms' Recommender Systems
- Xingchen Xu, Stephanie Lee and Yong Tan
- 2024: Measuring Higher-Order Rationality with Belief Control
- Wei Chen, Meng-Jhang Fong and Po-Hsuan Lin
- 2024: Sources of capital growth
- Gordon Getty and Nikita Tkachenko
- 2024: Estimating Effects of Long-Term Treatments
- Shan Huang, Chen Wang, Yuan Yuan, Jinglong Zhao, Brocco and Zhang
- 2024: Fine-Tuning Games: Bargaining and Adaptation for General-Purpose Models
- Benjamin Laufer, Jon Kleinberg and Hoda Heidari
- 2024: One-step smoothing splines instrumental regression
- Jad Beyhum, Elia Lapenta and Pascal Lavergne
- 2024: Anticomonotonicity for Preference Axioms: The Natural Counterpart to Comonotonicity
- Giulio Principi, Peter Wakker and Ruodu Wang
- 2024: A Hamiltonian Approach to Barrier Option Pricing Under Vasicek Model
- Chao Guo and Ning Yao
- 2024: Equal Pay for Similar Work
- Diego Gentile Passaro, Fuhito Kojima and Bobak Pakzad-Hurson
- 2024: Nonparametric Causal Decomposition of Group Disparities
- Ang Yu and Felix Elwert
- 2024: Statistical Tests for Replacing Human Decision Makers with Algorithms
- Kai Feng, Han Hong, Ke Tang and Jingyuan Wang
- 2024: Optimal execution and speculation with trade signals
- Peter Bank, \'Alvaro Cartea and Laura K\"orber
- 2024: Games Under Network Uncertainty
- Promit K. Chaudhuri, Matthew Jackson, Sudipta Sarangi and Hector Tzavellas
- 2024: Modeling Migration-Induced Unemployment
- Pascal Michaillat
- 2024: Characterizing the Feasible Payoff Set of OLG Repeated Games
- Daehyun Kim and Chihiro Morooka
- 2024: Efficient Public Good Provision Between and Within Groups
- Chowdhury Mohammad S Anwar, Jorge Bruno, Renaud Foucart and Sonali SenGupta
- 2024: On the robustness of posterior means
- Jiafeng Chen
- 2024: Status substitution and conspicuous consumption
- Alastair Langtry and Christian Ghinglino
- 2024: EnsembleIV: Creating Instrumental Variables from Ensemble Learners for Robust Statistical Inference
- Gordon Burtch, Edward McFowland, Mochen Yang and Gediminas Adomavicius
- 2024: Clustered Covariate Regression
- Abdul-Nasah Soale and Emmanuel Tsyawo
- 2024: Market-Based Probability of Stock Returns
- Victor Olkhov
- 2024: Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets
- Minglian Lin and Indranil SenGupta
- 2024: Validation of machine learning based scenario generators
- Gero Junike, Solveig Flaig and Ralf Werner
- 2024: Combinatorial Pen Testing (or Consumer Surplus of Deferred-Acceptance Auctions)
- Aadityan Ganesh and Jason Hartline
- 2024: Interacting Treatments with Endogenous Takeup
- Mate Kormos, Robert Lieli and Martin Huber
- 2024: Peace Dividends: The Economic Effects of Colombia's Peace Agreement
- Miguel Fajardo-Steinh\"auser
- 2024: Empirical Bayes When Estimation Precision Predicts Parameters
- Jiafeng Chen
- 2024: Supercompliers
- Matthew L. Comey, Amanda R. Eng, Pauline Leung and Zhuan Pei
- 2024: Joint SPX-VIX calibration with Gaussian polynomial volatility models: deep pricing with quantization hints
- Eduardo Abi Jaber, Camille Illand, Shaun and Li
- 2024: Topology-Free Type Structures with Conditioning Events
- Pierfrancesco Guarino
- 2024: Profit and loss decomposition in continuous time and approximations
- Gero Junike, Hauke Stier and Marcus C. Christiansen
- 2024: The Informational Role of Online Recommendations: Evidence from a Field Experiment
- Guy Aridor, Duarte Gonçalves, Daniel Kluver, Ruoyan Kong and Joseph Konstan
- 2024: Optimal investment with insider information using Skorokhod & Russo-Vallois integration
- Mauricio Elizalde, Carlos Escudero and Tomoyuki Ichiba
- 2024: Modelling Large Dimensional Datasets with Markov Switching Factor Models
- Matteo Barigozzi and Daniele Massacci
- 2024: Robust Estimation and Inference in Panels with Interactive Fixed Effects
- Timothy B. Armstrong, Martin Weidner and Andrei Zeleneev
- 2024: Linear estimation of global average treatment effects
- Stefan Faridani and Paul Niehaus
- 2024: Treatment Effects with Multidimensional Unobserved Heterogeneity: Identification of the Marginal Treatment Effect
- Toshiki Tsuda
- 2024: E-backtesting
- Qiuqi Wang, Ruodu Wang and Johanna Ziegel
- 2024: Random Assignment of Indivisible Goods under Constraints
- Yasushi Kawase, Hanna Sumita and Yu Yokoi
- 2024: The Effect of Omitted Variables on the Sign of Regression Coefficients
- Matthew Masten and Alexandre Poirier
- 2024: A semi-parametric dynamic conditional correlation framework for risk forecasting
- Giuseppe Storti and Chao Wang
- 2024: New possibilities in identification of binary choice models with fixed effects
- Yinchu Zhu
- 2024: Market-Based Asset Price Probability
- Victor Olkhov
- 2024: Policy Choice in Time Series by Empirical Welfare Maximization
- Toru Kitagawa, Weining Wang and Mengshan Xu
- 2024: On the Robustness of Second-Price Auctions in Prior-Independent Mechanism Design
- Jerry Anunrojwong, Santiago R. Balseiro and Omar Besbes
- 2024: Measuring artificial intelligence: a systematic assessment and implications for governance
- Kerstin H\"otte, Taheya Tarannum, Vilhelm Verendel and Lauren Bennett
- 2024: Fast estimation of Kendall's Tau and conditional Kendall's Tau matrices under structural assumptions
- Rutger van der Spek and Alexis Derumigny
- 2024: Predicting Value at Risk for Cryptocurrencies With Generalized Random Forests
- Rebekka Buse, Konstantin G\"orgen and Melanie Schienle
- 2024: First-order integer-valued autoregressive processes with Generalized Katz innovations
- Ovielt Baltodano Lopez, Federico Bassetti, Giulia Carallo and Roberto Casarin
- 2024: Data-Driven Risk Measurement by SV-GARCH-EVT Model
- Minheng Xiao
- 2024: Consistency of MLE for partially observed diffusions, with application in market microstructure modeling
- Sergey Nadtochiy and Yuan Yin
- 2024: Kernel methods for long term dose response curves
- Rahul Singh and Hannah Zhou
- 2024: Simultaneous Optimal Transport
- Ruodu Wang and Zhenyuan Zhang
- 2024: Technology, Institution, and Regional Growth: Evidence from Mineral Mining Industry in Industrializing Japan
- Kota Ogasawara
- 2024: Eliciting and Distinguishing Between Weak and Incomplete Preferences: Theory, Experiment and Computation
- Georgios Gerasimou
- 2024: Flexible Covariate Adjustments in Regression Discontinuity Designs
- Claudia Noack, Tomasz Olma and Christoph Rothe
- 2024: Geometric insights into robust portfolio construction
- Lara Dalmeyer and Tim Gebbie
- 2024: Identification and Estimation of Average Causal Effects in Fixed Effects Logit Models
- Laurent Davezies, Xavier D'Haultf{\oe}uille and Louise Laage
- 2024: Identification of Dynamic Panel Logit Models with Fixed Effects
- Christopher Dobronyi, Jiaying Gu, Kyoo il Kim and Thomas M. Russell
- 2024: Min(d)ing the President: A text analytic approach to measuring tax news
- Lenard Lieb, Adam Jassem, Rui Jorge Almeida, Nalan Ba\c{s}t\"urk and Stephan Smeekes
- 2024: The Shared Cost of Pursuing Shareholder Value
- Michele Fioretti, Victor Saint-Jean and Simon C. Smith
- 2024: Asymptotic Theory for IV-Based Reinforcement Learning with Potential Endogeneity
- Jin Li, Ye Luo, Zigan Wang and Xiaowei Zhang
- 2024: A Quest for Knowledge
- Christoph Carnehl and Johannes Schneider
- 2024: The Impacts of the Gender Imbalance on the Marriage Market: Evidence from World War II in Japan
- Kota Ogasawara and Erika Igarashi
- 2024: Treatment Effects with Targeting Instruments
- Sokbae (Simon) Lee and Bernard Salani\'e
- 2024: Difference-in-Differences Estimators of Intertemporal Treatment Effects
- Clément de Chaisemartin and Xavier D'Haultf{\oe}uille
- 2024: Detecting discrete processes with the Epps effect
- Patrick Chang, Etienne Pienaar and Tim Gebbie
- 2024: Asymptotic expansion for the Hartman-Watson distribution
- Dan Pirjol
- 2024: High-frequency and heteroskedasticity identification in multicountry models: Revisiting spillovers of monetary shocks
- Michael Pfarrhofer and Anna Stelzer
- 2024: Nonparametric Identification of First-Price Auction with Unobserved Competition: A Density Discontinuity Framework
- Emmanuel Guerre and Yao Luo
- 2024: Costly Attention and Retirement
- Jamie Hentall MacCuish
- 2024: From interpretability to inference: an estimation framework for universal approximators
- Andreas Joseph
- 2024: Taxation and Valuation
- Leonid A. Levin
- 2024: Limit Order Book Event Stream Prediction with Diffusion Model
- Zetao Zheng, Guoan Li, Deqiang Ouyang, Decui Liang and Jie Shao
- 2024: Log-Ergodic Dynamics in Stochastic Monetary Velocity: Theoretical Insights and Economic Implications
- Kiarash Firouzi and Mohammad Jelodari Mamaghani
- 2024: Anomaly Detection in California Electricity Price Forecasting: Enhancing Accuracy and Reliability Using Principal Component Analysis
- Joseph Nyangon and Ruth Akintunde
- 2024: Deep Learning for Cross-Border Transaction Anomaly Detection in Anti-Money Laundering Systems
- Qian Yu, Zhen Xu and Zong Ke
- 2024: Understanding the Impact of News Articles on the Movement of Market Index: A Case on Nifty 50
- Subhasis Dasgupta, Pratik Satpati, Ishika Choudhary and Jaydip Sen
- 2024: A Decision Support System for Stock Selection and Asset Allocation Based on Fundamental Data Analysis
- Ali Abrishami, Jafar Habibi, AmirAli Jarrahi, Dariush Amiri and MohammadAmin Fazli
- 2024: A FinTech Clustering Framework: Technology, Model, and Stakeholder Perspectives
- Pak-Lok Poon, Santoso Wibowo and Sau-Fun Tang
- 2024: M6 Investment Challenge: The Role of Luck and Strategic Considerations
- Filip Stan\v{e}k
- 2024: Spatial Econometric Analysis of Dana Point's Housing Market
- Hannah Attar
- 2024: Driving Reductions in Emissions Unlocking the Potential of Fuel Economy Targets in Saudi Arabia
- Ibrahem Shatnawi and Jeyhun I. Mikayilov
- 2024: Probabilistic Predictions of Option Prices Using Multiple Sources of Data
- Worapree Maneesoonthorn, David T. Frazier and Gael M. Martin
- 2024: Counter-monotonic Risk Sharing with Heterogeneous Distortion Risk Measures
- Mario Ghossoub, Qinghua Ren and Ruodu Wang
- 2024: Extreme Points in Multi-Dimensional Screening
- Patrick Lahr and Axel Niemeyer
- 2024: Optimization of Delivery Routes for Fresh E-commerce in Pre-warehouse Mode
- Alice Harward, Junjie Lin, Yun Wang and Xiaoke Xie
- 2024: Risk models from tree-structured Markov random fields following multivariate Poisson distributions
- H\'el\`ene Cossette, Benjamin C\^ot\'e, Alexandre Dubeau and Etienne Marceau
- 2024: SeQwen at the Financial Misinformation Detection Challenge Task: Sequential Learning for Claim Verification and Explanation Generation in Financial Domains
- Jebish Purbey, Siddhant Gupta, Nikhil Manali, Siddartha Pullakhandam, Drishti Sharma, Ashay Srivastava and Ram Mohan Rao Kadiyala
- 2024: Peer Effects and Herd Behavior: An Empirical Study Based on the "Double 11" Shopping Festival
- Hambur Wang
- 2024: On the relative performance of some parametric and nonparametric estimators of option prices
- Carlo Marinelli and Stefano D'Addona
- 2024: Deep Learning-Based Electricity Price Forecast for Virtual Bidding in Wholesale Electricity Market
- Xuesong Wang, Sharaf K. Magableh, Oraib Dawaghreh, Caisheng Wang, Jiaxuan Gong, Zhongyang Zhao and Michael H. Liao
- 2024: The use of knowledge in open-ended systems
- Abigail Devereaux and Roger Koppl
- 2024: Condorcet-Consistent Choice Among Three Candidates
- Felix Brandt, Chris Dong and Dominik Peters
- 2024: Dynamic ETF Portfolio Optimization Using enhanced Transformer-Based Models for Covariance and Semi-Covariance Prediction(Work in Progress)
- Jiahao Zhu and Hengzhi Wu
- 2024: Ergodic optimal liquidations in DeFi
- Jialun Cao and David \v{S}i\v{s}ka
- 2024: Canonical correlation analysis of stochastic trends via functional approximation
- Massimo Franchi, Iliyan Georgiev and Paolo Paruolo
- 2024: Money Burning Improves Mediated Communication
- Yi Liu and Yang Yu
- 2024: Dynamic matching games: stationary equilibria under varying commitments
- Nadia Gui\~naz\'u, Pablo Neme and Jorge Oviedo
- 2024: Deep learning interpretability for rough volatility
- Bo Yuan, Damiano Brigo, Antoine Jacquier and Nicola Pede
- 2024: A general framework for pricing and hedging under local viability
- Huy N. Chau and Miklos Rasonyi
- 2024: GRU-PFG: Extract Inter-Stock Correlation from Stock Factors with Graph Neural Network
- Yonggai Zhuang, Haoran Chen, Kequan Wang and Teng Fei
- 2024: Contrasting the optimal resource allocation to cybersecurity and cyber insurance using prospect theory versus expected utility theory
- Chaitanya Joshi, Jinming Yang, Sergeja Slapnicar and Ryan K L Ko
- 2024: Assessing the physical risks of climate change for the financial sector: a case study from Mexico's Central Bank
- Francisco Estrada, Miguel A. Altamirano del Carmen, Oscar Calderon-Bustamante, Wouter Botzen, Serafin Martinez-Jaramillo and Stefano Battiston
- 2024: Double Descent in Portfolio Optimization: Dance between Theoretical Sharpe Ratio and Estimation Accuracy
- Yonghe Lu, Yanrong Yang and Terry Zhang
- 2024: Difference-in-differences Design with Outcomes Missing Not at Random
- Sooahn Shin
- 2024: The Rise and Fall of Ideas' Popularity
- Piero Mazzarisi, Alessio Muscillo, Claudio Pacati and Paolo Pin
- 2024: Scale Economies and Aggregate Productivity
- Joel Kariel and Anthony Savagar
- 2024: Optimal payoff under Bregman-Wasserstein divergence constraints
- Silvana M. Pesenti, Steven Vanduffel, Yang Yang and Jing Yao
- 2024: Household Resource Allocation Dynamics and Policies: Integrating Future Earnings of Children, Fertility, Pension, Health, and Education
- Sushmita Kumari and Siddharth Gavhale
- 2024: Pretrained LLM Adapted with LoRA as a Decision Transformer for Offline RL in Quantitative Trading
- Suyeol Yun
- 2024: Remote Surgery with 5G or 6G: Knowledge Production and Diffusion Globally and in the German Case
- Marina Martinelli and Andr\'e Tosi Furtado
- 2024: Independence and indifferent points imply continuity
- Gerrit Bauch
- 2024: KACDP: A Highly Interpretable Credit Default Prediction Model
- Kun Liu and Jin Zhao
- 2024: Ranking probabilistic forecasting models with different loss functions
- Tomasz Serafin and Bartosz Uniejewski
- 2024: The Impact of Banking Competition on Interest Rates for Household Consumption Loans in the Euro Area
- Alexander Rom
- 2024: Belief patterns with information processing
- Federico Vaccari
- 2024: Decision making in stochastic extensive form II: Stochastic extensive forms and games
- E. Emanuel Rapsch
- 2024: Causal Inference in Finance: An Expertise-Driven Model for Instrument Variables Identification and Interpretation
- Ying Chen, Ziwei Xu, Kotaro Inoue and Ryutaro Ichise
- 2024: Joint Combinatorial Node Selection and Resource Allocations in the Lightning Network using Attention-based Reinforcement Learning
- Mahdi Salahshour, Amirahmad Shafiee and Mojtaba Tefagh
- 2024: Autoencoder Enhanced Realised GARCH on Volatility Forecasting
- Qianli Zhao, Chao Wang, Richard Gerlach, Giuseppe Storti and Lingxiang Zhang
- 2024: The Role of the Assumptions for the Existence of a General Equilibrium
- Pablo Ahumada
- 2024: A Binary IV Model for Persuasion: Profiling Persuasion Types among Compliers
- Zeyang Yu
- 2024: The Economics of Climate Adaptation: An Assessment
- Anna Josephson, Rodrigo Guerra Su, Greg Collins and Katharine Jacobs
- 2024: CatNet: Effective FDR Control in LSTM with Gaussian Mirrors and SHAP Feature Importance
- Jiaan Han, Junxiao Chen and Yanzhe Fu
- 2024: Pricing Multi-strike Quanto Call Options on Multiple Assets with Stochastic Volatility, Correlation, and Exchange Rates
- Boris Ter-Avanesov and Gunter A. Meissner
- 2024: MarketGPT: Developing a Pre-trained transformer (GPT) for Modeling Financial Time Series
- Aaron Wheeler and Jeffrey D. Varner
- 2024: Naive Algorithmic Collusion: When Do Bandit Learners Cooperate and When Do They Compete?
- Connor Douglas, Foster Provost and Arun Sundararajan
- 2024: Predictive Power of LLMs in Financial Markets
- Jerick Shi and Burton Hollifield
- 2024: Do Activists Align with Larger Mutual Funds?
- Manish Jha
- 2024: When Is Heterogeneity Actionable for Personalization?
- Anya Shchetkina and Ron Berman
- 2024: FinML-Chain: A Blockchain-Integrated Dataset for Enhanced Financial Machine Learning
- Jingfeng Chen, Wanlin Deng, Dangxing Chen and Luyao Zhang
- 2024: What events matter for exchange rate volatility ?
- Igor Ferreira Batista Martins and Hedibert Freitas Lopes
- 2024: Homeopathic Modernization and the Middle Science Trap: conceptual context of ergonomics, econometrics and logic of some national scientific case
- Eldar Knar
- 2024: Inter-firm Heterogeneity in Production
- Michele Battisti, Valentino Dardanoni and Stefano Demichelis
- 2024: Utilization and Profitability of Tractor Services for Maize Farming in Ejura-Sekyedumase Municipality, Ghana
- Fred Nimoh, Innocent Yao Yevu, Attah-Nyame Essampong, Asante Emmanuel Addo and Addai Kevin
- 2024: Can an increase in productivity cause a decrease in production? Insights from a model economy with AI automation
- Casey O. Barkan
- 2024: Research on Optimal Portfolio Based on Multifractal Features
- Yong Li
- 2024: Quantile deep learning models for multi-step ahead time series prediction
- Jimmy Cheung, Smruthi Rangarajan, Amelia Maddocks, Xizhe Chen and Rohitash Chandra
- 2024: Canonical Correlation Analysis: review
- Anna Bykhovskaya and Vadim Gorin
- 2024: Risk Management with Feature-Enriched Generative Adversarial Networks (FE-GAN)
- Ling Chen
- 2024: Forecasting the Price of Rice in Banda Aceh after Covid-19
- Fadhlul Mubarak, Vinny Yuliani Sundara and Nurniswah
- 2024: Markov-Functional Models with Local Drift
- ShengQuan Zhou
- 2024: A New Way: Kronecker-Factored Approximate Curvature Deep Hedging and its Benefits
- Tsogt-Ochir Enkhbayar
- 2024: Diversification quotient based on expectiles
- Xia Han, Liyuan Lin, Hao Wang and Ruodu Wang
- 2024: Leveraging AI and NLP for Bank Marketing: A Systematic Review and Gap Analysis
- Christopher Gerling and Stefan Lessmann
- 2024: Public sentiments on the fourth industrial revolution: An unsolicited public opinion poll from Twitter
- Diletta Abbonato
- 2024: Calculating Profits and Losses for Algorithmic Trading Strategies: A Short Guide
- James Glattfelder and Thomas Houweling
- 2024: Wavelet Analysis of Cryptocurrencies -- Non-Linear Dynamics in High Frequency Domains
- Tatsuru Kikuchi
- 2024: Market Making without Regret
- Nicol\`o Cesa-Bianchi, Tommaso Cesari, Roberto Colomboni, Luigi Foscari and Vinayak Pathak
- 2024: Does the square-root price impact law belong to the strict universal scalings?: quantitative support by a complete survey of the Tokyo stock exchange market
- Yuki Sato and Kiyoshi Kanazawa
- 2024: Analytical Formula for Fractional-Order Conditional Moments of Nonlinear Drift CEV Process with Regime Switching: Hybrid Approach with Applications
- Kittisak Chumpong, Khamron Mekchay, Fukiat Nualsri and Phiraphat Sutthimat
- 2024: Non-Allais Paradox and Context-Dependent Risk Attitudes
- Edward Honda and Keh-Kuan Sun
- 2024: Dynamic spatial interaction models for a leader's resource allocation and followers' multiple activities
- Hanbat Jeong
- 2024: Multiscale Markowitz
- Revant Nayar and Raphael Douady
- 2024: Process and Policy Insights from Intercomparing Electricity System Capacity Expansion Models
- Greg Schivley, Michael Blackhurst, Patricia Hidalgo-Gonzalez, Jesse Jenkins, Oleg Lugovoy, Qian Luo, Michael Roberts, Rangrang Zheng, Cameron Wade and Matthias Fripp
- 2024: Assessing Stablecoin Credit Risks
- Yuval Boneh and Ethan Jones
- 2024: Flow methods for cooperative games with generalized coalition configuration
- Encarnacion Algaba, Eric Remila and Philippe Solal
- 2024: A Deep Learning Approach to Predict the Fall [of Price] of Cryptocurrency Long Before its Actual Fall
- Anika Tahsin Meem
- 2024: A Full-History Network Dataset for BTC Asset Decentralization Profiling
- Ling Cheng, Qian Shao, Fengzhu Zeng and Feida Zhu
- 2024: High resolution microprice estimates from limit orderbook data using hyperdimensional vector Tsetlin Machines
- Christian D. Blakely
- 2024: Advance Detection Of Bull And Bear Phases In Cryptocurrency Markets
- Rahul Arulkumaran, Suyash Kumar, Shikha Tomar, Manideep Gongalla and Harshitha
- 2024: Optimal portfolio under ratio-type periodic evaluation in stochastic factor models under convex trading constraints
- Wenyuan Wang, Kaixin Yan and Xiang Yu
- 2024: The Role of Central Banks in Advancing Sustainable Finance
- A T M Omor Faruq and Md Toufiqul Huq
- 2024: Intergenerational cross-subsidies in UK collective defined contribution (CDC) funds
- John Armstrong, James Dalby and Catherine Donnelly
- 2024: A Random Forest approach to detect and identify Unlawful Insider Trading
- Krishna Neupane and Igor Griva
- 2024: The Role of AI in Financial Forecasting: ChatGPT's Potential and Challenges
- Shuochen Bi, Tingting Deng and Jue Xiao
- 2024: Composing Ensembles of Instrument-Model Pairs for Optimizing Profitability in Algorithmic Trading
- Sahand Hassanizorgabad
- 2024: Deep Learning in Long-Short Stock Portfolio Allocation: An Empirical Study
- Junjie Guo
- 2024: Trade, Trees, and Lives
- Xinming Du, Lei Li and Eric Zou
- 2024: Price Setting Rules, Rounding Tax, and Inattention Penalty
- Doron Sayag, Avichai Snir and Daniel Levy
- 2024: Path weighting sensitivities
- Liu Xuan and Gauthier Michel
- 2024: Clustering with Potential Multidimensionality: Inference and Practice
- Ruonan Xu and Luther Yap
- 2024: Revealed Information
- Laura Doval, Ran Eilat, Tianhao Liu and Yangfan Zhou
- 2024: Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence
- Szymon Lis
- 2024: Underlying Core Inflation with Multiple Regimes
- Gabriel Rodriguez-Rondon
- 2024: Supervised Autoencoders with Fractionally Differentiated Features and Triple Barrier Labelling Enhance Predictions on Noisy Data
- Bartosz Bieganowski and Robert Ślepaczuk
- 2024: FinBERT-BiLSTM: A Deep Learning Model for Predicting Volatile Cryptocurrency Market Prices Using Market Sentiment Dynamics
- Mabsur Fatin Bin Hossain, Lubna Zahan Lamia, Md Mahmudur Rahman and Md Mosaddek Khan
- 2024: A Survey of Financial AI: Architectures, Advances and Open Challenges
- Junhua Liu
- 2024: Reinforcement Learning, Collusion, and the Folk Theorem
- Galit Askenazi-Golan, Domenico Mergoni Cecchelli and Edward Plumb
- 2024: Scoring and Favoritism in Optimal Procurement Design
- Pasha Andreyanov, Ilia Krasikov and Alex Suzdaltsev
- 2024: The Distributional Effects of Economic Uncertainty
- Florian Huber, Massimiliano Marcellino and Tommaso Tornese
- 2024: Germany's Tax Revenue and its Total Administrative Cost
- Christopher Mantzaris and Ajda Fo\v{s}ner
- 2024: Quasi-stability notions in two-sided matching models
- Nadia Gui\~naz\'u, Noelia Juarez, Pablo Neme and Jorge Oviedo
- 2024: Canonical insurance models: stochastic equations and comparison theorems
- Marcus C. Christiansen and Christian Furrer
- 2024: During and after COVID-19: What happened to the home advantage in Germany's first football division?
- Thorsten Schank, Vivien Voigt and Christian Orthey
- 2024: Procompetitive effects of vertical takeovers. Evidence from the European Union
- Chiara Bellucci and Armando Rungi
- 2024: Mirror Descent Algorithms for Risk Budgeting Portfolios
- Martin Arnaiz Iglesias, Adil Rengim Cetingoz and Noufel Frikha
- 2024: The Role of Accuracy and Validation Effectiveness in Conversational Business Analytics
- Adem Alparslan
- 2024: Prediction-Guided Active Experiments
- Ruicheng Ao, Hongyu Chen and David Simchi-Levi
- 2024: Pricing Weather Derivatives: A Time Series Neural Network Approach
- Marco Hening-Tallarico and Pablo Olivares
- 2024: Reinterpreting Delay and Procrastination
- Conrad Kosowsky
- 2024: Projection onto the core: An optimal reallocation to correct market failure
- Dylan Laplace Mermoud
- 2024: Debiased Regression for Root-N-Consistent Conditional Mean Estimation
- Masahiro Kato
- 2024: Modeling the Modeler: A Normative Theory of Experimental Design
- Fernando Payr\'o and Evan Piermont
- 2024: Direct Fractional Auction
- Dmitriy Taubman, Boris Gleyzer, Ke Yang and Farhad Rassekh
- 2024: The Impact of the General Data Protection Regulation (GDPR) on Online Usage Behavior
- Klaus M. Miller, Julia Schmitt and Bernd Skiera
- 2024: Robust Bernoulli mixture models for credit portfolio risk
- Jonathan Ansari and Eva L\"utkebohmert
- 2024: Multidimensional specific relative entropy between continuous martingales
- Julio Backhoff and Edoardo Kimani Bellotto
- 2024: On Truthful Mechanisms without Pareto-efficiency: Characterizations and Fairness
- Moshe Babaioff and Noam Manaker Morag
- 2024: Financial News-Driven LLM Reinforcement Learning for Portfolio Management
- Ananya Unnikrishnan
- 2024: Econometrics and Formalism of Psychological Archetypes of Scientific Workers with Introverted Thinking Type
- Eldar Knar
- 2024: Program Evaluation with Remotely Sensed Outcomes
- Ashesh Rambachan, Rahul Singh and Davide Viviano
- 2024: Building Interpretable Climate Emulators for Economics
- Aryan Eftekhari, Doris Folini, Aleksandra Friedl, Felix K\"ubler, Simon Scheidegger and Olaf Schenk
- 2024: Some Computations for Optimal Execution with Monotone Strategies
- Yan Dolinsky
- 2024: Feature Importance of Climate Vulnerability Indicators with Gradient Boosting across Five Global Cities
- Lidia Cano Pecharroman, Melissa O. Tier and Elke U. Weber
- 2024: Monetary Incentives, Landowner Preferences: Estimating Cross-Elasticities in Farmland Conversion to Renewable Energy
- Chad Fiechter, Binayak Kunwar and Guy Tchuente
- 2024: Social Learning in Lung Transplant Decision
- Laura Doval, Federico Echenique Wanying Huang and Yi Xin
- 2024: Guided Learning: Lubricating End-to-End Modeling for Multi-stage Decision-making
- Jian Guo, Saizhuo Wang and Yiyan Qi
- 2024: The role of debt valuation factors in systemic risk assessment
- Kamil Fortuna and Janusz Szwabi\'nski
- 2024: Bitcoin Research with a Transaction Graph Dataset
- Hugo Schnoering and Michalis Vazirgiannis
- 2024: Estimating the Cost of Informal Care with a Novel Two-Stage Approach to Individual Synthetic Control
- Maria Petrillo, Daniel Valdenegro, Charles Rahal, Yanan Zhang, Gwilym Pryce and Matthew R. Bennett
- 2024: The Link Between Large Scientific Collaboration and Productivity. Rethinking How to Estimate the Monetary Value of Publications
- Francesco Giffoni, Emanuela Sirtori and Louis Colnot
- 2024: Deep Hedging Bermudan Swaptions
- Kenjiro Oya
- 2024: Semiparametric inference for impulse response functions using double/debiased machine learning
- Daniele Ballinari and Alexander Wehrli
- 2024: Refined and Segmented Price Sentiment Indices from Survey Comments
- Masahiro Suzuki and Hiroki Sakaji
- 2024: Portfolio Optimization with Feedback Strategies Based on Artificial Neural Networks
- Yaacov Kopeliovich and Michael Pokojovy
- 2024: Natural resources balance sheets accounting: theoretical framework and practice in the Shaanxi province of China
- Wentao Wang, Guoping Li, Andreas Kontoleon, Yiming Ma and Weishan Guo
- 2024: Dynamic Envy-Free Permanency in Child Welfare Systems
- Terence Highsmith
- 2024: Bayesian estimation of finite mixtures of Tobit models
- Caio Waisman
- 2024: On Vulnerability Conditional Risk Measures: Comparisons and Applications in Cryptocurrency Market
- Tong Pu, Yunran Wei and Yiying Zhang
- 2024: A Risk Sensitive Contract-unified Reinforcement Learning Approach for Option Hedging
- Xianhua Peng, Xiang Zhou, Bo Xiao and Yi Wu
- 2024: Asymptotics of Sum of Heavy-tailed Risks with Copulas
- Fan Yang and Yi Zhang
- 2024: Neural Operators Can Play Dynamic Stackelberg Games
- Guillermo Alvarez, Ibrahim Ekren, Anastasis Kratsios and Xuwei Yang
- 2024: Commodity Booms, Local State Capacity, and Development
- Dafne Murillo and Sebastian Sardon
- 2024: Randomized Truthful Auctions with Learning Agents
- Gagan Aggarwal, Anupam Gupta, Andres Perlroth and Grigoris Velegkas
- 2024: Sparse Interval-valued Time Series Modeling with Machine Learning
- Haowen Bao, Yongmiao Hong, Yuying Sun and Shouyang Wang
- 2024: On Asymptotic Optimality of Least Squares Model Averaging When True Model Is Included
- Wenchao Xu and Xinyu Zhang
- 2024: On the (Mis)Use of Machine Learning with Panel Data
- Augusto Cerqua, Marco Letta and Gabriele Pinto
- 2024: A Strategic Topology on Information Structures
- Dirk Bergemann, Stephen Morris and Rafael Veiel
- 2024: An Analytic Solution for Asset Allocation with a Multivariate Laplace Distribution
- Graham L. Giller
- 2024: The Structure of the U.S. Income Distribution
- Conrad Kosowsky
- 2024: FinRobot: AI Agent for Equity Research and Valuation with Large Language Models
- Tianyu Zhou, Pinqiao Wang, Yilin Wu and Hongyang Yang
- 2024: Multi-asset return risk measures
- Christian Laudag\'e, Felix-Benedikt Liebrich and J\"orn Sass
- 2024: How Wash Traders Exploit Market Conditions in Cryptocurrency Markets
- Hunter Ng
- 2024: Robot See, Robot Do: Imitation Reward for Noisy Financial Environments
- Sven Golu\v{z}a, Tomislav Kova\v{c}evi\'c, Stjepan Begu\v{s}i\'c and Zvonko Kostanj\v{c}ar
- 2024: Does the Gini index represent people's views on inequality?
- Ga\"elle Aymeric and Brice Magdalou
- 2024: Industrial symbiosis: How to apply successfully
- Limor Hatsor and Artyom Jelnov
- 2024: Equilibrium Cycle: A "Dynamic" Equilibrium
- Tushar Shankar Walunj, Shiksha Singhal, Veeraruna Kavitha and Jayakrishnan Nair
- 2024: Complementing Carbon Credits from Forest-Related Activities with Biodiversity Insurance and Resilience Value
- Hanna Fiegenbaum
- 2024: Orchestrating Organizational Politics: Baron and Ferejohn Meet Tullock
- Qiang Fu, Zenan Wu and Yuxuan Zhu
- 2024: Quantifying Qualitative Insights: Leveraging LLMs to Market Predict
- Hoyoung Lee, Youngsoo Choi and Yuhee Kwon
- 2024: Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading
- Abdul Rahman and Neelesh Upadhye
- 2024: How Transit Countries Become Refugee Destinations: Insights from Central and Eastern Europe
- Liliana Harding and Ciprian Panzaru
- 2024: On the Welfare (Ir)Relevance of Two-Stage Models
- Mikhail Freer and Hassan Nosratabadi
- 2024: New approaches of the DCC-GARCH residual: Application to foreign exchange rates
- Kenichiro Shiraya, Kanji Suzuki and Tomohisa Yamakami
- 2024: MSTest: An R-Package for Testing Markov Switching Models
- Gabriel Rodriguez-Rondon and Jean-Marie Dufour
- 2024: Estimating Variability in Hospital Charges: The Case of Cesarean Section
- Anna Perfilyeva, Vittal Raghavendra Miskin, Ryan Aven, Craig Drohan and Huthaifa I. Ashqar
- 2024: Automated Market Making: the case of Pegged Assets
- Philippe Bergault, Louis Bertucci, David Bouba, Olivier Gu\'eant and Julien Guilbert
- 2024: A note on the Cobb-Douglas function
- Richard Vale
- 2024: We must re-evaluate assumptions about carbon trading for effective climate change mitigation
- Alyssa R. Pfadt-Trilling and Marie-Odile P. Fortier
- 2024: Incentive Design with Spillovers
- Krishna Dasaratha, Benjamin Golub and Anant Shah
- 2024: Mechanisms for a dynamic many-to-many school choice problem
- Adriana Amieva, Agustín Bonifacio and Pablo Neme
- 2024: Impact of R&D and AI Investments on Economic Growth and Credit Rating
- Davit Gondauri and Ekaterine Mikautadze
- 2024: Spatial Competition on Psychological Pricing Strategies: Preliminary Evidence from an Online Marketplace
- Magdalena Schindl and Felix Reichel
- 2024: Implementing Dynamic Pricing Across Multiple Pricing Groups in Real Estate
- Lev Razumovskiy, Mariya Gerasimova, Nikolay Karenin and Mikhail Safro
- 2024: Dynamic Evolutionary Game Analysis of How Fintech in Banking Mitigates Risks in Agricultural Supply Chain Finance
- Qiang Wan and Jun Cui
- 2024: Reinforcement Learning Framework for Quantitative Trading
- Alhassan S. Yasin and Prabdeep S. Gill
- 2024: An Empirical Implementation of the Shadow Riskless Rate
- Davide Lauria, JiHo Park, Yuan Hu, W. Brent Lindquist, Svetlozar T. Rachev and Frank J. Fabozzi
- 2024: Asymptotic Properties of Generalized Shortfall Risk Measures for Heavy-tailed Risks
- Tiantian Mao, Gilles Stupfler and Fan Yang
- 2024: Estimation of the Adjusted Standard-deviatile for Extreme Risks
- Haoyu Chen, Tiantian Mao and Fan Yang
- 2024: The Shapley index for music streaming platforms
- Gustavo Berganti\~nos and Juan Moreno-Ternero
- 2024: Evaluating the Accuracy of Chatbots in Financial Literature
- Orhan Erdem, Kristi Hassett and Feyzullah Egriboyun
- 2024: Voting behind the Veil of Ignorance
- Boris Ginzburg
- 2024: The Impact of the General Data Protection Regulation (GDPR) on Online Tracking
- Klaus M. Miller, Karlo Lukic and Bernd Skiera
- 2024: Human game experiment to verify the equilibrium selection controlled by design
- Wang Zhijian, Shan Lixia, Yao Qinmei and Wang Yijia
- 2024: Portfolio credit risk with Archimedean copulas: asymptotic analysis and efficient simulation
- Hengxin Cui, Ken Seng Tan and Fan Yang
- 2024: A Fully Analog Pipeline for Portfolio Optimization
- James S. Cummins and Natalia G. Berloff
- 2024: A dynamic auction for multilateral collaboration
- Chao Huang
- 2024: ajdmom: a Python Package for Deriving Moment Formulas of Affine Jump Diffusion Processes
- Yan-Feng Wu and Jian-Qiang Hu
- 2024: Optimal Execution with Reinforcement Learning
- Yadh Hafsi and Edoardo Vittori
- 2024: The labour and resource use requirements of a good life for all
- Chris McElroy and Daniel W. O'Neill
- 2024: Return-forecasting and Volatility-forecasting Power of On-chain Activities in the Cryptocurrency Market
- Yeguang Chi, Qionghua, Chu and Wenyan Hao
- 2024: Multidimensional Screening with Rich Consumer Data
- Mira Frick, Ryota Iijima and Yuhta Ishii
- 2024: Allocating Positional Goods: A Mechanism Design Approach
- Peiran Xiao
- 2024: Axiomatic characterizations of some simple risk-sharing rules
- Jan Dhaene, Rodrigue Kazzi and Emiliano A. Valdez
- 2024: Sensitivity Analysis of emissions Markets: A Discrete-Time Radner Equilibrium Approach
- St\'ephane Cr\'epey, Mekonnen Tadese and Gauthier Vermandel
- 2024: Can ESG Investment and the Implementation of the New Environmental Protection Law Enhance Public Subjective Well-being?
- Hambur Wang
- 2024: Green antitrust conundrum: Collusion with social goals
- Nigar Hashimzade, Limor Hatsor and Artyom Jelnov
- 2024: The lexical ratio: A new perspective on portfolio diversification
- Sayyed Faraz Mohseni, Hamid R. Arian and Jean-Fran\c{c}ois B\'egin
- 2024: BreakGPT: Leveraging Large Language Models for Predicting Asset Price Surges
- Aleksandr Simonyan
- 2024: Filling in Missing FX Implied Volatilities with Uncertainties: Improving VAE-Based Volatility Imputation
- Achintya Gopal
- 2024: Approaching multifractal complexity in decentralized cryptocurrency trading
- Marcin W\k{a}torek, Marcin Kr\'olczyk, Jaros{\l}aw Kwapie\'n, Tomasz Stanisz and Stanis{\l}aw Dro\.zd\.z
- 2024: Distinguishing Strong from Weak Signals in Economic Forecasts
- Eric Vansteenberghe
- 2024: Utilizing RNN for Real-time Cryptocurrency Price Prediction and Trading Strategy Optimization
- Shamima Nasrin Tumpa and Kehelwala Dewage Gayan Maduranga
- 2024: Graph Neural Networks for Financial Fraud Detection: A Review
- Dawei Cheng, Yao Zou, Sheng Xiang and Changjun Jiang
- 2024: On the limiting variance of matching estimators
- Songliang Chen and Fang Han
- 2024: Firm Heterogeneity and Macroeconomic Fluctuations: a Functional VAR model
- Massimiliano Marcellino, Andrea Renzetti and Tommaso Tornese
- 2024: Nowcasting distributions: a functional MIDAS model
- Massimiliano Marcellino, Andrea Renzetti and Tommaso Tornese
- 2024: Parameterized Voter Relevance in Facility Location Games with Tree-Shaped Invitation Graphs
- Ryoto Ando, Kei Kimura, Taiki Todo and Makoto Yokoo
- 2024: Workers as Partners: a Theory of Responsible Firms in Labor Markets
- Francesco Del Prato and Marc Fleurbaey
- 2024: Higher education funding: The value of choice
- Limor Hatsor and Ronen Bar-El
- 2024: Multi-asset and generalised Local Volatility. An efficient implementation
- Olivier Deloire and Louis Roth
- 2024: Optimal reinsurance and investment via stochastic projected gradient method based on Malliavin calculus
- Yuta Otsuki and Shotaro Yagishita
- 2024: Enforcing asymptotic behavior with DNNs for approximation and regression in finance
- Hardik Routray and Bernhard Hientzsch
- 2024: Inference for Treatment Effects Conditional on Generalized Principal Strata using Instrumental Variables
- Yuehao Bai, Shunzhuang Huang, Sarah Moon, Andres Santos, Azeem Shaikh and Edward J. Vytlacil
- 2024: Market efficiency, informational asymmetry and pseudo-collusion of adaptively learning agents
- Aleksei Pastushkov
- 2024: Bridging an energy system model with an ensemble deep-learning approach for electricity price forecasting
- Souhir Ben Amor, Thomas M\"obius and Felix M\"usgens
- 2024: Words that Move Markets- Quantifying the Impact of RBI's Monetary Policy Communications on Indian Financial Market
- Rohit Kumar, Sourabh Bikas Paul and Nikita Singh
- 2024: Enhancing Investment Analysis: Optimizing AI-Agent Collaboration in Financial Research
- Xuewen Han, Neng Wang, Shangkun Che, Hongyang Yang, Kunpeng Zhang and Sean Xin Xu
- 2024: On the Extent, Correlates, and Consequences of Reporting Bias in Survey Wages
- Marco Caliendo, Katrin Huber, Ingo E. Isphording and Jakob Wegmann
- 2024: The role of expansion strategies and operational attributes on hotel performance: a compositional approach
- Carles Mulet-Forteza, Berta Ferrer-Rosell, Onofre Martorell Cunill and Salvador Linares-Mustar\'os
- 2024: Optimal Execution under Incomplete Information
- Etienne Chevalier, Yadh Hafsi and Vathana Ly Vath
- 2024: Partial Identification of Distributional Treatment Effects in Panel Data using Copula Equality Assumptions
- Heshani Madigasekara, Donald Poskitt, Lina Zhang and Xueyan Zhao
- 2024: Identification of Long-Term Treatment Effects via Temporal Links, Observational, and Experimental Data
- Filip Obradovi\'c
- 2024: Robust and Fast Bass local volatility
- Hao Qin, Charlie Che, Ruozhong Yang and Liming Feng
- 2024: Bounded Rationality in Central Bank Communication
- Wonseong Kim and Choong Lyol Lee
- 2024: Sequential optimal contracting in continuous time
- Guillermo Alonso Alvarez, Erhan Bayraktar, Ibrahim Ekren and Liwei Huang
- 2024: Artificial Intelligence in Financial Forecasting: Analyzing the Suitability of AI Models for Dollar/TL Exchange Rate Predictions
- Asef Yelghi, Aref Yelghi and Shirmohammad Tavangari
- 2024: Comparing Electoral Polarization Levels
- Boris Ginzburg
- 2024: Volatility Parametrizations with Random Coefficients: Analytic Flexibility for Implied Volatility Surfaces
- Nicola F. Zaugg, Leonardo Perotti and Lech A. Grzelak
- 2024: Corporate Fundamentals and Stock Price Co-Movement
- Lyuhong Wang, Jiawei Jiang and Yang Zhao
- 2024: Multilingual hierarchical classification of job advertisements for job vacancy statistics
- Maciej Ber\k{e}sewicz, Marek Wydmuch, Herman Cherniaiev and Robert Pater
- 2024: Hiring as Exploration
- Danielle Li, Lindsey Raymond and Peter Bergman
- 2024: From Design to Disclosure
- S. Nageeb Ali, Andreas Kleiner and Kun Zhang
- 2024: Beyond Regularity: Simple versus Optimal Mechanisms, Revisited
- Yiding Feng and Yaonan Jin
- 2024: Improving precision of A/B experiments using trigger intensity
- Tanmoy Das, Dohyeon Lee and Arnab Sinha
- 2024: Adaptive Shock Compensation in the Multi-layer Network of Global Food Production and Trade
- Sophia Baum, Moritz Laber, Martin Bruckner, Liuhuaying Yang, Stefan Thurner and Peter Klimek
- 2024: Climate AI for Corporate Decarbonization Metrics Extraction
- Aditya Dave, Mengchen Zhu, Dapeng Hu and Sachin Tiwari
- 2024: Age Normalized Testosterone Peaks at Series B for Male Startup Founders
- Jordan Moradian, Michael Dubrovsky, Megha Sama, Pavel Korecky, Sidarth Kulkarni, Yaniv Goder and Diedrik Vermeulen
- 2024: Troll Farms
- Philipp Denter and Boris Ginzburg
- 2024: A Personal data Value at Risk Approach
- Luis Enriquez
- 2024: Gender Differences in Comparative Advantage Matches: Evidence from Linked Employer-Employee Data
- Hugo Sant'Anna
- 2024: The Impact of Medicaid Expansion on Medicare Quality Measures
- Hala Algrain, Elizabeth Cardosa, Shekha Desai, Eugene Fong, Tanguy Ringoir and Huthaifa I. Ashqar
- 2024: Generative AI and Security Operations Center Productivity: Evidence from Live Operations
- James Bono, Justin Grana and Alec Xu
- 2024: Blending Ensemble for Classification with Genetic-algorithm generated Alpha factors and Sentiments (GAS)
- Quechen Yang
- 2024: Global Value Chain Linkages and Carbon Emissions embodied in trade, An Evidence from Emerging Economies: Uncovering Connections
- Sakshi Bhayana and Biswajit Nag
- 2024: Time-Causal VAE: Robust Financial Time Series Generator
- Beatrice Acciaio, Stephan Eckstein and Songyan Hou
- 2024: Beyond the Traditional VIX: A Novel Approach to Identifying Uncertainty Shocks in Financial Markets
- Ayush Jha, Abootaleb Shirvani, Svetlozar T. Rachev and Frank J. Fabozzi
- 2024: Does Regression Produce Representative Causal Rankings?
- Apoorva Lal
- 2024: Assessing the regulatory framework of financial institutions in Canada in the context of international climate risk management practices and Canadian net zero emission targets
- Victor Cardenas
- 2024: Enhancing Risk Assessment in Transformers with Loss-at-Risk Functions
- Jinghan Zhang, Henry Xie, Xinhao Zhang and Kunpeng Liu
- 2024: Comment on 'Sparse Bayesian Factor Analysis when the Number of Factors is Unknown' by S. Fr\"uhwirth-Schnatter, D. Hosszejni, and H. Freitas Lopes
- Roberto Casarin and Antonio Peruzzi
- 2024: Short-maturity options on realized variance in local-stochastic volatility models
- Dan Pirjol, Xiaoyu Wang and Lingjiong Zhu
- 2024: Whack-a-mole Online Learning: Physics-Informed Neural Network for Intraday Implied Volatility Surface
- Kentaro Hoshisashi, Carolyn E. Phelan and Paolo Barucca
- 2024: Identifying Economic Factors Affecting Unemployment Rates in the United States
- Alrick Green, Ayesha Nasim, Jaydeep Radadia, Devi Manaswi Kallam, Viswas Kalyanam, Samfred Owenga and Huthaifa I. Ashqar
- 2024: Multidimensional Economic Complexity and Fiscal Crises
- Goran Hristovski, Gjorgji Gockov and Viktor Stojkoski
- 2024: Advancing DeFi Analytics: Efficiency Analysis with Decentralized Exchanges Comparison Service
- Evgenii Onishchuk, Maksim Dubovitskii and Eduard Horch
- 2024: Information Aggregation in Markets with Analysts, Experts, and Chatbots
- Wolfgang Kuhle
- 2024: Datasets for Advanced Bankruptcy Prediction: A survey and Taxonomy
- Xinlin Wang, Zs\'ofia Kr\"aussl and Mats Brorsson
- 2024: On the Equivalence of Synchronous Coordination Game and Asynchronous Coordination Design
- Xinnian Kazusa Pan
- 2024: On the Asymptotic Properties of Debiased Machine Learning Estimators
- Amilcar Velez
- 2024: Understanding the decision-making process of choice modellers
- Gabriel Nova, Sander van Cranenburgh and Stephane Hess
- 2024: Can education correct appearance discrimination in the labor market?
- Hambur Wang
- 2024: Changes-In-Changes For Discrete Treatment
- Onil Boussim
- 2024: An algorithm for two-player repeated games with imperfect public monitoring
- Jasmina Karabegovic
- 2024: Educational Effects in Mathematics: Conditional Average Treatment Effect depending on the Number of Treatments
- Tomoko Nagai, Takayuki Okuda, Tomoya Nakamura, Yuichiro Sato, Yusuke Sato, Kensaku Kinjo, Kengo Kawamura, Shin Kikuta and Naoto Kumano-go
- 2024: Combining Financial Data and News Articles for Stock Price Movement Prediction Using Large Language Models
- Ali Elahi and Fatemeh Taghvaei
- 2024: A mathematical model for cognitive structures and processes underlying innovations
- J\"urgen Jost and Massimo Warglien
- 2024: Efficient Nested Estimation of CoVaR: A Decoupled Approach
- Nifei Lin, Yingda Song and L. Jeff Hong
- 2024: Utilitarian Social Choice and Distributional Welfare Analysis
- Federico Echenique and Quitz\'e Valenzuela-Stookey
- 2024: A Numerical Assessment for Predicting Human Development Index (HDI) Trends in the GCC Countries
- Mahdi Goldani
- 2024: Hedging and Pricing Structured Products Featuring Multiple Underlying Assets
- Anil Sharma, Freeman Chen, Jaesun Noh, Julio DeJesus and Mario Schlener
- 2024: Can Loyalty to Creators Dilute Loyalty to Promoted Products? Examining the Heterogeneous Effects of Live-Streamed Content on Video Game Usage
- Wooyong Jo, Mike Lewis and Yanwen Wang
- 2024: The psychology of prizes: Loss aversion and optimal tournament rewards
- Dmitry Ryvkin and Qin Wu
- 2024: Randomized Controlled Trials for Security Copilot for IT Administrators
- James Bono and Alec Xu
- 2024: Empirical Welfare Analysis with Hedonic Budget Constraints
- Debopam Bhattacharya, Ekaterina Oparina and Qianya Xu
- 2024: Design and Analysis of Intellectual Property Protection Strategies Based on Differential Equations
- Hambur Wang
- 2024: Discrete approximation of risk-based prices under volatility uncertainty
- Jonas Blessing, Michael Kupper and Alessandro Sgarabottolo
- 2024: A decomposition from a substitutable many-to-one matching market to a one-to-one matching market
- Pablo Neme and Jorge Oviedo
- 2024: Simulate and Optimise: A two-layer mortgage simulator for designing novel mortgage assistance products
- Leo Ardon, Benjamin Patrick Evans, Deepeka Garg, Annapoorani Lakshmi Narayanan, Makada Henry-Nickie and Sumitra Ganesh
- 2024: Unleashing the full potential of the North Sea -- Identifying key energy infrastructure synergies for 2030 and 2040
- Jan F. Wiegner, Madeleine Gibescu and Matteo Gazzani
- 2024: Calibrated quantile prediction for Growth-at-Risk
- Pietro Bogani, Matteo Fontana, Luca Neri and Simone Vantini
- 2024: The Impact of Farmers' Borrowing Behavior on Agricultural Production Technical Efficiency
- Hambur Wang
- 2024: Evaluating Company-specific Biases in Financial Sentiment Analysis using Large Language Models
- Kei Nakagawa, Masanori Hirano and Yugo Fujimoto
- 2024: Inference in a Stationary/Nonstationary Autoregressive Time-Varying-Parameter Model
- Donald W. K. Andrews and Ming Li
- 2024: Job Loss and Political Entry
- Laura Barros and Aiko Schmei{\ss}er
- 2024: On the consistency of bootstrap for matching estimators
- Ziming Lin and Fang Han
- 2024: Forecasting Political Stability in GCC Countries
- Mahdi Goldani
- 2024: Safety and Security Dynamics in Gulf Cooperation Council (GCC) Countries: A Machine Learning Approach to Forecasting Security Trends
- Mahdi Goldani
- 2024: Economic Diversification and Social Progress in the GCC Countries: A Study on the Transition from Oil-Dependency to Knowledge-Based Economies
- Mahdi Goldani and Soraya Asadi Tirvan
- 2024: Robust Network Targeting with Multiple Nash Equilibria
- Guanyi Wang
- 2024: Loss Aversion and State-Dependent Linear Utility Functions for Monetary Returns
- Somdeb Lahiri
- 2024: Reinforcement Learning in Non-Markov Market-Making
- Luca Lalor and Anatoliy Swishchuk
- 2024: Concentrated Superelliptical Market Maker
- Vasily Tolstikov
- 2024: No Tick-Size Too Small: A General Method for Modelling Small Tick Limit Order Books
- Konark Jain, Jean-Fran\c{c}ois Muzy, Jonathan Kochems and Emmanuel Bacry
- 2024: Quantum-Inspired Portfolio Optimization In The QUBO Framework
- Ying-Chang Lu, Chao-Ming Fu, Lien-Po Yu, Yen-Jui Chang and Ching-Ray Chang
- 2024: The Transmission of Monetary Policy via Common Cycles in the Euro Area
- Lukas Berend and Jan Pr\"user
- 2024: Persuasion with Ambiguous Communication
- Xiaoyu Cheng, Peter Klibanoff, Sujoy Mukerji and Ludovic Renou
- 2024: Mining Causality: AI-Assisted Search for Instrumental Variables
- Sukjin Han
- 2024: A Krasnoselskii-Mann Proximity Algorithm for Markowitz Portfolios with Adaptive Expected Return Level
- Yizun Lin, Yongxin He and Zhao-Rong Lai
- 2024: Decomposition Pipeline for Large-Scale Portfolio Optimization with Applications to Near-Term Quantum Computing
- Atithi Acharya, Romina Yalovetzky, Pierre Minssen, Shouvanik Chakrabarti, Ruslan Shaydulin, Rudy Raymond, Yue Sun, Dylan Herman, Ruben S. Andrist, Grant Salton, Martin J. A. Schuetz, Helmut G. Katzgraber and Marco Pistoia
- 2024: Econometric Inference for High Dimensional Predictive Regressions
- Zhan Gao, Ji Hyung Lee, Ziwei Mei and Zhentao Shi
- 2024: Tuning into Climate Risks: Extracting Innovation from Television News for Clean Energy Firms
- Wasim Ahmad, Mohammad Arshad Rahman, Suruchi Shrimali and Preeti Roy
- 2024: Bayesian Dynamic Factor Models for High-dimensional Matrix-valued Time Series
- Wei Zhang
- 2024: Strictly Proper Scoring Mechanisms Without Expected Arbitrage
- Jack Edwards
- 2024: Optimal position-building strategies in competition
- Neil A. Chriss
- 2024: Attention-Based Reading, Highlighting, and Forecasting of the Limit Order Book
- Jiwon Jung and Kiseop Lee
- 2024: Variable selection in convex nonparametric least squares via structured Lasso: An application to the Swedish electricity distribution networks
- Zhiqiang Liao
- 2024: Review of the EU ETS Literature: A Bibliometric Perspective
- Cristiano Salvagnin
- 2024: Spatial-temporal evolution characteristics and driving factors of carbon emission prediction in China-research on ARIMA-BP neural network algorithm
- Zhao Sanglin, Li Zhetong, Deng Hao, You Xing, Tong Jiaang, Yuan Bingkun and Zeng Zihao
- 2024: Harnessing Earnings Reports for Stock Predictions: A QLoRA-Enhanced LLM Approach
- Haowei Ni, Shuchen Meng, Xupeng Chen, Ziqing Zhao, Andi Chen, Panfeng Li, Shiyao Zhang, Qifu Yin, Yuanqing Wang and Yuxi Chan
- 2024: Maximal Social Welfare Relations on Infinite Populations Satisfying Permutation Invariance
- Jeremy Goodman and Harvey Lederman
- 2024: Scarce Workers, High Wages?
- Erik-Benjamin B\"orschlein, Mario Bossler and Martin Popp
- 2024: Deep Learning for Economists
- Melissa Dell
- 2024: Weak-instrument-robust subvector inference in instrumental variables regression: A subvector Lagrange multiplier test and properties of subvector Anderson-Rubin confidence sets
- Malte Londschien and Peter B\"uhlmann
- 2024: The Structure of Occupational Mobility in France
- Max Sina Knicker, Karl Naumann-Woleske and Michael Benzaquen
- 2024: Incentivizing Agents through Ratings
- Peiran Xiao
- 2024: A Short Note on Event-Study Synthetic Difference-in-Differences Estimators
- Diego Ciccia
- 2024: A note on Skew Brownian Motion with two-valued drift and an application
- Zaniar Ahmadi and Xiaowen Zhou
- 2024: Wild inference for wild SVARs with application to heteroscedasticity-based IV
- Bulat Gafarov, Madina Karamysheva, Andrey Polbin and Anton Skrobotov
- 2024: Single Transferable Vote and Paradoxes of Negative and Positive Involvement
- David McCune
- 2024: Guaranteed shares of benefits and costs
- Anna Bogomolnaia and Herv\'e Moulin
- 2024: Death, Taxes, and Inequality. Can a Minimal Model Explain Real Economic Inequality?
- John C. Stevenson
- 2024: Note on a Theoretical Justification for Approximations of Arithmetic Forwards
- \'Alvaro Romaniega
- 2024: Information Aggregation with Costly Information Acquisition
- Spyros Galanis and Sergei Mikhalishchev
- 2024: Gas Fees on the Ethereum Blockchain: From Foundations to Derivatives Valuations
- Bernhard K Meister and Henry CW Price
- 2024: Strong Approximations for Empirical Processes Indexed by Lipschitz Functions
- Matias Cattaneo and Ruiqi Rae Yu
- 2024: Evaluating Feature Selection Methods for Macro-Economic Forecasting, Applied for Inflation Indicator of Iran
- Mahdi Goldani
- 2024: Mean field equilibrium asset pricing model with habit formation
- Masaaki Fujii and Masashi Sekine
- 2024: PSAHARA Utility Family: Modeling Non-monotone Risk Aversion and Convex Compensation in Incomplete Markets
- Yang Liu and Zhenyu Shen
- 2024: A 22 percent increase in the German minimum wage: nothing crazy!
- Mario Bossler, Lars Chittka and Thorsten Schank
- 2024: Risk-neutral valuation of options under arithmetic Brownian motions
- Qiang Liu and Shuxin Guo
- 2024: Is the annualized compounded return of Medallion over 35%?
- Shuxin Guo and Qiang Liu
- 2024: Influencer Cartels
- Marit Hinnosaar and Toomas Hinnosaar
- 2024: Two-way Fixed Effects and Differences-in-Differences Estimators in Heterogeneous Adoption Designs
- Cl\'ement de Chaisemartin, Diego Ciccia Xavier D'Haultf{\oe}uille and Felix Knau
- 2024: Energy Price and Workload Related Dispatching Rule: Balancing Energy and Production Logistics Costs
- Balwin Bokor, Wolfgang Seiringer, Klaus Altendorfer and Thomas Felberbauer
- 2024: Evaluating Production Planning and Control Systems in Different Environments: A Comparative Simulation Study
- Wolfgang Seiringer, Balwin Bokor and Klaus Altendorfer
- 2024: Generative AI Usage and Exam Performance
- Janik Ole Wecks, Johannes Voshaar, Benedikt Jost Plate and Jochen Zimmermann
- 2024: Subset second-order stochastic dominance for enhanced indexation with diversification enforced by sector constraints
- Cristiano Arbex Valle, John Beasley and Nigel Meade
- 2024: Stochastic Volatility in Mean: Efficient Analysis by a Generalized Mixture Sampler
- Daichi Hiraki, Siddhartha Chib and Yasuhiro Omori
- 2024: Optimal Design of Automated Market Makers on Decentralized Exchanges
- Xue Dong He, Chen Yang and Yutian Zhou
- 2024: How Gender and Birth Order Affect Educational attainment Inequality within-Families: Evidence from Benin
- Christelle Zozoungbo
- 2024: Decision making in stochastic extensive form I: Stochastic decision forests
- E. Emanuel Rapsch
- 2024: Belief Bias Identification
- Pedro Gonzalez-Fernandez
- 2024: Stock Recommendations for Individual Investors: A Temporal Graph Network Approach with Mean-Variance Efficient Sampling
- Youngbin Lee, Yejin Kim, Javier Sanz-Cruzado, Richard McCreadie and Yongjae Lee
- 2024: Robust Pricing for Quality Disclosure
- Tan Gan and Hongcheng Li
- 2024: Some Characterizations of TTC in Multiple-Object Reallocation Problems
- Jacob Coreno and Di Feng
- 2024: Two-Sided Flexibility in Platforms
- Daniel Freund, S\'ebastien Martin and Jiayu Kamessi Zhao
- 2024: Existence and uniqueness results for a mean-field game of optimal investment
- Alessandro Calvia, Salvatore Federico, Giorgio Ferrari and Fausto Gozzi
- 2024: Bayesian Bi-level Sparse Group Regressions for Macroeconomic Density Forecasting
- Matteo Mogliani and Anna Simoni
- 2024: Resolute and symmetric mechanisms for two-sided matching problems
- Daniela Bubboloni, Michele Gori and Claudia Meo
- 2024: Algorithmic Collusion by Large Language Models
- Sara Fish, Yannai A. Gonczarowski and Ran I. Shorrer
- 2024: Shill-Proof Auctions
- Andrew Komo, Scott Kominers and Tim Roughgarden
- 2024: Shared Hardships Strengthen Bonds: Negative Shocks, Embeddedness and Employee Retention
- Andrew Balthrop and Hyunseok Jung
- 2024: The inclusive Synthetic Control Method
- Roberta Di Stefano and Giovanni Mellace
- 2024: Measuring Name Concentrations through Deep Learning
- Eva L\"utkebohmert and Julian Sester
- 2024: On Merton's Optimal Portfolio Problem with Sporadic Bankruptcy for Isoelastic Utility
- Yaacov Kopeliovich, Michael Pokojovy and Julia Bernatska
- 2024: When is Trust Robust?
- Luca Anderlini, Larry Samuelson and Daniele Terlizzese
- 2024: Equitable Auctions
- Simon Finster, Patrick Loiseau, Simon Mauras, Mathieu Molina and Bary Pradelski
- 2024: Demystifying and avoiding the OLS "weighting problem": Unmodeled heterogeneity and straightforward solutions
- Chad Hazlett and Tanvi Shinkre
- 2024: Justifying the Volatility of S&P 500 Daily Returns
- Hayden Brown
- 2024: Idiosyncratic Risk, Government Debt and Inflation
- Matthias H\"ansel
- 2024: CaT-GNN: Enhancing Credit Card Fraud Detection via Causal Temporal Graph Neural Networks
- Yifan Duan, Guibin Zhang, Shilong Wang, Xiaojiang Peng, Wang Ziqi, Junyuan Mao, Hao Wu, Xinke Jiang and Kun Wang
- 2024: Vulnerability Webs: Systemic Risk in Software Networks
- Cornelius Fritz, Co-Pierre Georg, Angelo Mele and Michael Schweinberger
- 2024: Inference on LATEs with covariates
- Tom Boot and Didier Nibbering
- 2024: Extended mean-field games with multi-dimensional singular controls and non-linear jump impact
- Robert Denkert and Ulrich Horst
- 2024: Inference for Two-Stage Extremum Estimators
- Aristide Houndetoungan and Abdoul Haki Maoude
- 2024: Data-driven Policy Learning for Continuous Treatments
- Chunrong Ai, Yue Fang and Haitian Xie
- 2024: Learning the Market: Sentiment-Based Ensemble Trading Agents
- Andrew Ye, James Xu, Vidyut Veedgav, Yi Wang, Yifan Yu, Daniel Yan, Ryan Chen, Vipin Chaudhary and Shuai Xu
- 2024: Costly Persuasion by a Partially Informed Sender
- Shaofei Jiang
- 2024: General duality and dual attainment for adapted transport
- Daniel Kr\v{s}ek and Gudmund Pammer
- 2024: Neural Hawkes: Non-Parametric Estimation in High Dimension and Causality Analysis in Cryptocurrency Markets
- Timoth\'ee Fabre and Ioane Muni Toke
- 2024: Temporary exclusion in repeated contests
- Yaron Azrieli
- 2024: Efficient Computation of Confidence Sets Using Classification on Equidistributed Grids
- Lujie Zhou
- 2024: Changes-in-Changes for Ordered Choice Models: Too Many "False Zeros"?
- Daniel Gutknecht and Cenchen Liu
- 2024: Cross-Currency Heath-Jarrow-Morton Framework in the Multiple-Curve Setting
- Alessandro Gnoatto and Silvia Lavagnini
- 2024: Multi-dimensional fractional Brownian motion in the G-setting
- Francesca Biagini, Andrea Mazzon and Katharina Oberpriller
- 2024: Skills or Degree? The Rise of Skill-Based Hiring for AI and Green Jobs
- Matthew Bone, Eugenia Ehlinger and Fabian Stephany
- 2024: Nudging Nutrition: Lessons from the Danish "Fat Tax"
- Christian M{\o}ller Dahl, Nadja van 't Hoff, Giovanni Mellace and Sinne Smed
- 2024: Convergence of Heavy-Tailed Hawkes Processes and the Microstructure of Rough Volatility
- Ulrich Horst, Wei Xu and Rouyi Zhang
- 2024: Set-valued stochastic integrals for convoluted L\'{e}vy processes
- Weixuan Xia
- 2024: Market Misconduct in Decentralized Finance (DeFi): Analysis, Regulatory Challenges and Policy Implications
- Xihan Xiong, Zhipeng Wang, Tianxiang Cui, William Knottenbelt and Michael Huth
- 2024: Asymptotic Error Analysis of Multilevel Stochastic Approximations for the Value-at-Risk and Expected Shortfall
- St\'ephane Cr\'epey, Noufel Frikha, Azar Louzi and Gilles Pag\`es
- 2024: Reproducible Aggregation of Sample-Split Statistics
- David M. Ritzwoller and Joseph P. Romano
- 2024: Theory coherent shrinkage of Time-Varying Parameters in VARs
- Andrea Renzetti
- 2024: Posterior-Mean Separable Costs of Information Acquisition
- Jeffrey Mensch and Komal Malik
- 2024: Cluster-Randomized Trials with Cross-Cluster Interference
- Michael Leung
- 2024: Model-Agnostic Covariate-Assisted Inference on Partially Identified Causal Effects
- Wenlong Ji, Lihua Lei and Asher Spector
- 2024: Central Bank Digital Currency with Collateral-constrained Banks
- Hanfeng Chen and Maria Elena Filippin
- 2024: Agree to Disagree: Measuring Hidden Dissent in FOMC Meetings
- Kwok Ping Tsang and Zichao Yang
- 2024: Global evidence on the income elasticity of willingness to pay, relative price changes and public natural capital values
- Moritz Drupp, Zachary M. Turk, Ben Groom and Jonas Heckenhahn
- 2024: Reinforcement Learning for Financial Index Tracking
- Xianhua Peng, Chenyin Gong and Xue Dong He
- 2024: Composite Quantile Factor Model
- Xiao Huang
- 2024: Feasible Conditional Belief Distributions
- Itai Arieli, Yakov Babichenko and Fedor Sandomirskiy
- 2024: Market Design for Capacity Sharing in Networks
- Saurabh Amin, Patrick Jaillet, Haripriya Pulyassary and Manxi Wu
- 2024: Fast Empirical Scenarios
- Michael Multerer, Paul Schneider and Rohan Sen
- 2024: Estimating the roughness exponent of stochastic volatility from discrete observations of the integrated variance
- Xiyue Han and Alexander Schied
- 2024: Does regional variation in wage levels identify the effects of a national minimum wage?
- Daniel Haanwinckel
- 2024: Unbalanced Growth and Land Overvaluation
- Tomohiro Hirano and Alexis Akira Toda
- 2024: Continuous-time q-learning for mean-field control problems
- Xiaoli Wei and Xiang Yu
- 2024: Factor-augmented sparse MIDAS regressions with an application to nowcasting
- Jad Beyhum and Jonas Striaukas
- 2024: Failure of Fourier pricing techniques to approximate the Greeks
- Tobias Behrens, Gero Junike and Wim Schoutens
- 2024: Risk aversion can promote cooperation
- Jay Armas, Wout Merbis, Janusz Meylahn, Soroush Rafiee Rad and Mauricio J. del Razo
- 2024: Deformation of Marchenko-Pastur distribution for the correlated time series
- Masato Hisakado and Takuya Kaneko
- 2024: Does Principal Component Analysis Preserve the Sparsity in Sparse Weak Factor Models?
- Jie Wei and Yonghui Zhang
- 2024: Debiased Inference for Dynamic Nonlinear Panels with Multi-dimensional Heterogeneities
- Xuan Leng, Jiaming Mao and Yutao Sun
- 2024: Generative AI at Work
- Erik Brynjolfsson, Danielle Li and Lindsey Raymond
- 2024: Strategic Responses to Personalized Pricing and Demand for Privacy: An Experiment
- In\'acio B\'o, Li Chen and Rustamdjan Hakimov
- 2024: Multi-Modal Deep Learning for Credit Rating Prediction Using Text and Numerical Data Streams
- Mahsa Tavakoli, Rohitash Chandra, Fengrui Tian and Cristi\'an Bravo
- 2024: Test-Optional Admissions
- Wouter Dessein, Alex Frankel and Navin Kartik
- 2024: Individual Welfare Analysis: Random Quasilinear Utility, Independence, and Confidence Bounds
- Junlong Feng and Sokbae (Simon) Lee
- 2024: Strategic Ambiguity in Global Games
- Takashi Ui
- 2024: Probabilistic forecasting with a hybrid Factor-QRA approach: Application to electricity trading
- Katarzyna Maciejowska, Tomasz Serafin and Bartosz Uniejewski
- 2024: Blackwell-Monotone Updating Rules
- Mark Whitmeyer
- 2024: Simultaneous upper and lower bounds of American-style option prices with hedging via neural networks
- Ivan Guo, Nicolas Langren\'e and Jiahao Wu
- 2024: Smoothing Quantile Regression Averaging: A new approach to probabilistic forecasting of electricity prices
- Bartosz Uniejewski
- 2024: Hierarchical Regularizers for Reverse Unrestricted Mixed Data Sampling Regressions
- Alain Hecq, Marie Ternes and Ines Wilms
- 2024: Proportional Fairness in Obnoxious Facility Location
- Alexander Lam, Haris Aziz, Bo Li, Fahimeh Ramezani and Toby Walsh
- 2024: Bipolar Theorems for Sets of Non-negative Random Variables
- Johannes Langner and Gregor Svindland
- 2024: Deep Quadratic Hedging
- Alessandro Gnoatto, Silvia Lavagnini and Athena Picarelli
- 2024: Randomization of Short-Rate Models, Analytic Pricing and Flexibility in Controlling Implied Volatilities
- Lech A. Grzelak
- 2024: A deep solver for BSDEs with jumps
- Kristoffer Andersson, Alessandro Gnoatto, Marco Patacca and Athena Picarelli
- 2024: Do Unions Shape Political Ideologies at Work?
- Johannes Matzat and Aiko Schmei{\ss}er
- 2024: The Emergence of Fads in a Changing World
- Wanying Huang
- 2024: Common Idiosyncratic Quantile Risk
- Jozef Baruník and Matej Nevrla
- 2024: Beta-Sorted Portfolios
- Matias Cattaneo, Richard Crump and Weining Wang
- 2024: A Nonparametric Approach with Marginals for Modeling Consumer Choice
- Yanqiu Ruan, Xiaobo Li, Karthyek Murthy and Karthik Natarajan
- 2024: Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation
- Ruofan Xu, Jiti Gao, Tatsushi Oka and Yoon-Jae Whang
- 2024: Short-time expansion of characteristic functions in a rough volatility setting with applications
- Carsten H. Chong and Viktor Todorov
- 2024: Optimal consumption under a drawdown constraint over a finite horizon
- Xiaoshan Chen, Xun Li, Fahuai Yi and Xiang Yu
- 2024: A cross-border market model with limited transmission capacities
- Cassandra Milbradt and D\"orte Kreher
- 2024: Estimation and Inference in High-Dimensional Panel Data Models with Interactive Fixed Effects
- Oliver Linton, Maximilian Ruecker, Michael Vogt and Christopher Walsh
- 2024: Optimal grading contests
- Sumit Goel
- 2024: Stopping Times Occurring Simultaneously
- Philip Protter and Alejandra Quintos
- 2024: Keep it Tighter -- A Story on Analytical Mean Embeddings
- Linda Chamakh and Zoltan Szabo
- 2024: Identification and Estimation in a Time-Varying Endogenous Random Coefficient Panel Data Model
- Ming Li
- 2024: How to Detect Network Dependence in Latent Factor Models? A Bias-Corrected CD Test
- Mohammad Pesaran and Yimeng Xie
- 2024: Realised Volatility Forecasting: Machine Learning via Financial Word Embedding
- Eghbal Rahimikia, Stefan Zohren and Ser-Huang Poon
- 2024: When Frictions are Fractional: Rough Noise in High-Frequency Data
- Carsten H. Chong, Thomas Delerue and Guoying Li
- 2024: Time-Efficient Algorithms for Nash-Bargaining-Based Matching Market Models
- Ioannis Panageas, Thorben Tr\"obst and Vijay V. Vazirani
- 2024: Dynamic tariff-based demand response in retail electricity market under uncertainty
- Arega Abate, Rosana Riccardi and Carlos Ruiz
- 2024: Selecting Penalty Parameters of High-Dimensional M-Estimators using Bootstrapping after Cross-Validation
- Denis Chetverikov and Jesper Riis-Vestergaard S{\o}rensen
- 2024: Assessing the Heterogeneous Impact of Economy-Wide Shocks: A Machine Learning Approach Applied to Colombian Firms
- Marco Due\~nas, Federico Nutarelli, Victor Ortiz Gimenez, Massimo Riccaboni and Francesco Serti
- 2024: Globalization? Trade War? A Counterbalance Perspective
- Xingwei Hu
- 2024: Time-Varying Parameters as Ridge Regressions
- Philippe Goulet Coulombe
- 2024: Identification of Semiparametric Panel Multinomial Choice Models with Infinite-Dimensional Fixed Effects
- Wayne Yuan Gao and Ming Li
- 2024: Preference Robust Optimization with Quasi-Concave Choice Functions in Multi-Attribute Decision-Making: Characterization and Computation
- Jian Wu, William B. Haskell, Wenjie Huang and Huifu Xu
- 2024: Decision Conflict, Logit, and the Outside Option
- Georgios Gerasimou
- 2024: Adaptive, Rate-Optimal Hypothesis Testing in Nonparametric IV Models
- Christoph Breunig and Xiaohong Chen
- 2024: Statistical Discrimination in Ratings-Guided Markets
- Yeon-Koo Che, Kyungmin Kim and Weijie Zhong
- 2024: Welfare Analysis in Dynamic Models
- Victor Chernozhukov, Whitney Newey and Vira Semenova
- 2024: Dynamically Optimal Treatment Allocation
- Karun Adusumilli, Friedrich Geiecke and Claudio Schilter
- 2024: A Dichotomous Analysis of Unemployment Benefits
- Xingwei Hu
- 2024: Double/Debiased Machine Learning for Treatment and Causal Parameters
- Victor Chernozhukov, Denis Chetverikov, Mert Demirer, Esther Duflo, Christian Hansen, Whitney Newey and James Robins
- 2024: A Review of Reinforcement Learning in Financial Applications
- Yahui Bai, Yuhe Gao, Runzhe Wan, Sheng Zhang and Rui Song
- 2024: Robust Graph Neural Networks for Stability Analysis in Dynamic Networks
- Xin Zhang, Zhen Xu, Yue Liu, Mengfang Sun, Tong Zhou and Wenying Sun
- 2024: Modelling financial returns with mixtures of generalized normal distributions
- Pierdomenico Duttilo
- 2024: FinVision: A Multi-Agent Framework for Stock Market Prediction
- Sorouralsadat Fatemi and Yuheng Hu
- 2024: Schur Complementary Allocation: A Unification of Hierarchical Risk Parity and Minimum Variance Portfolios
- Peter Cotton
- 2024: Do LLM Personas Dream of Bull Markets? Comparing Human and AI Investment Strategies Through the Lens of the Five-Factor Model
- Harris Borman, Anna Leontjeva, Luiz Pizzato, Max Kun Jiang and Dan Jermyn
- 2024: Forecasting Company Fundamentals
- Felix Divo, Eric Endress, Kevin Endler, Kristian Kersting and Devendra Singh Dhami
- 2024: Comparative Analysis of LSTM, GRU, and Transformer Models for Stock Price Prediction
- Jue Xiao, Tingting Deng and Shuochen Bi
- 2024: News-Driven Stock Price Forecasting in Indian Markets: A Comparative Study of Advanced Deep Learning Models
- Kaushal Attaluri, Mukesh Tripathi, Srinithi Reddy and Shivendra
- 2024: Enhancing literature review with LLM and NLP methods. Algorithmic trading case
- Stanis{\l}aw {\L}aniewski and Robert Ślepaczuk
- 2024: The ET Interview: Professor Joel L. Horowitz
- Sokbae (Simon) Lee
- 2024: AI in Investment Analysis: LLMs for Equity Stock Ratings
- Kassiani Papasotiriou, Srijan Sood, Shayleen Reynolds and Tucker Balch
- 2024: TradExpert: Revolutionizing Trading with Mixture of Expert LLMs
- Qianggang Ding, Haochen Shi and Bang Liu
- 2024: Flexible Demand Manipulation
- Yifan Dai and Andrew Koh
- 2024: Fair Division of Chores with Budget Constraints
- Edith Elkind, Ayumi Igarashi and Nicholas Teh
- 2024: A dynamic programming principle for multiperiod control problems with bicausal constraints
- Ruslan Mirmominov and Johannes Wiesel
- 2024: The museum pass problem with consortia
- Juan Carlos Gon\c{c}alves-Dosantos, Ricardo Mart\'inez and Joaqu\'in S\'anchez-Soriano
- 2024: New Combinatorial Insights for Monotone Apportionment
- Javier Cembrano, Jos\'e Correa, Ulrike Schmidt-Kraepelin, Alexandros Tsigonias-Dimitriadis and Victor Verdugo
- 2024: Estimation and Inference in Dyadic Network Formation Models with Nontransferable Utilities
- Ming Li, Zhentao Shi and Yapeng Zheng
- 2024: Machine Learning Debiasing with Conditional Moment Restrictions: An Application to LATE
- Facundo Arga\~naraz and Juan Carlos Escanciano
- 2024: On Cost-Sensitive Distributionally Robust Log-Optimal Portfolio
- Chung-Han Hsieh and Xiao-Rou Yu
- 2024: Continuous Risk Factor Models: Analyzing Asset Correlations through Energy Distance
- Marcus Gawronsky and Chun-Sung Huang
- 2024: Rebalancing-versus-Rebalancing: Improving the fidelity of Loss-versus-Rebalancing
- Matthew Willetts and Christian Harrington
- 2024: The Heterogeneous Effects of Active Labour Market Policies in Switzerland
- Federica Mascolo, Nora Bearth, Fabian Muny, Michael Lechner and Jana Mareckova
- 2024: Clustering Digital Assets Using Path Signatures: Application to Portfolio Construction
- Hugo Inzirillo
- 2024: Exploiting Risk-Aversion and Size-dependent fees in FX Trading with Fitted Natural Actor-Critic
- Vito Alessandro Monaco, Antonio Riva, Luca Sabbioni, Lorenzo Bisi, Edoardo Vittori, Marco Pinciroli, Michele Trapletti and Marcello Restelli
- 2024: Conditional Forecasting of Margin Calls using Dynamic Graph Neural Networks
- Matteo Citterio, Marco D'Errico and Gabriele Visentin
- 2024: Strategic communication of narratives
- Gerrit Bauch and Manuel Foerster
- 2024: Emerging countries' counter-currency cycles in the face of crises and dominant currencies
- Hugo Spring-Ragain
- 2024: Price Regulation, Technology and Provider Redistribution
- Piyush Akimitsu
- 2024: Inference in Partially Linear Models under Dependent Data with Deep Neural Networks
- Chad Brown
- 2024: Fast Deep Hedging with Second-Order Optimization
- Konrad Mueller, Amira Akkari, Lukas Gonon and Ben Wood
- 2024: Evaluating utility in synthetic banking microdata applications
- Hugo E. Caceres and Ben Moews
- 2024: Log Heston Model for Monthly Average VIX
- Jihyun Park and Andrey Sarantsev
- 2024: Bitcoin and Shadow Exchange Rates
- Yanan Niu and Ilja Kantorovitch
- 2024: Debiasing Alternative Data for Credit Underwriting Using Causal Inference
- Chris Lam
- 2024: Representation Learning for Regime detection in Block Hierarchical Financial Markets
- Alexa Orton and Tim Gebbie
- 2024: EconoJax: A Fast & Scalable Economic Simulation in Jax
- Koen Ponse, Aske Plaat, Niki van Stein and Thomas M. Moerland
- 2024: The equilibrium properties of obvious strategy profiles in games with many players
- Enxian Chen Bin Wu Hanping Xu
- 2024: Markov Stochastic Choice
- Kremena Valkanova
- 2024: American Views About Election Fraud in 2024
- Mitchell Linegar and R. Michael Alvarez
- 2024: Differentiable Inductive Logic Programming for Fraud Detection
- Boris Wolfson and Erman Acar
- 2024: Why is it so hard to find a job now? Enter Ghost Jobs
- Hunter Ng
- 2024: Weighted Garbling
- Daehyun Kim and Ichiro Obara
- 2024: Applications of the Second-Order Esscher Pricing in Risk Management
- Tahir Choulli, Ella Elazkany and Mich`ele Vanmaele
- 2024: TraderTalk: An LLM Behavioural ABM applied to Simulating Human Bilateral Trading Interactions
- Alicia Vidler and Toby Walsh
- 2024: On the limits of informationally efficient stock markets: New insights from a chartist-fundamentalist model
- Laura Gardini, Davide Radi, Noemi Schmitt, Iryna Sushko and Frank Westerhoff
- 2024: Modeling and Replication of the Prepayment Option of Mortgages including Behavioral Uncertainty
- Leonardo Perotti, Lech A. Grzelak and Cornelis W. Oosterlee
- 2024: Dual-Agent Deep Reinforcement Learning for Dynamic Pricing and Replenishment
- Yi Zheng, Zehao Li, Peng Jiang and Yijie Peng
- 2024: Difference-in-Differences with Time-varying Continuous Treatments using Double/Debiased Machine Learning
- Michel F. C. Haddad, Martin Huber and Lucas Z. Zhang
- 2024: Economic Integration of Africa in the 21st Century: Complex Network and Panel Regression Analysis
- Tekilu Tadesse Choramo, Jemal Abafita, Yerali Gandica and Luis Rocha
- 2024: On Spatio-Temporal Stochastic Frontier Models
- Elisa Fusco, Giuseppe Arbia, Francesco Vidoli and Vincenzo Nardelli
- 2024: A Distributed Lag Approach to the Generalised Dynamic Factor Model (GDFM)
- Philipp Gersing
- 2024: Beyond Baby Blues: The Child Penalty in Mental Health in Switzerland
- Nora Bearth
- 2024: International vulnerability of inflation
- Ignacio Garr\'on, C. Vladimir Rodr\'iguez-Caballero and Esther Ruiz
- 2024: Extracting Alpha from Financial Analyst Networks
- Dragos Gorduza, Yaxuan Kong, Xiaowen Dong and Stefan Zohren
- 2024: Tests of thermal macroeconomic theory on simulated micro-economies
- Yihang Luo, R. S. MacKay and Nick Chater
- 2024: The green transition of firms: The role of evolutionary competition, adjustment costs, transition risk, and green technology progress
- Davide Radi and Frank Westerhoff
- 2024: Modelling of Economic Implications of Bias in AI-Powered Health Emergency Response Systems
- Katsiaryna Bahamazava
- 2024: Strategic Control of Facial Expressions by the Fed Chair
- Hunter Ng
- 2024: Optimal life insurance and annuity decision under money illusion
- Wenyuan Li and Pengyu Wei
- 2024: Constrained portfolio optimization in a life-cycle model
- Wenyuan Li and Pengyu Wei
- 2024: Jacobian-free Efficient Pseudo-Likelihood (EPL) Algorithm
- Takeshi Fukasawa
- 2024: Testing the effects of an unobservable factor: Do marriage prospects affect college major choice?
- Hayri Alper Arslan, Brantly Callaway and Tong Li
- 2024: New evaluation tool for predicting disability pension risk among Finnish public sector employees
- Petra Sohlman, Risto Louhi and Janne Salonen
- 2024: Multidimensional Knowledge Graph Embeddings for International Trade Flow Analysis
- Durgesh Nandini, Simon Bloethner, Mirco Schoenfeld and Mario Larch
- 2024: Learning to Adopt Generative AI
- Lijia Ma, Xingchen Xu, Yumei He and Yong Tan
- 2024: Tourism destination events classifier based on artificial intelligence techniques
- Miguel Camacho-Ruiz, Ram\'on Alberto Carrasco, Gema Fern\'andez-Avil\'es and Antonio LaTorre
- 2024: Information Sharing with Social Image Concerns and the Spread of Fake News
- Dana Sisak and Philipp Denter
- 2024: Unified Causality Analysis Based on the Degrees of Freedom
- Andr\'as Telcs, Marcell T. Kurbucz and Antal Jakov\'ac
- 2024: Robust Time Series Causal Discovery for Agent-Based Model Validation
- Gene Yu, Ce Guo and Wayne Luk
- 2024: Most Swiss-system tournaments are unfair: Evidence from chess
- L\'aszl\'o Csat\'o
- 2024: The Impact of Industry Agglomeration on Land Use Efficiency: Insights from China's Yangtze River Delta
- Hambur Wang
- 2024: A Stock Price Prediction Approach Based on Time Series Decomposition and Multi-Scale CNN using OHLCT Images
- Zhiyuan Pei, Jianqi Yan, Jin Yan, Bailing Yang, Ziyuan Li, Lin Zhang, Xin Liu and Yang Zhang
- 2024: Prebunking Elections Rumors: Artificial Intelligence Assisted Interventions Increase Confidence in American Elections
- Mitchell Linegar, Betsy Sinclair, Sander van der Linden and R. Michael Alvarez
- 2024: Heterogeneous Intertemporal Treatment Effects via Dynamic Panel Data Models
- Philip Marx, Elie Tamer and Xun Tang
- 2024: Performance Rating Equilibrium
- Mehmet S. Ismail
- 2024: Stochastic cooperative games of risk averse players and application to multiple newsvendors problem
- David Ryz\'ak and Martin \v{C}ern\'y
- 2024: Generating long-horizon stock "buy" signals with a neural language model
- Joel R. Bock
- 2024: Generation of synthetic financial time series by diffusion models
- Tomonori Takahashi and Takayuki Mizuno
- 2024: Double Auctions: Formalization and Automated Checkers
- Mohit Garg, N. Raja, Suneel Sarswat and Abhishek Kr Singh
- 2024: Dynamic Investment-Driven Insurance Pricing: Equilibrium Analysis and Welfare Implication
- Bingzheng Chen, Zongxia Liang and Shunzhi Pang
- 2024: Inference on High Dimensional Selective Labeling Models
- Shakeeb Khan, Elie Tamer and Qingsong Yao
- 2024: Partially Identified Rankings from Pairwise Interactions
- Federico Crippa and Danil Fedchenko
- 2024: Detecting Spatial Outliers: the Role of the Local Influence Function
- Giuseppe Arbia and Vincenzo Nardelli
- 2024: Periodic portfolio selection with quasi-hyperbolic discounting
- Yushi Hamaguchi and Alex S. L. Tse
- 2024: A minimal model of money creation under regulatory constraints
- Victor Le Coz, Michael Benzaquen and Damien Challet
- 2024: A Case Study of Next Portfolio Prediction for Mutual Funds
- Guilherme Thomaz and Denis Maua
- 2024: On Regularity and Normalization in Sequential Screening
- Ian Ball and Teemu Pekkarinen
- 2024: Strategic Irreversible Investment
- Jan-Henrik Steg
- 2024: Predicting Company Growth by Econophysics informed Machine Learning
- Ruyi Tao, Kaiwei Liu, Xu Jing and Jiang Zhang
- 2024: Detecting fake review buyers using network structure: Direct evidence from Amazon
- Sherry He, Brett Hollenbeck, Gijs Overgoor, Davide Proserpio and Ali Tosyali
- 2024: Commitment and Randomization in Communication
- Emir Kamenica and Xiao Lin
- 2024: Evolution with Opponent-Learning Awareness
- Yann Bouteiller, Karthik Soma and Giovanni Beltrame
- 2024: Note on Bubbles Attached to Real Assets
- Tomohiro Hirano and Alexis Akira Toda
- 2024: Marine Microplastics and Infant Health
- Xinming Du, Shan Zhang and Eric Zou
- 2024: Kendall Correlation Coefficients for Portfolio Optimization
- Tomas Espana, Victor Le Coz and Matteo Smerlak
- 2024: Drivers of Electric Vehicle Adoption in Nigeria: An Extended UTAUT Framework Approach
- Qasim Ajao, Lanre Sadeeq and Oluwatobi Oluwaponmile Sodiq
- 2024: Temporal Relational Reasoning of Large Language Models for Detecting Stock Portfolio Crashes
- Kelvin J. L. Koa, Yunshan Ma, Ritchie Ng, Huanhuan Zheng and Tat-Seng Chua
- 2024: Neuroevolution Neural Architecture Search for Evolving RNNs in Stock Return Prediction and Portfolio Trading
- Zimeng Lyu, Amulya Saxena, Rohaan Nadeem, Hao Zhang and Travis Desell
- 2024: Estimating Spillovers from Sampled Connections
- Kieran Marray
- 2024: A Bayesian Perspective on the Maximum Score Problem
- Christopher D. Walker
- 2024: Exploration and Persuasion
- Aleksandrs Slivkins
- 2024: Identifying Conduct Parameters with Separable Demand: A Counterexample to Lau (1982)
- Yuri Matsumura and Suguru Otani
- 2024: Dynamic graph neural networks for enhanced volatility prediction in financial markets
- Pulikandala Nithish Kumar, Nneka Umeorah and Alex Alochukwu
- 2024: Characterizing the top trading cycles rule for housing markets with lexicographic preferences
- Bettina Klaus
- 2024: Optimal consumption under relaxed benchmark tracking and consumption drawdown constraint
- Lijun Bo, Yijie Huang, Kaixin Yan and Xiang Yu
- 2024: Inferring Option Movements Through Residual Transactions: A Quantitative Model
- Carl von Havighorst and Vincil Bishop
- 2024: A Dynamic Spatiotemporal and Network ARCH Model with Common Factors
- Osman Do\u{g}an, Raffaele Mattera, Philipp Otto and S\"uleyman Ta\c{s}p{\i}nar
- 2024: Functional Clustering of Discount Functions for Behavioral Investor Profiling
- Annamaria Porreca, Viviana Ventre, Roberta Martino, Salvador Cruz Rambaud and Fabrizio Maturo
- 2024: Financial Performance and Economic Implications of COFCO's Strategic Acquisition of Mengniu
- Jessica Ji and David Yu
- 2024: Asymmetries in Financial Spillovers
- Florian Huber, Karin Klieber, Massimiliano Marcellino, Luca Onorante and Michael Pfarrhofer
- 2024: Feedback strategies in the market with uncertainties
- Mustapha Nyenye Issah
- 2024: Dynamic Biases of Static Panel Data Estimators
- Sylvia Klosin
- 2024: Stylized facts in money markets: an empirical analysis of the eurozone data
- Victor Le Coz, Nolwenn Allaire, Michael Benzaquen and Damien Challet
- 2024: Semiparametric Bayesian Inference for a Conditional Moment Equality Model
- Christopher D. Walker
- 2024: Time evaluation of portfolio for asymmetrically informed traders
- Bernardo D'Auria and Carlos Escudero
- 2024: Quantifying world geography as seen through the lens of Soviet propaganda
- M. V. Tamm, M. Oiva, K. D. Mukhina, M. Mets and M. Schich
- 2024: Analysis of short-run and long-run marginal costs of generation in the power market
- Shamim Homaei, Simon Roussanaly and Asgeir Tomasgard
- 2024: Three connected problems: principal with multiple agents in cooperation, Principal--Agent with Mckean--Vlasov dynamics and multitask Principal--Agent
- Mao Fabrice Djete
- 2024: A Kernelization-Based Approach to Nonparametric Binary Choice Models
- Guo Yan
- 2024: Reducing annotator bias by belief elicitation
- Terne Sasha Thorn Jakobsen, Andreas Bjerre-Nielsen and Robert B\"ohm
- 2024: The Economic Consequences of Being Widowed by War: A Life-Cycle Perspective
- Sebastian Braun and Jan Stuhler
- 2024: LTPNet Integration of Deep Learning and Environmental Decision Support Systems for Renewable Energy Demand Forecasting
- Te Li, Mengze Zhang and Yan Zhou
- 2024: Economic Anthropology in the Era of Generative Artificial Intelligence
- Zachary Sheldon and Peeyush Kumar
- 2024: Risk Premia in the Bitcoin Market
- Caio Almeida, Maria Grith, Ratmir Miftachov and Zijin Wang
- 2024: Predictive Quantile Regression with High-Dimensional Predictors: The Variable Screening Approach
- Hongqi Chen and Ji Hyung Lee
- 2024: Fast and Efficient Bayesian Analysis of Structural Vector Autoregressions Using the R Package bsvars
- Tomasz Wo\'zniak
- 2024: Stochastic Loss Reserving: Dependence and Estimation
- Andrew Fleck, Edward Furman and Yang Shen
- 2024: Risk Aggregation and Allocation in the Presence of Systematic Risk via Stable Laws
- Andrew Fleck, Edward Furman and Yang Shen
- 2024: Hierarchical Reinforced Trader (HRT): A Bi-Level Approach for Optimizing Stock Selection and Execution
- Zijie Zhao and Roy E. Welsch
- 2024: Switchback Price Experiments with Forward-Looking Demand
- Yifan Wu, Ramesh Johari, Vasilis Syrgkanis and Gabriel Y. Weintraub
- 2024: Dynamic Factor Allocation Leveraging Regime-Switching Signals
- Yizhan Shu and John M. Mulvey
- 2024: Multi-Task Dynamic Pricing in Credit Market with Contextual Information
- Adel Javanmard, Jingwei Ji and Renyuan Xu
- 2024: Simultaneously Solving FBSDEs with Neural Operators of Logarithmic Depth, Constant Width, and Sub-Linear Rank
- Takashi Furuya and Anastasis Kratsios
- 2024: Neuro-Symbolic Traders: Assessing the Wisdom of AI Crowds in Markets
- Namid R. Stillman and Rory Baggott
- 2024: A GARCH model with two volatility components and two driving factors
- Luca Vincenzo Ballestra, Enzo D'Innocenzo and Christian Tezza
- 2024: GARCH option valuation with long-run and short-run volatility components: A novel framework ensuring positive variance
- Luca Vincenzo Ballestra, Enzo D'Innocenzo and Christian Tezza
- 2024: Peace in the Face of Uncertainty: Resource Allocation with Stochastic Armaments
- Sarah Taylor
- 2024: Decentralized Finance: Impact on Financial Services and required DeFi Literacy in 2034
- Daniel Liebau
- 2024: Modeling the transition from pay-as-you-go to a fully funded pension system in Russia
- Kirill Moiseev
- 2024: Approximating Auction Equilibria with Reinforcement Learning
- Pranjal Rawat
- 2024: Corporate Non-Disclosure Disputes: Equilibrium Settlements with a Probabilistic Burden of Proof
- Miles B. Gietzmann and Adam J. Ostaszewski
- 2024: The Subtlety of Optimal Paternalism in a Population with Bounded Rationality
- Charles F. Manski and Eytan Sheshinski
- 2024: Competitive equilibria in trading
- Neil A. Chriss
- 2024: Assessing the techno-economic benefits of LEMs for different grid topologies and prosumer shares
- Markus Doepfert, Soner Candas, Hermann Kraus, Peter Tzscheutschler and Thomas Hamacher
- 2024: Delegated portfolio management with random default
- Alberto Gennaro and Thibaut Mastrolia
- 2024: Impact of social factors on loan delinquency in microfinance
- Cedric H. A. Koffi, Viani Biatat Djeundje and Olivier Menoukeu Pamen
- 2024: Analyzing Incentives and Fairness in Ordered Weighted Average for Facility Location Games
- Kento Yoshida, Kei Kimura, Taiki Todo and Makoto Yokoo
- 2024: Optimization of Actuarial Neural Networks with Response Surface Methodology
- Belguutei Ariuntugs and Kehelwala Dewage Gayan Madurang
- 2024: Counterfactual Analysis in Empirical Games
- Brendan Kline and Elie Tamer
- 2024: Federated Learning and Free-riding in a Competitive Market
- Jiajun Meng, Jing Chen, Dongfang Zhao and Lin Liu
- 2024: A Simple Interactive Fixed Effects Estimator for Short Panels
- Robert Phillips and Benjamin D. Williams
- 2024: The Pond Dilemma with Heterogeneous Relative Concerns
- Paweł Gola
- 2024: Price impact and long-term profitability of energy storage
- Roxana Dumitrescu, Redouane Silvente and Peter Tankov
- 2024: Designing Scientific Grants
- Christoph Carnehl, Marco Ottaviani and Justus Preusser
- 2024: Time-Varyingness in Auction Breaks Revenue Equivalence
- Yuma Fujimoto, Kaito Ariu and Kenshi Abe
- 2024: Testing Identifying Assumptions in Parametric Separable Models: A Conditional Moment Inequality Approach
- Leonard Goff, D\'esir\'e K\'edagni and Huan Wu
- 2024: Labor Market Policies in High- and Low-Interest Rate Environments: Evidence from the Euro Area
- Povilas Lastauskas and Julius Stak\.enas
- 2024: Quantum Computing for Multi Period Asset Allocation
- Queenie Sun, Nicholas Grablevsky, Huaizhang Deng and Pooya Azadi
- 2024: On the valuation of life insurance policies for dependent coupled lives
- Kira Henshaw, Cedric H. A. Koffi, Olivier Menoukeu Pamen and Raghid Zeineddine
- 2024: Solving The Dynamic Volatility Fitting Problem: A Deep Reinforcement Learning Approach
- Emmanuel Gnabeyeu, Omar Karkar and Imad Idboufous
- 2024: The Simplicity of Optimal Dynamic Mechanisms
- Jose Correa, Andres Cristi and Laura Vargas Koch
- 2024: A Firm Link: Overall, Between- and Within-Firm Inequality Through the Lens of a Sorting Model
- Paweł Gola and Yuejun Zhao
- 2024: Aggregation Trees
- Riccardo Di Francesco
- 2024: Capturing Perception to Poverty using Conjoint Analysis & Partial Profile Choice Experiment
- Anushka De and Diganta Mukherjee
- 2024: Closed-form estimation and inference for panels with attrition and refreshment samples
- Grigory Franguridi and Lidia Kosenkova
- 2024: Aproximaci\'on pr\'actica a los m\'etodos de selecci\'on de portafolios de inversi\'on
- Carlos Minutti-Martinez
- 2024: A Generalization of von Neumann's Reduction from the Assignment Problem to Zero-Sum Games
- Ilan Adler, Martin Bullinger and Vijay V. Vazirani
- 2024: Testing the order of fractional integration in the presence of smooth trends, with an application to UK Great Ratios
- Mustafa R. K{\i}l{\i}n\c{c}, Michael Massmann and Maximilian Ambros
- 2024: Double Jeopardy and Climate Impact in the Use of Large Language Models: Socio-economic Disparities and Reduced Utility for Non-English Speakers
- Aivin V. Solatorio, Gabriel Stefanini Vicente, Holly Krambeck and Olivier Dupriez
- 2024: Modeling News Interactions and Influence for Financial Market Prediction
- Mengyu Wang, Shay B. Cohen and Tiejun Ma
- 2024: European Option Pricing in Regime Switching Framework via Physics-Informed Residual Learning
- Naman Krishna Pande, Puneet Pasricha, Arun Kumar and Arvind Kumar Gupta
- 2024: Sample Average Approximation for Portfolio Optimization under CVaR constraint in an (re)insurance context
- J\'er\^ome Lelong, V\'eronique Maume-Deschamps and William Thevenot
- 2024: Supply Chain Optimization Strategies: An Empirical Study on Fresh Product Delivery Routes
- Yu Yuan, Xiaoke Xie and Yulei Xie
- 2024: Backtesting Framework for Concentrated Liquidity Market Makers on Uniswap V3 Decentralized Exchange
- Andrey Urusov, Rostislav Berezovskiy and Yury Yanovich
- 2024: Large Scale Longitudinal Experiments: Estimation and Inference
- Apoorva Lal, Alexander Fischer and Matthew Wardrop
- 2024: Can GANs Learn the Stylized Facts of Financial Time Series?
- Sohyeon Kwon and Yongjae Lee
- 2024: Nickell Meets Stambaugh: A Tale of Two Biases in Panel Predictive Regressions
- Chengwang Liao, Ziwei Mei and Zhentao Shi
- 2024: No arbitrage and the existence of ACLMMs in general diffusion models
- David Criens and Mikhail Urusov
- 2024: Comparative Analysis of Remittance Inflows- International Reserves-External Debt Dyad: Exploring Bangladesh's Economic Resilience in Avoiding Sovereign Default Compared to Sri Lanka
- Nusrat Nawshin, Asif Imtiaz and Md. Shamsuddin Sarker
- 2024: On the Oscillations in Cournot Games with Best Response Strategies
- Zhengyang Liu, Haolin Lu, Liang Shan and Zihe Wang
- 2024: Scalable Signature-Based Distribution Regression via Reference Sets
- Andrew Alden, Carmine Ventre and Blanka Horvath
- 2024: Underutilized land and sustainable development: effects on employment, economic output, and mitigation of CO2 emissions
- Seymur Garibov and Wadim Strielkowski
- 2024: Variance reduction combining pre-experiment and in-experiment data
- Zhexiao Lin and Pablo Crespo
- 2024: Term structure shapes and their consistent dynamics in the Svensson family
- Martin Keller-Ressel and Felix Sachse
- 2024: Cross-Currency Basis Swaps Referencing Backward-Looking Rates
- Yining Ding, Ruyi Liu and Marek Rutkowski
- 2024: Slow Convergence of Interacting Kalman Filters in Word-of-Mouth Social Learning
- Vikram Krishnamurthy and Cristian Rojas
- 2024: Variance-Hawkes Process and its Application to Energy Markets
- Joshua McGillivray and Anatoliy Swishchuk
- 2024: Econometrics of Insurance with Multidimensional Types
- Gaurab Aryal, Isabelle Perrigne, Quang Vuong and Haiqing Xu
- 2024: Identifying Money Laundering Subgraphs on the Blockchain
- Kiwhan Song, Mohamed Ali Dhraief, Muhua Xu, Locke Cai, Xuhao Chen, Arvind and Jie Chen
- 2024: Structural Change, Employment, and Inequality in Europe: an Economic Complexity Approach
- Bernardo Caldarola, Dario Mazzilli, Aurelio Patelli and Angelica Sbardella
- 2024: Optimal mutual insurance against systematic longevity risk
- John Armstrong and James Dalby
- 2024: Revisiting the Primitives of Transaction Fee Mechanism Design
- Aadityan Ganesh, Clayton Thomas and S. Matthew Weinberg
- 2024: On the Lower Confidence Band for the Optimal Welfare
- Kirill Ponomarev and Vira Semenova
- 2024: A Dynamic Approach to Stock Price Prediction: Comparing RNN and Mixture of Experts Models Across Different Volatility Profiles
- Diego Vallarino
- 2024: Post-Covid learning assessment of school children: A Project by CRY & RILM across four states
- Anushka De
- 2024: Distilling Analysis from Generative Models for Investment Decisions
- Chung-Chi Chen, Hiroya Takamura, Ichiro Kobayashi and Yusuke Miyao
- 2024: Collusion Detection with Graph Neural Networks
- Lucas Gomes, Jannis Kueck, Mara Mattes, Martin Spindler and Alexey Zaytsev
- 2024: Industrial complexity and the evolution of formal employment in developing cities
- Neave O'Clery, Juan Chaparro, Andres Gomez-Lievano and Eduardo Lora
- 2024: Reproducing and Extending Experiments in Behavioral Strategy with Large Language Models
- Daniel Albert and Stephan Billinger
- 2024: First order Martingale model risk and semi-static hedging
- Nathan Sauldubois and Nizar Touzi
- 2024: Group Shapley Value and Counterfactual Simulations in a Structural Model
- Yongchan Kwon, Sokbae (Simon) Lee and Guillaume A. Pouliot
- 2024: Simulating and analyzing a sparse order book: an application to intraday electricity markets
- Philippe Bergault and Enzo Cogn\'eville
- 2024: Search Prominence with Costly Product Returns
- Sanxi Li, Jun Yu and Mingsheng Zhang
- 2024: Assessment of the Financial Competitiveness of Publicly Listed Indian Real Estate Companies Using the Entropy Method
- Ritij Saini, Aditya Deora and Kirtesh Gadiya
- 2024: Statistical Arbitrage in Rank Space
- Y. -F. Li and G. Papanicolaou
- 2024: Green bubbles: a four-stage paradigm for detection and propagation
- Gian Luca Vriz and Luigi Grossi
- 2024: Impact of Artificial Intelligence on Environmental Quality through Technical Change: A Free Dynamic Equilibrium Approach
- Van Khanh Pham and Duc Minh Le
- 2024: The Rise of Health Economics: Transforming the Landscape of Economic Research
- Lorenz Gschwent, Bj\"orn Hammarfelt, Martin Karlsson and Mathias Kifmann
- 2024: Scoring Auctions with Coarse Beliefs
- Joseph Feffer
- 2024: Gender politics, environmental behaviours, and local territories: Evidence from Italian municipalities
- Chiara Lodi, Agnese Sacchi and Francesco Vidoli
- 2024: Packing a Knapsack with Items Owned by Strategic Agents
- Javier Cembrano, Max Klimm and Martin Knaack
- 2024: Free Public Transport: More Jobs without Environmental Damage?
- Mateus Rodrigues, Daniel Da Mata and Vitor Possebom
- 2024: Persistence-Robust Break Detection in Predictive Quantile and CoVaR Regressions
- Yannick Hoga
- 2024: Navigating Inflation in Ghana: How Can Machine Learning Enhance Economic Stability and Growth Strategies
- Theophilus G. Baidoo and Ashley Obeng
- 2024: Optimal Information Acquisition Strategies: The Case of Online Lending
- Mendelson Haim and Zhu Mingxi
- 2024: Design Information Disclosure under Bidder Heterogeneity in Online Advertising Auctions: Implications of Bid-Adherence Behavior
- Zhu Mingxi and Song Michelle
- 2024: Deep Learning Methods for S Shaped Utility Maximisation with a Random Reference Point
- Ashley Davey and Harry Zheng
- 2024: Application of AI in Credit Risk Scoring for Small Business Loans: A case study on how AI-based random forest model improves a Delphi model outcome in the case of Azerbaijani SMEs
- Nigar Karimova
- 2024: Cyber Risk Taxonomies: Statistical Analysis of Cybersecurity Risk Classifications
- Matteo Malavasi, Gareth W. Peters, Stefan Treuck, Pavel V. Shevchenko, Jiwook Jang and Georgy Sofronov
- 2024: $\texttt{rdid}$ and $\texttt{rdidstag}$: Stata commands for robust difference-in-differences
- Kyunghoon Ban and D\'esir\'e K\'edagni
- 2024: Large datasets for the Euro Area and its member countries and the dynamic effects of the common monetary policy
- Matteo Barigozzi, Claudio Lissona and Lorenzo Tonni
- 2024: Economic growth of cities: Does resource allocation matter?
- Sheng Dai, Timo Kuosmanen and Zhiqiang Liao
- 2024: Optimal execution with deterministically time varying liquidity: well posedness and price manipulation
- Gianluca Palmari, Fabrizio Lillo and Zoltan Eisler
- 2024: Hedging via Perpetual Derivatives: Trinomial Option Pricing and Implied Parameter Surface Analysis
- Jagdish Gnawali, W. Brent Lindquist and Svetlozar T. Rachev
- 2024: Numerical analysis of American option pricing in a two-asset jump-diffusion model
- Hao Zhou and Duy-Minh Dang
- 2024: Urbanization, economic development, and income distribution dynamics in India
- Anand Sahasranaman, Nishanth Kumar and Luis M. A. Bettencourt
- 2024: Democratizing Strategic Planning in Master-Planned Communities
- Christopher K. Allsup and Irene S. Gabashvili
- 2024: Close Encounters of the LEO Kind: Spillovers and Resilience in Partially-Automated Traffic Systems
- Akhil Rao
- 2024: The Fourier Cosine Method for Discrete Probability Distributions
- Xiaoyu Shen, Fang Fang and Chengguang Liu
- 2024: A Structural Approach to Growth-at-Risk
- Robert Wojciechowski
- 2024: Deviance Voronoi Residuals for Space-Time Point Process Models: An Application to Earthquake Insurance Risk
- Roba Bairakdar, Debbie Dupuis and Melina Mailhot
- 2024: Inference in High-Dimensional Linear Projections: Multi-Horizon Granger Causality and Network Connectedness
- Eugene Dettaa and Endong Wang
- 2024: Improving Portfolio Optimization Results with Bandit Networks
- Gustavo de Freitas Fonseca, Lucas Coelho e Silva and Paulo Andr\'e Lima de Castro
- 2024: Computing Most Equitable Voting Rules
- Lirong Xia
- 2024: How to Compare Copula Forecasts?
- Tobias Fissler and Yannick Hoga
- 2024: From Global Value Chains to Local Jobs: Exploring FDI-induced Job Creation in EU-27
- Magdalena Olczyk and Marjan Petreski
- 2024: Compound V3 Economic Audit Report
- Rik Ghosh, Samrat Gupta, Arka Datta, Abhimanyu Nag and Sudipan Sinha
- 2024: Leveraging Fundamental Analysis for Stock Trend Prediction for Profit
- John Phan and Hung-Fu Chang
- 2024: Large Language Models Overcome the Machine Penalty When Acting Fairly but Not When Acting Selfishly or Altruistically
- Zhen Wang, Ruiqi Song, Chen Shen, Shiya Yin, Zhao Song, Balaraju Battu, Lei Shi, Danyang Jia, Talal Rahwan and Shuyue Hu
- 2024: Anonymity and strategy-proofness on a domain of single-peaked and single-dipped preferences
- Oihane Gallo
- 2024: Proportionality in Multiple Dimensions to Design Electoral Systems
- Javier Cembrano, Jos\'e Correa, Gonzalo D\'iaz and Victor Verdugo
- 2024: A new GARCH model with a deterministic time-varying intercept
- Niklas Ahlgren, Alexander Back and Timo Ter\"asvirta
- 2024: Boundary treatment for high-order IMEX Runge-Kutta local discontinuous Galerkin schemes for multidimensional nonlinear parabolic PDEs
- V. Gonz\'alez-Tabernero, J. G. L\'opez-Salas, M. J. Castro-D\'iaz and J. A. Garc\'ia-Rodr\'iguez
- 2024: A second order finite volume IMEX Runge-Kutta scheme for two dimensional PDEs in finance
- J. G. L\'opez-Salas, M. Su\'arez-Taboada, M. J. Castro, A. M. Ferreiro-Ferreiro and J. A. Garc\'ia-Rodr\'iguez
- 2024: A Spatio-Temporal Machine Learning Model for Mortgage Credit Risk: Default Probabilities and Loan Portfolios
- Pascal K\"undig and Fabio Sigrist
- 2024: Cracking the code: Lessons from 15 years of digital health IPOs for the era of AI
- Tamen Jadad-Garcia and Alejandro R. Jadad
- 2024: Efficient calibration of the shifted square-root diffusion model to credit default swap spreads using asymptotic approximations
- Ankush Agarwal and Ying Liao
- 2024: The Mortgage Cash-Flow Channel: How Rising Interest Rates Impact Household Consumption
- Itamar Caspi, Nadav Eshel and Nimrod Segev
- 2024: Populist Constitutional Backsliding and Judicial Independence: Evidence from Turkiye
- Nuno Garoupa and Rok Spruk
- 2024: The Impact of Generative AI on Collaborative Open-Source Software Development: Evidence from GitHub Copilot
- Fangchen Song, Ashish Agarwal and Wen Wen
- 2024: Food Without Fire: Nutritional and Environmental Impacts from a Solar Stove Field Experiment
- Laura E. McCann, Jeffrey Michler, Maybin Mwangala, Osaretin Olurotimi and Natalia Estrada Carmona
- 2024: Financial Sentiment Analysis on News and Reports Using Large Language Models and FinBERT
- Yanxin Shen and Pulin Kirin Zhang
- 2024: Risk Alignment in Agentic AI Systems
- Hayley Clatterbuck, Clinton Castro and Arvo Mu\~noz Mor\'an
- 2024: Dynamic Portfolio Rebalancing: A Hybrid new Model Using GNNs and Pathfinding for Cost Efficiency
- Diego Vallarino
- 2024: Worst-case values of target semi-variances with applications to robust portfolio selection
- Jun Cai, Zhanyi Jiao and Tiantian Mao
- 2024: Smaller Confidence Intervals From IPW Estimators via Data-Dependent Coarsening
- Alkis Kalavasis, Anay Mehrotra and Manolis Zampetakis
- 2024: Robust forward investment and consumption under drift and volatility uncertainties: A randomization approach
- Wing Fung Chong and Gechun Liang
- 2024: Forecasting short-term inflation in Argentina with Random Forest Models
- Federico Forte
- 2024: Partially Identified Heterogeneous Treatment Effect with Selection: An Application to Gender Gaps
- Xiaolin Sun, Xueyan Zhao and Donald Poskitt
- 2024: AI Persuasion, Bayesian Attribution, and Career Concerns of Doctors
- Hanzhe Li, Jin Li, Ye Luo and Xiaowei Zhang
- 2024: A Run on Fossil Fuel? Climate Change and Transition Risk
- Michael Barnett
- 2024: Impermanent loss and loss-vs-rebalancing I: some statistical properties
- Abe Alexander and Lars Fritz
- 2024: Age and Cognitive Skills: Use It or Lose It
- Eric Hanushek, Lavinia Kinne, Frauke Witthoeft and Ludger Woessmann
- 2024: A Nonparametric Test of Heterogeneous Treatment Effects under Interference
- Julius Owusu
- 2024: Inflation in Disaggregated Small Open Economies
- Álvaro Silva
- 2024: How has the war in Ukraine affected Russian sentiments?
- Mikael Elinder, Oscar Erixson and Olle Hammar
- 2024: Tax systems for sustainable economic development
- N. S. Gonchar
- 2024: KANOP: A Data-Efficient Option Pricing Model using Kolmogorov-Arnold Networks
- Rushikesh Handal, Kazuki Matoya, Yunzhuo Wang and Masanori Hirano
- 2024: New Tests of Equal Forecast Accuracy for Factor-Augmented Regressions with Weaker Loadings
- Luca Margaritella and Ovidijus Stauskas
- 2024: Dynamic Competition for Attention
- Jan Knoepfle
- 2024: Impact of the Three-Child Policy and Delayed Retirement on the Transfer of Surplus Rural Labor under Xi Jinping's New Population Vision: A Re-examination of China's Lewis Turning Point
- Jun Dai, Guanqing Shi, Xiaoke Xie and Aitong Xie
- 2024: Theoretical and Empirical Validation of Heston Model
- Zheng Cao and Xinhao Lin
- 2024: Macroscopic properties of equity markets: stylized facts and portfolio performance
- Steven Campbell, Qien Song and Ting-Kam Leonard Wong
- 2024: Balancing Selection Efficiency and Societal Costs in Selective Contests
- Penghuan Yan
- 2024: Unconditional Randomization Tests for Interference
- Liang Zhong
- 2024: Dynamic Link and Flow Prediction in Bank Transfer Networks
- Shu Takahashi, Kento Yamamoto, Shumpei Kobayashi, Ryoma Kondo and Ryohei Hisano
- 2024: An Experimental Study of Competitive Market Behavior Through LLMs
- Jingru Jia and Zehua Yuan
- 2024: MLP, XGBoost, KAN, TDNN, and LSTM-GRU Hybrid RNN with Attention for SPX and NDX European Call Option Pricing
- Boris Ter-Avanesov and Homayoon Beigi
- 2024: Optimal In-Kind Redistribution
- Zi Yang Kang and Mitchell Watt
- 2024: Critical Dynamics of Random Surfaces
- Christof Schmidhuber
- 2024: QuantFactor REINFORCE: Mining Steady Formulaic Alpha Factors with Variance-bounded REINFORCE
- Junjie Zhao, Chengxi Zhang, Min Qin and Peng Yang
- 2024: Semi-analytical pricing of options written on SOFR futures
- Andrey Itkin and Yerkin Kitapbayev
- 2024: Predicting Foreign Exchange EUR/USD direction using machine learning
- Kevin Cedric Guyard and Michel Deriaz
- 2024: Robust Robustness
- Ian Ball and Deniz Kattwinkel
- 2024: Brief Synopsis of the Scientific Career of T. R. Hurd
- Matheus R. Grasselli and Lane P. Hughston
- 2024: Actually, There is No Rotational Indeterminacy in the Approximate Factor Model
- Philipp Gersing
- 2024: A Theory of Recommendations
- Jean-Michel Benkert and Armin Schmutzler
- 2024: Tax Credits and Household Behavior: The Roles of Myopic Decision-Making and Liquidity in a Simulated Economy
- Kshama Dwarakanath, Jialin Dong and Svitlana Vyetrenko
- 2024: Deep-MacroFin: Informed Equilibrium Neural Network for Continuous Time Economic Models
- Yuntao Wu, Jiayuan Guo, Goutham Gopalakrishna and Zisis Poulos
- 2024: Optimal stopping and divestment timing under scenario ambiguity and learning
- Andrea Mazzon and Peter Tankov
- 2024: Exploratory Optimal Stopping: A Singular Control Formulation
- Jodi Dianetti, Giorgio Ferrari and Renyuan Xu
- 2024: Infinite-mean models in risk management: Discussions and recent advances
- Yuyu Chen and Ruodu Wang
- 2024: Lower Bounds of Uncertainty of Observations of Macroeconomic Variables and Upper Limits on the Accuracy of Their Forecasts
- Victor Olkhov
- 2024: Efficient Asymmetric Causality Tests
- Abdulnasser Hatemi-J
- 2024: A Course in Dynamic Optimization
- Bar Light
- 2024: The Impossible Trinity of Human Space Usage between Home, Workplace and Amenity
- Shizhen Wang and Stanimira Milcheva
- 2024: Neural Term Structure of Additive Process for Option Pricing
- Jimin Lin and Guixin Liu
- 2024: NeuralBeta: Estimating Beta Using Deep Learning
- Yuxin Liu, Jimin Lin and Achintya Gopal
- 2024: Identification and Inference for Synthetic Control Methods with Spillover Effects: Estimating the Economic Cost of the Sudan Split
- Shosei Sakaguchi and Hayato Tagawa
- 2024: Algorithm-Assisted Decision Making and Racial Disparities in Housing: A Study of the Allegheny Housing Assessment Tool
- Lingwei Cheng, Cameron Drayton, Alexandra Chouldechova and Rhema Vaithianathan
- 2024: On the power properties of inference for parameters with interval identified sets
- Federico A. Bugni, Mengsi Gao, Filip Obradovic and Amilcar Velez
- 2024: Experimenting on Markov Decision Processes with Local Treatments
- Shuze Chen, David Simchi-Levi and Chonghuan Wang
- 2024: Using Total Margin of Error to Account for Non-Sampling Error in Election Polls: The Case of Nonresponse
- Jeff Dominitz and Charles F. Manski
- 2024: Enhanced power enhancements for testing many moment equalities: Beyond the $2$- and $\infty$-norm
- Anders Kock and David Preinerstorfer
- 2024: Alleviating Non-identifiability: a High-fidelity Calibration Objective for Financial Market Simulation with Multivariate Time Series Data
- Chenkai Wang, Junji Ren and Peng Yang
- 2024: Equilibrium control theory for Kihlstrom-Mirman preferences in continuous time
- Luca De Gennaro Aquino, Sascha Desmettre, Yevhen Havrylenko and Mogens Steffensen
- 2024: A new paradigm of mortality modeling via individual vitality dynamics
- Xiaobai Zhu, Kenneth Q. Zhou and Zijia Wang
- 2024: Is the difference between deep hedging and delta hedging a statistical arbitrage?
- Pascal Fran\c{c}ois, Genevi\`eve Gauthier, Fr\'ed\'eric Godin and Carlos Octavio P\'erez Mendoza
- 2024: Predicting the Distribution of Treatment Effects: A Covariate-Adjustment Approach
- Bruno Fava
- 2024: Dynamic Pricing in Securities Lending Market: Application in Revenue Optimization for an Agent Lender Portfolio
- Jing Xu, Yung-Cheng Hsu and William Biscarri
- 2024: FinDKG: Dynamic Knowledge Graphs with Large Language Models for Detecting Global Trends in Financial Markets
- Xiaohui Victor Li and Francesco Sanna Passino
- 2024: The Pass-through of Retail Crime
- Carl Hase and Johannes Kasinger
- 2024: Consistent Conjectures in Dynamic Matching Markets
- Laura Doval and Pablo Schenone
- 2024: Optimal hedging with variational preferences under convex risk measures
- Marcelo Righi
- 2024: Three Scores and 15 Years (1948-2023) of Rao's Score Test: A Brief History
- Anil K. Bera and Yannis Bilias
- 2024: Identification and Estimation of Causal Effects in High-Frequency Event Studies
- Alessandro Casini and Adam McCloskey
- 2024: Identification of fiscal SVAR-IVs in small open economies
- Henri Ker\"anen and Sakari L\"ahdem\"aki
- 2024: Dynamic Evidence Disclosure: Delay the Good to Accelerate the Bad
- Jan Knoepfle and Julia Salmi
- 2024: Operator Deep Smoothing for Implied Volatility
- Lukas Gonon, Antoine Jacquier and Ruben Wiedemann
- 2024: EM Estimation of Conditional Matrix Variate $t$ Distributions
- Battulga Gankhuu
- 2024: Generalized FGM dependence: Geometrical representation and convex bounds on sums
- H\'el\`ene Cossette, Etienne Marceau, Alessandro Mutti and Patrizia Semeraro
- 2024: Embracing the Enemy
- \'Alvaro Delgado-Vega and Johannes Schneider
- 2024: Matching With Pre-Existing Binding Agreements: The Agreeable Core
- Peter Doe
- 2024: Decision-Making Behavior Evaluation Framework for LLMs under Uncertain Context
- Jingru Jia, Zehua Yuan, Junhao Pan, Paul E. McNamara and Deming Chen
- 2024: Integrating solid direct air capture systems with green hydrogen production: Economic synergy of sector coupling
- Sunwoo Kim, Joungho Park and Jay H. Lee
- 2024: Games under the Tiered Deferred Acceptance Mechanism
- Jiarui Xie
- 2024: Fair Allocation in Dynamic Mechanism Design
- Alireza Fallah, Michael I. Jordan and Annie Ulichney
- 2024: The Hamilton-Jacobi-Bellman Equation in Economic Dynamics with a Non-Smooth Fiscal Policy
- Yuhki Hosoya
- 2024: A Dynamic Model of Performative Human-ML Collaboration: Theory and Empirical Evidence
- Tom S\"uhr, Samira Samadi and Chiara Farronato
- 2024: A note on continuity and asymptotic consistency of measures of risk and variability
- Niushan Gao and Foivos Xanthos
- 2024: Clearing time randomization and transaction fees for auction market design
- Thibaut Mastrolia and Tianrui Xu
- 2024: Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network
- Tingguo Zheng, Hongyin Zhang and Shiqi Ye
- 2024: Identifying and exploiting alpha in linear asset pricing models with strong, semi-strong, and latent factors
- M. Hashem Pesaran and Ronald Smith
- 2024: Simulating the Economic Impact of Rationality through Reinforcement Learning and Agent-Based Modelling
- Simone Brusatin, Tommaso Padoan, Andrea Coletta, Domenico Delli Gatti and Aldo Glielmo
- 2024: Designing Algorithmic Recommendations to Achieve Human-AI Complementarity
- Bryce McLaughlin and Jann Spiess
- 2024: Learning parameter dependence for Fourier-based option pricing with tensor trains
- Rihito Sakurai, Haruto Takahashi and Koichi Miyamoto
- 2024: A pure dual approach for hedging Bermudan options
- Aur\'elien Alfonsi, Ahmed Kebaier and J\'er\^ome Lelong
- 2024: Disappointment concordance and duet expectiles
- Fabio Bellini, Tiantian Mao, Ruodu Wang and Qinyu Wu
- 2024: Interpretable Machine Learning Models for Predicting the Next Targets of Activist Funds
- Minwu Kim, Sidahmed Benabderrahmane and Talal Rahwan
- 2024: A separate way to measure rate of return
- Gordon Getty and Nikita Tkachenko
- 2024: Extremal cases of distortion risk measures with partial information
- Mengshuo Zhao, Narayanaswamy Balakrishnan and Chuancun Yin
- 2024: Beyond the Bid-Ask: Strategic Insights into Spread Prediction and the Global Mid-Price Phenomenon
- Yifan He, Abootaleb Shirvani, Barret Shao, Svetlozar Rachev and Frank Fabozzi
- 2024: Overfitting Reduction in Convex Regression
- Zhiqiang Liao, Sheng Dai, Eunji Lim and Timo Kuosmanen
- 2024: Strategic Interactions between Large Language Models-based Agents in Beauty Contests
- Siting (Estee) Lu
- 2024: A Deep Learning Method for Predicting Mergers and Acquisitions: Temporal Dynamic Industry Networks
- Dayu Yang
- 2024: StockGPT: A GenAI Model for Stock Prediction and Trading
- Dat Mai
- 2024: Fast and simple inner-loop algorithms of static / dynamic BLP estimations
- Takeshi Fukasawa
- 2024: Coherent risk measures and uniform integrability
- Muqiao Huang and Ruodu Wang
- 2024: Postprocessing of point predictions for probabilistic forecasting of day-ahead electricity prices: The benefits of using isotonic distributional regression
- Arkadiusz Lipiecki, Bartosz Uniejewski and Rafał Weron
- 2024: Quantformer: from attention to profit with a quantitative transformer trading strategy
- Zhaofeng Zhang, Banghao Chen, Shengxin Zhu and Nicolas Langren\'e
- 2024: Quasi-randomization tests for network interference
- Supriya Tiwari and Pallavi Basu
- 2024: Difference-in-Differences with Unpoolable Data
- Sunny Karim, Matthew Webb, Nichole Austin and Erin Strumpf
- 2024: Tax Policy Handbook for Crypto Assets
- Arindam Misra
- 2024: Does AI help humans make better decisions? A statistical evaluation framework for experimental and observational studies
- Eli Ben-Michael, D. James Greiner, Melody Huang, Kosuke Imai, Zhichao Jiang and Sooahn Shin
- 2024: Learning Macroeconomic Policies based on Microfoundations: A Stackelberg Mean Field Game Approach
- Qirui Mi, Zhiyu Zhao, Siyu Xia, Yan Song, Jun Wang and Haifeng Zhang
- 2024: A path-dependent PDE solver based on signature kernels
- Alexandre Pannier and Cristopher Salvi
- 2024: Matching under Imperfectly Transferable Utility
- Alfred Galichon and Simon Weber
- 2024: Extracting Mechanisms from Heterogeneous Effects: An Identification Strategy for Mediation Analysis
- Jiawei Fu
- 2024: High-Dimensional Tail Index Regression: with An Application to Text Analyses of Viral Posts in Social Media
- Yuya Sasaki, Jing Tao and Yulong Wang
- 2024: Impacts of electric carsharing on a power sector with variable renewables
- Adeline Gu\'eret, Wolf-Peter Schill and Carlos Gaete-Morales
- 2024: Unveiling the Potential of Robustness in Selecting Conditional Average Treatment Effect Estimators
- Yiyan Huang, Cheuk Hang Leung, Siyi Wang, Yijun Li and Qi Wu
- 2024: The Unelected Hand? Bureaucratic Influence and Electoral Accountability
- Simon Lodato, Christos Mavridis and Federico Vaccari
- 2024: Optimal Budget Aggregation with Star-Shaped Preferences
- Felix Brandt, Matthias Greger, Erel Segal-Halevi and Warut Suksompong
- 2024: Multi Agent Influence Diagrams for DeFi Governance
- Abhimanyu Nag, Samrat Gupta, Sudipan Sinha and Arka Datta
- 2024: Functional Spatial Autoregressive Models
- Tadao Hoshino
- 2024: Relying on the Metrics of Evaluated Agents
- Serena Wang, Michael I. Jordan, Katrina Ligett and Randolph McAfee
- 2024: Shall We Team Up: Exploring Spontaneous Cooperation of Competing LLM Agents
- Zengqing Wu, Run Peng, Shuyuan Zheng, Qianying Liu, Xu Han, Brian Inhyuk Kwon, Makoto Onizuka, Shaojie Tang and Chuan Xiao
- 2024: Numerical Claim Detection in Finance: A New Financial Dataset, Weak-Supervision Model, and Market Analysis
- Agam Shah, Arnav Hiray, Pratvi Shah, Arkaprabha Banerjee, Anushka Singh, Dheeraj Eidnani, Sahasra Chava, Bhaskar Chaudhury and Sudheer Chava
- 2024: Doubly Robust Inference in Causal Latent Factor Models
- Alberto Abadie, Anish Agarwal, Raaz Dwivedi and Abhin Shah
- 2024: Continuous-Time Best-Response and Related Dynamics in Tullock Contests with Convex Costs
- Edith Elkind, Abheek Ghosh and Paul W. Goldberg
- 2024: Local Projections Inference with High-Dimensional Covariates without Sparsity
- Jooyoung Cha
- 2024: Quantum Amplitude Loading for Rainbow Options Pricing
- Francesca Cibrario, Or Samimi Golan, Giacomo Ranieri, Emanuele Dri, Mattia Ippoliti, Ron Cohen, Christian Mattia, Bartolomeo Montrucchio, Amir Naveh and Davide Corbelletto
- 2024: Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models
- Victor Chernozhukov, Iv\'an Fern\'andez-Val, Chen Huang and Weining Wang
- 2024: Tradeoffs and Comparison Complexity
- Cassidy Shubatt and Jeffrey Yang
- 2024: A Characterization of Optimal Queueing Regimes
- Marco Scarsini and Eran Shmaya
- 2024: Realized Stochastic Volatility Model with Skew-t Distributions for Improved Volatility and Quantile Forecasting
- Makoto Takahashi, Yuta Yamauchi, Toshiaki Watanabe and Yasuhiro Omori
- 2024: Beveridgean Phillips Curve
- Pascal Michaillat and Emmanuel Saez
- 2024: How do we measure trade elasticity for services?
- Satoshi Nakano and Kazuhiko Nishimura
- 2024: Tournaments, Contestant Heterogeneity and Performance
- Enzo Brox and Daniel Goller
- 2024: Identification with possibly invalid IVs
- Christophe Bruneel-Zupanc and Jad Beyhum
- 2024: Global analysis reveals persistent shortfalls and regional differences in availability of foods needed for health
- Leah Costlow, Anna Herforth, Timothy Sulser, Nicola Cenacchi and William Masters
- 2024: European Football Player Valuation: Integrating Financial Models and Network Theory
- Albert Cohen and Jimmy Risk
- 2024: Do LLM Agents Exhibit Social Behavior?
- Yan Leng and Yuan Yuan
- 2024: Decision-Making Frameworks for Network Resilience -- Managing and Mitigating Systemic (Cyber) Risk
- Gregor Svindland and Alexander Vo{\ss}
- 2024: Can Digital Aid Deliver During Humanitarian Crises?
- Michael Callen, Miguel Fajardo-Steinh\"auser, Michael G. Findley and Tarek Ghani
- 2024: Nonparametric Strategy Test
- Sam Ganzfried
- 2024: Nash equilibria for dividend distribution with competition
- Tiziano De Angelis, Fabien Gensbittel and St\'ephane Villeneuve
- 2024: Fused Extended Two-Way Fixed Effects for Difference-in-Differences With Staggered Adoptions
- Gregory Faletto
- 2024: Causal inference and policy evaluation without a control group
- Augusto Cerqua, Marco Letta and Fiammetta Menchetti
- 2024: Identifying Causal Effects of Discrete, Ordered and ContinuousTreatments using Multiple Instrumental Variables
- Nadja van 't Hoff
- 2024: Pricing and hedging for a sticky diffusion
- Alexis Anagnostakis
- 2024: Inference for Low-rank Models without Estimating the Rank
- Jungjun Choi, Hyukjun Kwon and Yuan Liao
- 2024: Deep Learning and NLP in Cryptocurrency Forecasting: Integrating Financial, Blockchain, and Social Media Data
- Vincent Gurgul, Stefan Lessmann and Wolfgang Karl H\"ardle
- 2024: On optimal tracking portfolio in incomplete markets: The reinforcement learning approach
- Lijun Bo, Yijie Huang and Xiang Yu
- 2024: The Use of Symmetry for Models with Variable-size Variables
- Takeshi Fukasawa
- 2024: The Impact of Generative Artificial Intelligence on Market Equilibrium: Evidence from a Natural Experiment
- Kaichen Zhang, Zixuan Yuan and Hui Xiong
- 2024: The Multi-BMBY Mechanism: Proportionality-Preserving and Strategyproof Ownership Restructuring in Private Companies
- Gal Danino, Moran Koren and Omer Madmon
- 2024: Relative Arbitrage Opportunities in an Extended Mean Field System
- Nicole Tianjiao Yang and Tomoyuki Ichiba
- 2024: Data-driven fixed-point tuning for truncated realized variations
- B. Cooper Boniece, Jos\'e E. Figueroa-L\'opez and Yuchen Han
- 2024: Double Debiased Covariate Shift Adaptation Robust to Density-Ratio Estimation
- Masahiro Kato, Kota Matsui and Ryo Inokuchi
- 2024: Global Factors in Non-core Bank Funding and Exchange Rate Flexibility
- Lu\'is A. V. Cat\~ao, Jan Ditzen and Daniel te Kaat
- 2024: Cheap Talking Algorithms
- Daniele Condorelli and Massimiliano Furlan
- 2024: Differential Quantile-Based Sensitivity in Discontinuous Models
- Silvana M. Pesenti, Pietro Millossovich and Andreas Tsanakas
- 2024: Towards Replication-Robust Data Markets
- Thomas Falconer, Jalal Kazempour and Pierre Pinson
- 2024: Resolving a Clearing Member's Default, A Radner Equilibrium Approach
- Dorinel Bastide, St\'ephane Cr\'epey, Samuel Drapeau and Mekonnen Tadese
- 2024: Signature Methods in Stochastic Portfolio Theory
- Christa Cuchiero and Janka M\"oller
- 2024: Game Connectivity and Adaptive Dynamics
- Tom Johnston, Michael Savery, Alex Scott and Bassel Tarbush
- 2024: Quota Mechanisms: Finite-Sample Optimality and Robustness
- Ian Ball and Deniz Kattwinkel
- 2024: Regret-Optimal Federated Transfer Learning for Kernel Regression with Applications in American Option Pricing
- Xuwei Yang, Anastasis Kratsios, Florian Krach, Matheus Grasselli and Aurelien Lucchi
- 2024: Optimal Robust Reinsurance with Multiple Insurers
- Emma Kroell, Sebastian Jaimungal and Silvana M. Pesenti
- 2024: School Choice with Multiple Priorities
- Minoru Kitahara and Yasunori Okumura
- 2024: The Banks Set and the Bipartisan Set May Be Disjoint
- Felix Brandt and Florian Grundbacher
- 2024: Inequality in Educational Attainment: Urban-Rural Comparison in the Indian Context
- Sangita Das
- 2024: Power sector benefits of flexible heat pumps
- Alexander Roth, Carlos Gaete-Morales, Dana Kirchem and Wolf-Peter Schill
- 2024: Obvious Manipulations in Matching without and with Contracts
- R. Pablo Arribillaga and Eliana Pepa Risma
- 2024: Selling Multiple Complements with Packaging Costs
- Simon Finster
- 2024: Dynamic Bayesian Networks for Predicting Cryptocurrency Price Directions: Uncovering Causal Relationships
- Rasoul Amirzadeh, Dhananjay Thiruvady, Asef Nazari and Mong Shan Ee
- 2024: Federated Offline Policy Learning
- Aldo Gael Carranza and Susan Athey
- 2024: Risk Budgeting Allocation for Dynamic Risk Measures
- Silvana M. Pesenti, Sebastian Jaimungal, Yuri F. Saporito and Rodrigo Targino
- 2024: Time-Consistent Asset Allocation for Risk Measures in a L\'evy Market
- Felix Fie{\ss}inger and Mitja Stadje
- 2024: Socioeconomic disparities in mobility behavior during the COVID-19 pandemic in developing countries
- Lorenzo Lucchini, Ollin Langle-Chimal, Lorenzo Candeago, Lucio Melito, Alex Chunet, Aleister Montfort, Bruno Lepri, Nancy Lozano-Gracia and Samuel P. Fraiberger
- 2024: Non-diversified portfolios with subjective expected utility
- Christopher Chambers and Georgios Gerasimou
- 2024: Both invariant principles implied by Marx's law of value are necessary and sufficient to solve the transformation problem through Morishima's formalism
- Norbert Ankri and Pa\"ikan Marcaggi
- 2024: Modeling urbanization dynamics by labor force migration
- Hirotaka Goto
- 2024: Equilibrium Selection in Pure Bubble Models by Dividend Injection
- Tomohiro Hirano and Alexis Akira Toda
- 2024: Bicriteria Multidimensional Mechanism Design with Side Information
- Maria-Florina Balcan, Siddharth Prasad and Tuomas Sandholm
- 2024: Tighter 'uniform bounds for Black-Scholes implied volatility' and the applications to root-finding
- Jaehyuk Choi, Jeonggyu Huh and Nan Su
- 2024: Nonnegativity preserving convolution kernels. Application to Stochastic Volterra Equations in closed convex domains and their approximation
- Aur\'elien Alfonsi
- 2024: Inference for Two-stage Experiments under Covariate-Adaptive Randomization
- Jizhou Liu
- 2024: Digital Divide: Empirical Study of CIUS 2020
- Joann Jasiak, Peter MacKenzie and Purevdorj Tuvaandorj
- 2024: Self-progressive choice models
- Kemal Yildiz
- 2024: Auction designs to increase incentive compatibility and reduce self-scheduling in electricity markets
- Conleigh Byers and Brent Eldridge
- 2024: Formation of Optimal Interbank Networks under Liquidity Shocks
- Daniel E. Rigobon and Ronnie Sircar
- 2024: Robust Faber--Schauder approximation based on discrete observations of an antiderivative
- Xiyue Han and Alexander Schied
- 2024: Estimation of Heterogeneous Treatment Effects Using a Conditional Moment Based Approach
- Xiaolin Sun
- 2024: From Marx's fundamental equalities to the solving of the transformation problem -- Coherence of the model
- Norbert Ankri and Pa\"ikan Marcaggi
- 2024: Workplace Breastfeeding Legislation and Female Labor Force Participation in the United States
- Julia Hatamyar
- 2024: Child labour and schooling decision of the marginal farmer households: An empirical evidence from the East Medinipur district of West Bengal, India
- Sangita Das
- 2024: Non--regular McKean--Vlasov equations and calibration problem in local stochastic volatility models
- Mao Fabrice Djete
- 2024: Playing Divide-and-Choose Given Uncertain Preferences
- Jamie Tucker-Foltz and Richard Zeckhauser
- 2024: Rawlsian Assignments
- Tom Demeulemeester and Juan Pereyra
- 2024: Comparative statics with adjustment costs and the Le Chatelier principle
- Eddie Dekel, John Quah and Ludvig Sinander
- 2024: Treatment Choice with Nonlinear Regret
- Toru Kitagawa, Sokbae (Simon) Lee and Chen Qiu
- 2024: Inventories, Demand Shocks Propagation and Amplification in Supply Chains
- Alessandro Ferrari
- 2024: Identification and Estimation of Dynamic Games with Unknown Information Structure
- Konan Hara, Yuki Ito and Paul Koh
- 2024: Distance between closed sets and the solutions to stochastic partial differential equations
- Toshiyuki Nakayama and Stefan Tappe
- 2024: The comparative statics of persuasion
- Gregorio Curello and Ludvig Sinander
- 2024: Finitely Heterogeneous Treatment Effect in Event-study
- Myungkou Shin
- 2024: Selling to a principal and a budget-constrained agent
- Debasis Mishra and Kolagani Paramahamsa
- 2024: Multivariate Tie-breaker Designs
- Tim P. Morrison and Art B. Owen
- 2024: Beyond Trading Data: The Hidden Influence of Public Awareness and Interest on Cryptocurrency Volatility
- Zeyd Boukhers, Azeddine Bouabdallah, Cong Yang and Jan J\"urjens
- 2024: Simple Models and Biased Forecasts
- Pooya Molavi
- 2024: Black-Scholes-Merton Option Pricing Revisited: Did we Find a Fatal Flaw?
- Mark Mink and Frans J. de Weert
- 2024: A Neural Phillips Curve and a Deep Output Gap
- Philippe Goulet Coulombe
- 2024: Toward a More Populous Online Platform: The Economic Impacts of Compensated Reviews
- Peng Li, Arim Park, Soohyun Cho and Yao Zhao
- 2024: Minimum Wages in Concentrated Labor Markets
- Martin Popp
- 2024: Identifying Dynamic Discrete Choice Models with Hyperbolic Discounting
- Taiga Tsubota
- 2024: Concavity and Convexity of Order Statistics in Sample Size
- Mitchell Watt
- 2024: Callable convertible bonds under liquidity constraints and hybrid priorities
- David Hobson, Gechun Liang and Edward Wang
- 2024: Nonparametric inference on counterfactuals in first-price auctions
- Pasha Andreyanov and Grigory Franguridi
- 2024: Multiply Robust Causal Mediation Analysis with Continuous Treatments
- Yizhen Xu, Numair Sani, AmirEmad Ghassami and Ilya Shpitser
- 2024: What Do We Get from Two-Way Fixed Effects Regressions? Implications from Numerical Equivalence
- Shoya Ishimaru
- 2024: Affirmative Action vs. Affirmative Information
- Claire Lazar Reich
- 2024: Testing for Nonlinear Cointegration under Heteroskedasticity
- Christoph Hanck and Till Massing
- 2024: When Should We (Not) Interpret Linear IV Estimands as LATE?
- Tymon S{\l}oczy\'nski
- 2024: Cancellation of principal in banking: Four radical ideas emerge from deep examination of double entry bookkeeping in banking
- Brian P. Hanley
- 2024: Inference for parameters identified by conditional moment restrictions using a generalized Bierens maximum statistic
- Xiaohong Chen, Sokbae (Simon) Lee, Myung Hwan Seo and Myunghyun Song
- 2024: Design-Based Uncertainty for Quasi-Experiments
- Ashesh Rambachan and Jonathan Roth
- 2024: Competing Bandits: The Perils of Exploration Under Competition
- Guy Aridor, Yishay Mansour, Aleksandrs Slivkins and Zhiwei Steven Wu
- 2024: Score-Driven Exponential Random Graphs: A New Class of Time-Varying Parameter Models for Dynamical Networks
- Domenico Di Gangi, Giacomo Bormetti and Fabrizio Lillo
- 2024: Iterative Estimation of Nonparametric Regressions with Continuous Endogenous Variables and Discrete Instruments
- Samuele Centorrino, Fr\'ed\'erique F\`eve and Jean-Pierre Florens
- 2024: Normal Approximation in Large Network Models
- Michael Leung and Hyungsik Moon
- 2024: Utility maximization in constrained and unbounded financial markets: Applications to indifference valuation, regime switching, consumption and Epstein-Zin recursive utility
- Ying Hu, Gechun Liang and Shanjian Tang
- 2024: Identification and Estimation of Multidimensional Screening
- Gaurab Aryal and Federico Zincenko
- 2024: A Hierarchical conv-LSTM and LLM Integrated Model for Holistic Stock Forecasting
- Arya Chakraborty and Auhona Basu
- 2024: Exploring the Interplay of Skewness and Kurtosis: Dynamics in Cryptocurrency Markets Amid the COVID-19 Pandemic
- Ariston Karagiorgis, Antonis Ballis and Konstantinos Drakos
- 2024: Sensitivity Analysis of Ruin of an Insurance Company in Ghana
- Daniel Tawiah Pabifio
- 2024: Volatility Forecasting in Global Financial Markets Using TimeMixer
- Alex Li
- 2024: Detecting Structural breakpoints in natural gas and electricity wholesale prices via Bayesian ensemble approach, in the era of energy prices turmoil of 2022 period: the cases of ten European markets
- Panayotis G. Papaioannou, George P. Papaioannou, George Evangelidis and George Gavalakis
- 2024: Computing Systemic Risk Measures with Graph Neural Networks
- Lukas Gonon, Thilo Meyer-Brandis and Niklas Weber
- 2024: Stock Price Prediction and Traditional Models: An Approach to Achieve Short-, Medium- and Long-Term Goals
- Opeyemi Sheu Alamu and Md Kamrul Siam
- 2024: Evaluating Financial Relational Graphs: Interpretation Before Prediction
- Yingjie Niu, Lanxin Lu, Rian Dolphin, Valerio Potì and Ruihai Dong
- 2024: The aftermath of the Covid pandemic in the forest sector: new opportunities for emerging wood products
- Mojtaba Houballah, Jean-Yves Courtonne, Henri Cuny, Antoine Colin, Mathieu Fortin, Jean-Baptiste Pichancourt and Francis Colin
- 2024: SARF: Enhancing Stock Market Prediction with Sentiment-Augmented Random Forest
- Saber Talazadeh and Dragan Perakovic
- 2024: Robust Bond Risk Premia Predictability Test in the Quantiles
- Xiaosai Liao, Xinjue Li and Qingliang Fan
- 2024: Evaluating Investment Risks in LATAM AI Startups: Ranking of Investment Potential and Framework for Valuation
- Abraham Ramos-Torres and Laura N. Montoya
- 2024: Joint multifractality in the cross-correlations between grains \& oilseeds indices and external uncertainties
- Ying-Hui Shao, Xing-Lu Gao, Yan-Hong Yang and Wei-Xing Zhou
- 2024: Optimizing Time Series Forecasting: A Comparative Study of Adam and Nesterov Accelerated Gradient on LSTM and GRU networks Using Stock Market data
- Ahmad Makinde
- 2024: Value of Information in the Mean-Square Case and its Application to the Analysis of Financial Time-Series Forecast
- Roman Belavkin, Panos Pardalos and Jose Principe
- 2024: Shocks-adaptive Robust Minimum Variance Portfolio for a Large Universe of Assets
- Qingliang Fan, Ruike Wu and Yanrong Yang
- 2024: On the Local equivalence of the Black Scholes and the Merton Garman equations
- Ivan Arraut
- 2024: GARCH-Informed Neural Networks for Volatility Prediction in Financial Markets
- Zeda Xu, John Liechty, Sebastian Benthall, Nicholas Skar-Gislinge and Christopher McComb
- 2024: Systemic Risk Asymptotics in a Renewal Model with Multiple Business Lines and Heterogeneous Claims
- Bingzhen Geng, Yang Liu and Hongfu Wan
- 2024: Uniform price auctions with pre-announced revenue targets: Evidence from China's SEOs
- Shenghao Gao, Peyman Khezr and Armin Pourkhanali
- 2024: Strategic Collusion of LLM Agents: Market Division in Multi-Commodity Competitions
- Ryan Y. Lin, Siddhartha Ojha, Kevin Cai and Maxwell F. Chen
- 2024: Cross-Lingual News Event Correlation for Stock Market Trend Prediction
- Sahar Arshad, Nikhar Azhar, Sana Sajid, Seemab Latif and Rabia Latif
- 2024: Interpool: a liquidity pool designed for interoperability that mints, exchanges, and burns
- Henrique de Carvalho Videira
- 2024: Machine Learning and Econometric Approaches to Fiscal Policies: Understanding Industrial Investment Dynamics in Uruguay (1974-2010)
- Diego Vallarino
- 2024: Impartial Selection Under Combinatorial Constraints
- Javier Cembrano, Max Klimm and Arturo Merino
- 2024: A Framework for the Construction of a Sentiment-Driven Performance Index: The Case of DAX40
- Fabian Billert and Stefan Conrad
- 2024: Academic Knowledge: Does it Reflect the Combinatorial Growth of Technology?
- W. Benedikt Schmal
- 2024: The College Melting Pot: Peers, Culture and Women's Job Search
- Federica Meluzzi
- 2024: Synthetic Difference in Differences for Repeated Cross-Sectional Data
- Yoann Morin
- 2024: Fuel tax loss in a world of electric mobility: A window of opportunity for congestion pricing
- Thi Ngoc Nguyen and Felix Muesgens
- 2024: Best- and worst-case Scenarios for GlueVaR distortion risk measure with Incomplete information
- Mengshuo Zhao and Chuancun Yin
- 2024: The Construction of Instruction-tuned LLMs for Finance without Instruction Data Using Continual Pretraining and Model Merging
- Masanori Hirano and Kentaro Imajo
- 2024: Signal inference in financial stock return correlations through phase-ordering kinetics in the quenched regime
- Ixandra Achitouv, Vincent Lahoche and Dine Ousmane Samary
- 2024: American Call Options Pricing With Modular Neural Networks
- Ananya Unnikrishnan
- 2024: Save the Farms: Nonlinear Impact of Climate Change on Banks' Agricultural Lending
- Teng Liu
- 2024: Pricing and Hedging Strategies for Cross-Currency Equity Protection Swaps
- Marek Rutkowski and Huansang Xu
- 2024: Multi-Factor Polynomial Diffusion Models and Inter-Temporal Futures Dynamics
- Peilun He, Nino Kordzakhia, Gareth W. Peters and Pavel V. Shevchenko
- 2024: PDSim: A Shiny App for Polynomial Diffusion Model Simulation and Estimation
- Peilun He, Nino Kordzakhia, Gareth W. Peters and Pavel V. Shevchenko
- 2024: A Generalized Model for Multidimensional Intransitivity
- Jiuding Duan, Jiyi Li, Yukino Baba and Hisashi Kashima
- 2024: Quantile connectedness across BRICS and international grain futures markets: Insights from the Russia-Ukraine conflict
- Yan-Hong Yang, Ying-Hui Shao and Wei-Xing Zhou
- 2024: Factors in Fashion: Factor Analysis towards the Mode
- Zhe Sun and Yundong Tu
- 2024: Time-Consistent Portfolio Selection for Rank-Dependent Utilities in an Incomplete Market
- Jiaqin Wei, Jianming Xia and Qian Zhao
- 2024: A Unified Framework to Classify Business Activities into International Standard Industrial Classification through Large Language Models for Circular Economy
- Xiang Li, Lan Zhao, Junhao Ren, Yajuan Sun, Chuan Fu Tan, Zhiquan Yeo and Gaoxi Xiao
- 2024: Portfolio Stress Testing and Value at Risk (VaR) Incorporating Current Market Conditions
- Krishan Mohan Nagpal
- 2024: Modern Portfolio Diversification with Arte-Blue Chip Index
- Simon Levy and Maxime L. D. Nicolas
- 2024: Can AI Enhance its Creativity to Beat Humans ?
- Anne-Ga\"elle Maltese, Pierre Pelletier and R\'emy Guichardaz
- 2024: Forecasting Macroeconomic Dynamics using a Calibrated Data-Driven Agent-based Model
- Samuel Wiese, Jagoda Kaszowska-Mojsa, Joel Dyer, Jose Moran, Marco Pangallo, François Lafond, John Muellbauer, Anisoara Calinescu and J. Doyne Farmer
- 2024: Improved Hardness Results for the Clearing Problem in Financial Networks with Credit Default Swaps
- Simon Dohn, Kristoffer Arnsfelt Hansen and Asger Klinkby
- 2024: Effects of AI Feedback on Learning, the Skill Gap, and Intellectual Diversity
- Christoph Riedl and Eric Bogert
- 2024: Tail Risk Analysis for Financial Time Series
- Anna Kiriliouk and Chen Zhou
- 2024: Multidimensional Skills as a Measure of Human Capital: Evidence from LinkedIn Profiles
- David Dorn, Florian Schoner, Moritz Seebacher, Lisa Simon and Ludger Woessmann
- 2024: Anchoring UK Retail Digital Money
- Lee Braine, Shreepad Shukla and Piyush Agrawal
- 2024: Investigating the Impact of Sovereign Credit Rating Downgrade on the US Equity Market
- Japheth Torsar Jev
- 2024: Describing Deferred Acceptance and Strategyproofness to Participants: Experimental Analysis
- Yannai A. Gonczarowski, Ori Heffetz, Guy Ishai and Clayton Thomas
- 2024: Unveiling the Potential of Graph Neural Networks in SME Credit Risk Assessment
- Bingyao Liu, Iris Li, Jianhua Yao, Yuan Chen, Guanming Huang and Jiajing Wang
- 2024: Risk measures based on target risk profiles
- Jascha Alexander, Christian Laudag\'e and J\"orn Sass
- 2024: Continuity and Monotonicity of Preferences and Probabilistic Equivalence
- Sushil Bikhchandani and Uzi Segal
- 2024: Trading through Earnings Seasons using Self-Supervised Contrastive Representation Learning
- Zhengxin Joseph Ye and Bjoern Schuller
- 2024: The Cost of Climate Action: Experimental Evidence on the Impact of Climate Information on Charitable Donations to Climate Activism
- Samantha Gonsalves Wetherell and Anna Josephson
- 2024: Transfer learning for financial data predictions: a systematic review
- V. Lanzetta
- 2024: Improving Estimation of Portfolio Risk Using New Statistical Factors
- Xialu Liu, John Guerard, Rong Chen and Ruey Tsay
- 2024: Interlacing Eigenvectors of Large Gaussian Matrices
- Elie Attal and Romain Allez
- 2024: The Credibility Transformer
- Ronald Richman, Salvatore Scognamiglio and Mario V. W\"uthrich
- 2024: Managing Basis Risks in Weather Parametric Insurance: A Quantitative Study of Diversification and Key Influencing Factors
- Hang Gao, Shuohua Yang and Xinli Liu
- 2024: The Impact of Designated Market Makers on Market Liquidity and Competition: A Simulation Approach
- Cong Zhou
- 2024: The cost of uncertainty
- Carlos Esteban Posada Posada
- 2024: Predicting Distance matrix with large language models
- Jiaxing Yang
- 2024: Large Bayesian Tensor VARs with Stochastic Volatility
- Joshua Chan and Yaling Qi
- 2024: Semi-strong Efficient Market of Bitcoin and Twitter: an Analysis of Semantic Vector Spaces of Extracted Keywords and Light Gradient Boosting Machine Models
- Fang Wang and Marko Gacesa
- 2024: Anonymity and Identity Online
- Florian Ederer, Paul Goldsmith-Pinkham and Kyle Jensen
- 2024: The Political Economy of Zero-Sum Thinking
- S. Nageeb Ali, Maximilian Mihm and Lucas Siga
- 2024: Identifying Elasticities in Autocorrelated Time Series Using Causal Graphs
- Silvana Tiedemann, Jorge Sanchez Canales, Felix Schur, Raffaele Sgarlato, Lion Hirth, Oliver Ruhnau and Jonas Peters
- 2024: Transportation Technology and Gentrification: Evidence from the entry of Ridesharing Services
- Sumit Agarwal, Shashwat Alok, Sergio Correia, Deepa Mani and Bernardo Morais
- 2024: Position-building in competition with real-world constraints
- Neil A. Chriss
- 2024: Optimal post-retirement investment under longevity risk in collective funds
- John Armstrong, Cristin Buescu and James Dalby
- 2024: Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days
- Zhengyang Chi, Junbin Gao and Chao Wang
- 2024: From Gini index as a Lyapunov functional to convergence in Wasserstein distance
- Fei Cao
- 2024: Deep Learning to Play Games
- Daniele Condorelli and Massimiliano Furlan
- 2024: Consistent Estimation of the High-Dimensional Efficient Frontier
- Taras Bodnar, Nikolaus Hautsch, Yarema Okhrin and Nestor Parolya
- 2024: Non-linear dependence and Granger causality: A vine copula approach
- Roberto Fuentes M., Irene Crimaldi and Armando Rungi
- 2024: Temperature Variability and Natural Disasters
- Aatishya Mohanty, Nattavudh Powdthavee, Cheng Tang and Andrew J. Oswald
- 2024: Competitive Markets with Imperfectly Discerning Consumers
- Yair Antler ad Ran Spiegler
- 2024: Economic effects on households of an augmentation of the cash back duration of real estate loan
- Hugo Spring-Ragain
- 2024: The continuous-time limit of quasi score-driven volatility models
- Yinhao Wu and Ping He
- 2024: The role of gender in promotion rates in the Australian Finance Industry
- Cassandra Crowe, Belinda Middleweek, Laura Ryan, Alicia Vidler and Bronwen Whiting
- 2024: Friends, Key Players and the Adoption and Use of Experience Goods
- Rhys Murrian, Paul Raschky and Klaus Ackermann
- 2024: Determinants of Workplace Flextime Flexibility: An Empirical Analysis
- Cristian Espinal Maya and Santiago Jim\'enez Londo\~no
- 2024: Interest rate derivatives in a CTMC setting: pricing, replication and Ross recovery
- Tim Leung and Matthew Lorig
- 2024: Price predictability in limit order book with deep learning model
- Kyungsub Lee
- 2024: Sequential Network Design
- Yang Sun, Wei Zhao and Junjie Zhou
- 2024: The Impact of Implicit Government Guarantee on Credit Rating of Municipal Investment Bonds
- Yan Zhang, Yixiang Tian and Lin Chen
- 2024: KodeXv0.1: A Family of State-of-the-Art Financial Large Language Models
- Neel Rajani, Lilli Kiessling, Aleksandr Ogaltsov and Claus Lang
- 2024: Deep Gamma Hedging
- John Armstrong and George Tatlow
- 2024: A simple but powerful tail index regression
- Jo\~ao Nicolau and Paulo Rodrigues
- 2024: A Comparison between Financial and Gambling Markets
- Haoyu Liu, Carl Donovan and Valentin Popov
- 2024: Dynamic tail risk forecasting: what do realized skewness and kurtosis add?
- Giampiero Gallo, Ostap Okhrin and Giuseppe Storti
- 2024: Why do we need to complement the European Union Regional Innovation Scoreboard with a cluster-neural network tool for what-if policy analysis?
- Vincenzo Lanzetta and Cristina Ponsiglione
- 2024: A knapsack for collective decision-making
- Yurun Ge, Lucas B\"ottcher, Tom Chou and Maria R. D'Orsogna
- 2024: Economic Policy Challenges for the Age of AI
- Anton Korinek
- 2024: Heat modulated affine stochastic volatility models for forward curve dynamics
- Sven Karbach
- 2024: Implicit Government Guarantee Measurement Based on PMC Index Model
- Yan Zhang, Yixiang Tian, Lin Chen and Qi Wang
- 2024: Concentrated Liquidity with Leverage
- Atis Elsts and Kre\v{s}imir Klas
- 2024: Financial Stochastic Models Diffusion: From Risk-Neutral to Real-World Measure
- Mohamed Ben Alaya, Ahmed Kebaier and Djibril Sarr
- 2024: Testing for equal predictive accuracy with strong dependence
- Laura Coroneo and Fabrizio Iacone
- 2024: Parameters on the boundary in predictive regression
- Giuseppe Cavaliere, Iliyan Georgiev and Edoardo Zanelli
- 2024: Does Ownership Structure Matter? A Case Study on Business Performance of Two Accounting Companies
- Reetta Ghezzi, Sanni Marjanen, Teemu Laine, Tatu Virta, Hannu Vilpponen and Tommi Mikkonen
- 2024: A Multi-agent Market Model Can Explain the Impact of AI Traders in Financial Markets -- A New Microfoundations of GARCH model
- Kei Nakagawa, Masanori Hirano, Kentaro Minami and Takanobu Mizuta
- 2024: A Way to Synthetic Triple Difference
- Castiel Chen Zhuang
- 2024: How does liquidity shape the yield curve?
- Victor Le Coz, Iacopo Mastromatteo and Michael Benzaquen
- 2024: Empowering Abilities: Increasing Representation of Students with Disabilities in the STEM Field
- Esperanza Moreno, Piyush Kumar, Richard O Adansi, Dorothy Moreno, Demy Rodriguez, Raul Baez Ramirez, Audrey R Kapsa, Arturo Rodriguez, Neelam Agarwal, Vinod Kumar, Beverley A Calvo and Vivek Tandon
- 2024: Mitigating Extremal Risks: A Network-Based Portfolio Strategy
- Qian Hui and Tiandong Wang
- 2024: Experimental Evidence That Conversational Artificial Intelligence Can Steer Consumer Behavior Without Detection
- Tobias Werner, Ivan Soraperra, Emilio Calvano, David C. Parkes and Iyad Rahwan
- 2024: It depends: Varieties of defining growth dependence
- Anja Janischewski, Katharina Bohnenberger, Matthias Kranke, Tobias Vogel, Riwan Driouich, Tobias Froese, Stefanie Gerold, Raphael Kaufmann, Lorenz Key{\ss}er, Jannis Niethammer, Christopher Olk, Matthias Schmelzer, Asl{\i} Y\"ur\"uk and Steffen Lange
- 2024: Cognitive Hierarchy in Day-to-day Network Flow Dynamics
- Minyu Shen, Feng Xiao, Weihua Gu and Hongbo Ye
- 2024: The long-term human capital and health impacts of a pollution reduction programme
- Nanna Fukushima, Stephanie von Hinke and Emil N. S{\o}rensen
- 2024: Optimal Investment with Costly Expert Opinions
- Christoph Knochenhauer, Alexander Merkel and Yufei Zhang
- 2024: What Does ChatGPT Make of Historical Stock Returns? Extrapolation and Miscalibration in LLM Stock Return Forecasts
- Shuaiyu Chen, T. Clifton Green, Huseyin Gulen and Dexin Zhou
- 2024: Unlocking NACE Classification Embeddings with OpenAI for Enhanced Analysis and Processing
- Andrea Vidali, Nicola Jean and Giacomo Le Pera
- 2024: How (Not) to Incentivize Sustainable Mobility? Lessons from a Swiss Mobility Competition
- Silvio Sticher, Hannes Wallimann and Noah Balthasar
- 2024: Approximately Optimal Auctions With a Strong Bidder
- Luca Anderlini and GaOn Kim
- 2024: Optimal Investment under the Influence of Decision-changing Imitation
- Huisheng Wang and H. Vicky Zhao
- 2024: Simple robust two-stage estimation and inference for generalized impulse responses and multi-horizon causality
- Jean-Marie Dufour and Endong Wang
- 2024: GPT takes the SAT: Tracing changes in Test Difficulty and Math Performance of Students
- Vikram Krishnaveti and Saannidhya Rawat
- 2024: Kullback-Leibler cluster entropy to quantify volatility correlation and risk diversity
- L. Ponta and A. Carbone
- 2024: Why you should also use OLS estimation of tail exponents
- Thiago Trafane Oliveira Santos and Daniel Oliveira Cajueiro
- 2024: Bitcoin Transaction Behavior Modeling Based on Balance Data
- Yu Zhang and Claudio Tessone
- 2024: A Statistical Equilibrium Approach to Adam Smith's Labor Theory of Value
- Ellis Scharfenaker, Bruno Theodosio and Duncan K. Foley
- 2024: Research and Design of a Financial Intelligent Risk Control Platform Based on Big Data Analysis and Deep Machine Learning
- Shuochen Bi, Yufan Lian and Ziyue Wang
- 2024: Robust Reinforcement Learning with Dynamic Distortion Risk Measures
- Anthony Coache and Sebastian Jaimungal
- 2024: A Simple and Adaptive Confidence Interval when Nuisance Parameters Satisfy an Inequality
- Gregory Fletcher Cox
- 2024: A General Equilibrium Study of Venture Capitalists' Effort on Entrepreneurship
- Liukun Wu
- 2024: Simulation of Public Cash Transfer Programs on US Entrepreneurs' Financing Constraint
- Liukun Wu
- 2024: Estimating Wage Disparities Using Foundation Models
- Keyon Vafa, Susan Athey and David M. Blei
- 2024: Revisiting the state-space model of unawareness
- Alex A. T. Rathke
- 2024: Anatomy of Machines for Markowitz: Decision-Focused Learning for Mean-Variance Portfolio Optimization
- Junhyeong Lee, Inwoo Tae and Yongjae Lee
- 2024: Structural counterfactual analysis in macroeconomics: theory and inference
- Endong Wang
- 2024: Credit Spreads' Term Structure: Stochastic Modeling with CIR++ Intensity
- Mohamed Ben Alaya, Ahmed Kebaier and Djibril Sarr
- 2024: Claims processing and costs under capacity constraints
- Filip Lindskog and Mario V. W\"uthrich
- 2024: Replicating The Log of Gravity
- Mauricio Vargas Sep\'ulveda
- 2024: Automatic Pricing and Replenishment Strategies for Vegetable Products Based on Data Analysis and Nonlinear Programming
- Mingpu Ma
- 2024: Contract Structure and Risk Aversion in Longevity Risk Transfers
- David Landriault, Bin Li, Hong Li and Yuanyuan Zhang
- 2024: A Market for Lemons? Strategic Directions for a Vigilant Application of Artificial Intelligence in Entrepreneurship Research
- Martin Obschonka and Moren Levesque
- 2024: The Clustered Dose-Response Function Estimator for continuous treatment with heterogeneous treatment effects
- Cerqua Augusto, Di Stefano Roberta and Mattera Raffaele
- 2024: Disentangling the sources of cyber risk premia
- Lo\"ic Mar\'echal and Nathan Monnet
- 2024: A Deep Reinforcement Learning Framework For Financial Portfolio Management
- Jinyang Li
- 2024: The first alumni donation in 1880 in Japan: social image and the open-academic record system
- Eiji Yamamura
- 2024: The Impact of Large Language Models on Open-source Innovation: Evidence from GitHub Copilot
- Doron Yeverechyahu, Raveesh Mayya and Gal Oestreicher-Singer
- 2024: Short-maturity Asian options in local-stochastic volatility models
- Dan Pirjol and Lingjiong Zhu
- 2024: COMEX Copper Futures Volatility Forecasting: Econometric Models and Deep Learning
- Zian Wang and Xinyi Lu
- 2024: On the macroeconomic fundamentals of long-term volatilities and dynamic correlations in COMEX copper futures
- Zian Wang and Xinshu Li
- 2024: Substitution in the perturbed utility route choice model
- Mogens Fosgerau, Nikolaj Nielsen, Mads Paulsen, Thomas Kj{\ae}r Rasmussen and Rui Yao
- 2024: Comparative Study of Long Short-Term Memory (LSTM) and Quantum Long Short-Term Memory (QLSTM): Prediction of Stock Market Movement
- Tariq Mahmood, Ibtasam Ahmad, Malik Muhammad Zeeshan Ansar, Jumanah Ahmed Darwish and Rehan Ahmad Khan Sherwani
- 2024: LSR-IGRU: Stock Trend Prediction Based on Long Short-Term Relationships and Improved GRU
- Peng Zhu, Yuante Li, Yifan Hu, Qinyuan Liu, Dawei Cheng and Yuqi Liang
- 2024: A market resilient data-driven approach to option pricing
- Anindya Goswami and Nimit Rana
- 2024: Trends and biases in the social cost of carbon
- Richard Tol
- 2024: Economic impacts of a drastic gas supply shock and short-term mitigation strategies
- Anton Pichler, Jan Hurt, Tobias Reisch, Johannes Stangl and Stefan Thurner
- 2024: Bootstrap Adaptive Lasso Solution Path Unit Root Tests
- Martin C. Arnold and Thilo Reinschl\"ussel
- 2024: Un \'indice discreto sensible a la desigualdad
- Francisco Jos\'e Zamudio S\'anchez, Javier Jim\'enez Machorro, Roxana Arana Ovalle and Hildegardo Mart\'inez Silverio
- 2024: The Mismeasure of Weather: Using Remotely Sensed Earth Observation Data in Economic Context
- Anna Josephson, Jeffrey Michler, Talip Kilic and Siobhan Murray
- 2024: MoA is All You Need: Building LLM Research Team using Mixture of Agents
- Sandy Chen, Leqi Zeng, Abhinav Raghunathan, Flora Huang and Terrence C. Kim
- 2024: Market information of the fractional stochastic regularity model
- Daniele Angelini and Matthieu Garcin
- 2024: Testing for a Forecast Accuracy Breakdown under Long Memory
- Jannik Kreye and Philipp Sibbertsen
- 2024: A deep primal-dual BSDE method for optimal stopping problems
- Jiefei Yang and Guanglian Li
- 2024: Speeding up deferred acceptance
- Gregory Z. Gutin, Daniel Karapetyan, Philip R. Neary, Alexander Vickery and Anders Yeo
- 2024: Insuring Uninsurable Risks from AI: The State as Insurer of Last Resort
- Cristian Trout
- 2024: Estimation and Inference for Causal Functions with Multiway Clustered Data
- Nan Liu, Yanbo Liu and Yuya Sasaki
- 2024: Watts and Bots: The Energy Implications of AI Adoption
- Anthony Harding and Juan Moreno-Cruz
- 2024: Robust financial calibration: a Bayesian approach for neural SDEs
- Christa Cuchiero, Eva Flonner and Kevin Kurt
- 2024: Limit Order Book Simulation and Trade Evaluation with $K$-Nearest-Neighbor Resampling
- Michael Giegrich, Roel Oomen and Christoph Reisinger
- 2024: Automate Strategy Finding with LLM in Quant investment
- Zhizhuo Kou, Holam Yu, Jingshu Peng and Lei Chen
- 2024: Information Asymmetry Index: The View of Market Analysts
- Roberto Frota Decourt, Heitor Almeida, Philippe Protin and Matheus R. C. Gonzalez
- 2024: Evidence gathering under competitive and noncompetitive rewards
- Philip Brookins, Jennifer Brown and Dmitry Ryvkin
- 2024: Contests with sequential moves: An experimental study
- Arthur B. Nelson and Dmitry Ryvkin
- 2024: Coarse Descriptions and Cautious Preferences
- Evan Piermont and Marcus Pivato
- 2024: Patterns of Medical Care Cost by Service Type Associated with Lung Cancer Screening
- Kris Wain, Mahesh Maiyani, Nikki M. Carroll, Rafael Meza, Robert T. Greenlee, Christine Neslund-Dudas, Michelle R. Odelberg, Caryn Oshiro and Debra P. Ritzwoller
- 2024: Uniform Estimation and Inference for Nonparametric Partitioning-Based M-Estimators
- Matias Cattaneo, Yingjie Feng and Boris Shigida
- 2024: The Surprising Robustness of Partial Least Squares
- Jo\~ao B. Assun\c{c}\~ao and Pedro Afonso Fernandes
- 2024: Quantum Volunteer's Dilemma
- Dax Enshan Koh, Kaavya Kumar and Siong Thye Goh
- 2024: MANA-Net: Mitigating Aggregated Sentiment Homogenization with News Weighting for Enhanced Market Prediction
- Mengyu Wang and Tiejun Ma
- 2024: The Global Minimum Tax, Investment Incentives and Asymmetric Tax Competition
- Xuyang Chen
- 2024: Obvious Strategy-proofness with Respect to a Partition
- R. Pablo Arribillaga, Jordi Mass\'o and Alejandro Neme
- 2024: Bellwether Trades: Characteristics of Trades influential in Predicting Future Price Movements in Markets
- Tejas Ramdas and Martin T. Wells
- 2024: Pareto-Optimal Peer-to-Peer Risk Sharing with Robust Distortion Risk Measures
- Mario Ghossoub, Michael B. Zhu and Wing Fung Chong
- 2024: Centralized Selection with Preferences in the Presence of Biases
- L. Elisa Celis, Amit Kumar, Nisheeth K. Vishnoi and Andrew Xu
- 2024: DEPLOYERS: An agent based modeling tool for multi country real world data
- Martin Jaraiz and Ruth Pinacho
- 2024: Quantifying Seasonal Weather Risk in Indian Markets: Stochastic Model for Risk-Averse State-Specific Temperature Derivative Pricing
- Soumil Hooda, Shubham Sharma and Kunal Bansal
- 2024: Ergodicity and Law-of-large numbers for the Volterra Cox-Ingersoll-Ross process
- Mohamed Ben Alaya, Martin Friesen and Jonas Kremer
- 2024: An MPEC Estimator for the Sequential Search Model
- Shinji Koiso and Suguru Otani
- 2024: Platform-Mediated Consolidation and Offline Store Expansion: Evidence from Real Estate Brokerages in Major Chinese Cities
- Guoying Deng and Xuyuan Zhang
- 2024: Pricing and hedging of decentralised lending contracts
- Lukasz Szpruch, Marc Sabat\'e Vidales, Tanut Treetanthiploet and Yufei Zhang
- 2024: Uniform price auction with quantity constraints
- Kiho Yoon
- 2024: Extreme Quantile Treatment Effects under Endogeneity: Evaluating Policy Effects for the Most Vulnerable Individuals
- Yuya Sasaki and Yulong Wang
- 2024: Safety vs. Performance: How Multi-Objective Learning Reduces Barriers to Market Entry
- Meena Jagadeesan, Michael I. Jordan and Jacob Steinhardt
- 2024: Signature of maturity in cryptocurrency volatility
- Asim Ghosh, Soumyajyoti Biswas and Bikas K. Chakrabarti
- 2024: Performance of Empirical Risk Minimization For Principal Component Regression
- Christian Brownlees, Gu{\dh}mundur Stef\'an Gu{\dh}mundsson and Yaping Wang
- 2024: Ensuring resilience to extreme weather events increases the ambition of mitigation scenarios on solar power and storage uptake: a study on the Italian power system
- Alice Di Bella and Francesco Pietro Colelli
- 2024: Spectral signatures of structural change in financial networks
- Valentina Macchiati, Emiliano Marchese, Piero Mazzarisi, Diego Garlaschelli and Tiziano Squartini
- 2024: Pricing American Options using Machine Learning Algorithms
- Prudence Djagba and Callixte Ndizihiwe
- 2024: Microfinance in Thailand: Navigating Challenges and Unlocking Opportunities
- Worrawoot Jumlongnark
- 2024: Momentum Dynamics in Competitive Sports: A Multi-Model Analysis Using TOPSIS and Logistic Regression
- Mingpu Ma
- 2024: The Impact of Data Elements on Narrowing the Urban-Rural Consumption Gap in China: Mechanisms and Policy Analysis
- Mingpu Ma
- 2024: The Application of Green GDP and Its Impact on Global Economy and Environment: Analysis of GGDP based on SEEA model
- Mingpu Ma
- 2024: Fitting an Equation to Data Impartially
- Chris Tofallis
- 2024: Deep Learning for Multi-Country GDP Prediction: A Study of Model Performance and Data Impact
- Huaqing Xie, Xingcheng Xu, Fangjia Yan, Xun Qian and Yanqing Yang
- 2024: Double Machine Learning at Scale to Predict Causal Impact of Customer Actions
- Sushant More, Priya Kotwal, Sujith Chappidi, Dinesh Mandalapu and Chris Khawand
- 2024: Coping or Hoping? Livelihood Diversification and Food Insecurity in the COVID-19 Pandemic
- Ann M. Furbush, Anna Josephson, Talip Kilic and Jeffrey Michler
- 2024: Impact Evaluations in Data Poor Settings: The Case of Stress-Tolerant Rice Varieties in Bangladesh
- Jeffrey Michler, Dewan Abdullah Al Rafi, Jonathan Giezendanner, Anna Josephson, Valerien O. Pede and Elizabeth Tellman
- 2024: A Financial Time Series Denoiser Based on Diffusion Model
- Zhuohan Wang and Carmine Ventre
- 2024: Objective Weights for Scoring: The Automatic Democratic Method
- Chris Tofallis
- 2024: Optimal allocations with capacity constrained verification
- Albin Erlanson and Andreas Kleiner
- 2024: Logarithmic regret in the ergodic Avellaneda-Stoikov market making model
- Jialun Cao, David \v{S}i\v{s}ka, Lukasz Szpruch and Tanut Treetanthiploet
- 2024: Bayesian CART models for aggregate claim modeling
- Yaojun Zhang, Lanpeng Ji, Georgios Aivaliotis and Charles C. Taylor
- 2024: Lapse-supported life insurance and adverse selection
- Oytun Ha\c{c}ar{\i}z, Torsten Kleinow and Angus S. Macdonald
- 2024: Reinterpreting economic complexity in multiple dimensions
- \"Onder Nomaler and Bart Verspagen
- 2024: Shrouded Sin Taxes
- Johannes Kasinger
- 2024: Irreversible investment under weighted discounting: effects of decreasing impatience
- Pengyu Wei and Wei Wei
- 2024: Estimating Heterogenous Treatment Effects for Survival Data with Doubly Doubly Robust Estimator
- Guanghui Pan
- 2024: Double Machine Learning meets Panel Data -- Promises, Pitfalls, and Potential Solutions
- Jonathan Fuhr and Dominik Papies
- 2024: Price effects and pass-through of a VAT increase on restaurants in Germany: causal evidence for the first months and a mega sports event
- Matthias Firgo
- 2024: On Mechanism Underlying Algorithmic Collusion
- Zhang Xu and Wei Zhao
- 2024: A functional variational approach to pricing path dependent insurance policies
- David R. Ba\~nos, Salvador Ortiz-Latorre and Oriol Zamora Font
- 2024: Not All Oil Price Shocks Are Alike. A Replication of Kilian (American Economic Review, 2009)
- Rich Ryan and Nyakundi Michieka
- 2024: Does ESG Consistently Promote the Corporate Financial Performance? A Study of the Global Cruise Industry
- Yuechen Wu
- 2024: Simulation of Social Media-Driven Bubble Formation in Financial Markets using an Agent-Based Model with Hierarchical Influence Network
- Gonzalo Bohorquez and John Cartlidge
- 2024: Stochastic Monotonicity and Random Utility Models: The Good and The Ugly
- Henk Keffert and Nikolaus Schweizer
- 2024: Nasdaq-100 Companies' Hiring Insights: A Topic-based Classification Approach to the Labor Market
- Seyed Mohammad Ali Jafari and Ehsan Chitsaz
- 2024: Advancing Financial Forecasting: A Comparative Analysis of Neural Forecasting Models N-HiTS and N-BEATS
- Mohit Apte and Yashodhara Haribhakta
- 2024: State-Space Dynamic Functional Regression for Multicurve Fixed Income Spread Analysis and Stress Testing
- Peilun He, Gareth W. Peters, Nino Kordzakhia and Pavel V. Shevchenko
- 2024: Can AI Replace Human Subjects? A Large-Scale Replication of Psychological Experiments with LLMs
- Ziyan Cui, Ning Li and Huaikang Zhou
- 2024: Weighted Regression with Sybil Networks
- Nihar Shah
- 2024: A General Framework for Optimizing and Learning Nash Equilibrium
- Di Zhang, Wei Gu and Qing Jin
- 2024: Controllable Financial Market Generation with Diffusion Guided Meta Agent
- Yu-Hao Huang, Chang Xu, Yang Liu, Weiqing Liu, Wu-Jun Li and Jiang Bian
- 2024: Inference with Many Weak Instruments and Heterogeneity
- Luther Yap
- 2024: Anytime-Valid Inference for Double/Debiased Machine Learning of Causal Parameters
- Abhinandan Dalal, Patrick Bl\"obaum, Shiva Kasiviswanathan and Aaditya Ramdas
- 2024: Undominated monopoly regulation
- Debasis Mishra and Sanket Patil
- 2024: Counterfactual and Synthetic Control Method: Causal Inference with Instrumented Principal Component Analysis
- Cong Wang
- 2024: Learning to Optimally Stop Diffusion Processes, with Financial Applications
- Min Dai, Yu Sun, Zuo Quan Xu and Xun Yu Zhou
- 2024: Has the Recession Started?
- Pascal Michaillat and Emmanuel Saez
- 2024: Risk sharing with Lambda value at risk under heterogeneous beliefs
- Peng Liu, Andreas Tsanakas and Yunran Wei
- 2024: Peer-induced Fairness: A Causal Approach for Algorithmic Fairness Auditing
- Shiqi Fang, Zexun Chen and Jake Ansell
- 2024: Kullback-Leibler-based characterizations of score-driven updates
- Ramon Punder, Timo Dimitriadis and Rutger-Jan Lange
- 2024: When AI Meets Finance (StockAgent): Large Language Model-based Stock Trading in Simulated Real-world Environments
- Chong Zhang, Xinyi Liu, Zhongmou Zhang, Mingyu Jin, Lingyao Li, Zhenting Wang, Wenyue Hua, Dong Shu, Suiyuan Zhu, Xiaobo Jin, Sujian Li, Mengnan Du and Yongfeng Zhang
- 2024: Trading Devil Final: Backdoor attack via Stock market and Bayesian Optimization
- Orson Mengara
- 2024: The Pay and Non-Pay Content of Job Ads
- Richard Audoly, Manudeep Bhuller and Adam Reiremo
- 2024: The Self-Organized Criticality Paradigm in Economics & Finance
- Jean-Philippe Bouchaud
- 2024: Computationally Efficient Estimation of Large Probit Models
- Patrick Ding, Guido Imbens, Zhaonan Qu and Yinyu Ye
- 2024: Under the null of valid specification, pre-tests cannot make post-test inference liberal
- Cl\'ement de Chaisemartin and Xavier D'Haultf{\oe}uille
- 2024: When can weak latent factors be statistically inferred?
- Jianqing Fan, Yuling Yan and Yuheng Zheng
- 2024: Information Greenhouse: Optimal Persuasion for Medical Test-Avoiders
- Zhuo Chen
- 2024: Portfolio optimisation: bridging the gap between theory and practice
- Cristiano Arbex Valle
- 2024: The Merton's Default Risk Model for Public Company
- Battulga Gankhuu
- 2024: Difference-in-Differences when Parallel Trends Holds Conditional on Covariates
- Carolina Caetano and Brantly Callaway
- 2024: Trading Devil: Robust backdoor attack via Stochastic investment models and Bayesian approach
- Orson Mengara
- 2024: Universal randomised signatures for generative time series modelling
- Francesca Biagini, Lukas Gonon and Niklas Walter
- 2024: Transfer Learning for Spatial Autoregressive Models with Application to U.S. Presidential Election Prediction
- Hao Zeng, Wei Zhong and Xingbai Xu
- 2024: Simultaneous Inference for Local Structural Parameters with Random Forests
- David M. Ritzwoller and Vasilis Syrgkanis
- 2024: A Two-layer Stochastic Game Approach to Reinsurance Contracting and Competition
- Zongxia Liang, Yi Xia and Bin Zou
- 2024: Predictive Enforcement
- Yeon-Koo Che, Jinwoo Kim and Konrad Mierendorff
- 2024: Conceiving Naturally After IVF: the effect of assisted reproduction on obstetric interventions and child health at birth
- Fabio Martinenghi, Xian Zhang, Luk Rombauts and Georgina M. Chambers
- 2024: Level-$k$ Reasoning, Cognitive Hierarchy, and Rationalizability
- Shuige Liu
- 2024: An Economic Solution to Copyright Challenges of Generative AI
- Jiachen T. Wang, Zhun Deng, Hiroaki Chiba-Okabe, Boaz Barak and Weijie J. Su
- 2024: Course-Skill Atlas: A national longitudinal dataset of skills taught in U.S. higher education curricula
- Alireza Javadian Sabet, Sarah H. Bana, Renzhe Yu and Morgan R. Frank
- 2024: Optimal reinsurance in a dynamic contagion model: comparing self-exciting and externally-exciting risks
- Claudia Ceci and Alessandra Cretarola
- 2024: The dynamics of diversity on corporate boards
- Matthias Raddant and Fariba Karimi
- 2024: Bayesian Markov-Switching Vector Autoregressive Process
- Battulga Gankhuu
- 2024: Multiply-Robust Causal Change Attribution
- Victor Quintas-Martinez, Mohammad Taha Bahadori, Eduardo Santiago, Jeff Mu, Dominik Janzing and David Heckerman
- 2024: Estimation and Inference for Three-Dimensional Panel Data Models
- Guohua Feng, Jiti Gao, Fei Liu and Bin Peng
- 2024: Common Trends and Long-Run Identification in Nonlinear Structural VARs
- James A. Duffy and Sophocles Mavroeidis
- 2024: Incentive-Compatible Vertiport Reservation in Advanced Air Mobility: An Auction-Based Approach
- Pan-Yang Su, Chinmay Maheshwari, Victoria Tuck and Shankar Sastry
- 2024: Crypto Inverse-Power Options and Fractional Stochastic Volatility
- Boyi Li and Weixuan Xia
- 2024: Probabilistic Forecasting of Real-Time Electricity Market Signals via Interpretable Generative AI
- Xinyi Wang, Qing Zhao and Lang Tong
- 2024: La R\'evolution D\'evore ses Enfants: Pricing Implications of Transformative Agreements
- Wolfgang Schmal
- 2024: A Decentralized Market Mechanism for Energy Communities under Operating Envelopes
- Ahmed S. Alahmed, Guido Cavraro, Andrey Bernstein and Lang Tong
- 2024: Aggregating Incomplete Rankings
- Yasunori Okumura
- 2024: MEV Sharing with Dynamic Extraction Rates
- Pedro Braga, Georgios Chionas, Piotr Krysta, Stefanos Leonardos, Georgios Piliouras and Carmine Ventre
- 2024: Enhancing Rolling Horizon Production Planning Through Stochastic Optimization Evaluated by Means of Simulation
- Manuel Schlenkrich, Wolfgang Seiringer, Klaus Altendorfer and Sophie N. Parragh
- 2024: Quantifying neural network uncertainty under volatility clustering
- Steven Y. K. Wong, Jennifer S. K. Chan and Lamiae Azizi
- 2024: A new characterization of second-order stochastic dominance
- Yuanying Guan, Muqiao Huang and Ruodu Wang
- 2024: The Gerber-Shiu Expected Discounted Penalty Function: An Application to Poverty Trapping
- Jos\'e Miguel Flores-Contr\'o
- 2024: Nowcasting with Mixed Frequency Data Using Gaussian Processes
- Niko Hauzenberger, Massimiliano Marcellino, Michael Pfarrhofer and Anna Stelzer
- 2024: Downside Risk Reduction Using Regime-Switching Signals: A Statistical Jump Model Approach
- Yizhan Shu, Chenyu Yu and John M. Mulvey
- 2024: Does the Use of Unusual Combinations of Datasets Contribute to Greater Scientific Impact?
- Yulin Yu and Daniel M. Romero
- 2024: The general solution to an autoregressive law of motion
- Brendan Beare, Massimo Franchi and Phil Howlett
- 2024: Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management
- Zhenglong Li, Vincent Tam and Kwan L. Yeung
- 2024: Congestion Pricing for Efficiency and Equity: Theory and Applications to the San Francisco Bay Area
- Chinmay Maheshwari, Kshitij Kulkarni, Druv Pai, Jiarui Yang, Manxi Wu and Shankar Sastry
- 2024: Regulation of Algorithmic Collusion
- Jason D. Hartline, Sheng Long and Chenhao Zhang
- 2024: Fast and General Simulation of L\'evy-driven OU processes for Energy Derivatives
- Roberto Baviera and Pietro Manzoni
- 2024: A Note on the Stability of Monotone Markov Chains
- Bar Light
- 2024: Boundary conditions at infinity for Black-Scholes equations
- Yukihiro Tsuzuki
- 2024: Robust Bayesian Method for Refutable Models
- Moyu Liao
- 2024: Model Averaging and Double Machine Learning
- Achim Ahrens, Christian B. Hansen, Mark Schaffer and Thomas Wiemann
- 2024: On the implied volatility of Inverse options under stochastic volatility models
- Elisa Al\`os, Eulalia Nualart and Makar Pravosud
- 2024: Voting power in the Council of the European Union: A comprehensive sensitivity analysis
- D\'ora Gr\'eta Petr\'oczy and L\'aszl\'o Csat\'o
- 2024: A Dataset of Uniswap daily transaction indices by network
- Nir Chemaya, Lin Cong, Emma Jorgensen, Dingyue Liu and Luyao Zhang
- 2024: Algorithmic collusion under competitive design
- Ivan Conjeaud
- 2024: Rough volatility: evidence from range volatility estimators
- Saad Mouti
- 2024: Delayed Semi-static Hedging in the Continuous Time Bachelier Model
- Yan Dolinsky
- 2024: Epistemic Limits of Empirical Finance: Causal Reductionism and Self-Reference
- Daniel Polakow, Tim Gebbie and Emlyn Flint
- 2024: Climate, Crops, and Postharvest Conflict
- David Ubilava
- 2024: Policy Learning with Distributional Welfare
- Yifan Cui and Sukjin Han
- 2024: Hierarchical Structure of Uncertainty
- Takanori Adachi
- 2024: Inference in Auctions with Many Bidders Using Transaction Prices
- Federico A. Bugni and Yulong Wang
- 2024: Relative entropy-regularized robust optimal order execution
- Meng Wang and Tai-Ho Wang
- 2024: Price-mediated contagion with endogenous market liquidity
- Zhiyu Cao and Zachary Feinstein
- 2024: Implementing Evidence Acquisition: Time Dependence in Contracts for Advice
- Yingkai Li and Jonathan Libgober
- 2024: The Power of Simple Menus in Robust Selling Mechanisms
- Shixin Wang
- 2024: Perpetual Futures Pricing
- Damien Ackerer, Julien Hugonnier and Urban Jermann
- 2024: Growth, Poverty Trap and Escape
- Indrani Bose
- 2024: fmeffects: An R Package for Forward Marginal Effects
- Holger L\"owe, Christian A. Scholbeck, Christian Heumann, Bernd Bischl and Giuseppe Casalicchio
- 2024: The Accuracy of Job Seekers' Wage Expectations
- Marco Caliendo, Robert Mahlstedt, Aiko Schmei{\ss}er and Sophie Wagner
- 2024: Buyer-Optimal Algorithmic Consumption
- Shota Ichihashi and Alex Smolin
- 2024: Learning Source Biases: Multisource Misspecifications and Their Impact on Predictions
- Junnan He, Lin Hu, Matthew Kovach and Anqi Li
- 2024: Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching
- Panpan Zhang and Zuo Quan Xu
- 2024: Aggregation of financial markets
- Georg Menz and Moritz Vo{\ss}
- 2024: Fourier Neural Network Approximation of Transition Densities in Finance
- Rong Du and Duy-Minh Dang
- 2024: A hidden Markov model for statistical arbitrage in international crude oil futures markets
- Viviana Fanelli, Claudio Fontana and Francesco Rotondi
- 2024: 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
- Pawe{\l} Niszczota and Sami Abbas
- 2024: GARCHX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables
- Kejin Wu, Sayar Karmakar and Rangan Gupta
- 2024: Designing an attack-defense game: how to increase robustness of financial transaction models via a competition
- Alexey Zaytsev, Maria Kovaleva, Alex Natekin, Evgeni Vorsin, Valerii Smirnov, Georgii Smirnov, Oleg Sidorshin, Alexander Senin, Alexander Dudin and Dmitry Berestnev
- 2024: Explicit Computations for Delayed Semistatic Hedging
- Yan Dolinsky and Or Zuk
- 2024: Interest Rate Dynamics and Commodity Prices
- Christophe Gouel, Qingyin Ma and John Stachurski
- 2024: Second-Order Approximation of Limit Order Books in a Single-Scale Regime
- Ulrich Horst, D\"orte Kreher and Konstantins Starovoitovs
- 2024: A new mapping of technological interdependence
- A. Fronzetti Colladon, B. Guardabascio and Francesco Venturini
- 2024: Interpretable ML for High-Frequency Execution
- Timoth\'ee Fabre and Vincent Ragel
- 2024: Robust Time-inconsistent Linear-Quadratic Stochastic Controls: A Stochastic Differential Game Approach
- Bingyan Han, Chi Seng Pun and Hoi Ying Wong
- 2024: Criteria for the absence of arbitrage in general diffusion markets
- David Criens and Mikhail Urusov
- 2024: Proof-of-work consensus by quantum sampling
- Deepesh Singh, Gopikrishnan Muraleedharan, Boxiang Fu, Chen-Mou Cheng, Nicolas Roussy Newton, Peter P. Rohde and Gavin K. Brennen
- 2024: Coordinating Charitable Donations
- Felix Brandt, Matthias Greger, Erel Segal-Halevi and Warut Suksompong
- 2024: Group knowledge and individual introspection
- Michele Crescenzi
- 2024: Can ChatGPT Forecast Stock Price Movements? Return Predictability and Large Language Models
- Alejandro Lopez-Lira and Yuehua Tang
- 2024: The Elasticity of Quantitative Investment
- Carter Davis
- 2024: Reconciling rough volatility with jumps
- Eduardo Abi Jaber and Nathan De Carvalho
- 2024: Composite Sorting
- Job Boerma, Aleh Tsyvinski, Ruodu Wang and Zhenyuan Zhang
- 2024: The First-stage F Test with Many Weak Instruments
- Zhenhong Huang, Chen Wang and Jianfeng Yao
- 2024: Decomposition and Interpretation of Treatment Effects in Settings with Delayed Outcomes
- Federico A. Bugni, Ivan Canay and Steve McBride
- 2024: Some asymptotics for short maturity Asian options
- Humayra Shoshi and Indranil SenGupta
- 2024: Rationally Inattentive Statistical Discrimination: Arrow Meets Phelps
- Federico Echenique and Anqi Li
- 2024: Respecting priorities versus respecting preferences in school choice: When is there a trade-off?
- Estelle Cantillon, Li Chen and Juan Pereyra
- 2024: Bootstraps for Dynamic Panel Threshold Models
- Woosik Gong and Myung Hwan Seo
- 2024: The law of one price in quadratic hedging and mean-variance portfolio selection
- Ale\v{s} \v{C}ern\'y and Christoph Czichowsky
- 2024: Interpolated Drift Implicit Euler MLMC Method for Barrier Option Pricing and application to CIR and CEV Models
- Mouna Ben Derouich and Ahmed Kebaier
- 2024: Yurinskii's Coupling for Martingales
- Matias Cattaneo, Ricardo P. Masini and William G. Underwood
- 2024: Statistical Learning of Value-at-Risk and Expected Shortfall
- D Barrera, S Cr\'epey, E Gobet, Hoang-Dung Nguyen and B Saadeddine
- 2024: Attention Capture
- Andrew Koh and Sivakorn Sanguanmoo
- 2024: Probabilistic risk aversion for generalized rank-dependent functions
- Ruodu Wang and Qinyu Wu
- 2024: The optimality of (stochastic) veto delegation
- Xiaoxiao Hu and Haoran Lei
- 2024: Safe Policy Learning under Regression Discontinuity Designs with Multiple Cutoffs
- Yi Zhang, Eli Ben-Michael and Kosuke Imai
- 2024: Regulation and Frontier Housing Supply
- Dan Ben-Moshe and David Genesove
- 2024: A look back at the core of games in characteristic function form: some new axiomatization results
- Anindya Bhattacharya
- 2024: The Effect of Crypto Rewards in Fundraising: From a Quasi-Experiment to a Dictator Game
- Jane, Tan and Yong Tan
- 2024: Application of Hawkes volatility in the observation of filtered high-frequency price process in tick structures
- Kyungsub Lee
- 2024: The Log Private Company Valuation Model
- Battulga Gankhuu
- 2024: Multi-Asset Bubbles Equilibrium Price Dynamics
- Francesco Cordoni
- 2024: Stochastic Online Fisher Markets: Static Pricing Limits and Adaptive Enhancements
- Devansh Jalota and Yinyu Ye
- 2024: Financial statements of companies in Norway
- Ranik Raaen Wahlstr{\o}m
- 2024: A Simple and Computationally Trivial Estimator for Grouped Fixed Effects Models
- Martin Mugnier
- 2024: Augmented Dynamic Gordon Growth Model
- Battulga Gankhuu
- 2024: Detecting Multiple Structural Breaks in Systems of Linear Regression Equations with Integrated and Stationary Regressors
- Karsten Schweikert
- 2024: Private Private Information
- Kevin He, Fedor Sandomirskiy and Omer Tamuz
- 2024: Reinforcing RCTs with Multiple Priors while Learning about External Validity
- Frederico Finan and Demian Pouzo
- 2024: On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges
- Andrea Barbon and Angelo Ranaldo
- 2024: Portfolio optimisation with options
- Jonathan Raimana Chan, Thomas Huckle, Antoine Jacquier and Aitor Muguruza
- 2024: Equity-Linked Life Insurances on Maximum of Several Assets
- Battulga Gankhuu
- 2024: Deep Calibration of Interest Rates Model
- Mohamed Ben Alaya, Ahmed Kebaier and Djibril Sarr
- 2024: Marital Stability With Committed Couples: A Revealed Preference Analysis
- Mikhail Freer and Khushboo Surana
- 2024: Attention Overload
- Matias Cattaneo, Paul Cheung, Xinwei Ma and Yusufcan Masatlioglu
- 2024: Options Pricing under Bayesian MS-VAR Process
- Battulga Gankhuu
- 2024: Synthetic Controls for Experimental Design
- Alberto Abadie and Jinglong Zhao
- 2024: Specifying a Game-Theoretic Extensive Form as an Abstract 5-ary Relation
- Peter Streufert
- 2024: Robust Aggregation of Correlated Information
- Henrique de Oliveira, Yuhta Ishii and Xiao Lin
- 2024: Local Average and Marginal Treatment Effects with a Misclassified Treatment
- Santiago Acerenza, Kyunghoon Ban and D\'esir\'e K\'edagni
- 2024: Empirical Welfare Maximization with Constraints
- Liyang Sun
- 2024: Theory of Low Frequency Contamination from Nonstationarity and Misspecification: Consequences for HAR Inference
- Alessandro Casini, Taosong Deng and Pierre Perron
- 2024: A Distance Covariance-based Estimator
- Emmanuel Tsyawo and Abdul-Nasah Soale
- 2024: Occupational segregation in a Roy model with composition preferences
- Haoning Chen, Miaomiao Dong, Marc Henry and Ivan Sidorov
- 2024: Manipulation-Robust Regression Discontinuity Designs
- Takuya Ishihara and Masayuki Sawada
- 2024: Reforms meet fairness concerns in school and college admissions
- Somouaoga Bonkoungou and Alexander Nesterov
- 2024: To Bag is to Prune
- Philippe Goulet Coulombe
- 2024: Convolution Bounds on Quantile Aggregation
- Jose Blanchet, Henry Lam, Yang Liu and Ruodu Wang
- 2024: The Race between Technology and Woman: Changes in Relative Wages and Labor Shares in OECD Countries
- Hiroya Taniguchi and Ken Yamada
- 2024: Pricing Barrier Options with DeepBSDEs
- Narayan Ganesan, Yajie Yu and Bernhard Hientzsch
- 2024: Pump and Dumps in the Bitcoin Era: Real Time Detection of Cryptocurrency Market Manipulations
- Massimo La Morgia, Alessandro Mei, Francesco Sassi and Julinda Stefa
- 2024: Synchronization of endogenous business cycles
- Marco Pangallo
- 2024: Aggregative Efficiency of Bayesian Learning in Networks
- Krishna Dasaratha and Kevin He
- 2024: Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm
- Matteo Barigozzi and Matteo Luciani
- 2024: Crisis Alpha: A High-Performance Trading Algorithm Tested in Market Downturns
- Maysam Khodayari Gharanchaei and Reza Babazadeh
- 2024: Optimizing Performance: How Compact Models Match or Exceed GPT's Classification Capabilities through Fine-Tuning
- Baptiste Lefort, Eric Benhamou, Jean-Jacques Ohana, David Saltiel and Beatrice Guez
- 2024: StockTime: A Time Series Specialized Large Language Model Architecture for Stock Price Prediction
- Shengkun Wang, Taoran Ji, Linhan Wang, Yanshen Sun, Shang-Ching Liu, Amit Kumar and Chang-Tien Lu
- 2024: American option pricing using generalised stochastic hybrid systems
- Evelyn Buckwar, Sascha Desmettre, Agnes Mallinger and Amira Meddah
- 2024: Leveraging RNNs and LSTMs for Synchronization Analysis in the Indian Stock Market: A Threshold-Based Classification Approach
- Sanjay Sathish and Charu C Sharma
- 2024: Evolutionary Game Dynamics Applied to Strategic Adoption of Immersive Technologies in Cultural Heritage and Tourism
- Gioacchino Fazio, Stefano Fricano and Claudio Pirrone
- 2024: Combining supervised and unsupervised learning methods to predict financial market movements
- Gabriel Rodrigues Palma, Mariusz Skocze\'n and Phil Maguire
- 2024: Long-term decomposition of robust pricing kernels under G-expectation
- Jaehyun Kim and Hyungbin Park
- 2024: Betting Against (Bad) Beta
- Miguel C. Herculano
- 2024: Bandit Algorithms for Policy Learning: Methods, Implementation, and Welfare-performance
- Toru Kitagawa and Jeff Rowley
- 2024: Credit Scores: Performance and Equity
- Stefania Albanesi and Domonkos F. Vamossy
- 2024: Bitcoin ETF: Opportunities and risk
- Di Wu
- 2024: Evaluating the Impact of Multiple DER Aggregators on Wholesale Energy Markets: A Hybrid Mean Field Approach
- Jun He and Andrew L. Liu
- 2024: Risk-indifference Pricing of American-style Contingent Claims
- Rohini Kumar, Frederick "Forrest" Miller, Hussein Nasralah and Stephan Sturm
- 2024: Robust Technology Regulation
- Andrew Koh and Sivakorn Sanguanmoo
- 2024: Why do elites extend property rights: unlocking investment and the switch to public goods
- Alastair Langtry
- 2024: Investor behavior and multiscale cross-correlations: Unveiling regime shifts in global financial markets
- Marina Dolfin, George Kapetanios, Leone Leonida and Jose De Leon Miranda
- 2024: State Space Model of Realized Volatility under the Existence of Dependent Market Microstructure Noise
- Toru Yano
- 2024: Optimal Strategy in Werewolf Game: A Game Theoretic Perspective
- St Wang
- 2024: Optimal Ratcheting of Dividends with Irreversible Reinsurance
- Tim J. Boonen and Engel John C. Dela Vega
- 2024: Pareto's Limits: Improving Inequality Estimates in America, 1917 to 1965
- Vincent Geloso and Alexis Akira Toda
- 2024: The Turing Valley: How AI Capabilities Shape Labor Income
- Enrique Ide and Eduard Talam\`as
- 2024: Sensitivity Analysis for Dynamic Discrete Choice Models
- Chun Pong Lau
- 2024: The nonlinear economy (I): How resource constrains lead to business cycles
- Frank Schweitzer and Giona Casiraghi
- 2024: Model-based and empirical analyses of stochastic fluctuations in economy and finance
- Rubina Zadourian
- 2024: Marginal homogeneity tests with panel data
- Federico Bugni, Jackson Bunting and Muyang Ren
- 2024: Trading with Time Series Causal Discovery: An Empirical Study
- Ruijie Tang
- 2024: Assessing solution quality in risk-averse stochastic programs
- E. Ruben van Beesten, Nick W. Koning and David P. Morton
- 2024: Quantifying the degree of risk aversion of spectral risk measures
- E. Ruben van Beesten
- 2024: BayesSRW: Bayesian Sampling and Re-weighting approach for variance reduction
- Carol Liu
- 2024: The effects of data preprocessing on probability of default model fairness
- Di Wu
- 2024: Regional emission dynamics across phases of the EU ETS
- Marco Due\~nas and Antoine Mandel
- 2024: Option Pricing with Stochastic Volatility, Equity Premium, and Interest Rates
- Nicole Hao, Echo Li and Diep Luong-Le
- 2024: Evaluating Credit VIX (CDS IV) Prediction Methods with Incremental Batch Learning
- Robert Taylor
- 2024: The Asymptotic Cost of Complexity
- Martin W Cripps
- 2024: Double/Debiased CoCoLASSO of Treatment Effects with Mismeasured High-Dimensional Control Variables
- Geonwoo Kim and Suyong Song
- 2024: A new approach to the theory of optimal income tax
- Vassili N. Kolokoltsov, Egor M. Dranov and Denis E. Piskun
- 2024: The Climate Cost of Climate Investment: A Two-Period Perspective
- Shaunak Kulkarni and Rohan Ajay Dubey
- 2024: A topological proof of Terao's generalized Arrow's Impossibility Theorem
- Takuma Okura
- 2024: Insuring Long-Term Care in Developing Countries: The Interaction between Formal and Informal Insurance
- Jiayi Wen and Xiaoqing Yu
- 2024: Modeling the Dynamics of Growth in Master-Planned Communities
- Christopher K. Allsup and Irene S. Gabashvili
- 2024: From catch-up to frontier: The utility model as a learning device to escape the middle-income trap
- Su Jung Jee and Kerstin H\"otte
- 2024: A novel k-generation propagation model for cyber risk and its application to cyber insurance
- Na Ren and Xin Zhang
- 2024: Endogenous Treatment Models with Social Interactions: An Application to the Impact of Exercise on Self-Esteem
- Zhongjian Lin and Francis Vella
- 2024: Inference on Consensus Ranking of Distributions
- David Kaplan
- 2024: Informativeness and Trust in Bayesian Persuasion
- Reema Deori and Ankur A. Kulkarni
- 2024: Import competition and domestic vertical integration: Theory and Evidence from Chinese firms
- Xin Du and Xiaoxia Shi
- 2024: DeepVoting: Learning Voting Rules with Tailored Embeddings
- Leonardo Matone, Ben Abramowitz, Nicholas Mattei and Avinash Balakrishnan
- 2024: Loss-based Bayesian Sequential Prediction of Value at Risk with a Long-Memory and Non-linear Realized Volatility Model
- Rangika Peiris, Minh-Ngoc Tran, Chao Wang and Richard Gerlach
- 2024: Semi-Separable Mechanisms in Multi-Item Robust Screening
- Shixin Wang
- 2024: Cross-sectional Dependence in Idiosyncratic Volatility
- Ilze Kalnina and Kokouvi Tewou
- 2024: The Future of Work: Inequality, Artificial Intelligence, and What Can Be Done About It. A Literature Review
- Caleb Peppiatt
- 2024: Impact of Climate transition on Credit portfolio's loss with stochastic collateral
- Lionel Sopgoui
- 2024: EUR-USD Exchange Rate Forecasting Based on Information Fusion with Large Language Models and Deep Learning Methods
- Hongcheng Ding, Xuanze Zhao, Zixiao Jiang, Shamsul Nahar Abdullah and Deshinta Arrova Dewi
- 2024: Asset pricing under model uncertainty with finite time and states
- Shuzhen Yang and Wenqing Zhang
- 2024: Education Opportunities for Rural Areas: Evidence from China's Higher Education Expansion
- Ande Shen and Jiwei Zhou
- 2024: Machine Learning and the Yield Curve: Tree-Based Macroeconomic Regime Switching
- Siyu Bie, Francis Diebold, Jingyu He and Junye Li
- 2024: Causal Hierarchy in the Financial Market Network -- Uncovered by the Helmholtz-Hodge-Kodaira Decomposition
- Tobias Wand, Oliver Kamps and Hiroshi Iyetomi
- 2024: Dynamic Pricing for Real Estate
- Lev Razumovskiy, Mariya Gerasimova and Nikolay Karenin
- 2024: EX-DRL: Hedging Against Heavy Losses with EXtreme Distributional Reinforcement Learning
- Parvin Malekzadeh, Zissis Poulos, Jacky Chen, Zeyu Wang and Konstantinos N. Plataniotis
- 2024: Making intellectual property rights work for climate technology transfer and innovation in developing countries
- Su Jung Jee, Kerstin H\"otte, Caoimhe Ring and Robert Burrell
- 2024: Momentum Informed Inflation-at-Risk
- Tibor Szendrei and Arnab Bhattacharjee
- 2024: Enhancing Causal Discovery in Financial Networks with Piecewise Quantile Regression
- Cameron Cornell, Lewis Mitchell and Matthew Roughan
- 2024: Cross-border Commodity Pricing Strategy Optimization via Mixed Neural Network for Time Series Analysis
- Lijuan Wang, Yijia Hu and Yan Zhou
- 2024: Empirical Equilibria in Agent-based Economic systems with Learning agents
- Kshama Dwarakanath, Svitlana Vyetrenko and Tucker Balch
- 2024: Rank-Guaranteed Auctions
- Wei He, Jiangtao Li and Weijie Zhong
- 2024: Rooftop and Community Solar Adoption with Income Heterogeneity
- Swapnil Rayal, Apurva Jain and Matthew Lorig
- 2024: Valuing an Engagement Surface using a Large Scale Dynamic Causal Model
- Abhimanyu Mukerji, Sushant More, Ashwin Viswanathan Kannan, Lakshmi Ravi, Hua Chen, Naman Kohli, Chris Khawand and Dinesh Mandalapu
- 2024: SPORTSCausal: Spill-Over Time Series Causal Inference
- Carol Liu
- 2024: Open-FinLLMs: Open Multimodal Large Language Models for Financial Applications
- Qianqian Xie, Dong Li, Mengxi Xiao, Zihao Jiang, Ruoyu Xiang, Xiao Zhang, Zhengyu Chen, Yueru He, Weiguang Han, Yuzhe Yang, Shunian Chen, Yifei Zhang, Lihang Shen, Daniel Kim, Zhiwei Liu, Zheheng Luo, Yangyang Yu, Yupeng Cao, Zhiyang Deng, Zhiyuan Yao, Haohang Li, Duanyu Feng, Yongfu Dai, VijayaSai Somasundaram, Peng Lu, Yilun Zhao, Yitao Long, Guojun Xiong, Kaleb Smith, Honghai Yu, Yanzhao Lai, Min Peng, Jianyun Nie, Jordan W. Suchow, Xiao-Yang Liu, Benyou Wang, Alejandro Lopez-Lira, Jimin Huang and Sophia Ananiadou
- 2024: Gradient Reduction Convolutional Neural Network Policy for Financial Deep Reinforcement Learning
- Sina Montazeri, Haseebullah Jumakhan, Sonia Abrasiabian and Amir Mirzaeinia
- 2024: Deviations from the Nash equilibrium and emergence of tacit collusion in a two-player optimal execution game with reinforcement learning
- Fabrizio Lillo and Andrea Macr\`i
- 2024: Dynamical analysis of financial stocks network: improving forecasting using network properties
- Ixandra Achitouv
- 2024: Less is more: AI Decision-Making using Dynamic Deep Neural Networks for Short-Term Stock Index Prediction
- Cj Finnegan, James F. McCann and Salissou Moutari
- 2024: Robust Bayes Treatment Choice with Partial Identification
- Andr\'es Aradillas Fern\'andez, Jos\'e Luis Montiel Olea, Chen Qiu, Jörg Stoye and Serdil Tinda
- 2024: Towards an Inclusive Approach to Corporate Social Responsibility (CSR) in Morocco: CGEM's Commitment
- Gnaoui Imane and Moutahaddib Aziz
- 2024: Von Neumann's minimax theorem through Fourier-Motzkin elimination
- Mark Voorneveld
- 2024: Verifying Approximate Equilibrium in Auctions
- Fabian R. Pieroth and Tuomas Sandholm
- 2024: A case study on different one-factor Cheyette models for short maturity caplet calibration
- Arun Kumar Polala and Bernhard Hientzsch
- 2024: MEV Capture and Decentralization in Execution Tickets
- Jonah Burian, Davide Crapis and Fahad Saleh
- 2024: Optimal Guarantees for Online Selection Over Time
- Sebastian Perez-Salazar and Victor Verdugo
- 2024: Institutions of public judgment established by social contract and taxation
- Taylor A. Kessinger and Joshua B. Plotkin
- 2024: Swim till You Sink: Computing the Limit of a Game
- Rashida Hakim, Jason Milionis, Christos Papadimitriou and Georgios Piliouras
- 2024: Conditional nonparametric variable screening by neural factor regression
- Jianqing Fan, Weining Wang and Yue Zhao
- 2024: Hedging in Jump Diffusion Model with Transaction Costs
- Hamidreza Maleki Almani, Foad Shokrollahi and Tommi Sottinen
- 2024: Gradient Wild Bootstrap for Instrumental Variable Quantile Regressions with Weak and Few Clusters
- Wenjie Wang and Yichong Zhang
- 2024: How Small is Big Enough? Open Labeled Datasets and the Development of Deep Learning
- Daniel de Souza, Aldo Geuna and Jeff Rodr\'iguez
- 2024: Can an unsupervised clustering algorithm reproduce a categorization system?
- Nathalia Castellanos, Dhruv Desai, Sebastian Frank, Stefano Pasquali and Dhagash Mehta
- 2024: A new measure of risk using Fourier analysis
- Michael Grabinski and Galiya Klinkova
- 2024: Large Investment Model
- Jian Guo and Heung-Yeung Shum
- 2024: Participatory Mapping of Local Green Hydrogen Cost-Potentials in Sub-Saharan Africa
- C. Winkler, H. Heinrichs, S. Ishmam, B. Bayat, A. Lahnaoui, S. Agbo, E. U. Pe\~na Sanchez, D. Franzmann, N. Oijeabou, C. Koerner, Y. Michael, B. Oloruntoba, C. Montzka, H. Vereecken, H. Hendricks Franssen, J. Brendt, S. Brauner, W. Kuckshinrichs, S. Venghaus, D. Kone, B. Korgo, K. Ogunjobi, J. Olwoch, V. Chiteculo, Z. Getenga, J. Lin{\ss}en and D. Stolten
- 2024: No Screening is More Efficient with Multiple Objects
- Shunya Noda and Genta Okada
- 2024: Near-Optimal Mechanisms for Resource Allocation Without Monetary Transfers
- Moise Blanchard and Patrick Jaillet
- 2024: High-Frequency Trading Liquidity Analysis | Application of Machine Learning Classification
- Sid Bhatia, Sidharth Peri, Sam Friedman and Michelle Malen
- 2024: Causality-Inspired Models for Financial Time Series Forecasting
- Daniel Cunha Oliveira, Yutong Lu, Xi Lin, Mihai Cucuringu and Andre Fujita
- 2024: Optimal insurance design with Lambda-Value-at-Risk
- Tim J. Boonen, Yuyu Chen, Xia Han and Qiuqi Wang
- 2024: Games with Planned Actions and Scouting
- Wolfgang Kuhle
- 2024: Regional and spatial dependence of poverty factors in Thailand, and its use into Bayesian hierarchical regression analysis
- Irving G\'omez-M\'endez and Chainarong Amornbunchornvej
- 2024: Paired Completion: Flexible Quantification of Issue-framing at Scale with LLMs
- Simon D Angus and Lachlan O'Neill
- 2024: Solving stochastic climate-economy models: A deep least-squares Monte Carlo approach
- Aleksandar Arandjelovi\'c, Pavel V. Shevchenko, Tomoko Matsui, Daisuke Murakami and Tor A. Myrvoll
- 2024: Experimental Design For Causal Inference Through An Optimization Lens
- Jinglong Zhao
- 2024: Deep Learning for the Estimation of Heterogeneous Parameters in Discrete Choice Models
- Stephan Hetzenecker and Maximilian Osterhaus
- 2024: Periodic Trading Activities in Financial Markets: Mean-field Liquidation Game with Major-Minor Players
- Yufan Chen, Lan Wu, Renyuan Xu and Ruixun Zhang
- 2024: Using Fermat-Torricelli points in assessing investment risks
- Sergey Yekimov
- 2024: Externally Valid Selection of Experimental Sites via the k-Median Problem
- Jos\'e Luis Montiel Olea, Brenda Prallon, Chen Qiu, Jörg Stoye and Yiwei Sun
- 2024: Method of Moments Estimation for Affine Stochastic Volatility Models
- Yan-Feng Wu, Xiangyu Yang and Jian-Qiang Hu
- 2024: Working Paper: Conflicts and the New Scramble for African Resources -- A Shift-Share Approach
- Rapha\"el Boulat
- 2024: Panel Data Unit Root testing: Overview
- Anton Skrobotov
- 2024: Hydrogen Development in China and the EU: A Recommended Tian Ji's Horse Racing Strategy
- Hong Xu
- 2024: High-Frequency Options Trading | With Portfolio Optimization
- Sid Bhatia
- 2024: Artificial Intelligence and Strategic Decision-Making: Evidence from Entrepreneurs and Investors
- Felipe A. Csaszar, Harsh Ketkar and Hyunjin Kim
- 2024: Explore-then-Commit Algorithms for Decentralized Two-Sided Matching Markets
- Tejas Pagare and Avishek Ghosh
- 2024: A robust stochastic control problem with applications to monotone mean-variance problems
- Yuyang Chen, Tianjiao Hua and Peng Luo
- 2024: Revisiting the Many Instruments Problem using Random Matrix Theory
- Helmut Farbmacher, Rebecca Groh, Michael M\"uhlegger and Gabriel Vollert
- 2024: Systemic values-at-risk and their sample-average approximations
- Wissam AlAli and \c{C}a\u{g}{\i}n Ararat
- 2024: Enhancement of price trend trading strategies via image-induced importance weights
- Zhoufan Zhu and Ke Zhu
- 2024: The mean-variance portfolio selection based on the average and current profitability of the risky asset
- Yu Li, Yuhan Wu and Shuhua Zhang
- 2024: When and Why is Persuasion Hard? A Computational Complexity Result
- Zachary Wojtowicz
- 2024: On Accelerating Large-Scale Robust Portfolio Optimization
- Chung-Han Hsieh and Jie-Ling Lu
- 2024: Capturing the Complexity of Human Strategic Decision-Making with Machine Learning
- Jian-Qiao Zhu, Joshua C. Peterson, Benjamin Enke and Thomas L. Griffiths
- 2024: Quantile and Distribution Treatment Effects on the Treated with Possibly Non-Continuous Outcomes
- Nelly K. Djuazon and Emmanuel Tsyawo
- 2024: Uniqueness Bias: Why It Matters, How to Curb It
- Bent Flyvbjerg, Alexander Budzier, M. D. Christodoulou and M. Zottoli
- 2024: Your MMM is Broken: Identification of Nonlinear and Time-varying Effects in Marketing Mix Models
- Ryan Dew, Nicolas Padilla and Anya Shchetkina
- 2024: The Dial-a-Ride Problem with Limited Pickups per Trip
- Boshuai Zhao, Kai Wang, Wenchao Wei and Roel Leus
- 2024: Predicting the distributions of stock returns around the globe in the era of big data and learning
- Jozef Baruník, Martin Hronec and Ondrej Tobek
- 2024: Portfolio and reinsurance optimization under unknown market price of risk
- Claudia Ceci and Katia Colaneri
- 2024: Modeling of Measurement Error in Financial Returns Data
- Ajay Jasra, Mohamed Maama and Aleksandar Mijatovi\'c
- 2024: Managing cascading disruptions through optimal liability assignment
- Jens Gudmundsson, Jens Leth Hougaard and Jay Sethuraman
- 2024: The Concentration Risk Indicator: Raising the Bar for Financial Stability and Portfolio Performance Measurement
- Ravi Kashyap
- 2024: A Sparse Grid Approach for the Nonparametric Estimation of High-Dimensional Random Coefficient Models
- Maximilian Osterhaus
- 2024: Case-based Explainability for Random Forest: Prototypes, Critics, Counter-factuals and Semi-factuals
- Gregory Yampolsky, Dhruv Desai, Mingshu Li, Stefano Pasquali and Dhagash Mehta
- 2024: Estimation and Inference of Average Treatment Effect in Percentage Points under Heterogeneity
- Ying Zeng
- 2024: Identifying Restrictions on the Random Utility Model
- Peter P. Caradonna and Christopher Turansick
- 2024: Adaptive Multilevel Stochastic Approximation of the Value-at-Risk
- St\'ephane Cr\'epey, Noufel Frikha, Azar Louzi and Jonathan Spence
- 2024: An unbounded intensity model for point processes
- Kim Christensen and Alexei Kolokolov
- 2024: Inefficiencies of Carbon Trading Markets
- Nicola Borri, Yukun Liu, Aleh Tsyvinski and Xi Wu
- 2024: Endogenous Crashes as Phase Transitions
- Revant Nayar and Minhajul Islam
- 2024: Reinsurance with neural networks
- Aleksandar Arandjelovi\'c and Julia Eisenberg
- 2024: Method-of-Moments Inference for GLMs and Doubly Robust Functionals under Proportional Asymptotics
- Xingyu Chen, Lin Liu and Rajarshi Mukherjee
- 2024: A Generalised $\lambda$-Core Concept for Normal Form Games
- Subhadip Chakrabarti, Robert P Gilles and Lina Mallozzi
- 2024: Hungry Professors? Decision Biases Are Less Widespread than Previously Thought
- Katja Bergonzoli, Laurent Bieri, Dominic Rohner and Christian Zehnder
- 2024: Why Groups Matter: Necessity of Group Structures in Attributions
- Dangxing Chen, Jingfeng Chen and Weicheng Ye
- 2024: Strong denoising of financial time-series
- Matthias J. Feiler
- 2024: Bank Cost Efficiency and Credit Market Structure Under a Volatile Exchange Rate
- Mikhail Mamonov, Christopher Parmeter and Artem Prokhorov
- 2024: Stochastic Calculus for Option Pricing with Convex Duality, Logistic Model, and Numerical Examination
- Zheng Cao
- 2024: Change-Point Detection in Time Series Using Mixed Integer Programming
- Artem Prokhorov, Peter Radchenko, Alexander Semenov and Anton Skrobotov
- 2024: A GCN-LSTM Approach for ES-mini and VX Futures Forecasting
- Nikolas Michael, Mihai Cucuringu and Sam Howison
- 2024: Measuring and Controlling Fishing Capacity for Chinese Inshore Fleets
- Yi Zheng
- 2024: Evaluation to Chinese marine economy in the coastal areas
- Yi Zheng
- 2024: Evaluation methods and empirical research on coastal environmental performance for Chinese harbor cities
- Yi Zheng
- 2024: Dynamic choices, temporal invariance and variational discounting
- Bach Dong-Xuan and Philippe Bich
- 2024: A forward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations
- Lorenc Kapllani and Long Teng
- 2024: Effects of Vote Delegation in Blockchains: Who Wins?
- Hans Gersbach, Manvir Schneider and Parnian Shahkar
- 2024: Optimizing Portfolio with Two-Sided Transactions and Lending: A Reinforcement Learning Framework
- Ali Habibnia and Mahdi Soltanzadeh
- 2024: From Text to Insight: Leveraging Large Language Models for Performance Evaluation in Management
- Ning Li, Huaikang Zhou and Mingze Xu
- 2024: What are the real implications for $CO_2$ as generation from renewables increases?
- Dhruv Suri, Jacques de Chalendar and Ines Azevedo
- 2024: The Economic Analysis of the Common Pool Method through the HARA Utility Functions
- Mu Lin, Di Zhang, Ben Chen and Hang Zheng
- 2024: Democratic Favor Channel
- Ziho Park
- 2024: Recurrent Stochastic Fluctuations with Financial Speculation
- Tomohiro Hirano
- 2024: HybridRAG: Integrating Knowledge Graphs and Vector Retrieval Augmented Generation for Efficient Information Extraction
- Bhaskarjit Sarmah, Benika Hall, Rohan Rao, Sunil Patel, Stefano Pasquali and Dhagash Mehta
- 2024: A Geometric Nash Approach in Tuning the Learning Rate in Q-Learning Algorithm
- Kwadwo Osei Bonsu
- 2024: Relationships between six cultural scales and ten ageism dimensions: Correlation analysis using data from 31 countries
- Keisuke Kokubun
- 2024: Linear reflected backward stochastic differential equations arising from vulnerable claims in markets with random horizon
- T. Choulli and S. Alsheyab
- 2024: Vela: A Data-Driven Proposal for Joint Collaboration in Space Exploration
- Holly M. Dinkel and Jason K. Cornelius
- 2024: Redefining Accountability: Navigating Legal Challenges of Participant Liability in Decentralized Autonomous Organizations
- Aneta Napieralska and Przemys{\l}aw K\k{e}pczy\'nski
- 2024: Difference-in-Differences for Health Policy and Practice: A Review of Modern Methods
- Shuo Feng, Ishani Ganguli, Youjin Lee, John Poe, Andrew Ryan and Alyssa Bilinski
- 2024: Revealed Invariant Preference
- Peter Caradonna and Christopher Chambers
- 2024: Semiparametric Estimation of Individual Coefficients in a Dyadic Link Formation Model Lacking Observable Characteristics
- L. Sanna Stephan
- 2024: Robust Market Design with Opaque Announcements
- Aram Grigoryan and Markus M\"oller
- 2024: Robust Estimation of Regression Models with Potentially Endogenous Outliers via a Modern Optimization Lens
- Zhan Gao and Hyungsik Roger Moon
- 2024: New fairness criteria for truncated ballots in multi-winner ranked-choice elections
- Adam Graham-Squire, Matthew I. Jones and David McCune
- 2024: Firms' Risk Adjustments to Minimum Wage: Financial Leverage and Labor Share Trade-off
- Ying Liang
- 2024: Consumer Transactions Simulation through Generative Adversarial Networks
- Sergiy Tkachuk, Szymon {\L}ukasik and Anna Wr\'oblewska
- 2024: Forecasting High Frequency Order Flow Imbalance
- Aditya Nittur Anantha and Shashi Jain
- 2024: "The Strength of Weak Ties" Varies Across Viral Channels
- Shan Huang, Yuan Yuan and Yi Ji
- 2024: Correlation emergence in two coupled simulated limit order books
- Dominic Bauer, Derick Diana and Tim Gebbie
- 2024: Existence and uniqueness of quadratic and linear mean-variance equilibria in general semimartingale markets
- Christoph Czichowsky, Martin Herdegen and David Martins
- 2024: Centralization in Attester-Proposer Separation
- Mallesh Pai and Max Resnick
- 2024: Comparative analysis of stationarity for Bitcoin and the S&P500
- Yaoyue Tang, Karina Arias-Calluari and Michael S. Harr\'e
- 2024: A nonparametric test for diurnal variation in spot correlation processes
- Kim Christensen, Ulrich Hounyo and Zhi Liu
- 2024: Inventory problems and the parametric measure $m_{\lambda}$
- Irina Georgescu
- 2024: KAN based Autoencoders for Factor Models
- Tianqi Wang and Shubham Singh
- 2024: CLVR Ordering of Transactions on AMMs
- Robert McLaughlin, Nir Chemaya, Dingyue Liu and Dahlia Malkhi
- 2024: Existence, uniqueness and positivity of solutions to the Guyon-Lekeufack path-dependent volatility model with general kernels
- Herv\'e Andr\`es and Benjamin Jourdain
- 2024: Inferring firm-level supply chain networks with realistic systemic risk from industry sector-level data
- Massimiliano Fessina, Giulio Cimini, Tiziano Squartini, Pablo Astudillo-Est\'evez, Stefan Thurner and Diego Garlaschelli
- 2024: Fairness in Multi-Proposer-Multi-Responder Ultimatum Game
- Hana Krakovsk\'a, Rudolf Hanel and Mark Broom
- 2024: Quantile Regression using Random Forest Proximities
- Mingshu Li, Bhaskarjit Sarmah, Dhruv Desai, Joshua Rosaler, Snigdha Bhagat, Philip Sommer and Dhagash Mehta
- 2024: Modeling the impact of Climate transition on real estate prices
- Lionel Sopgoui
- 2024: PDEs for pricing interest rate derivatives under the new generalized Forward Market Model (FMM)
- J. G. L\'opez-Salas, S. P\'erez-Rodr\'iguez and C. V\'azquez
- 2024: Machine Learning-based Relative Valuation of Municipal Bonds
- Preetha Saha, Jingrao Lyu, Dhruv Desai, Rishab Chauhan, Jerinsh Jeyapaulraj, Philip Sommer and Dhagash Mehta
- 2024: The indifference value of the weak information
- Fabrice Baudoin and Oleksii Mostovyi
- 2024: A Path Integral Approach for Time-Dependent Hamiltonians with Applications to Derivatives Pricing
- Mark Stedman and Luca Capriotti
- 2024: Analysis of Factors Affecting the Entry of Foreign Direct Investment into Indonesia (Case Study of Three Industrial Sectors in Indonesia)
- Tracy Patricia Nindry Abigail Rolnmuch and Yuhana Astuti
- 2024: Efficient simulation of the SABR model
- Jaehyuk Choi, Lilian Hu and Yue Kuen Kwok
- 2024: The Logic of Political Survival Revisited: Consequences of Elite Uncertainty Under Authoritarian Rule
- Tamar Zeilberger
- 2024: Are EU low-carbon structural funds efficient in reducing emissions?
- Marco Due\~nas and Antoine Mandel
- 2024: Investment strategies based on forecasts are (almost) useless
- Michael Weba
- 2024: NeuralFactors: A Novel Factor Learning Approach to Generative Modeling of Equities
- Achintya Gopal
- 2024: SABR/LIBOR market models: pricing and calibration for some interest rate derivatives
- A. M. Ferreiro, J. A. Garc\'ia, J. G. L\'opez-Salas and C. V\'azquez
- 2024: Distributional Difference-in-Differences Models with Multiple Time Periods: A Monte Carlo Analysis
- Andrea Ciaccio
- 2024: Numerical approximations of McKean Anticipative Backward Stochastic Differential Equations arising in Initial Margin requirements
- A. Agarwal, S. De Marco, E. Gobet, J. G. Lopez-Salas, F. Noubiagain and A. Zhou
- 2024: Distilling interpretable causal trees from causal forests
- Patrick Rehill
- 2024: Application of Superconducting Technology in the Electricity Industry: A Game-Theoretic Analysis of Government Subsidy Policies and Power Company Equipment Upgrade Decisions
- Mingyang Li, Maoqin Yuan, Han Pengsihua, Yuan Yuan and Zejun Wang
- 2024: How much should you pay for restaking security?
- Tarun Chitra and Mallesh Pai
- 2024: A Perfect Storm: First-Nature Geography and Economic Development
- Christian Vedel
- 2024: Hydrological collapse in southern Spain under expanding irrigated agriculture: Meteorological, hydrological, and structural drought
- Victoria Junquera, Daniel I. Rubenstein, Simon A. Levin, Jos\'e I. Hormaza, I\~naki Vadillo P\'erez and Pablo Jim\'enez Gavil\'an
- 2024: Jumping on the bandwagon and off the Titanic: an experimental study of turnout in two-tier voting
- Yoichi Hizen, Kazuya Kikuchi, Yukio Koriyama and Takehito Masuda
- 2024: Reinforcement Learning in High-frequency Market Making
- Yuheng Zheng and Zihan Ding
- 2024: Testing for the Asymmetric Optimal Hedge Ratios: With an Application to Bitcoin
- Abdulnasser Hatemi-J
- 2024: AI-Powered Energy Algorithmic Trading: Integrating Hidden Markov Models with Neural Networks
- Tiago Monteiro
- 2024: Unimprovable Students and Inequality in School Choice
- Josue Ortega, Gabriel Ziegler and R. Pablo Arribillaga
- 2024: Certifying Lemons
- Hershdeep Chopra
- 2024: Enhancing Black-Scholes Delta Hedging via Deep Learning
- Chunhui Qiao and Xiangwei Wan
- 2024: Fine-Tuning Large Language Models for Stock Return Prediction Using Newsflow
- Tian Guo and Emmanuel Hauptmann
- 2024: Causal modelling without introducing counterfactuals or abstract distributions
- Benedikt H\"oltgen and Robert C. Williamson
- 2024: Temptation: Immediacy and certainty
- Jonathan Reddinger
- 2024: Using satellite imagery to monitor remote rural economies at high frequency
- Tillmann von Carnap, Reza M. Asiyabi, Paul Dingus and Anna Tompsett
- 2024: Online Distributional Regression
- Simon Hirsch, Jonathan Berrisch and Florian Ziel
- 2024: DeFi's Concentrated Liquidity From Scratch
- Mark B. Richardson and Stefan Loesch
- 2024: Benchmarking M6 Competitors: An Analysis of Financial Metrics and Discussion of Incentives
- Matthew J. Schneider, Rufus Rankin, Prabir Burman and Alexander Aue
- 2024: A Note on Identification of Match Fixed Effects as Interpretable Unobserved Match Affinity
- Suguru Otani and Tohya Sugano
- 2024: Persuasion and Optimal Stopping
- Andrew Koh, Sivakorn Sanguanmoo and Weijie Zhong
- 2024: Finding pure Nash equilibria in large random games
- Andrea Collevecchio, Tuan-Minh Nguyen and Ziwen Zhong
- 2024: Dynamic Asset Allocation with Asset-Specific Regime Forecasts
- Yizhan Shu, Chenyu Yu and John M. Mulvey
- 2024: Efficiency in Pure-Exchange Economies with Risk-Averse Monetary Utilities
- Mario Ghossoub and Michael Boyuan Zhu
- 2024: How Ethical Should AI Be? How AI Alignment Shapes the Risk Preferences of LLMs
- Shumiao Ouyang, Hayong Yun and Xingjian Zheng
- 2024: From day-ahead to mid and long-term horizons with econometric electricity price forecasting models
- Paul Ghelasi and Florian Ziel
- 2024: Optimal market-neutral currency trading on the cryptocurrency platform
- Hongshen Yang and Avinash Malik
- 2024: Revisiting Day-ahead Electricity Price: Simple Model Save Millions
- Linian Wang, Jianghong Liu, Huibin Zhang and Leye Wang
- 2024: On the Identifying Power of Monotonicity for Average Treatment Effects
- Yuehao Bai, Shunzhuang Huang, Sarah Moon, Azeem Shaikh and Edward J. Vytlacil
- 2024: Double Robustness of Local Projections and Some Unpleasant VARithmetic
- Jos\'e Luis Montiel Olea, Mikkel Plagborg-M{\o}ller, Eric Qian and Christian K. Wolf
- 2024: China's plug-in hybrid electric vehicle transition: an operational carbon perspective
- Yanqiao Deng, Minda Ma, Nan Zhou, Zhili Ma, Ran Yan and Xin Ma
- 2024: Asymptotic Properties of the Distributional Synthetic Controls
- Lu Zhang, Xiaomeng Zhang and Xinyu Zhang
- 2024: Unveiling Nonlinear Dynamics in Catastrophe Bond Pricing: A Machine Learning Perspective
- Xiaowei Chen, Hong Li, Yufan Lu and Rui Zhou
- 2024: Networks And Productivity -- A Study In Economic Scholars During COVID-19
- Hanqiao Zhang and Joy D. Xiuyao Yang
- 2024: ECC Analyzer: Extract Trading Signal from Earnings Conference Calls using Large Language Model for Stock Performance Prediction
- Yupeng Cao, Zhi Chen, Qingyun Pei, Nathan Jinseok Lee, K. P. Subbalakshmi and Papa Momar Ndiaye
- 2024: Joint Calibration to SPX and VIX Derivative Markets with Composite Change of Time Models
- Liexin Cheng, Xue Cheng and Xianhua Peng
- 2024: Artificial Intelligence for Multi-Unit Auction design
- Peyman Khezr and Kendall Taylor
- 2024: Derivatives of Risk Measures
- Battulga Gankhuu
- 2024: Julia as a universal platform for statistical software development
- David Roodman
- 2024: Uniform Inference in High-Dimensional Threshold Regression Models
- Jiatong Li and Hongqiang Yan
- 2024: From Time-inconsistency to Time-consistency for Optimal Stopping Problems
- Sang Hu and Zihan Zhou
- 2024: From Friendship Networks to Classroom Dynamics: Leveraging Neural Networks, Instrumental Variable and Genetic Algorithms for Optimal Educational Outcomes
- Lei Bill Wang, Om Prakash Bedant, Zhenbang Jiao and Haoran Wang
- 2024: Robustly estimating heterogeneity in factorial data using Rashomon Partitions
- Aparajithan Venkateswaran, Anirudh Sankar, Arun G. Chandrasekhar and Tyler H. McCormick
- 2024: Existence, uniqueness, and regularity of solutions to nonlinear and non-smooth parabolic obstacle problems
- Durandard Th\'eo and Bruno Strulovici
- 2024: Revisiting Elastic String Models of Forward Interest Rates
- Victor Le Coz and Jean-Philippe Bouchaud
- 2024: Putting all eggs in one basket: some insights from a correlation inequality
- Pradeep Dubey, Siddhartha Sahi and Guanyang Wang
- 2024: Fused LASSO as Non-Crossing Quantile Regression
- Tibor Szendrei, Arnab Bhattacharjee and Mark Schaffer
- 2024: Stochastic Expansion for the Pricing of Asian and Basket Options
- Fabien Le Floc'h
- 2024: A Note on Optimal Liquidation with Linear Price Impact
- Yan Dolinsky and Doron Greenstein
- 2024: Optimal Design of Climate Disclosure Policies: Transparency versus Externality
- Shangen Li
- 2024: When Simple is Near Optimal in Security Games
- Devansh Jalota, Michael Ostrovsky and Marco Pavone
- 2024: Measuring the Dunkelflaute: How (not) to analyze variable renewable energy shortage
- Martin Kittel and Wolf-Peter Schill
- 2024: Sparse spanning portfolios and under-diversification with second-order stochastic dominance
- Stelios Arvanitis, Olivier Scaillet and Nikolas Topaloglou
- 2024: LLM Voting: Human Choices and AI Collective Decision Making
- Joshua C. Yang, Damian Dailisan, Marcin Korecki, Carina I. Hausladen and Dirk Helbing
- 2024: Marginal treatment effects in the absence of instrumental variables
- Zhewen Pan, Zhengxin Wang, Junsen Zhang and Yahong Zhou
- 2024: Anonymous and Strategy-Proof Voting under Subjective Expected Utility Preferences
- Eric Bahel
- 2024: Decision Theory for Treatment Choice Problems with Partial Identification
- Jos\'e Luis Montiel Olea, Chen Qiu and Jörg Stoye
- 2024: On Connected Strongly-Proportional Cake-Cutting
- Zsuzsanna Jank\'o, Attila Jo\'o, Erel Segal-Halevi and Sheung Man Yuen
- 2024: Improving Task Instructions for Data Annotators: How Clear Rules and Higher Pay Increase Performance in Data Annotation in the AI Economy
- Johann Laux, Fabian Stephany and Alice Liefgreen
- 2024: Limit Order Book Dynamics and Order Size Modelling Using Compound Hawkes Process
- Konark Jain, Nikan Firoozye, Jonathan Kochems and Philip Treleaven
- 2024: Multi-level emission impacts of electrification and coal pathways in China's netzero transition
- Chen Chris Gong, Falko Ueckerdt, Christoph Bertram, Yuxin Yin, David Bantje, Robert Pietzcker, Johanna Hoppe, Robin Hasse, Michaja Pehl, Sim\'on Moreno-Leiva, Jakob Duerrwaechter, Jarusch Muessel and Gunnar Luderer
- 2024: AI and Jobs: Has the Inflection Point Arrived? Evidence from an Online Labor Platform
- Dandan Qiao, Huaxia Rui and Qian Xiong
- 2024: Monotonic mean-deviation risk measures
- Xia Han, Ruodu Wang and Qinyu Wu
- 2024: Stable partitions for proportional generalized claims problems
- Oihane Gallo and Bettina Klaus
- 2024: A Gale-Shapley View of Unique Stable Marriages
- Kartik Gokhale, Amit Kumar Mallik, Ankit Kumar Misra and Swaprava Nath
- 2024: Deterministic Impartial Selection with Weights
- Javier Cembrano, Svenja M. Griesbach and Maximilian J. Stahlberg
- 2024: Enhanced Local Explainability and Trust Scores with Random Forest Proximities
- Joshua Rosaler, Dhruv Desai, Bhaskarjit Sarmah, Dimitrios Vamvourellis, Deran Onay, Dhagash Mehta and Stefano Pasquali
- 2024: Anomalous diffusion and price impact in the fluid-limit of an order book
- Derick Diana and Tim Gebbie
- 2024: Challenges in Statistically Rejecting the Perfect Competition Hypothesis Using Imperfect Competition Data
- Yuri Matsumura and Suguru Otani
- 2024: Bespoke scapegoats: Scientific advisory bodies and blame avoidance in the Covid-19 pandemic and beyond
- Roger Koppl, Kira Pronin, Nick Cowen, Marta Podemska-Mikluch and Pablo Paniagua Prieto
- 2024: Estimating a k-modal nonparametric mixed logit model with market-level data
- Xiyuan Ren, Joseph Y. J. Chow and Prateek Bansal
- 2024: Fixed-b Asymptotics for Panel Models with Two-Way Clustering
- Kaicheng Chen and Timothy Vogelsang
- 2024: Forecasting with Feedback
- Robert P. Lieli and Augusto Nieto-Barthaburu
- 2024: The Inflation Attention Threshold and Inflation Surges
- Oliver Pf\"auti
- 2024: UAMM: Price-oracle based Automated Market Maker
- Daniel Jiwoong Im, Alexander Kondratskiy, Vincent Harvey and Hsuan-Wei Fu
- 2024: PySDTest: a Python/Stata Package for Stochastic Dominance Tests
- Kyungho Lee and Yoon-Jae Whang
- 2024: Adaptive Principal Component Regression with Applications to Panel Data
- Anish Agarwal, Keegan Harris, Justin Whitehouse and Zhiwei Steven Wu
- 2024: The fundamental theorem of asset pricing with and without transaction costs
- Christoph K\"uhn
- 2024: Neural networks can detect model-free static arbitrage strategies
- Ariel Neufeld and Julian Sester
- 2024: Inference for Local Projections
- Atsushi Inoue, \`Oscar Jord\`a and Guido Kuersteiner
- 2024: Estimating overidentified linear models with heteroskedasticity and outliers
- Lei Bill Wang
- 2024: Adapting to Misspecification
- Timothy B. Armstrong, Patrick Kline and Liyang Sun
- 2024: Super-efficiency of Listed Banks in China and Determinants Analysis (2006-2021)
- Yun Liao and Ruihui Xu
- 2024: Rankings-Dependent Preferences: A Real Goods Matching Experiment
- Andrew Kloosterman and Peter Troyan
- 2024: Risk management in the use of published statistical results for policy decisions
- Duncan Ermini Leaf
- 2024: STraM: A strategic network design model for national freight transport decarbonization
- Steffen Jaap Skotvoll Bakker, Jonas Martin, E. Ruben van Beesten, Ingvild Synn{\o}ve Brynildsen, Anette Sandvig, Marit Siqveland and Antonia Golab
- 2024: Monotone comparative statics for submodular functions, with an application to aggregated deferred acceptance
- Alfred Galichon, Yu-Wei Hsieh and Maxime Sylvestre
- 2024: Homophily and infections: static and dynamic effects
- Matteo Bizzarri, Fabrizio Panebianco and Paolo Pin
- 2024: Agricultural Roots of Social Conflict in Southeast Asia
- Justin Hastings and David Ubilava
- 2024: Visibility graph analysis of the grains and oilseeds indices
- Hao-Ran Liu, Ming-Xia Li and Wei-Xing Zhou
- 2024: Persuaded Search
- Teddy Mekonnen, Zeky Murra-Anton and Bobak Pakzad-Hurson
- 2024: Self-Aware Transport of Economic Agents
- Andrew Lyasoff
- 2024: Many learning agents interacting with an agent-based market model
- Matthew Dicks, Andrew Paskaramoorthy and Tim Gebbie
- 2024: An Empirical Analysis of Optimal Nonlinear Pricing in Business-to-Business Markets
- Soheil Ghili and Russ Yoon
- 2024: Ignorance Is Bliss: The Screening Effect of (Noisy) Information
- Felix Zhiyu Feng, Wenyu Wang, Yufeng Wu and Gaoqing Zhang
- 2024: Revisiting Panel Data Discrete Choice Models with Lagged Dependent Variables
- Christopher R. Dobronyi, Fu Ouyang and Thomas Tao Yang
- 2024: Probabilistic Quantile Factor Analysis
- Dimitris Korobilis and Maximilian Schr\"oder
- 2024: Fundamentals of Perpetual Futures
- Songrun He, Asaf Manela, Omri Ross and Victor von Wachter
- 2024: Weak error estimates for rough volatility models
- Peter K. Friz, William Salkeld and Thomas Wagenhofer
- 2024: Bayesian Multivariate Quantile Regression with alternative Time-varying Volatility Specifications
- Matteo Iacopini, Francesco Ravazzolo and Luca Rossini
- 2024: Inference in Cluster Randomized Trials with Matched Pairs
- Yuehao Bai, Jizhou Liu, Azeem Shaikh and Max Tabord-Meehan
- 2024: $\alpha$-Rank-Collections: Analyzing Expected Strategic Behavior with Uncertain Utilities
- Fabian R. Pieroth and Martin Bichler
- 2024: Efficient convex PCA with applications to Wasserstein GPCA and ranked data
- Steven Campbell and Ting-Kam Leonard Wong
- 2024: Robust utility maximisation under proportional transaction costs for c\`adl\`ag price processes
- Christoph Czichowsky and Raphael Huwyler
- 2024: A parametric approach to the estimation of convex risk functionals based on Wasserstein distance
- Max Nendel and Alessandro Sgarabottolo
- 2024: DeepVol: Volatility Forecasting from High-Frequency Data with Dilated Causal Convolutions
- Fernando Moreno-Pino and Stefan Zohren
- 2024: Rank-preserving Multidimensional Mechanisms: an equivalence between identical-object and heterogeneous-object models
- Sushil Bikhchandani and Debasis Mishra
- 2024: $\rho$-GNF: A Copula-based Sensitivity Analysis to Unobserved Confounding Using Normalizing Flows
- Sourabh Balgi, Jose M. Pe\~na and Adel Daoud
- 2024: Matrix Quantile Factor Model
- Xin-Bing Kong, Yong-Xin Liu, Long Yu and Peng Zhao
- 2024: Pricing Novel Goods
- Francesco Giovannoni and Toomas Hinnosaar
- 2024: From Workplace to Residence: The Spillover Effects of Minimum Wage Policies on Local Housing Markets
- Gabriele Borg, Diego Gentile Passaro and Santiago Hermo
- 2024: Stake-governed tug-of-war and the biased infinity Laplacian
- Yujie Fu, Alan Hammond and G\'abor Pete
- 2024: Fair Division with Two-Sided Preferences
- Ayumi Igarashi, Yasushi Kawase, Warut Suksompong and Hanna Sumita
- 2024: Handling model risk with XVAs
- Cyril B\'en\'ezet and St\'ephane Cr\'epey
- 2024: Estimating Discrete Games of Complete Information: Bringing Logit Back in the Game
- Paul S. Koh
- 2024: Incentives in Social Decision Schemes with Pairwise Comparison Preferences
- Felix Brandt, Patrick Lederer and Warut Suksompong
- 2024: Coarse Personalization
- Walter W. Zhang and Sanjog Misra
- 2024: Measuring Diagnostic Test Performance Using Imperfect Reference Tests: A Partial Identification Approach
- Filip Obradovi\'c
- 2024: Distributionally robust risk evaluation with a causality constraint and structural information
- Bingyan Han
- 2024: Cooperative networks and Hodge-Shapley value
- Tongseok Lim
- 2024: Long-term Causal Inference Under Persistent Confounding via Data Combination
- Guido Imbens, Nathan Kallus, Xiaojie Mao and Yuhao Wang
- 2024: Multinomial Backtesting of Distortion Risk Measures
- S\"oren Bettels, Sojung Kim and Stefan Weber
- 2024: A Double Robust Approach for Non-Monotone Missingness in Multi-Stage Data
- Shenshen Yang
- 2024: Robustness, Heterogeneous Treatment Effects and Covariate Shifts
- Pietro Emilio Spini
- 2024: The Fixed-b Limiting Distribution and the ERP of HAR Tests Under Nonstationarity
- Alessandro Casini
- 2024: Non-Standard Choice in Matching Markets
- Gian Caspari and Manshu Khanna
- 2024: Multiway empirical likelihood
- Harold D Chiang, Yukitoshi Matsushita and Taisuke Otsu
- 2024: Estimation of Optimal Dynamic Treatment Assignment Rules under Policy Constraints
- Shosei Sakaguchi
- 2024: Change-Point Analysis of Time Series with Evolutionary Spectra
- Alessandro Casini and Pierre Perron
- 2024: When to sell an indivisible object: Optimal timing with Markovian buyers
- Kiho Yoon
- 2024: Robustly Optimal Mechanisms for Selling Multiple Goods
- Yeon-Koo Che and Weijie Zhong
- 2024: The international forward guidance transmission under a global liquidity trap
- Daisuke Ida and Hirokuni Iiboshi
- 2024: Theory of Evolutionary Spectra for Heteroskedasticity and Autocorrelation Robust Inference in Possibly Misspecified and Nonstationary Models
- Alessandro Casini
- 2024: Prewhitened Long-Run Variance Estimation Robust to Nonstationarity
- Alessandro Casini and Pierre Perron
- 2024: Identification and Estimation of Unconditional Policy Effects of an Endogenous Binary Treatment: An Unconditional MTE Approach
- Julian Martinez-Iriarte and Yixiao Sun
- 2024: Testing homogeneity in dynamic discrete games in finite samples
- Federico Bugni, Jackson Bunting and Takuya Ura
- 2024: Robust and Efficient Estimation of Potential Outcome Means under Random Assignment
- Akanksha Negi and Jeffrey Wooldridge
- 2024: Spillovers of Program Benefits with Missing Network Links
- Lina Zhang
- 2024: The Spectral Approach to Linear Rational Expectations Models
- Majid Al-Sadoon
- 2024: Synthetic Interventions
- Anish Agarwal, Devavrat Shah and Dennis Shen
- 2024: Estimating Welfare Effects in a Nonparametric Choice Model: The Case of School Vouchers
- Vishal Kamat and Samuel Norris
- 2024: Spatial scale of agglomeration and dispersion: Number, spacing, and the spatial extent of cities
- Takashi Akamatsu, Tomoya Mori, Minoru Osawa and Yuki Takayama
- 2024: Extended MinP Tests for Global and Multiple testing
- Zeng-Hua Lu
- 2024: Eliciting ambiguity with mixing bets
- Patrick Schmidt
- 2024: Information Acquisition and Time-Risk Preference
- Daniel Chen and Weijie Zhong
- 2024: Estimating Treatment Effects using Multiple Surrogates: The Role of the Surrogate Score and the Surrogate Index
- Susan Athey, Raj Chetty, Guido Imbens and Hyunseung Kang
- 2024: Stablecoin Runs and Disclosure Policy in the Presence of Large Sales
- Brian Zhu
- 2024: Large Language Model Agent in Financial Trading: A Survey
- Han Ding, Yinheng Li, Junhao Wang and Hang Chen
- 2024: Economic Struggles and Inflation: How Does that affect voting decision?
- Muhammad Hassan Bin Afzal
- 2024: Sentiment Analysis of State Bank of Pakistan's Monetary Policy Documents and its Impact on Stock Market
- Aabid Karim and Heman Das Lohano
- 2024: Evaluating Microscopic and Macroscopic Models for Derivative Contracts on Commodity Indices
- Alberto Manzano, Emanuele Nastasi, Andrea Pallavicini and Carlos V\'azquez
- 2024: Distributionally Robust Optimization as a Scalable Framework to Characterize Extreme Value Distributions
- Patrick Kuiper, Ali Hasan, Wenhao Yang, Yuting Ng, Hoda Bidkhori, Jose Blanchet and Vahid Tarokh
- 2024: Methodological Foundations of Modern Causal Inference in Social Science Research
- Guanghui Pan
- 2024: Bonus-malus Systems vs Delays in Claims Reporting and Settlement: Analysis of Ruin Probabilities
- Dhiti Osatakul, Shuanming Li and Xueyuan Wu
- 2024: Deep Learning for Options Trading: An End-To-End Approach
- Wee Ling Tan, Stephen Roberts and Stefan Zohren
- 2024: Lattice operations for the stable set in substitutable matching markets via re-equilibration dynamics
- Agustín Bonifacio, Noelia Juarez and Paola Manasero
- 2024: On the optimal design of a new class of proportional portfolio insurance strategies in a jump-diffusion framework
- Katia Colaneri, Daniele Mancinelli and Immacolata Oliva
- 2024: Enhancing Deep Hedging of Options with Implied Volatility Surface Feedback Information
- Pascal Fran\c{c}ois, Genevi\`eve Gauthier, Fr\'ed\'eric Godin and Carlos Octavio P\'erez Mendoza
- 2024: Impact of Geographical Separation on Spectrum Sharing Markets
- Kangle Mu, Zongyun Xie, Igor Kadota and Randall Berry
- 2024: What does a dynamic oligopoly maximize? The continuous time Markov case
- Juan Pablo Rinc\'on-Zapatero
- 2024: Close to Home: Analyzing Urban Consumer Behavior and Consumption Space in Seoul
- Hyoji Choi, Frank Neffke, Donghyeon Yu and Bogang Jun
- 2024: Inferring financial stock returns correlation from complex network analysis
- Ixandra Achitouv
- 2024: Leveraging Natural Language and Item Response Theory Models for ESG Scoring
- C\'esar Pedrosa Soares
- 2024: Designing Time-Series Models With Hypernetworks & Adversarial Portfolios
- Filip Stan\v{e}k
- 2024: Unemployment Benefits and Job Quality: Unveiling the Complexities of Labour Market Dynamics
- Jessica Reale, Frederik Banning and Michael Roos
- 2024: Legal Aspects of Decentralized and Platform-Driven Economies
- Marcelo Corrales Compagnucci, Toshiyuki Kono and Shinto Teramoto
- 2024: Emission Reduction in Urban Environments by Replacing Conventional City Buses with Electric Bus Technology: A Case Study of Pakistan
- Muhammad Haris Saleem, S. Wajahat Ali and Sheikh Abdullah Shehzad
- 2024: "How lonely are you?" The role of social contacts and farm characteristics in farmers' self-reported feelings of loneliness, and why it matters
- Victoria Junquera, Daniel I. Rubenstein and Florian Knaus
- 2024: Consumption-investment optimization with Epstein-Zin utility in unbounded non-Markovian markets
- Zixin Feng, Dejian Tian and Harry Zheng
- 2024: Risk management in multi-objective portfolio optimization under uncertainty
- Yannick Becker, Pascal Halffmann and Anita Sch\"obel
- 2024: PO-QA: A Framework for Portfolio Optimization using Quantum Algorithms
- Kamila Zaman, Alberto Marchisio, Muhammad Kashif and Muhammad Shafique
- 2024: Redefining Urban Centrality: Integrating Economic Complexity Indices into Central Place Theory
- Jonghyun Kim, Donghyeon Yu, Hyoji Choi, Dongwoo Seo and Bogang Jun
- 2024: Heterogeneous Grouping Structures in Panel Data
- Katerina Chrysikou and George Kapetanios
- 2024: Business and Regulatory Responses to Artificial Intelligence: Dynamic Regulation, Innovation Ecosystems and the Strategic Management of Disruptive Technology
- Mark Fenwick, Erik P. M. Vermeulen and Marcelo Corrales Compagnucci
- 2024: Design and Optimization of Big Data and Machine Learning-Based Risk Monitoring System in Financial Markets
- Liyang Wang, Yu Cheng, Xingxin Gu and Zhizhong Wu
- 2024: Getting the Agent to Wait
- Maryam Saeedi, Yikang Shen and Ali Shourideh
- 2024: Towards A Post-Quantum Cryptography in Blockchain I: Basic Review on Theoretical Cryptography and Quantum Information Theory
- Tatsuru Kikuchi
- 2024: The Gradient Flow of the Bass Functional in Martingale Optimal Transport
- Julio Backhoff-Veraguas, Gudmund Pammer and Walter Schachermayer
- 2024: Contrastive Learning of Asset Embeddings from Financial Time Series
- Rian Dolphin, Barry Smyth and Ruihai Dong
- 2024: CVA Sensitivities, Hedging and Risk
- St\'ephane Cr\'epey, Botao Li, Hoang Nguyen and Bouazza Saadeddine
- 2024: Order-theoretical fixed point theorems for correspondences and application in game theory
- Lu Yu
- 2024: TCGPN: Temporal-Correlation Graph Pre-trained Network for Stock Forecasting
- Wenbo Yan and Ying Tan
- 2024: Multilevel Monte Carlo in Sample Average Approximation: Convergence, Complexity and Application
- Devang Sinha and Siddhartha P. Chakrabarty
- 2024: A Comprehensive Analysis of Machine Learning Models for Algorithmic Trading of Bitcoin
- Abdul Jabbar and Syed Qaisar Jalil
- 2024: The Structure of Financial Equity Research Reports -- Identification of the Most Frequently Asked Questions in Financial Analyst Reports to Automate Equity Research Using Llama 3 and GPT-4
- Adria Pop, Jan Sp\"orer and Siegfried Handschuh
- 2024: AMA-LSTM: Pioneering Robust and Fair Financial Audio Analysis for Stock Volatility Prediction
- Shengkun Wang, Taoran Ji, Jianfeng He, Mariam Almutairi, Dan Wang, Linhan Wang, Min Zhang and Chang-Tien Lu
- 2024: Starting Small: Prioritizing Safety over Efficacy in Randomized Experiments Using the Exact Finite Sample Likelihood
- Neil Christy and Amanda Kowalski
- 2024: Recursive Optimal Stopping with Poisson Stopping Constraints
- Gechun Liang, Wei Wei, Zhen Wu and Zhenda Xu
- 2024: Generalization of Zhou fixed point theorem
- Lu Yu
- 2024: Optimal Trade and Industrial Policies in the Global Economy: A Deep Learning Framework
- Zi Wang, Xingcheng Xu, Yanqing Yang and Xiaodong Zhu
- 2024: Hopfield Networks for Asset Allocation
- Carlo Nicolini, Monisha Gopalan, Jacopo Staiano and Bruno Lepri
- 2024: Diversity in Choice as Majorization
- Federico Echenique, Teddy Mekonnen and M. Bumin Yenmez
- 2024: How does the national new area impact the local economy? -- An empirical analysis from Zhoushan
- Yi Zheng
- 2024: Collective Attention in Human-AI Teams
- Josie Zvelebilova, Saiph Savage and Christoph Riedl
- 2024: Market Making with Exogenous Competition
- Robert Boyce, Martin Herdegen and Leandro S\'anchez-Betancourt
- 2024: Fintech and MSEs Innovation: an Empirical Analysis
- Siyu Chen and Qing Guo
- 2024: Effect of Austerity Measures on Infant Mortality: Evidence from Greece
- Robert J. Kolesar and Rok Spruk
- 2024: Artificial intelligence and financial crises
- Jon Danielsson and Andreas Uthemann
- 2024: Simulation in discrete choice models evaluation: SDCM, a simulation tool for performance evaluation of DCMs
- Amirreza Talebi
- 2024: Quantity Limits on Addictive Goods
- Eric Gao
- 2024: Identification and inference of outcome conditioned partial effects of general interventions
- Zhengyu Zhang, Zequn Jin and Lihua Lin
- 2024: Automated Market Making and Decentralized Finance
- Marcello Monga
- 2024: On the Separability of Vector-Valued Risk Measures
- \c{C}a\u{g}{\i}n Ararat and Zachary Feinstein
- 2024: Impacts of National Cultures on Managerial Decisions of Engaging in Core Earnings Management
- Muhammad Rofiqul Islam and Abdullah Al Mehdi
- 2024: Bridging Climate Awareness and Sustainable Entrepreneurship: A Conceptual Framework Based on the Theory of Planned Behavior
- Muhammad Rofiqul Islam and Abdullah Al Mehdi
- 2024: Short-maturity asymptotics for VIX and European options in local-stochastic volatility models
- Dan Pirjol, Xiaoyu Wang and Lingjiong Zhu
- 2024: The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models
- Natalia Roszyk and Robert Ślepaczuk
- 2024: Colonel Blotto Game: An Analysis and Extension to Networks
- Sidarth Erat
- 2024: Dynamic Signals
- Mark Whitmeyer and Cole Williams
- 2024: The Negative Drift of a Limit Order Fill
- Timothy DeLise
- 2024: Multi-Industry Simplex 2.0: Temporally-Evolving Probabilistic Industry Classification
- Maksim Papenkov
- 2024: On Deep Learning for computing the Dynamic Initial Margin and Margin Value Adjustment
- Joel P. Villarino and \'Alvaro Leitao
- 2024: Bayesian modelling of VAR precision matrices using stochastic block networks
- Florian Huber, Gary Koop, Massimiliano Marcellino and Tobias Scheckel
- 2024: Capital as Artificial Intelligence
- Cesare Carissimo and Marcin Korecki
- 2024: Stock-driven Household Attention
- Hie Joo Ahn and Shihan Xie
- 2024: Counter-monotonic risk allocations and distortion risk measures
- Mario Ghossoub, Qinghua Ren and Ruodu Wang
- 2024: Estimating Distributional Treatment Effects in Randomized Experiments: Machine Learning for Variance Reduction
- Undral Byambadalai, Tatsushi Oka and Shota Yasui
- 2024: Spatially-clustered spatial autoregressive models with application to agricultural market concentration in Europe
- Roy Cerqueti, Paolo Maranzano and Raffaele Mattera
- 2024: Selection pressure/Noise driven cooperative behaviour in the thermodynamic limit of repeated games
- Rajdeep Tah and Colin Benjamin
- 2024: Analyzing selected cryptocurrencies spillover effects on global financial indices: Comparing risk measures using conventional and eGARCH-EVT-Copula approaches
- Shafique Ur Rehman, Touqeer Ahmad, Wu Dash Desheng and Amirhossein Karamoozian
- 2024: Willingness to Pay for an Electricity Connection: A Choice Experiment Among Rural Households and Enterprises in Nigeria
- Pouya Janghorban, Temilade Sesan, Muhammad-Kabir Salihu, Olayinka Ohunakin and Narges Chinichian
- 2024: Income, health, and cointegration
- Jos\'e A. Tapia Granados and Edward L. Ionides
- 2024: Cryptoeconomics and Tokenomics as Economics: A Survey with Opinions
- Kensuke Ito
- 2024: Big Data Analytics-Enabled Dynamic Capabilities and Market Performance: Examining the Roles of Marketing Ambidexterity and Competitor Pressure
- Gulfam Haider, Laiba Zubair and Aman Saleem
- 2024: Nonlinear Binscatter Methods
- Matias Cattaneo, Richard Crump, Max Farrell and Yingjie Feng
- 2024: Industry Dynamics with Cartels: The Case of the Container Shipping Industry
- Suguru Otani
- 2024: Weak convergence implies convergence in mean within GGC
- Hasanjan Sayit
- 2024: Explainable AI in Request-for-Quote
- Qiqin Zhou
- 2024: (Non-)Commutative Aggregation
- Yuzhao Yang
- 2024: Leveraging Uniformization and Sparsity for Computation of Continuous Time Dynamic Discrete Choice Games
- Jason Blevins
- 2024: Political Leanings in Web3 Betting: Decoding the Interplay of Political and Profitable Motives
- Hongzhou Chen, Xiaolin Duan, Abdulmotaleb El Saddik and Wei Cai
- 2024: National accounting from the bottom up using large-scale financial transactions data: An application to input-output tables
- Kerstin H\"otte and Andreina Naddeo
- 2024: Similarity of Information and Collective Action
- Deepal Basak, Joyee Deb and Aditya Kuvalekar
- 2024: Super-efficiency and Stock Market Valuation: Evidence from Listed Banks in China (2006 to 2023)
- Yun Liao
- 2024: An Integral Equation Approach for the Valuation of Finite-maturity margin-call Stock Loans
- Minh-Quan Nguyen, Nhat-Tan Le, Khuong Nguyen-An and Duc Thi Luu
- 2024: Applying the Nash Bargaining Solution for a Reasonable Royalty II
- David M. Kryskowski and David Kryskowski
- 2024: Fair allocation of riparian water rights
- Ricardo Martinez and Juan Moreno-Ternero
- 2024: Explainable Post hoc Portfolio Management Financial Policy of a Deep Reinforcement Learning agent
- Alejandra de la Rica Escudero, Eduardo C. Garrido-Merchan and Maria Coronado-Vaca
- 2024: Quantifying the Blockchain Trilemma: A Comparative Analysis of Algorand, Ethereum 2.0, and Beyond
- Yihang Fu, Mingwei Jing, Jiaolun Zhou, Peilin Wu, Ye Wang, Luyao Zhang and Chuang Hu
- 2024: Why to DAO: a narrative analysis of the drivers of tokenized Exit to Community
- Tara Merk
- 2024: Soviet Mathematics and Economic Theory in the Past Century: An Historical Reappraisal
- Ivan Boldyrev
- 2024: Global Balance and Systemic Risk in Financial Correlation Networks
- Paolo Bartesaghi, Fernando Diaz-Diaz, Rosanna Grassi and Pierpaolo Uberti
- 2024: The spatial evolution of economic activities: from theory to estimation
- Davide Fiaschi, Angela Parenti and Cristiano Ricci
- 2024: Justified Fairness in House Allocation Problems: two Characterizations of Strategy-proof Mechanisms
- Di Feng and Jacob Coreno
- 2024: Cohesion, Ideology, and Tolerance
- Patrick Allmis
- 2024: Rational Bubbles: A Clarification
- Tomohiro Hirano and Alexis Akira Toda
- 2024: Construction and Hedging of Equity Index Options Portfolios
- Maciej Wysocki and Robert Ślepaczuk
- 2024: The Software Complexity of Nations
- S\'andor Juh\'asz, Johannes Wachs, Jermain Kaminski and C\'esar A. Hidalgo
- 2024: Multi-Tier Tournaments: Matching and Scoring Players
- Steven Brams and Mehmet S. Ismail
- 2024: Offline Digital Euro: a Minimum Viable CBDC using Groth-Sahai proofs
- Leon Kempen and Johan Pouwelse
- 2024: Temporal Representation Learning for Stock Similarities and Its Applications in Investment Management
- Yoontae Hwang, Stefan Zohren and Yongjae Lee
- 2024: Unified Asymptotics For Investment Under Illiquidity: Transaction Costs And Search Frictions
- Tae Ung Gang and Jin Hyuk Choi
- 2024: Autonomous Money Supply Strategy Utilizing Control Theory
- Yuval Boneh
- 2024: Leveraging Machine Learning for High-Dimensional Option Pricing within the Uncertain Volatility Model
- Ludovic Goudenege, Andrea Molent and Antonino Zanette
- 2024: Concentration-Based Inference for Evaluating Horizontal Mergers
- Paul S. Koh
- 2024: Keynesian chaos revisited: odd period cycles and ergodic properties
- Tomohiro Uchiyama
- 2024: Estimating the Potential Impact of Combined Race and Ethnicity Reporting on Long-Term Earnings Statistics
- Kevin L. McKinney and John Abowd
- 2024: Market Definition: A Sensitivity Analysis
- Paul S. Koh
- 2024: A Mean Field Game approach for pollution regulation of competitive firms
- Gianmarco Del Sarto, Marta Leocata and Giulia Livieri
- 2024: Information Flow in the FTX Bankruptcy: A Network Approach
- Riccardo De Blasis, Luca Galati, Rosanna Grassi and Giorgio Rizzini
- 2024: Conduct Parameter Estimation in Homogeneous Goods Markets with Equilibrium Existence and Uniqueness Conditions: The Case of Log-linear Specification
- Yuri Matsumura and Suguru Otani
- 2024: Credit Risk Assessment Model for UAE Commercial Banks: A Machine Learning Approach
- Aditya Saxena and Dr Parizad Dungore
- 2024: Nowcasting R&D Expenditures: A Machine Learning Approach
- Atin Aboutorabi and Ga\'etan de Rassenfosse
- 2024: No Questions Asked: Effects of Transparency on Stablecoin Liquidity During the Collapse of Silicon Valley Bank
- Walter Hernandez Cruz, Jiahua Xu, Paolo Tasca and Carlo Campajola
- 2024: Testing by Betting while Borrowing and Bargaining
- Hongjian Wang and Aaditya Ramdas
- 2024: Informational Size in School Choice
- Di Feng and Yun Liu
- 2024: Quantifying distribution system resilience from utility data: large event risk and benefits of investments
- Arslan Ahmad and Ian Dobson
- 2024: A nonparametric test for rough volatility
- Carsten H. Chong and Viktor Todorov
- 2024: Nash Equilibrium between Brokers and Traders
- \'Alvaro Cartea, Sebastian Jaimungal and Leandro S\'anchez-Betancourt
- 2024: Adaptive Money Market Interest Rate Strategy Utilizing Control Theory
- Yuval Boneh
- 2024: Low Volatility Stock Portfolio Through High Dimensional Bayesian Cointegration
- Parley R Yang and Alexander Y Shestopaloff
- 2024: Machine learning in weekly movement prediction
- Han Gui
- 2024: Population Concentration in High-Complexity Regions within City during the heat wave
- Hyoji Choi, Jonghyun Kim, Donghyeon Yu and Bogang Jun
- 2024: Uncovering the Effect of Toxicity on Player Engagement and its Propagation in Competitive Online Video Games
- Jacob Morrier, Amine Mahmassani and R. Michael Alvarez
- 2024: Regularizing stock return covariance matrices via multiple testing of correlations
- Richard Luger
- 2024: Monopoly Unveiled: Telecom Breakups in the US and Mexico
- Fausto Hern\'andez Trillo, C. Vladimir Rodr\'iguez-Caballero and Daniel Ventosa-Santaul\`aria
- 2024: An Introduction to Permutation Processes (version 0.5)
- Fang Han
- 2024: A new approach to principal-agent problems with volatility control
- Alessandro Chiusolo and Emma Hubert
- 2024: Modelling shock propagation and resilience in financial temporal networks
- Fabrizio Lillo and Giorgio Rizzini
- 2024: Attribution Methods in Asset Pricing: Do They Account for Risk?
- Dangxing Chen and Yuan Gao
- 2024: Examples and Counterexamples of Cost-efficiency in Incomplete Markets
- Carole Bernard and Stephan Sturm
- 2024: An Introduction to Causal Discovery
- Martin Huber
- 2024: Comparative analysis of Mixed-Data Sampling (MIDAS) model compared to Lag-Llama model for inflation nowcasting
- Adam Bahelka and Harmen de Weerd
- 2024: Optimal Carbon Emission Control With Allowances Purchasing
- Xinfu Chen, Yuchao Dong, Wenlin Huang and Jin Liang
- 2024: Risk Analysis of Passive Portfolios
- Sourish Das
- 2024: Valuation of travel time savings in the presence of simultaneous activities
- Jacek Pawlak and John Polak
- 2024: Financial market geometry: The tube oscillator
- Dragoljub Katic and Stefan Richter
- 2024: Production function estimation using subjective expectations data
- Agnes Norris Keiller, Aureo de Paula and John van Reenen
- 2024: Reduced-Rank Matrix Autoregressive Models: A Medium $N$ Approach
- Alain Hecq, Ivan Ricardo and Ines Wilms
- 2024: Multiple split approach -- multidimensional probabilistic forecasting of electricity markets
- Katarzyna Maciejowska and Weronika Nitka
- 2024: The role of green ammonia in meeting challenges towards a sustainable development in China
- Hanxin Zhao
- 2024: Mapping Local Green Hydrogen Cost-Potentials by a Multidisciplinary Approach
- Shitab Ishmam, Heidi Heinrichs, Christoph Winkler, Bagher Bayat, Amin Lahnaoui, Solomon Agbo, Edgar Ubaldo Pena Sanchez, David Franzmann, Nathan Ojieabu, Celine Koerner, Youpele Micheal, Bamidele Oloruntoba, Carsten Montzka, Harry Vereecken, Harrie-Jan Hendricks-Franssen, Jeerawan Brendt, Simon Brauner, Wilhelm Kuckshinrichs, Sandra Venghaus, Daouda Kone, Bruno Korgo, Kehinde Ogunjobi, Vasco Chiteculo, Jane Olwoch, Zachary Getenga, Jochen Lin{\ss}en and Detlef Stolten
- 2024: Carbon Pricing and Resale in Emission Trading Systems
- Peyman Khezr
- 2024: Optimal Decision Mechanisms for Committees: Acquitting the Guilty
- Deniz Kattwinkel and Alexander Winter
- 2024: R. A. Fisher's Exact Test Revisited
- Martin Mugnier
- 2024: The Hidden Subsidy of the Affordable Care Act
- Liam Sigaud, Markus Bjoerkheim and Vitor Melo
- 2024: Dealing with idiosyncratic cross-correlation when constructing confidence regions for PC factors
- Diego Fresoli, Pilar Poncela and Esther Ruiz
- 2024: Credit and Voting
- Eleonora Brandimarti, Giacomo De Giorgi and Jérémy Laurent-Lucchetti
- 2024: Stochastic Approaches to Asset Price Analysis
- Michael Sekatchev and Zhengxiang Zhou
- 2024: Causes and Electoral Consequences of Political Assassinations: The Role of Organized Crime in Mexico
- Roxana Guti\'errez-Romero and Nayely Iturbe
- 2024: Femicide Laws, Unilateral Divorce, and Abortion Decriminalization Fail to Stop Women's Killings in Mexico
- Roxana Guti\'errez-Romero
- 2024: Gentrification, Mobility, and Consumption
- Giacomo De Giorgi, Enrico Moretti and Harrison Wheeler
- 2024: CAESar: Conditional Autoregressive Expected Shortfall
- Federico Gatta, Fabrizio Lillo and Piero Mazzarisi
- 2024: Advanced Financial Fraud Detection Using GNN-CL Model
- Yu Cheng, Junjie Guo, Shiqing Long, You Wu, Mengfang Sun and Rong Zhang
- 2024: Impact Evaluation on the European Privacy Laws governing generative-AI models -- Evidence in Relation between Internet Censorship and the Ban of ChatGPT in Italy
- Tatsuru Kikuchi
- 2024: Auction theory and demography
- O. A. Malafeyev and I. E. Khomenko
- 2024: Robust Routing and Scheduling of Home Healthcare Workers: A Nested Branch-and-Price Approach
- Carolin Bauerhenne, Jonathan Bard and Rainer Kolisch
- 2024: 45 Years of Publications in Energy Economics: Evolution and Thematic Trends
- Maria Laura Victoria Marques, Ronaldo Seroa da Motta, Daniel Uhr and Julia Ziero Uhr
- 2024: Volatility modeling in a Markovian environment: Two Ornstein-Uhlenbeck-related approaches
- Anita Behme
- 2024: Dynamic Matrix Factor Models for High Dimensional Time Series
- Ruofan Yu, Rong Chen, Han Xiao and Yuefeng Han
- 2024: Methodology for Calculating CO2 Absorption by Tree Planting for Greening Projects
- Kento Ichii, Toshiki Muraoka, Nobumichi Shinohara, Shunsuke Managi and Shutaro Takeda
- 2024: A Convexified Matching Approach to Imputation and Individualized Inference
- YoonHaeng Hur and Tengyuan Liang
- 2024: Unified Approach for Hedging Impermanent Loss of Liquidity Provision
- Alexander Lipton, Vladimir Lucic and Artur Sepp
- 2024: Fair Money -- Public Good Value Pricing With Karma Economies
- Kevin Riehl, Anastasios Kouvelas and Michail Makridis
- 2024: Kullback-Leibler Barycentre of Stochastic Processes
- Sebastian Jaimungal and Silvana M. Pesenti
- 2024: Modelling Uncertain Volatility Using Quantum Stochastic Calculus: Unitary vs Non-Unitary Time Evolution
- Will Hicks
- 2024: Unwinding Toxic Flow with Partial Information
- Alexander Barzykin, Robert Boyce and Eyal Neuman
- 2024: Longitudinal market structure detection using a dynamic modularity-spectral algorithm
- Philipp Wirth, Francesca Medda and Thomas Schr\"oder
- 2024: Learning control variables and instruments for causal analysis in observational data
- Nicolas Apfel, Julia Hatamyar, Martin Huber and Jannis Kueck
- 2024: Overeducation under different macroeconomic conditions: The case of Spanish university graduates
- Maite Bl\'azquez Cuesta, Marco A. P\'erez Navarro and Roc\'io S\'anchez-Mangas
- 2024: Nash epidemics
- Simon K. Schnyder, John J. Molina, Ryoichi Yamamoto and Matthew S. Turner
- 2024: Fluid-Limits of Fragmented Limit-Order Markets
- Johannes Muhle-Karbe, Eyal Neuman and Yonatan Shadmi
- 2024: Artificial Intelligence and Algorithmic Price Collusion in Two-sided Markets
- Cristian Chica, Yinglong Guo and Gilad Lerman
- 2024: The second-order Esscher martingale densities for continuous-time market models
- Tahir Choulli, Ella Elazkany and Mich\`ele Vanmaele
- 2024: Block-diagonal idiosyncratic covariance estimation in high-dimensional factor models for financial time series
- Lucija \v{Z}igni\'c, Stjepan Begu\v{s}i\'c and Zvonko Kostanj\v{c}ar
- 2024: GraphCNNpred: A stock market indices prediction using a Graph based deep learning system
- Yuhui Jin
- 2024: Machine Learning for Economic Forecasting: An Application to China's GDP Growth
- Yanqing Yang, Xingcheng Xu, Jinfeng Ge and Yan Xu
- 2024: Minute-by-Minute: Financial Markets' Reaction to the 2020 U.S. Election
- Matthew DeHaven, Hannah Firestone and Chris Webster
- 2024: The geographic flow of bank funding and access to credit: Branch networks, local synergies and competition
- Victor Aguirregabiria, Robert Clark and Hui Wang
- 2024: Prices and Concentration: A U-shape? Theory and Evidence from Renewables
- Michele Fioretti, Junnan He and Jorge Tamayo
- 2024: Basket Options with Volatility Skew: Calibrating a Local Volatility Model by Sample Rearrangement
- Nicola F. Zaugg and Lech A. Grzelak
- 2024: Robust optimal investment and consumption strategies with portfolio constraints and stochastic environment
- Len Patrick Dominic M. Garces and Yang Shen
- 2024: Reducing False Discoveries in Statistically-Significant Regional-Colocation Mining: A Summary of Results
- Subhankar Ghosh, Jayant Gupta, Arun Sharma, Shuai An and Shashi Shekhar
- 2024: Comparative Patience
- Mark Whitmeyer
- 2024: Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints
- Joshua Chan, Davide Pettenuzzo, Aubrey Poon and Dan Zhu
- 2024: Indian Stock Market Prediction using Augmented Financial Intelligence ML
- Anishka Chauhan, Pratham Mayur, Yeshwanth Sai Gokarakonda, Pooriya Jamie and Naman Mehrotra
- 2024: How do financial variables impact public debt growth in China? An empirical study based on Markov regime-switching model
- Tianbao Zhou, Zhixin Liu and Yingying Xu
- 2024: Policy Changes and Growth Slowdown: Assessing the Lost Decade of the Latin American Miracle
- Emiliano Toni, Pablo Paniagua and Patricio \'Ordenes
- 2024: CatMemo at the FinLLM Challenge Task: Fine-Tuning Large Language Models using Data Fusion in Financial Applications
- Yupeng Cao, Zhiyuan Yao, Zhi Chen and Zhiyang Deng
- 2024: An Efficient and Sybil Attack Resistant Voting Mechanism
- Jeremias Lenzi
- 2024: Predicting public market behavior from private equity deals
- Paolo Barucca and Flaviano Morone
- 2024: Contractual Reinforcement Learning: Pulling Arms with Invisible Hands
- Jibang Wu, Siyu Chen, Mengdi Wang, Huazheng Wang and Haifeng Xu
- 2024: Co-benefits of Agricultural Diversification and Technology for Food and Nutrition Security in China
- Thomas Cherico Wanger, Estelle Raveloaritiana, Siyan Zeng, Haixiu Gao, Xueqing He, Yiwen Shao, Panlong Wu, Kris A. G. Wyckhuys, Wenwu Zhou, Yi Zou, Zengrong Zhu, Ling Li, Haiyan Cen, Yunhui Liu and Shenggen Fan
- 2024: AI-powered Chatbots: Effective Communication Styles for Sustainable Development Goals
- Ennio Bilancini, Leonardo Boncinelli and Eugenio Vicario
- 2024: Non-Linearities in International Spillovers of the ECB$^\prime$s Monetary Policy. The Case of Non-ERM II Countries and Anti-Fragmentation Policy
- Iones Kelanemer Holban
- 2024: Gordon Growth Model with Vector Autoregressive Process
- Battulga Gankhuu
- 2024: An empirical study of market risk factors for Bitcoin
- Shubham Singh
- 2024: Commodification of Compute
- Jesper Kristensen, David Wender and Carl Anthony
- 2024: A Mechanism for Optimizing Media Recommender Systems
- Brian McFadden
- 2024: Estimating Treatment Effects under Recommender Interference: A Structured Neural Networks Approach
- Ruohan Zhan, Shichao Han, Yuchen Hu and Zhenling Jiang
- 2024: Data Trade and Consumer Privacy
- Jiadong Gu
- 2024: Strategy-proof Selling: a Geometric Approach
- Mridu Prabal Goswami
- 2024: Rationalizability, Cost-Rationalizability, and Afriat's Efficiency Index
- Matthew Polisson and John K. -H. Quah
- 2024: Monotone Equilibrium Design for Matching Markets with Signaling
- Seungjin Han, Alex Sam and Youngki Shin
- 2024: The Oxford Olympics Study 2024: Are Cost and Cost Overrun at the Games Coming Down?
- Alexander Budzier and Bent Flyvbjerg
- 2024: Loss-Versus-Fair: Efficiency of Dutch Auctions on Blockchains
- Ciamac C. Moallemi and Dan Robinson
- 2024: Transmission Channel Analysis in Dynamic Models
- Enrico Wegner, Lenard Lieb, Stephan Smeekes and Ines Wilms
- 2024: Dyadic Regression with Sample Selection
- Kensuke Sakamoto
- 2024: The Machiavellian frontier of stable mechanisms
- Qiufu Chen, Yuanmei Li, Xiaopeng Yin, Luosai Zhang and Siyi Zhou
- 2024: Geometric BSDEs
- Roger Laeven, Emanuela Rosazza Gianin and Marco Zullino
- 2024: Fight like a Woman: Domestic Violence and Female Judges in Brazil
- Helena Laneuville and Vitor Possebom
- 2024: Large Language Model in Financial Regulatory Interpretation
- Zhiyu Cao and Zachary Feinstein
- 2024: The Democratization of Wealth Management: Hedged Mutual Fund Blockchain Protocol
- Ravi Kashyap
- 2024: Optimal Bias-Correction and Valid Inference in High-Dimensional Ridge Regression: A Closed-Form Solution
- Zhaoxing Gao and Ruey S. Tsay
- 2024: The Shape of Money Laundering: Subgraph Representation Learning on the Blockchain with the Elliptic2 Dataset
- Claudio Bellei, Muhua Xu, Ross Phillips, Tom Robinson, Mark Weber, Tim Kaler, Charles E. Leiserson, Arvind and Jie Chen
- 2024: Correlations versus noise in the NFT market
- Marcin W\k{a}torek, Pawe{\l} Szyd{\l}o, Jaros{\l}aw Kwapie\'n and Stanis{\l}aw Dro\.zd\.z
- 2024: Blackwell-Monotone Information Costs
- Xiaoyu Cheng and Yonggyun Kim
- 2024: Dispensing with optimal control: a new approach for the pricing and management of share buyback contracts
- Bastien Baldacci, Philippe Bergault and Olivier Gu\'eant
- 2024: Internet sentiment exacerbates intraday overtrading, evidence from A-Share market
- Peng Yifeng
- 2024: Towards Data-Centric Automatic R&D
- Haotian Chen, Xinjie Shen, Zeqi Ye, Wenjun Feng, Haoxue Wang, Xiao Yang, Xu Yang, Weiqing Liu and Jiang Bian
- 2024: Can Base ChatGPT be Used for Forecasting without Additional Optimization?
- Van Pham and Scott Cunningham
- 2024: Improving Retrieval for RAG based Question Answering Models on Financial Documents
- Spurthi Setty, Harsh Thakkar, Alyssa Lee, Eden Chung and Natan Vidra
- 2024: Designing Simple Mechanisms
- Shengwu Li
- 2024: Privacy-Protected Spatial Autoregressive Model
- Danyang Huang, Ziyi Kong, Shuyuan Wu and Hansheng Wang
- 2024: Entangled vs. Separable Choice
- Nail Kashaev, Martin Pl\'avala and Victor Aguiar
- 2024: Two-Person Adversarial Games are Zero-Sum: An Elaboration of a Folk Theorem
- M. Khan, Arthur Paul Pedersen and David Schrittesser
- 2024: Competing Mechanisms in Games Played Through Agents: Theory and Experiment
- Seungjin Han and Andrew Leal
- 2024: Bandit Profit-maximization for Targeted Marketing
- Joon Suk Huh, Ellen Vitercik and Kirthevasan Kandasamy
- 2024: On non-negative solutions of stochastic Volterra equations with jumps and non-Lipschitz coefficients
- Aur\'elien Alfonsi and Guillaume Szulda
- 2024: Information-Enriched Selection of Stationary and Non-Stationary Autoregressions using the Adaptive Lasso
- Thilo Reinschl\"ussel and Martin C. Arnold
- 2024: Reputational Algorithm Aversion
- Gregory Weitzner
- 2024: Interbank network reconstruction enforcing density and reciprocity
- Valentina Macchiati, Piero Mazzarisi and Diego Garlaschelli
- 2024: Optimizing Adaptive Experiments: A Unified Approach to Regret Minimization and Best-Arm Identification
- Chao Qin and Daniel Russo
- 2024: Comparative Statics for Optimal Stopping Problems in Nonstationary Environments
- Th\'eo Durandard and Matteo Camboni
- 2024: A Generalization of Arrow's Impossibility Theorem Through Combinatorial Topology
- Isaac Lara, Sergio Rajsbaum and Armajac Ravent\'os-Pujol
- 2024: Predicting the volatility of major energy commodity prices: the dynamic persistence model
- Jozef Baruník and Lukas Vacha
- 2024: Convergence of the deep BSDE method for stochastic control problems formulated through the stochastic maximum principle
- Zhipeng Huang, Balint Negyesi and Cornelis W. Oosterlee
- 2024: The WTP-WTA Gap for Public Goods: New Insights from Compensating and Equivalent Variation Closed-Form Solutions
- Daniel H. Karney and Khyati Malik
- 2024: The Arrival of Fast Internet and Employment in Africa: Comment
- David Roodman
- 2024: Entrywise Inference for Missing Panel Data: A Simple and Instance-Optimal Approach
- Yuling Yan and Martin J. Wainwright
- 2024: Optimal Investment with Herd Behaviour Using Rational Decision Decomposition
- Huisheng Wang and H. Vicky Zhao
- 2024: Equity auction dynamics: latent liquidity models with activity acceleration
- Mohammed Salek, Damien Challet and Ioane Muni Toke
- 2024: Forecasting CPI inflation under economic policy and geopolitical uncertainties
- Shovon Sengupta, Tanujit Chakraborty and Sunny Kumar Singh
- 2024: Monitoring with Rich Data
- Mira Frick, Ryota Iijima and Yuhta Ishii
- 2024: Enhancing Profitability and Investor Confidence through Interpretable AI Models for Investment Decisions
- Sahar Arshad, Seemab Latif, Ahmad Salman and Rabia Latif
- 2024: Variable Selection in High Dimensional Linear Regressions with Parameter Instability
- Alexander Chudik, Mohammad Pesaran and Mahrad Sharifvaghefi
- 2024: An extension of May's Theorem to three alternatives: axiomatizing Minimax voting
- Wesley H. Holliday and Eric Pacuit
- 2024: Market-Adaptive Ratio for Portfolio Management
- Ju-Hong Lee, Bayartsetseg Kalina and KwangTek Na
- 2024: A Rank-Dependent Theory for Decision under Risk and Ambiguity
- Roger Laeven and Mitja Stadje
- 2024: Insider trading in discrete time Kyle games
- Christoph K\"uhn and Christopher Lorenz
- 2024: Stopper vs. singular-controller games with degenerate diffusions
- Andrea Bovo, Tiziano De Angelis and Jan Palczewski
- 2024: Large Language Models in Finance: A Survey
- Yinheng Li, Shaofei Wang, Han Ding and Hang Chen
- 2024: Dynamics of buyer populations in fresh product markets
- Ali Ellouze and Bastien Fernandez
- 2024: Improving Robust Decisions with Data
- Xiaoyu Cheng
- 2024: Inference for Rank-Rank Regressions
- Denis Chetverikov and Daniel Wilhelm
- 2024: Trimmed Mean Group Estimation of Average Effects in Ultra Short T Panels under Correlated Heterogeneity
- Mohammad Pesaran and Liying Yang
- 2024: Mechanism Design for Large Language Models
- Paul Duetting, Vahab Mirrokni, Renato Paes Leme, Haifeng Xu and Song Zuo
- 2024: Adaptive maximization of social welfare
- Nicolo Cesa-Bianchi, Roberto Colomboni and Maximilian Kasy
- 2024: Interventions Against Machine-Assisted Statistical Discrimination
- John Zhu
- 2024: Explosive growth from AI automation: A review of the arguments
- Ege Erdil and Tamay Besiroglu
- 2024: Improving the Accuracy of Transaction-Based Ponzi Detection on Ethereum
- Phuong Duy Huynh, Son Hoang Dau, Xiaodong Li, Phuc Luong and Emanuele Viterbo
- 2024: Optimal ratcheting of dividend payout under Brownian motion surplus
- Chonghu Guan and Zuo Quan Xu
- 2024: Asymptotic Value of Monitoring Structures in Stochastic Games
- Daehyun Kim and Ichiro Obara
- 2024: The Disagreement Dividend
- Giampaolo Bonomi
- 2024: Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns
- Lin Deng, Michael Stanley Smith and Worapree Maneesoonthorn
- 2024: Analyzing the Reporting Error of Public Transport Trips in the Danish National Travel Survey Using Smart Card Data
- Georges Sfeir, Filipe Rodrigues, Maya Abou Zeid and Francisco Camara Pereira
- 2024: Understanding the worst-kept secret of high-frequency trading
- Sergio Pulido, Mathieu Rosenbaum and Emmanouil Sfendourakis
- 2024: Testing for sparse idiosyncratic components in factor-augmented regression models
- Jad Beyhum and Jonas Striaukas
- 2024: Latent Gaussian dynamic factor modeling and forecasting for multivariate count time series
- Younghoon Kim, Marie-Christine D\"uker, Zachary F. Fisher and Vladas Pipiras
- 2024: What Does it Take to Control Global Temperatures? A toolbox for testing and estimating the impact of economic policies on climate
- Guillaume Chevillon and Takamitsu Kurita
- 2024: Decentralised Finance and Automated Market Making: Execution and Speculation
- \'Alvaro Cartea, Fay\c{c}al Drissi and Marcello Monga
- 2024: On the Guyon-Lekeufack Volatility Model
- Marcel Nutz and Andr\'es Riveros Valdevenito
- 2024: Testing for Peer Effects without Specifying the Network Structure
- Hyunseok Jung and Xiaodong Liu
- 2024: Localized Neural Network Modelling of Time Series: A Case Study on US Monetary Policy
- Jiti Gao, Fei Liu, Bin Peng and Yanrong Yang
- 2024: Semiparametric Efficiency Gains From Parametric Restrictions on Propensity Scores
- Haruki Kono
- 2024: Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks
- Lawrence Clegg and John Cartlidge
- 2024: Duration Dependence and Heterogeneity: Learning from Early Notice of Layoff
- Div Bhagia
- 2024: Hierarchical DCC-HEAVY Model for High-Dimensional Covariance Matrices
- Emilija Dzuverovic and Matteo Barigozzi
- 2024: Child Care, Time Allocation, and the Life Cycle
- Hirokuni Iiboshi, Daikuke Ozaki and Yui Yoshii
- 2024: An extended Merton problem with relaxed benchmark tracking
- Lijun Bo, Yijie Huang and Xiang Yu
- 2024: Recursive Preferences and Ambiguity Attitudes
- Massimo Marinacci, Giulio Principi and Lorenzo Stanca
- 2024: Efficient OCR for Building a Diverse Digital History
- Jacob Carlson, Tom Bryan and Melissa Dell
- 2024: Synthetic Controls with Multiple Outcomes
- Wei Tian, Seojeong Lee and Valentyn Panchenko
- 2024: Faster estimation of dynamic discrete choice models using index invertibility
- Jackson Bunting and Takuya Ura
- 2024: A Multilevel Stochastic Approximation Algorithm for Value-at-Risk and Expected Shortfall Estimation
- St\'ephane Cr\'epey, Noufel Frikha and Azar Louzi
- 2024: Bootstrap-Assisted Inference for Generalized Grenander-type Estimators
- Matias Cattaneo, Michael Jansson and Kenichi Nagasawa
- 2024: Towards a Characterization of Random Serial Dictatorship
- Felix Brandt, Matthias Greger and Ren\'e Romen
- 2024: Using Forests in Multivariate Regression Discontinuity Designs
- Yiqi Liu and Yuan Qi
- 2024: Housing Bubbles with Phase Transitions
- Tomohiro Hirano and Alexis Akira Toda
- 2024: Real Option Pricing using Quantum Computers
- Alberto Manzano, Gonzalo Ferro, \'Alvaro Leitao, Carlos V\'azquez and Andr\'es G\'omez
- 2024: Individualized Treatment Allocation in Sequential Network Games
- Toru Kitagawa and Guanyi Wang
- 2024: Covariate Adjustment in Stratified Experiments
- Max Cytrynbaum
- 2024: Joint calibration to SPX and VIX options with signature-based models
- Christa Cuchiero, Guido Gazzani, Janka M\"oller and Sara Svaluto-Ferro
- 2024: Randomization advice and ambiguity aversion
- Christoph Kuzmics, Brian W. Rogers and Xiannong Zhang
- 2024: Forward Orthogonal Deviations GMM and the Absence of Large Sample Bias
- Robert Phillips
- 2024: Pathwise uniqueness for singular stochastic Volterra equations with H\"older coefficients
- David J. Pr\"omel and David Scheffels
- 2024: Opponent Modeling in Multiplayer Imperfect-Information Games
- Sam Ganzfried, Kevin A. Wang and Max Chiswick
- 2024: A Better Test of Choice Overload
- Mark Dean, Dilip Ravindran and Jörg Stoye
- 2024: Security Issuance, Institutional Investors and Quid Pro Quo
- Gaurab Aryal, Zhaohui Chen, Yuchi Yao and Chris Yung
- 2024: Optimal stopping of Gauss-Markov bridges
- Abel Azze, Bernardo D'Auria and Eduardo Garc\'ia-Portugu\'es
- 2024: AI-powered mechanisms as judges: Breaking ties in chess
- Nejat Anbarci and Mehmet S. Ismail
- 2024: Probability of Causation with Sample Selection: A Reanalysis of the Impacts of J\'ovenes en Acci\'on on Formality
- Vitor Possebom and Flavio Riva
- 2024: Sandwiched Volterra Volatility model: Markovian approximations and hedging
- Giulia Di Nunno and Anton Yurchenko-Tytarenko
- 2024: Option pricing in Sandwiched Volterra Volatility model
- Giulia Di Nunno, Yuliya Mishura and Anton Yurchenko-Tytarenko
- 2024: Chaotic Hedging with Iterated Integrals and Neural Networks
- Ariel Neufeld and Philipp Schmocker
- 2024: Generalized Groves of Neural Additive Models: Pursuing transparent and accurate machine learning models in finance
- Dangxing Chen and Weicheng Ye
- 2024: Heterogeneous Treatment Effect Bounds under Sample Selection with an Application to the Effects of Social Media on Political Polarization
- Phillip Heiler
- 2024: Value-at-Risk constrained portfolios in incomplete markets: a dynamic programming approach to Heston's model
- Marcos Escobar-Anel, Yevhen Havrylenko and Rudi Zagst
- 2024: Optimal Pre-Analysis Plans: Statistical Decisions Subject to Implementability
- Maximilian Kasy and Jann Spiess
- 2024: Incentivizing Hidden Types in Secretary Problem
- Longjian Li and Alexis Akira Toda
- 2024: Finite Tests from Functional Characterizations
- Charles Gauthier, Raghav Malhotra and Agustin Troccoli Moretti
- 2024: With a little help from my friends: essentiality vs opportunity in group criticality
- Michele Aleandri and Marco Dall'Aglio
- 2024: Diversification quotients: Quantifying diversification via risk measures
- Xia Han, Liyuan Lin and Ruodu Wang
- 2024: Cost-efficiency in Incomplete Markets
- Carole Bernard and Stephan Sturm
- 2024: Bayesian and Frequentist Inference for Synthetic Controls
- Ignacio Martinez and Jaume Vives-i-Bastida
- 2024: Communicating with Anecdotes
- Nika Haghtalab, Nicole Immorlica, Brendan Lucier, Markus Mobius and Divyarthi Mohan
- 2024: Well Posedness of Utility Maximization Problems Under Partial Information in a Market with Gaussian Drift
- Abdelali Gabih, Hakam Kondakji and Ralf Wunderlich
- 2024: Sequential Choices, Option Values, and the Returns to Education
- Manudeep Bhuller, Philipp Eisenhauer and Moritz Mendel
- 2024: A unified diagnostic test for regression discontinuity designs
- Koki Fusejima, Takuya Ishihara and Masayuki Sawada
- 2024: Measures of physical mixing evaluate the economic mobility of the typical individual
- Viktor Stojkoski
- 2024: On the limitations of data-based price discrimination
- Haitian Xie, Ying Zhu and Denis Shishkin
- 2024: Information Design for Differential Privacy
- Ian Schmutte and Nathan Yoder
- 2024: Difference-in-Differences Estimators for Treatments Continuously Distributed at Every Period
- Clément de Chaisemartin, Xavier D'Haultfoeuille, F\'elix Pasquier, Doulo Sow and Gonzalo Vazquez-Bare
- 2024: Learning in Repeated Interactions on Networks
- Wanying Huang, Philipp Strack and Omer Tamuz
- 2024: Robust Permutation Tests in Linear Instrumental Variables Regression
- Purevdorj Tuvaandorj
- 2024: New Solution based on Hodge Decomposition for Abstract Games
- Yihao Luo, Jinhui Pang, Weibin Han and Huafei Sun
- 2024: Evidence Aggregation for Treatment Choice
- Takuya Ishihara and Toru Kitagawa
- 2024: What do Firms Gain from Patenting? The Case of the Global ICT Industry
- Dimitrios Exadaktylos, Mahdi Ghodsi and Armando Rungi
- 2024: Trade When Opportunity Comes: Price Movement Forecasting via Locality-Aware Attention and Iterative Refinement Labeling
- Liang Zeng, Lei Wang, Hui Niu, Ruchen Zhang, Ling Wang and Jian Li
- 2024: Identification of Average Marginal Effects in Fixed Effects Dynamic Discrete Choice Models
- Victor Aguirregabiria and Jesus Carro
- 2024: Identification and Estimation of Partial Effects in Nonlinear Semiparametric Panel Models
- Laura Liu, Alexandre Poirier and Ji-Liang Shiu
- 2024: Kernel Ridge Riesz Representers: Generalization, Mis-specification, and the Counterfactual Effective Dimension
- Rahul Singh
- 2024: A Decomposition Approach to Counterfactual Analysis in Game-Theoretic Models
- Nathan Canen and Kyungchul Song
- 2024: Relative Arbitrage Opportunities with Interactions among $N$ Investors
- Tomoyuki Ichiba and Nicole Tianjiao Yang
- 2024: School choice with independent versus consolidated districts
- Thilo Klein, Robert Aue and Josue Ortega
- 2024: Tensor Factor Model Estimation by Iterative Projection
- Yuefeng Han, Rong Chen, Dan Yang and Cun-Hui Zhang
- 2024: Empirical Analysis of Fictitious Play for Nash Equilibrium Computation in Multiplayer Games
- Sam Ganzfried
- 2024: Fair Division with Bounded Sharing: Binary and Non-Degenerate Valuations
- Samuel Bismuth, Ivan Bliznets and Erel Segal-Halevi
- 2024: The Laplace transform of the integrated Volterra Wishart process
- Eduardo Abi Jaber
- 2024: Testing Forecast Rationality for Measures of Central Tendency
- Timo Dimitriadis, Andrew Patton and Patrick W. Schmidt
- 2024: Simple subvector inference on sharp identified set in affine models
- Bulat Gafarov
- 2024: Binscatter Regressions
- Matias Cattaneo, Richard Crump, Max Farrell and Yingjie Feng
- 2024: Causality: a decision theoretic approach
- Pablo Schenone
- 2024: Optimal portfolios with anticipating information on the stochastic interest rate
- Bernardo D'Auria and Jos\'e Antonio Salmer\'on
- 2024: Frequentist properties of Bayesian inequality tests
- David Kaplan and Longhao Zhuo
- 2024: Relaxing the Differentiability Assumption in Taylor Theorem and Optimization: Applications to the HJB PDE and Finance
- Moawia Alghalith
- 2024: Rethinking Digitalization and Climate: Don't Predict, Mitigate
- Daria Gritsenko, Jon Aaen and Bent Flyvbjerg
- 2024: International Trade Flow Prediction with Bilateral Trade Provisions
- Zijie Pan, Stepan Gordeev, Jiahui Zhao, Ziyi Meng, Caiwen Ding, Sandro Steinbach and Dongjin Song
- 2024: Deep learning for quadratic hedging in incomplete jump market
- Nacira Agram, Bernt {\O}ksendal and Jan Rems
- 2024: Beyond Trend Following: Deep Learning for Market Trend Prediction
- Fernando Berzal and Alberto Garcia
- 2024: Large Language Models for Behavioral Economics: Internal Validity and Elicitation of Mental Models
- Brian Jabarian
- 2024: Deep Reinforcement Learning Strategies in Finance: Insights into Asset Holding, Trading Behavior, and Purchase Diversity
- Alireza Mohammadshafie, Akram Mirzaeinia, Haseebullah Jumakhan and Amir Mirzaeinia
- 2024: A Reflective LLM-based Agent to Guide Zero-shot Cryptocurrency Trading
- Yuan Li, Bingqiao Luo, Qian Wang, Nuo Chen, Xu Liu and Bingsheng He
- 2024: The Blockchain Risk Parity Line: Moving From The Efficient Frontier To The Final Frontier Of Investments
- Ravi Kashyap
- 2024: Covariance Matrix Analysis for Optimal Portfolio Selection
- Lim Hao Shen Keith
- 2024: Asymptotic methods for transaction costs
- Eberhard Mayerhofer
- 2024: Estimation of tail risk measures in finance: Approaches to extreme value mixture modeling
- Yujuan Qiu
- 2024: MOT: A Mixture of Actors Reinforcement Learning Method by Optimal Transport for Algorithmic Trading
- Xi Cheng, Jinghao Zhang, Yunan Zeng and Wenfang Xue
- 2024: NourishNet: Proactive Severity State Forecasting of Food Commodity Prices for Global Warning Systems
- Sydney Balboni, Grace Ivey, Brett Storoe, John Cisler, Tyge Plater, Caitlyn Grant, Ella Bruce and Benjamin Paulson
- 2024: Nash equilibria of games with generalized complementarities
- Lu Yu
- 2024: Vector-valued robust stochastic control
- Igor Cialenco and Gabriela Kov\'a\v{c}ov\'a
- 2024: Communication Reliably Improves Individual But Not Group Accuracy
- Charlie Pilgrim and Joshua Becker
- 2024: Counterexamples to "Transitive Regret"
- Yuan Chang and Shuo Li Liu
- 2024: Common Identification and Common Learning
- Martin W. Cripps
- 2024: Information Entropy of the Financial Market: Modelling Random Processes Using Open Quantum Systems
- Will Hicks
- 2024: Vector AutoRegressive Moving Average Models: A Review
- Marie-Christine D\"uker, David S. Matteson, Ruey S. Tsay and Ines Wilms
- 2024: Stock Volume Forecasting with Advanced Information by Conditional Variational Auto-Encoder
- Parley R Yang and Alexander Y Shestopaloff
- 2024: Dynamically Consistent Analysis of Realized Covariations in Term Structure Models
- Dennis Schroers
- 2024: Modeling a Financial System with Memory via Fractional Calculus and Fractional Brownian Motion
- Patrick Geraghty
- 2024: Dissecting Multifractal detrended cross-correlation analysis
- Borko Stosic and Tatijana Stosic
- 2024: Electricity Spot Prices Forecasting Using Stochastic Volatility Models
- Andrei Renatovich Batyrov
- 2024: Temporal distribution of clusters of investors and their application in prediction with expert advice
- Wojciech Wisniewski, Yuri Kalnishkan, David Lindsay and Si\^an Lindsay
- 2024: Modelling financial volume curves with hierarchical Poisson processes
- Creighton Heaukulani, Abhinav Pandey and Lancelot F. James
- 2024: Upper Comonotonicity and Risk Aggregation under Dependence Uncertainty
- Corrado De Vecchi, Max Nendel and Jan Streicher
- 2024: Convex Choice
- Navin Kartik and Andreas Kleiner
- 2024: Factor multivariate stochastic volatility models of high dimension
- Benjamin Poignard and Manabu Asai
- 2024: Credit Ratings: Heterogeneous Effect on Capital Structure
- Helmut Wasserbacher and Martin Spindler
- 2024: Complexity Aversion
- Yuan Gu and Chao Hung Chan
- 2024: Costly Signalling in DAOs
- Darcy W. E. Allen, Jason Potts, Julian Waters-Lynch and Max Parasol
- 2024: LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies
- Kamil Kashif and Robert Ślepaczuk
- 2024: Revisiting the capitalist road to communism: unconditional basic income and the post-labor world
- Robert van der Veen and Loek Groot
- 2024: An elementary proof of representation of submodular function as an supremum of measures on $\sigma$-algebra with totally ordered generating class
- Tetsuya Hattori
- 2024: Is the logistical engagement of stakeholders in short food chains a crucible of alternativity?
- Camille Horvath, C\'eline Raimbert and Gwena\"elle Raton
- 2024: Forecast Relative Error Decomposition
- Christian Gourieroux and Quinlan Lee
- 2024: Playing with Fire? A Mean Field Game Analysis of Fire Sales and Systemic Risk under Regulatory Capital Constraints
- R\"udiger Frey and Theresa Traxler
- 2024: Improving Realized LGD Approximation: A Novel Framework with XGBoost for Handling Missing Cash-Flow Data
- Zuzanna Kostecka and Robert Ślepaczuk
- 2024: Estimation and Inference for CP Tensor Factor Models
- Bin Chen, Yuefeng Han and Qiyang Yu
- 2024: Optimizing Sparse Mean-Reverting Portfolio
- Sung Min Yoon
- 2024: Information Revelation and Pandering in Elections
- Navin Kartik, Francesco Squintani and Katrin Tinn
- 2024: Efficient two-sample instrumental variable estimators with change points and near-weak identification
- Bertille Antoine, Otilia Boldea and Niccolo Zaccaria
- 2024: Profit Maximization In Arbitrage Loops
- Yu Zhang, Zichen Li, Tao Yan, Qianyu Liu, Nicolo Vallarano and Claudio Tessone
- 2024: Velocity, Holding Time and Lifespan of Cryptocurrency in Transactions
- Yu Zhang, Mostafa Chegeni and Claudio Tessone
- 2024: An Improved Algorithm to Identify More Arbitrage Opportunities on Decentralized Exchanges
- Yu Zhang, Tao Yan, Jianhong Lin, Benjamin Kraner and Claudio Tessone
- 2024: Large Language Models in Student Assessment: Comparing ChatGPT and Human Graders
- Magnus Lundgren
- 2024: $\text{Alpha}^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning
- Feng Xu, Yan Yin, Xinyu Zhang, Tianyuan Liu, Shengyi Jiang and Zongzhang Zhang
- 2024: Stochastic Path-Dependent Volatility Models for Price-Storage Dynamics in Natural Gas Markets and Discrete-Time Swing Option Pricing
- Jinniao Qiu, Antony Ware and Yang Yang
- 2024: F-FOMAML: GNN-Enhanced Meta-Learning for Peak Period Demand Forecasting with Proxy Data
- Zexing Xu, Linjun Zhang, Sitan Yang, Rasoul Etesami, Hanghang Tong, Huan Zhang and Jiawei Han
- 2024: Reinterpreting Economic Complexity: A co-clustering approach
- Carlo Bottai, Jacopo Di Iorio and Martina Iori
- 2024: Computing the SSR
- Peter K. Friz and Jim Gatheral
- 2024: Revealing risk preferences Evidence from Turkeys 2023 Earthquake
- Emily Quiroga and Michael Tanner
- 2024: Hedging in Sequential Experiments
- Thomas Cook and Patrick Flaherty
- 2024: Testing for Restricted Stochastic Dominance under Survey Nonresponse with Panel Data: Theory and an Evaluation of Poverty in Australia
- Rami V. Tabri and Mathew J. Elias
- 2024: Canceled: A New Reliability Incentive for Energy-Only Electricity Markets
- Devin Mounts and Robin M. Cross
- 2024: Calibrated Forecasting and Persuasion
- Atulya Jain and Vianney Perchet
- 2024: Catastrophic-risk-aware reinforcement learning with extreme-value-theory-based policy gradients
- Parisa Davar, Fr\'ed\'eric Godin and Jose Garrido
- 2024: Contrastive Entity Coreference and Disambiguation for Historical Texts
- Abhishek Arora, Emily Silcock, Leander Heldring and Melissa Dell
- 2024: What Teaches Robots to Walk, Teaches Them to Trade too -- Regime Adaptive Execution using Informed Data and LLMs
- Raeid Saqur
- 2024: Integral Betti signature confirms the hyperbolic geometry of brain, climate, and financial networks
- Luigi Caputi, Anna Pidnebesna and Jaroslav Hlinka
- 2024: Revisiting Monetarism: influence of Entropic Models
- Henry D. Vera Ramirez
- 2024: Network-Based Optimal Control of Pollution Growth
- Fausto Gozzi, Marta Leocata and Giulia Pucci
- 2024: The disruption index suffers from citation inflation and is confounded by shifts in scholarly citation practice
- Alexander M. Petersen, Felber Arroyave and Fabio Pammolli
- 2024: Computing Optimal Manipulations in Cryptographic Self-Selection Proof-of-Stake Protocols
- Matheus V. X. Ferreira, Aadityan Ganesh, Jack Hourigan, Hannah Huh, S. Matthew Weinberg and Catherine Yu
- 2024: Sound and Fury, Signifying Nothing? Impact of Data Breach Disclosure Laws
- Muhammad Hydari, Yangfan Liang and Rahul Telang
- 2024: Fiduciary Duty in the Municipal Bonds Market
- Baridhi Malakar
- 2024: MIDAS-QR with 2-Dimensional Structure
- Tibor Szendrei, Arnab Bhattacharjee and Mark Schaffer
- 2024: Lessons From Model Risk Management in Financial Institutions for Academic Research
- Mahmood Alaghmandan and Olga Streltchenko
- 2024: MacroHFT: Memory Augmented Context-aware Reinforcement Learning On High Frequency Trading
- Chuqiao Zong, Chaojie Wang, Molei Qin, Lei Feng, Xinrun Wang and Bo An
- 2024: The Economics of Coal Phaseouts: Auctions as a Novel Policy Instrument for the Energy Transition
- Sugandha Srivastav and Michael Zaehringer
- 2024: Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity
- C. Vladimir Rodr\'iguez-Caballero and Esther Ruiz
- 2024: Strong existence and uniqueness of a calibrated local stochastic volatility model
- Scander Mustapha
- 2024: Nonparametric Analysis of Random Utility Models Robust to Nontransitive Preferences
- Wilfried Youmbi
- 2024: Allocation Requires Prediction Only if Inequality Is Low
- Ali Shirali, Rediet Abebe and Moritz Hardt
- 2024: Bundling in Oligopoly: Revenue Maximization with Single-Item Competitors
- Moshe Babaioff, Linda Cai and Brendan Lucier
- 2024: Testing identification in mediation and dynamic treatment models
- Martin Huber, Kevin Kloiber and Lukas Laffers
- 2024: Nash equilibria of quasisupermodular games
- Lu Yu
- 2024: Combining Combined Forecasts: a Network Approach
- Marcos Fernandes
- 2024: Global Solutions to Master Equations for Continuous Time Heterogeneous Agent Macroeconomic Models
- Zhouzhou Gu, Mathieu Lauri\`ere, Sebastian Merkel and Jonathan Payne
- 2024: Serotonin as a Creativity Pump
- Tariq Khan
- 2024: Robust Lambda-quantiles and extreme probabilities
- Xia Han and Peng Liu
- 2024: Pricing VIX options under the Heston-Hawkes stochastic volatility model
- Oriol Zamora Font
- 2024: Bayesian Inference for Multidimensional Welfare Comparisons
- David Gunawan, William Griffiths and Duangkamon Chotikapanich
- 2024: Testing for Underpowered Literatures
- Stefan Faridani
- 2024: Essays on Responsible and Sustainable Finance
- Baridhi Malakar
- 2024: Reinforcement Learning for Corporate Bond Trading: A Sell Side Perspective
- Samuel Atkins, Ali Fathi and Sammy Assefa
- 2024: Optimal Bailouts in Diversified Financial Networks
- Krishna Dasaratha, Santosh Venkatesh and Rakesh Vohra
- 2024: DAOs' Business Value from an Open Systems Perspective: A Best-Fit Framework Synthesis
- Lukas K\"ung and George M. Giaglis
- 2024: Role of fee choice in revenue generation of AMMs: A quantitative study
- Abe Alexander, Jesse Moestaredjo, Mart Heuvelmans and Lars Fritz
- 2024: Robust dividend policy: Equivalence of Epstein-Zin and Maenhout preferences
- Kexin Chen, Kyunghyun Park and Hoi Ying Wong
- 2024: Circular transformation of the European steel industry renders scrap metal a strategic resource
- Peter Klimek, Maximilian Hess, Markus Gerschberger and Stefan Thurner
- 2024: Model-Based Inference and Experimental Design for Interference Using Partial Network Data
- Steven Wilkins Reeves, Shane Lubold, Arun G. Chandrasekhar and Tyler H. McCormick
- 2024: Big data in economics
- Bogdan Oancea
- 2024: Research on Trends in Illegal Wildlife Trade based on Comprehensive Growth Dynamic Model
- Run-Xuan Tang
- 2024: A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges
- Yuqi Nie, Yaxuan Kong, Xiaowen Dong, John M. Mulvey, H. Vincent Poor, Qingsong Wen and Stefan Zohren
- 2024: Financial Assets Dependency Prediction Utilizing Spatiotemporal Patterns
- Haoren Zhu, Pengfei Zhao, Wilfred Siu Hung Ng and Dik Lun Lee
- 2024: Moral Hazard with Network Effects
- Marc Claveria-Mayol
- 2024: Optimal Robust Contract Design
- Bo Peng and Zhihao Gavin Tang
- 2024: Resilience of international oil trade networks under extreme event shock-recovery simulations
- Na Wei, Wen-Jie Xie and Wei-Xing Zhou
- 2024: Can AI with High Reasoning Ability Replicate Human-like Decision Making in Economic Experiments?
- Ayato Kitadai, Sinndy Dayana Rico Lugo, Yudai Tsurusaki, Yusuke Fukasawa and Nariaki Nishino
- 2024: Management Decisions in Manufacturing using Causal Machine Learning -- To Rework, or not to Rework?
- Philipp Schwarz, Oliver Schacht, Sven Klaassen, Daniel Gr\"unbaum, Sebastian Imhof and Martin Spindler
- 2024: Impact of the Availability of ChatGPT on Software Development: A Synthetic Difference in Differences Estimation using GitHub Data
- Alexander Quispe and Rodrigo Grijalba
- 2024: Endogenous Attention and the Spread of False News
- Tuval Danenberg and Drew Fudenberg
- 2024: Local wealth condensation for yard-sale models with wealth-dependent biases
- Christoph B\"orgers and Claude Greengard
- 2024: Endogenous Identity in a Social Network
- Christian Ghiglino and Nicole Tabasso
- 2024: Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market
- Adam Korniejczuk and Robert Ślepaczuk
- 2024: Constrained mean-variance investment-reinsurance under the Cram\'er-Lundberg model with random coefficients
- Xiaomin Shi and Zuo Quan Xu
- 2024: Application of Natural Language Processing in Financial Risk Detection
- Liyang Wang, Yu Cheng, Ao Xiang, Jingyu Zhang and Haowei Yang
- 2024: Existence and structure of Nash equilibria for supermodular games
- Lu Yu
- 2024: California Community Colleges: Designing mentoring networks for access to social capital
- A. Balaraman, S. Maokosy, L. Slaton, R. Cardona, P. Maokosy and N. Gaitan
- 2024: Equilibria and Group Welfare in Vote Trading Systems
- Matthew I. Jones
- 2024: Newswire: A Large-Scale Structured Database of a Century of Historical News
- Emily Silcock, Abhishek Arora, Luca D'Amico-Wong and Melissa Dell
- 2024: Multidimensional clustering in judge designs
- Johannes W. Ligtenberg and Tiemen Woutersen
- 2024: How & Why To Use Audience Segmentation to Maximize (Listener) Demand Across Digital Music Portfolio
- Kobi Abayomi
- 2024: Equality of Opportunity and Opportunity Pluralism
- Giovanni Valvassori Bolg\`e
- 2024: Mechanism Design by a Politician
- Giovanni Valvassori Bolg\`e
- 2024: Jackknife inference with two-way clustering
- James MacKinnon, Morten Nielsen and Matthew Webb
- 2024: DeepUnifiedMom: Unified Time-series Momentum Portfolio Construction via Multi-Task Learning with Multi-Gate Mixture of Experts
- Joel Ong and Dorien Herremans
- 2024: Trade, Growth, and Product Innovation
- Carlos G\'oes
- 2024: Heterogeneous Beliefs Model of Stock Market Predictability
- Jiho Park
- 2024: Identification and Inference on Treatment Effects under Covariate-Adaptive Randomization and Imperfect Compliance
- Federico A. Bugni, Mengsi Gao, Filip Obradovic and Amilcar Velez
- 2024: Long-Term Effects of Hiring Subsidies for Low-Educated Unemployed Youths
- Andrea Albanese, Bart Cockx and Muriel Dejemeppe
- 2024: Positive and negative word of mouth in the United States
- Shawn Berry
- 2024: HARd to Beat: The Overlooked Impact of Rolling Windows in the Era of Machine Learning
- Francesco Audrino and Jonathan Chassot
- 2024: Deep reinforcement learning with positional context for intraday trading
- Sven Golu\v{z}a, Tomislav Kova\v{c}evi\'c, Tessa Bauman and Zvonko Kostanj\v{c}ar
- 2024: Did Harold Zuercher Have Time-Separable Preferences?
- Jay Lu, Yao Luo, Kota Saito and Yi Xin
- 2024: Interconnected Markets: Exploring the Dynamic Relationship Between BRICS Stock Markets and Cryptocurrency
- Wei Wang and Haibo Wang
- 2024: Will Southeast Asia be the next global manufacturing hub? A multiway cointegration, causality, and dynamic connectedness analyses on factors influencing offshore decisions
- Haibo Wang, Lutfu S. Sua, Jun Huang, Jaime Ortiz and Bahram Alidaee
- 2024: Change of numeraire for weak martingale transport
- Mathias Beiglb\"ock, Gudmund Pammer and Lorenz Riess
- 2024: Convex ordering for stochastic control: the swing contracts case
- Gilles Pag\`es and Christian Yeo
- 2024: Probabilistic models and statistics for electronic financial markets in the digital age
- Markus Bibinger
- 2024: The Theory of Intrinsic Time: A Primer
- James Glattfelder and Richard B. Olsen
- 2024: From rank-based models with common noise to pathwise entropy solutions of SPDEs
- Mykhaylo Shkolnikov and Lane Chun Yeung
- 2024: The green hydrogen ambition and implementation gap
- Adrian Odenweller and Falko Ueckerdt
- 2024: A Multi-step Approach for Minimizing Risk in Decentralized Exchanges
- Daniele Maria Di Nosse and Federico Gatta
- 2024: Factors and moderators of ageism: An analysis using data from 55 countries in the World Values Survey Wave 6
- Keisuke Kokubun
- 2024: Cluster GARCH
- Chen Tong, Peter Hansen and Ilya Archakov
- 2024: Robustness to Missing Data: Breakdown Point Analysis
- Daniel Ober-Reynolds
- 2024: Data-Driven Switchback Experiments: Theoretical Tradeoffs and Empirical Bayes Designs
- Ruoxuan Xiong, Alex Chin and Sean J. Taylor
- 2024: Application of Black-Litterman Bayesian in Statistical Arbitrage
- Qiqin Zhou
- 2024: Adaptive combinations of tail-risk forecasts
- Alessandra Amendola, Vincenzo Candila, Antonio Naimoli and Giuseppe Storti
- 2024: Third Degree Price Discrimination Under Costly Information Acquisition
- Irfan Tekdir
- 2024: The Limits of Interval-Regulated Price Discrimination
- Kamesh Munagala, Yiheng Shen and Renzhe Xu
- 2024: Data-Driven Real-time Coupon Allocation in the Online Platform
- Jinglong Dai, Hanwei Li, Weiming Zhu, Jianfeng Lin and Binqiang Huang
- 2024: China's Rising Leadership in Global Science
- Renli Wu, Christopher Esposito and James Evans
- 2024: Can market volumes reveal traders' rationality and a new risk premium?
- Francesca Mariani, Maria Cristina Recchioni, Tai-Ho Wang and Roberto Giacalone
- 2024: Macroscopic Market Making Games
- Ivan Guo, Shijia Jin and Kihun Nam
- 2024: Heterogeneous Treatment Effects in Panel Data
- Retsef Levi, Elisabeth Paulson, Georgia Perakis and Emily Zhang
- 2024: Causal Interpretation of Regressions With Ranks
- Lihua Lei
- 2024: Learning about informativeness
- Wanying Huang
- 2024: Differential Test Performance and Peer Effects
- Guido Kuersteiner, Ingmar Prucha and Ying Zeng
- 2024: Early School Leaving in Spain: a longitudinal analysis by gender
- Mart\'in Mart\'in-Gonz\'alez, Sara M. Gonz\'alez-Betancor and Carmen P\'erez-Esparrells
- 2024: Optimizing Exit Queues for Proof-of-Stake Blockchains: A Mechanism Design Approach
- Michael Neuder, Mallesh Pai and Max Resnick
- 2024: Investigating the price determinants of the European Emission Trading System: a non-parametric approach
- Cristiano Salvagnin, Aldo Glielmo, Maria Elena De Giuli and Antonietta Mira
- 2024: An Algebraic Framework for the Modeling of Limit Order Books
- Johannes Bleher and Michael Bleher
- 2024: Network Threshold Games
- Alastair Langtry, Sarah Taylor and Yifan Zhang
- 2024: A simulation-optimization framework for food supply chain network design to ensure food accessibility under uncertainty
- Mengfei Chen, Mohamed Kharbeche, Mohamed Haouari and Weihong "Grace" Guo
- 2024: Sensitivity Assessing to Data Volume for forecasting: introducing similarity methods as a suitable one in Feature selection methods
- Mahdi Goldani and Soraya Asadi Tirvan
- 2024: GLOBUS: Global building renovation potential by 2070
- Shufan Zhang, Minda Ma, Nan Zhou and Jinyue Yan
- 2024: Estimation of Global Building Stocks by 2070: Unlocking Renovation Potential
- Shufan Zhang, Minda Ma, Nan Zhou, Jinyue Yan, Wei Feng, Ran Yan, Kairui You, Jingjing Zhang and Jing Ke
- 2024: Comments on B. Hansen's Reply to "A Comment on: `A Modern Gauss-Markov Theorem'", and Some Related Discussion
- Benedikt M. P\"otscher
- 2024: Views about ChatGPT: Are human decision making and human learning necessary?
- Eiji Yamamura and Fumio Ohtake
- 2024: Mean-variance portfolio selection in jump-diffusion model under no-shorting constraint: A viscosity solution approach
- Xiaomin Shi and Zuo Quan Xu
- 2024: Advancing Anomaly Detection: Non-Semantic Financial Data Encoding with LLMs
- Alexander Bakumenko, Kate\v{r}ina Hlav\'a\v{c}kov\'a-Schindler, Claudia Plant and Nina C. Hubig
- 2024: Censorship in Democracy
- Marcel Caesmann, Janis Goldzycher, Matteo Grigoletto and Lorenz Gschwent
- 2024: Identification of structural shocks in Bayesian VEC models with two-state Markov-switching heteroskedasticity
- Justyna Wr\'oblewska and {\L}ukasz Kwiatkowski
- 2024: Is local opposition taking the wind out of the energy transition?
- Federica Daniele, Guido de Blasio and Alessandra Pasquini
- 2024: The test of investors' behavioral bias through the price discovery process in cryptoasset exchange" Transactional-level evidence from Thailand
- Roongkiat Ratanabanchuen, Kanis Saengchote, Voraprapa Nakavachara, Thitiphong Amonthumniyom, Pongsathon Parinyavuttichai and Polpatt Vinaibodee
- 2024: Gated recurrent neural network with TPE Bayesian optimization for enhancing stock index prediction accuracy
- Bivas Dinda
- 2024: The Impact of Acquisition on Product Quality in the Console Gaming Industry
- Shivam Somani
- 2024: Distrust of social media influencers in America
- Shawn Berry
- 2024: Do Cure Violence Programs Reduce Gun Violence? Evidence from New York City
- Rachel Avram, Eric J. Koepcke, Alaa Moussawi and Melissa Nu\~nez
- 2024: Algorithmic Collusion in Dynamic Pricing with Deep Reinforcement Learning
- Shidi Deng, Maximilian Schiffer and Martin Bichler
- 2024: Integrating Sustainability in Controlling and Accounting Practices: A Critical Review and Implications for Competences in German Vocational Business Education
- Julia Pargmann and Florian Berding
- 2024: Enabling Decision-Making with the Modified Causal Forest: Policy Trees for Treatment Assignment
- Hugo Bodory, Federica Mascolo and Michael Lechner
- 2024: A sequential test procedure for the choice of the number of regimes in multivariate nonlinear models
- Andrea Bucci
- 2024: Simulation-based approach for Multiproject Scheduling based on composite priority rules
- Pablo Alvarez-Campana, Felix Villafanez, Fernando Acebes and David Poza
- 2024: How Inductive Bias in Machine Learning Aligns with Optimality in Economic Dynamics
- Mahdi Ebrahimi Kahou, James Yu, Jesse Perla and Geoff Pleiss
- 2024: On Labs and Fabs: Mapping How Alliances, Acquisitions, and Antitrust are Shaping the Frontier AI Industry
- Tom\'as Aguirre
- 2024: Stakeholder-driven research in the European Climate and Energy Modelling Forum
- Emir Fejzic and Will Usher
- 2024: Utilizing Large Language Models for Automating Technical Customer Support
- Jochen Wulf and J\"urg Meierhofer
- 2024: Absolute and Relative Ambiguity Attitudes
- Francesco Fabbri, Giulio Principi and Lorenzo Stanca
- 2024: Statistics-Informed Parameterized Quantum Circuit via Maximum Entropy Principle for Data Science and Finance
- Xi-Ning Zhuang, Zhao-Yun Chen, Cheng Xue, Xiao-Fan Xu, Chao Wang, Huan-Yu Liu, Tai-Ping Sun, Yun-Jie Wang, Yu-Chun Wu and Guo-Ping Guo
- 2024: A Geometric Approach To Asset Allocation With Investor Views
- Alexandre V. Antonov, Koushik Balasubramanian, Alexander Lipton and Marcos Lopez de Prado
- 2024: Random Subspace Local Projections
- Viet Hoang Dinh, Didier Nibbering and Benjamin Wong
- 2024: Distributional Refinement Network: Distributional Forecasting via Deep Learning
- Benjamin Avanzi, Eric Dong, Patrick J. Laub and Bernard Wong
- 2024: LaLonde (1986) after Nearly Four Decades: Lessons Learned
- Guido Imbens and Yiqing Xu
- 2024: On the modelling and prediction of high-dimensional functional time series
- Jinyuan Chang, Qin Fang, Xinghao Qiao and Qiwei Yao
- 2024: Multi-technology co-optimization approach for sustainable hydrogen and electricity supply chains considering variability and demand scale
- Sunwoo Kim, Joungho Park and Jay H. Lee
- 2024: Generalized Exponentiated Gradient Algorithms and Their Application to On-Line Portfolio Selection
- Andrzej Cichocki, Sergio Cruces, Auxiliadora Sarmiento and Toshihisa Tanaka
- 2024: Cluster-robust jackknife and bootstrap inference for binary response models
- James MacKinnon, Morten Nielsen and Matthew Webb
- 2024: Portfolio Optimization with Robust Covariance and Conditional Value-at-Risk Constraints
- Qiqin Zhou
- 2024: Generative AI as Economic Agents
- Nicole Immorlica, Brendan Lucier and Aleksandrs Slivkins
- 2024: Financial Deepening and Economic Growth in Select Emerging Markets with Currency Board Systems: Theory and Evidence
- Yujuan Qiu
- 2024: Machine Learning Methods for Pricing Financial Derivatives
- Lei Fan and Justin Sirignano
- 2024: Optimizing hydrogen and e-methanol production through Power-to-X integration in biogas plants
- Alberto Alamia, Behzad Partoon, Eoghan Rattigan and Gorm Brunn Andresen
- 2024: Tracking the Credibility Revolution across Fields
- Paul Goldsmith-Pinkham
- 2024: AI Diffusion to Low-Middle Income Countries; A Blessing or a Curse?
- Rafael Andersson Lipcsey
- 2024: HLOB -- Information Persistence and Structure in Limit Order Books
- Antonio Briola, Silvia Bartolucci and Tomaso Aste
- 2024: Optimizing Broker Performance Evaluation through Intraday Modeling of Execution Cost
- Zoltan Eisler and Johannes Muhle-Karbe
- 2024: Comparing experiments in discounted problems
- Ludovic Renou and Xavier Venel
- 2024: Inference of Utilities and Time Preference in Sequential Decision-Making
- Haoyang Cao, Zhengqi Wu and Renyuan Xu
- 2024: Product Design Using Generative Adversarial Network: Incorporating Consumer Preference and External Data
- Hui Li, Jian Ni and Fangzhu Yang
- 2024: Prediction of healthcare costs on consumer direct health plan in the Brazilian context
- Claudia M. Peixoto, Diego Marcondes, Mariana P. Melo, Ana C. Maia and Luis A. Correia
- 2024: Is the EJRA proportionate and therefore justified? A critical review of the EJRA policy at Cambridge
- Oliver Linton, Raghavendra Rau, Patrick Baert, Peter Bossaerts, Jon Crowcroft, G. R. Evans, Paul Ewart, Nick Gay, Paul Kattuman, Stefan Scholtes, Hamid Sabourian and Richard J. Smith
- 2024: Convergence analysis of kernel learning FBSDE filter
- Yunzheng Lyu and Feng Bao
- 2024: Dynamic Asset Pricing in a Unified Bachelier-Black-Scholes-Merton Model
- W. Brent Lindquist, Svetlozar T. Rachev, Jagdish Gnawali and Frank J. Fabozzi
- 2024: Review of deep learning models for crypto price prediction: implementation and evaluation
- Jingyang Wu, Xinyi Zhang, Fangyixuan Huang, Haochen Zhou and Rohtiash Chandra
- 2024: A simple proof of the representation theorem for betweenness preferences
- Yutaro Akita
- 2024: The Unfairness of $\varepsilon$-Fairness
- Tolulope Fadina and Thorsten Schmidt
- 2024: Exploring the Potential of Large Language Models for Automation in Technical Customer Service
- Jochen Wulf and Juerg Meierhofer
- 2024: QxEAI: Quantum-like evolutionary algorithm for automated probabilistic forecasting
- Kevin Xin and Lizhi Xin
- 2024: A joint test of unconfoundedness and common trends
- Martin Huber and Eva-Maria Oe{\ss}
- 2024: Revisiting Granular Models of Firm Growth
- Jos\'e Moran, Angelo Secchi and Jean-Philippe Bouchaud
- 2024: Elicitability and identifiability of tail risk measures
- Tobias Fissler, Fangda Liu, Ruodu Wang and Linxiao Wei
- 2024: A Comprehensive Study for Multi-Criteria Comparison of EV, ICEV, and HEV
- Tushar Gahlaut and Gourav Dwivedi
- 2024: A theoretical framework for dynamical fee choice in AMMs
- Abe Alexander and Lars Fritz
- 2024: Supervised Autoencoder MLP for Financial Time Series Forecasting
- Bartosz Bieganowski and Robert Ślepaczuk
- 2024: Distributional Treatment Effect with Latent Rank Invariance
- Myungkou Shin
- 2024: Nonlinear shifts and dislocations in financial market structure and composition
- Nick James and Max Menzies
- 2024: Speed, Accuracy, and Complexity
- Duarte Gon\c{c}alves
- 2024: FishNet: Deep Neural Networks for Low-Cost Fish Stock Estimation
- Moseli Mots'oehli, Anton Nikolaev, Wawan B. IGede, John Lynham, Peter J. Mous and Peter Sadowski
- 2024: Deep Limit Order Book Forecasting
- Antonio Briola, Silvia Bartolucci and Tomaso Aste
- 2024: Zonal vs. Nodal Pricing: An Analysis of Different Pricing Rules in the German Day-Ahead Market
- Johannes Kn\"orr, Martin Bichler and Teodora Dobos
- 2024: Non-robustness of diffusion estimates on networks with measurement error
- Arun G. Chandrasekhar, Paul Goldsmith-Pinkham, Tyler H. McCormick, Samuel Thau and Jerry Wei
- 2024: A dual approach to nonparametric characterization for random utility models
- Nobuo Koida and Koji Shirai
- 2024: The Cost of Coming Out
- Enzo Brox and Riccardo Di Francesco
- 2024: Active Adaptive Experimental Design for Treatment Effect Estimation with Covariate Choices
- Masahiro Kato, Akihiro Oga, Wataru Komatsubara and Ryo Inokuchi
- 2024: The Heterogeneous Productivity Effects of Generative AI
- David Kreitmeir and Paul Raschky
- 2024: Calibrating doubly-robust estimators with unbalanced treatment assignment
- Daniele Ballinari
- 2024: Minimax-Regret Sample Selection in Randomized Experiments
- Yuchen Hu, Henry Zhu, Emma Brunskill and Stefan Wager
- 2024: A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist
- Wentao Zhang, Lingxuan Zhao, Haochong Xia, Shuo Sun, Jiaze Sun, Molei Qin, Xinyi Li, Yuqing Zhao, Yilei Zhao, Xinyu Cai, Longtao Zheng, Xinrun Wang and Bo An
- 2024: Social Environment Design
- Edwin Zhang, Sadie Zhao, Tonghan Wang, Safwan Hossain, Henry Gasztowtt, Stephan Zheng, David C. Parkes, Milind Tambe and Yiling Chen
- 2024: The Value of Context: Human versus Black Box Evaluators
- Andrei Iakovlev and Annie Liang
- 2024: Manipulation Test for Multidimensional RDD
- Federico Crippa
- 2024: Collusion-Resilience in Transaction Fee Mechanism Design
- Hao Chung, Tim Roughgarden and Elaine Shi
- 2024: Equitable screening
- Filip Tokarski
- 2024: The Limits of Price Discrimination Under Privacy Constraints
- Alireza Fallah, Michael I. Jordan, Ali Makhdoumi and Azarakhsh Malekian
- 2024: They were robbed! Scoring by the middlemost to attenuate biased judging in boxing
- Stuart Baumann and Carl Singleton
- 2024: Coarse graining correlation matrices according to macrostructures: Financial markets as a paradigm
- M. Mija\'il Mart\'inez-Ramos, Parisa Majari, Andres R. Cruz-Hern\'andez, Hirdesh K. Pharasi and Manan Vyas
- 2024: Random partitions, potential, value, and externalities
- Andr\'e Casajus, Yukihiko Funaki and Frank Huettner
- 2024: Attention-based Dynamic Multilayer Graph Neural Networks for Loan Default Prediction
- Sahab Zandi, Kamesh Korangi, Mar\'ia \'Oskarsd\'ottir, Christophe Mues and Cristi\'an Bravo
- 2024: Robust Price Discrimination
- Itai Arieli, Yakov Babichenko, Omer Madmon and Moshe Tennenholtz
- 2024: Robust Functional Data Analysis for Stochastic Evolution Equations in Infinite Dimensions
- Dennis Schroers
- 2024: Cash non-additive risk measures: horizon risk and generalized entropy
- Giulia Di Nunno and Emanuela Rosazza Gianin
- 2024: Forecasting and Backtesting Gradient Allocations of Expected Shortfall
- Takaaki Koike, Cathy W. S. Chen and Edward M. H. Lin
- 2024: The geometry of multi-curve interest rate models
- Claudio Fontana, Giacomo Lanaro and Agatha Murgoci
- 2024: Local Identification in Instrumental Variable Multivariate Quantile Regression Models
- Haruki Kono
- 2024: Long-term Effects of India's Childhood Immunization Program on Earnings and Consumption Expenditure: Comment
- David Roodman
- 2024: Individual and Collective Welfare in Risk Sharing with Many States
- Federico Echenique and Farzad Pourbabaee
- 2024: Stockformer: A Price-Volume Factor Stock Selection Model Based on Wavelet Transform and Multi-Task Self-Attention Networks
- Bohan Ma, Yushan Xue, Yuan Lu and Jing Chen
- 2024: Nash Equilibria in Greenhouse Gas Offset Credit Markets
- Liam Welsh and Sebastian Jaimungal
- 2024: Community Enforcement with Endogenous Records
- Harry Pei
- 2024: Causal Discovery in Financial Markets: A Framework for Nonstationary Time-Series Data
- Agathe Sadeghi, Achintya Gopal and Mohammad Fesanghary
- 2024: Stochastic Equilibrium the Lucas Critique and Keynesian Economics
- David Staines
- 2024: Implied volatility (also) is path-dependent
- Herv\'e Andr\`es, Alexandre Boumezoued and Benjamin Jourdain
- 2024: Investigating Assumptions and Proposals for Blockchain Integration in the Circular Economy. A Delphi Study
- Giulio Caldarelli
- 2024: Causal Models for Longitudinal and Panel Data: A Survey
- Dmitry Arkhangelsky and Guido Imbens
- 2024: High order universal portfolios
- Gabriel Turinici
- 2024: Enhancing Actuarial Non-Life Pricing Models via Transformers
- Alexej Brauer
- 2024: The learning effects of subsidies to bundled goods: a semiparametric approach
- Luis Alvarez and Ciro Biderman
- 2024: On Finding Bi-objective Pareto-optimal Fraud Prevention Rule Sets for Fintech Applications
- Chengyao Wen and Yin Lou
- 2024: Estimation of VaR with jump process: application in corn and soybean markets
- Minglian Lin, Indranil SenGupta and William Wilson
- 2024: Visibility graph analysis of crude oil futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict
- Yan-Hong Yang, Ying-Lin Liu and Ying-Hui Shao
- 2024: On the use of artificial intelligence in financial regulations and the impact on financial stability
- Jon Danielsson and Andreas Uthemann
- 2024: Coherent Distorted Beliefs
- Christopher Chambers, Yusufcan Masatlioglu and Collin Raymond
- 2024: Exploitation Business: Leveraging Information Asymmetry
- Kwangseob Ahn
- 2024: Inference for Nonlinear Endogenous Treatment Effects Accounting for High-Dimensional Covariate Complexity
- Qingliang Fan, Zijian Guo, Ziwei Mei and Cun-Hui Zhang
- 2024: Identification and Estimation of a Semiparametric Logit Model using Network Data
- Brice Romuald Gueyap Kounga
- 2024: Risk Aware Benchmarking of Large Language Models
- Apoorva Nitsure, Youssef Mroueh, Mattia Rigotti, Kristjan Greenewald, Brian Belgodere, Mikhail Yurochkin, Jiri Navratil, Igor Melnyk and Jerret Ross
- 2024: On the evolution of data breach reporting patterns and frequency in the United States: a cross-state analysis
- Benjamin Avanzi, Xingyun Tan, Greg Taylor and Bernard Wong
- 2024: Cutting Feedback in Misspecified Copula Models
- Michael Stanley Smith, Weichang Yu, David J. Nott and David Frazier
- 2024: Estimating Digital Product Trade through Corporate Revenue Data
- Viktor Stojkoski, Philipp Koch, Eva Coll and Cesar Hidalgo
- 2024: Beyond Gut Feel: Using Time Series Transformers to Find Investment Gems
- Lele Cao, Gustaf Halvardsson, Andrew McCornack, Vilhelm von Ehrenheim and Pawel Herman
- 2024: Measuring risk contagion in financial networks with CoVaR
- Bikramjit Das and Vicky Fasen-Hartmann
- 2024: Decentralised Finance and Automated Market Making: Predictable Loss and Optimal Liquidity Provision
- \'Alvaro Cartea, Fay\c{c}al Drissi and Marcello Monga
- 2024: Interpreting TSLS Estimators in Information Provision Experiments
- Vod Vilfort and Whitney Zhang
- 2024: Liquidity Dynamics in RFQ Markets and Impact on Pricing
- Philippe Bergault and Olivier Gu\'eant
- 2024: An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics
- Haochen Li, Yi Cao, Maria Polukarov and Carmine Ventre
- 2024: The Impact of Stocks on Correlations between Crop Yields and Prices and on Revenue Insurance Premiums using Semiparametric Quantile Regression
- Matthew Stuart, Cindy Yu and David Hennessy
- 2024: "Generate" the Future of Work through AI: Empirical Evidence from Online Labor Markets
- Jin Liu, Xingchen Xu, Xi Nan, Yongjun Li and Yong Tan
- 2024: Portfolio Optimization in a Market with Hidden Gaussian Drift and Randomly Arriving Expert Opinions: Modeling and Theoretical Results
- Abdelali Gabih and Ralf Wunderlich
- 2024: Socioeconomic agents as active matter in nonequilibrium Sakoda-Schelling models
- Ruben Zakine, Jerome Garnier-Brun, Antoine-Cyrus Becharat and Michael Benzaquen
- 2024: Macroscopic Market Making
- Ivan Guo, Shijia Jin and Kihun Nam
- 2024: Inference in Experiments with Matched Pairs and Imperfect Compliance
- Yuehao Bai, Hongchang Guo, Azeem Shaikh and Max Tabord-Meehan
- 2024: From characteristic functions to multivariate distribution functions and European option prices by the damped COS method
- Gero Junike and Hauke Stier
- 2024: Claim Reserving via Inverse Probability Weighting: A Micro-Level Chain-Ladder Method
- Sebastian Calcetero-Vanegas, Andrei L. Badescu and X. Sheldon Lin
- 2024: Asymptotic equivalence of Principal Components and Quasi Maximum Likelihood estimators in Large Approximate Factor Models
- Matteo Barigozzi
- 2024: Shaping New Norms for AI
- Andrea Baronchelli
- 2024: A Robust Characterization of Nash Equilibrium
- Florian Brandl and Felix Brandt
- 2024: A Theory of Complex Adaptive Learning and a Non-Localized Wave Equation in Quantum Mechanics
- Leilei Shi, Xinshuai Guo, Jiuchang Wei, Wei Zhang, Guocheng Wang and Bing-Hong Wang
- 2024: Heterogeneous Autoregressions in Short T Panel Data Models
- Mohammad Pesaran and Liying Yang
- 2024: Prediction Risk and Estimation Risk of the Ridgeless Least Squares Estimator under General Assumptions on Regression Errors
- Sungyoon Lee and Sokbae (Simon) Lee
- 2024: COWPEA (Candidates Optimally Weighted in Proportional Election using Approval voting)
- Toby Pereira
- 2024: The Machine Psychology of Cooperation: Can GPT models operationalise prompts for altruism, cooperation, competitiveness and selfishness in economic games?
- Steve Phelps and Yvan I. Russell
- 2024: Estimating Input Coefficients for Regional Input-Output Tables Using Deep Learning with Mixup
- Shogo Fukui
- 2024: Augmented balancing weights as linear regression
- David Bruns-Smith, Oliver Dukes, Avi Feller and Elizabeth L. Ogburn
- 2024: Linking Representations with Multimodal Contrastive Learning
- Abhishek Arora, Xinmei Yang, Shao-Yu Jheng and Melissa Dell
- 2024: Covert learning and disclosure
- Matteo Escud\'e
- 2024: Heterogeneity-robust granular instruments
- Eric Qian
- 2024: A multifractional option pricing formula
- Axel A. Araneda
- 2024: Sensitivity Analysis in Unconditional Quantile Effects
- Julian Martinez-Iriarte
- 2024: Artificial Intelligence and Dual Contract
- Qian Qi
- 2024: High-Frequency Volatility Estimation with Fast Multiple Change Points Detection
- Greeshma Balabhadra, El Mehdi Ainasse and Pawel Polak
- 2024: Art-ificial Intelligence: The Effect of AI Disclosure on Evaluations of Creative Content
- Manav Raj, Justin Berg and Rob Seamans
- 2024: An adaptive volatility method for probabilistic forecasting and its application to the M6 financial forecasting competition
- Joseph de Vilmarest and Nicklas Werge
- 2024: Aggregated Intersection Bounds and Aggregated Minimax Values
- Vira Semenova
- 2024: Disentangling Structural Breaks in Factor Models for Macroeconomic Data
- Bonsoo Koo, Benjamin Wong and Ze-Yu Zhong
- 2024: Great year, bad Sharpe? A note on the joint distribution of performance and risk-adjusted return
- Matteo Smerlak
- 2024: High-Dimensional Granger Causality for Climatic Attribution
- Marina Friedrich, Luca Margaritella and Stephan Smeekes
- 2024: STEEL: Singularity-aware Reinforcement Learning
- Xiaohong Chen, Zhengling Qi and Runzhe Wan
- 2024: Power Utility Maximization with Expert Opinions at Fixed Arrival Times in a Market with Hidden Gaussian Drift
- Abdelali Gabih, Hakam Kondakji and Ralf Wunderlich
- 2024: Asymptotic Theory for Two-Way Clustering
- Luther Yap
- 2024: Distributionally Robust Optimal Allocation with Costly Verification
- 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
- 2024: Effective experience rating for large insurance portfolios via surrogate modeling
- Sebastian Calcetero-Vanegas, Andrei L. Badescu and X. Sheldon Lin
- 2024: Optimal investment and consumption under logarithmic utility and uncertainty model
- Wahid Faidi
- 2024: Optimal exercise of American options under time-dependent Ornstein-Uhlenbeck processes
- Abel Azze, Bernardo D'Auria and Eduardo Garc\'ia-Portugu\'es
- 2024: New Concept for the Value Function of Prospect Theory
- Kazuo Sano
- 2024: Monotonic Mechanisms for Selling Multiple Goods
- Ran Ben-Moshe, Sergiu Hart and Noam Nisan
- 2024: Shrinkage Methods for Treatment Choice
- Takuya Ishihara and Daisuke Kurisu
- 2024: Using Deep Learning to Find the Next Unicorn: A Practical Synthesis
- Lele Cao, Vilhelm von Ehrenheim, Sebastian Krakowski, Xiaoxue Li and Alexandra Lutz
- 2024: An Axiomatic Characterization of Split Cycle
- Yifeng Ding, Wesley H. Holliday and Eric Pacuit
- 2024: Informed Neutrality in Minimalist Market Design: A Case Study on a Constitutional Crisis in India
- Tayfun S\"onmez and Utku Unver
- 2024: Making Information More Valuable
- Mark Whitmeyer
- 2024: Detecting asset price bubbles using deep learning
- Francesca Biagini, Lukas Gonon, Andrea Mazzon and Thilo Meyer-Brandis
- 2024: Statistical inference for rough volatility: Central limit theorems
- Carsten Chong, Marc Hoffmann, Yanghui Liu, Mathieu Rosenbaum and Gr\'egoire Szymanski
- 2024: Efficient Wrong-Way Risk Modelling for Funding Valuation Adjustments
- T. van der Zwaard, L. A. Grzelak and C. W. Oosterlee
- 2024: Multilevel Path Branching for Digital Options
- Michael B. Giles and Abdul-Lateef Haji-Ali
- 2024: No-Arbitrage Pricing, Dynamics and Forward Prices of Collateralized Derivatives
- Alessio Calvelli
- 2024: Time Instability of the Fama-French Multifactor Models: An International Evidence
- Koichiro Moriya and Akihiko Noda
- 2024: Affine models with path-dependence under parameter uncertainty and their application in finance
- Benedikt Geuchen, Katharina Oberpriller and Thorsten Schmidt
- 2024: An optimal investment strategy aimed at maximizing the expected utility across all intermediate capital levels
- J. Cerda-Hernandez, A. Sikov and A. Ramos
- 2024: Optimal Verification of Rumors in Networks
- Luca Merlino and Nicole Tabasso
- 2024: Deep Bellman Hedging
- Hans Buehler, Phillip Murray and Ben Wood
- 2024: $u^* = \sqrt{uv}$
- Pascal Michaillat and Emmanuel Saez
- 2024: Non-Obvious Manipulability of the Rank-Minimizing Mechanism
- Peter Troyan
- 2024: Ensemble distributional forecasting for insurance loss reserving
- Benjamin Avanzi, Yanfeng Li, Bernard Wong and Alan Xian
- 2024: On the Performance of the Neyman Allocation with Small Pilots
- Yong Cai and Ahnaf Rafi
- 2024: Desirable Rankings: A New Method for Ranking Outcomes of a Competitive Process
- Thayer Morrill and Peter Troyan
- 2024: Treatment Effects in Bunching Designs: The Impact of Mandatory Overtime Pay on Hours
- Leonard Goff
- 2024: Finding all stable matchings with assignment constraints
- Gregory Gutin, Philip R. Neary and Anders Yeo
- 2024: Sequentially Optimal Pricing under Informational Robustness
- Zihao Li, Jonathan Libgober and Xiaosheng Mu
- 2024: Difference in Differences with Time-Varying Covariates
- Carolina Caetano, Brantly Callaway, Stroud Payne and Hugo Sant'Anna Rodrigues
- 2024: Model Aggregation for Risk Evaluation and Robust Optimization
- Tiantian Mao, Ruodu Wang and Qinyu Wu
- 2024: Binary response model with many weak instruments
- Dakyung Seong
- 2024: Weighted Fairness Notions for Indivisible Items Revisited
- Mithun Chakraborty, Erel Segal-Halevi and Warut Suksompong
- 2024: The roughness exponent and its model-free estimation
- Xiyue Han and Alexander Schied
- 2024: Game Transformations That Preserve Nash Equilibria or Best-Response Sets
- Emanuel Tewolde and Vincent Conitzer
- 2024: Money Creation and Banking: Theory and Evidence
- Heon Lee
- 2024: The Limits of Personalization in Assortment Optimization
- Guillermo Gallego and Gerardo Berbeglia
- 2024: Gaussian and Student's $t$ mixture vector autoregressive model with application to the effects of the Euro area monetary policy shock
- Savi Virolainen
- 2024: Overinference from Weak Signals and Underinference from Strong Signals
- Ned Augenblick, Eben Lazarus and Michael Thaler
- 2024: Standard Errors for Calibrated Parameters
- Matthew D. Cocci and Mikkel Plagborg-M{\o}ller
- 2024: Empirical Welfare Economics
- Christopher Chambers and Federico Echenique
- 2024: Escaping Arrow's Theorem: The Advantage-Standard Model
- Wesley H. Holliday and Mikayla Kelley
- 2024: Semiparametric Estimation of Treatment Effects in Observational Studies with Heterogeneous Partial Interference
- Zhaonan Qu, Ruoxuan Xiong, Jizhou Liu and Guido Imbens
- 2024: Distributional Effects with Two-Sided Measurement Error: An Application to Intergenerational Income Mobility
- Brantly Callaway, Tong Li and Irina Murtazashvili
- 2024: Contamination Bias in Linear Regressions
- Paul Goldsmith-Pinkham, Peter Hull and Michal Koles\'ar
- 2024: Dynamic Population Games: A Tractable Intersection of Mean-Field Games and Population Games
- Ezzat Elokda, Saverio Bolognani, Andrea Censi, Florian D\"orfler and Emilio Frazzoli
- 2024: A Rational Inattention Theory of Echo Chamber
- Lin Hu, Anqi Li and Xu Tan
- 2024: Statistical significance revisited
- Maike Torm\"ahlen, Galiya Klinkova and Michael Grabinski
- 2024: DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R
- Philipp Bach, Victor Chernozhukov, Malte S. Kurz, Martin Spindler and Sven Klaassen
- 2024: Generalized Social Marginal Welfare Weights Imply Inconsistent Comparisons of Tax Policies
- Itai Sher
- 2024: Solving optimal stopping problems with Deep Q-Learning
- John Ery and Loris Michel
- 2024: Volatility Depends on Market Trades and Macro Theory
- Victor Olkhov
- 2024: The Persuasion Duality
- Piotr Dworczak and Anton Kolotilin
- 2024: Dynamic Clearing and Contagion in Financial Networks
- Tathagata Banerjee, Alex Bernstein and Zachary Feinstein
- 2024: To Trade Or Not To Trade: Cascading Waterfall Round Robin Rebalancing Mechanism for Cryptocurrencies
- Ravi Kashyap
- 2024: IT Enabling Factors in a new Industry Design: Open Banking and Digital Economy
- Carlos Alberto Durigan Junior, Kumiko Oshio Kissimoto and Fernando Jose Barbin Laurindo
- 2024: Central Bank Digital Currency: The Advent of its IT Governance in the financial markets
- Carlos Alberto Durigan Junior, Mauro De Mesquita Spinola, Rodrigo Franco Gon\c{c}alves and Fernando Jos\'e Barbin Laurindo
- 2024: Exploring Sectoral Profitability in the Indian Stock Market Using Deep Learning
- Jaydip Sen, Hetvi Waghela and Sneha Rakshit
- 2024: A Contextual Online Learning Theory of Brokerage
- Fran\c{c}ois Bachoc, Tommaso Cesari and Roberto Colomboni
- 2024: Decarbonization analysis on residential end uses in the emerging economies
- Ran Yan and Minda Ma
- 2024: Entropy and Economics
- Martin Pomares Calero
- 2024: Predicting Customer Goals in Financial Institution Services: A Data-Driven LSTM Approach
- Andrew Estornell, Stylianos Loukas Vasileiou, William Yeoh, Daniel Borrajo and Rui Silva
- 2024: Optimizing Sales Forecasts through Automated Integration of Market Indicators
- Lina D\"oring, Felix Grumbach and Pascal Reusch
- 2024: Optimizing Sharpe Ratio: Risk-Adjusted Decision-Making in Multi-Armed Bandits
- Sabrina Khurshid, Mohammed Shahid Abdulla and Gourab Ghatak
- 2024: Impact of aleatoric, stochastic and epistemic uncertainties on project cost contingency reserves
- David Curto, Fernando Acebes, Jose M Gonzalez-Varona and David Poza
- 2024: Stochastic Earned Value Analysis using Monte Carlo Simulation and Statistical Learning Techniques
- Fernando Acebes, M Pereda, David Poza, Javier Pajares and José Galán
- 2024: Production planning in 3DPrinting factories
- Juan De Anton, Juan J Senovilla, Jose M Gonzalez-Varona and Fernando Acebes
- 2024: Applicability of Business Intelligence Maturity Models to SMEs
- Jose M Gonzalez-Varona, Adolfo Lopez-Paredes, Javier Pajares, Fernando Acebes and Felix Villafanez
- 2024: Building and development of an organizational competence for digital transformation in SMEs
- Jose M Gonzalez-Varona, Adolfo Lopez-Paredes, David Poza and Fernando Acebes
- 2024: Stochastic Earned Duration Analysis for Project Schedule Management
- Fernando Acebes, David Poza, Jose Manuel Gonzalez-Varona and Adolfo Lopez-Paredes
- 2024: Project Risk Management from the bottom-up: Activity Risk Index
- Fernando Acebes, Javier Pajares, Jose M Gonzalez-Varona and Adolfo Lopez-Paredes
- 2024: On the project risk baseline: integrating aleatory uncertainty into project scheduling
- Fernando Acebes, David Poza, Jose M Gonzalez-Varona, Javier Pajares and Adolfo Lopez-Paredes
- 2024: How public funding affects complexity in R&D projects. An analysis of team project perceptions
- Jose M. Gonzalez-Varona, Natalia Martin-Cruz, Fernando Acebes and Javier Pajares
- 2024: A Branch-Price-Cut-And-Switch Approach for Optimizing Team Formation and Routing for Airport Baggage Handling Tasks with Stochastic Travel Times
- Andreas Hagn, Rainer Kolisch, Giacomo Dall'Olio and Stefan Weltge
- 2024: Inflation Determinants in Argentina (2004-2022)
- Pablo de la Vega, Guido Zack, Jimena Calvo and Emiliano Libman
- 2024: Transforming Japan Real Estate
- Diabul Haque
- 2024: Analisis cuantitativo de riesgos utilizando "MCSimulRisk" como herramienta didactica
- Fernando Acebes, David Curto, Juan de Anton and Felix Villafanez
- 2024: Beyond probability-impact matrices in project risk management: A quantitative methodology for risk prioritisation
- Fernando Acebes, Jos\'e Manuel Gonz\'alez-Varona, Adolfo L\'opez-Paredes and Javier Pajares
- 2024: Visualization of Board of Director Connections for Analysis in Socially Responsible Investing
- Alice Da Fonseca, Peter Lake and Ariana Barrenechea
- 2024: Dynamics and Contracts for an Agent with Misspecified Beliefs
- Yingkai Li and Argyris Oikonomou
- 2024: Multidimensional spatiotemporal clustering -- An application to environmental sustainability scores in Europe
- Caterina Morelli, Simone Boccaletti, Paolo Maranzano and Philipp Otto
- 2024: Low-dimensional approximations of the conditional law of Volterra processes: a non-positive curvature approach
- Reza Arabpour, John Armstrong, Luca Galimberti, Anastasis Kratsios and Giulia Livieri
- 2024: The Political Resource Curse Redux
- Hanyuan Jiang
- 2024: Modelling and Forecasting Energy Market Volatility Using GARCH and Machine Learning Approach
- Seulki Chung
- 2024: The Accuracy of Domain Specific and Descriptive Analysis Generated by Large Language Models
- Denish Omondi Otieno, Faranak Abri, Sima Siami-Namini and Akbar Siami Namin
- 2024: Stochastic Optimization Algorithms for Instrumental Variable Regression with Streaming Data
- Xuxing Chen, Abhishek Roy, Yifan Hu and Krishnakumar Balasubramanian
- 2024: Language Models Trained to do Arithmetic Predict Human Risky and Intertemporal Choice
- Jian-Qiao Zhu, Haijiang Yan and Thomas L. Griffiths
- 2024: Worst-cases of distortion riskmetrics and weighted entropy with partial information
- Baishuai Zuo and Chuancun Yin
- 2024: Equity Implications of Net-Zero Emissions: A Multi-Model Analysis of Energy Expenditures Across Income Classes Under Economy-Wide Deep Decarbonization Policies
- John Bistlinea, Chikara Onda, Morgan Browning, Johannes Emmerling, Gokul Iyer, Megan Mahajan, Jim McFarland, Haewon McJeon, Robbie Orvis, Francisco Ralston Fonseca, Christopher Roney, Noah Sandoval, Luis Sarmiento, John Weyant, Jared Woollacott and Mei Yuan
- 2024: A Tick-by-Tick Solution for Concentrated Liquidity Provisioning
- Corinne Powers
- 2024: A Novel Approach to Queue-Reactive Models: The Importance of Order Sizes
- Hamza Bodor and Laurent Carlier
- 2024: Difference-in-Discontinuities: Estimation, Inference and Validity Tests
- Pedro Picchetti, Cristine C. X. Pinto and Stephanie T. Shinoki
- 2024: New Approaches to Old Problems? Thinking About a New Design of the AML/CFT Strategy
- Chiara Ferri
- 2024: Semi-nonparametric models of multidimensional matching: an optimal transport approach
- Dongwoo Kim and Young Jun Lee
- 2024: Generative AI Enhances Team Performance and Reduces Need for Traditional Teams
- Ning Li, Huaikang Zhou and Kris Mikel-Hong
- 2024: Constrained monotone mean--variance investment-reinsurance under the Cram\'er--Lundberg model with random coefficients
- Xiaomin Shi and Zuo Quan Xu
- 2024: Risk-Neutral Generative Networks
- Zhonghao Xian, Xing Yan, Cheuk Hang Leung and Qi Wu
- 2024: Tuition too high? Blame competition
- Oleg V. Pavlov and Evangelos Katsamakas
- 2024: Managing Financial Climate Risk in Banking Services: A Review of Current Practices and the Challenges Ahead
- Victor Cardenas
- 2024: Count Data Models with Heterogeneous Peer Effects under Rational Expectations
- Aristide Houndetoungan
- 2024: Mixing it up: Inflation at risk
- Maximilian Schr\"oder
- 2024: Quantifying the Reliance of Black-Box Decision-Makers on Variables of Interest
- Daniel Vebman
- 2024: Statistical Mechanism Design: Robust Pricing, Estimation, and Inference
- Duarte Gon\c{c}alves and Bruno A. Furtado
- 2024: Cross-border cannibalization: Spillover effects of wind and solar energy on interconnected European electricity markets
- Clemens Stiewe, Alice Lixuan Xu, Anselm Eicke and Lion Hirth
- 2024: A probabilistic approach to continuous differentiability of optimal stopping boundaries
- Tiziano De Angelis and Damien Lamberton
- 2024: Estimating Dyadic Treatment Effects with Unknown Confounders
- Tadao Hoshino and Takahide Yanagi
- 2024: Two-way fixed effects instrumental variable regressions in staggered DID-IV designs
- Sho Miyaji
- 2024: Prudent Price-Responsive Demands
- Liudong Chen and Bolun Xu
- 2024: Intertemporal Cost-efficient Consumption
- Mauricio Elizalde and Stephan Sturm
- 2024: Gaussian Recombining Split Tree
- Yury Lebedev and Arunava Banerjee
- 2024: Effect of Interest Payments on External Debt on Economic Growth in Kenya
- Sammy Kemboi Chepkilot
- 2024: Identifying Extreme Events in the Stock Market: A Topological Data Analysis
- Anish Rai, Buddha Nath Sharma, Salam Rabindrajit Luwang, Md. Nurujjaman and Sushovan Majhi
- 2024: Rationalizability, Iterated Dominance, and the Theorems of Radon and Carath\'eodory
- Roy Long
- 2024: The Mariana Environmental Disaster and its Labor Market Effects
- Hugo Sant'Anna
- 2024: DSPO: An End-to-End Framework for Direct Sorted Portfolio Construction
- Jianyuan Zhong, Zhijian Xu, Saizhuo Wang, Xiangyu Wen, Jian Guo and Qiang Xu
- 2024: Multimarket Contact, Merger, and Airline Collusion
- Ziyu Yan
- 2024: Dynamic Latent-Factor Model with High-Dimensional Asset Characteristics
- Adam Baybutt
- 2024: Empirical Crypto Asset Pricing
- Adam Baybutt
- 2024: Serving economic prosperity: economic impact assessments (EIA) on Earth observation-based services and tools by SERVIR
- Reetwika Basu, Eric Anderson, Chinmay Deval, Kelsey Herndon, Amanda Markert, Lena Pransky, Emil Cherrington, Aparna Phalke and Alqamah Sayeed
- 2024: Generating density nowcasts for U.S. GDP growth with deep learning: Bayes by Backprop and Monte Carlo dropout
- Krist\'of N\'emeth and D\'aniel Hadh\'azi
- 2024: Digital finance, Bargaining Power and Gender Wage Gap
- Qing Guo, Siyu Chen and Xiangquan Zeng
- 2024: Modularity, Higher-Order Recombination, and New Venture Success
- Likun Cao, Ziwen Chen and James Evans
- 2024: The Impact of Social Media on Music Demand: Evidence from a Quasi-Natural Experiment
- Daniel Winkler, Christian Hotz-Behofsits, Nils Wl\"omert, Dominik Papies and Jura Liaukonyte
- 2024: FinRobot: An Open-Source AI Agent Platform for Financial Applications using Large Language Models
- Hongyang Yang, Boyu Zhang, Neng Wang, Cheng Guo, Xiaoli Zhang, Likun Lin, Junlin Wang, Tianyu Zhou, Mao Guan, Runjia Zhang and Christina Dan Wang
- 2024: Towards an Optimal Staking Design: Balancing Security, User Growth, and Token Appreciation
- Nicolas Oderbolz, Beatrix Marosv\"olgyi and Matthias Hafner
- 2024: Share-Based Fairness for Arbitrary Entitlements
- Moshe Babaioff and Uriel Feige
- 2024: Continuous-time Equilibrium Returns in Markets with Price Impact and Transaction Costs
- Michail Anthropelos and Constantinos Stefanakis
- 2024: Optimized Cost Per Click in Online Advertising: A Theoretical Analysis
- Kaichen Zhang, Zixuan Yuan and Hui Xiong
- 2024: Unlocking Profit Potential: Maximizing Returns with Bayesian Optimization of Supertrend Indicator Parameters
- Abdul Rahman
- 2024: Long Time Behavior of Optimal Liquidation Problems
- Xinman Cheng, Guanxing Fu and Xiaonyu Xia
- 2024: Decision Trees for Intuitive Intraday Trading Strategies
- Prajwal Naga, Dinesh Balivada, Sharath Chandra Nirmala and Poornoday Tiruveedi
- 2024: Exogenous Consideration and Extended Random Utility
- Roy Allen
- 2024: Comparisons of Sequential Experiments for Additively Separable Problems
- Mark Whitmeyer and Cole Williams
- 2024: An Asymptotic CVaR Measure of Risk for Markov Chains
- Shivam Patel and Vivek Borkar
- 2024: Wealth inequality and utility: Effect evaluation of redistribution and consumption morals using macro-econophysical coupled approach
- Takeshi Kato and Mohammad Rezoanul Hoque
- 2024: Monitoring the carbon emissions transition of global building end-use activity
- Xiwang Xiang and Minda Ma
- 2024: The Debt-Inflation Channel of the German (Hyper-)Inflation
- Markus K. Brunnermeier, Sergio Correia, Stephan Luck, Emil Verner and Tom Zimmermann
- 2024: Valores extremos de inflaci\'on en Costa Rica
- Daniel Aguilar and Breyner Chac\'on
- 2024: Selecting Experimental Sites for External Validity
- Michael Gechter, Keisuke Hirano, Jean Lee, Mahreen Mahmud, Orville Mondal, Jonathan Morduch, Saravana Ravindran and Abu S. Shonchoy
- 2024: Integrating behavioral experimental findings into dynamical models to inform social change interventions
- Radu Tanase, Ren\'e Algesheimer and Manuel S. Mariani
- 2024: Doing the right thing (or not) in a lemons-like situation: on the role of social preferences and Kantian moral concerns
- Ingela Alger and Jos\'e Ignacio Rivero-Wildemauwe
- 2024: Evaluating Offshore Electricity Market Design Considering Endogenous Infrastructure Investments: Zonal or Nodal?
- Michiel Kenis, Vladimir Dvorkin, Tim Schittekatte, Kenneth Bruninx, Erik Delarue and Audun Botterud
- 2024: Trading Volume Maximization with Online Learning
- Tommaso Cesari and Roberto Colomboni
- 2024: A K-means Algorithm for Financial Market Risk Forecasting
- Jinxin Xu, Kaixian Xu, Yue Wang, Qinyan Shen and Ruisi Li
- 2024: Ponzi Funds
- Philippe van der Beck, Jean-Philippe Bouchaud and Dario Villamaina
- 2024: Consumer lying in online reviews: recent evidence
- Shawn Berry
- 2024: Resilience Analysis of Multi-modal Logistics Service Network Through Robust Optimization with Budget-of-Uncertainty
- Yaxin Pang, Shenle Pan and Eric Ballot
- 2024: Conditional Choice Probability Estimation of Dynamic Discrete Choice Models with 2-period Finite Dependence
- Yu Hao and Hiroyuki Kasahara
- 2024: Modelo de la inflaci\'on en Costa Rica
- Daniel Aguilar, Minor Acu\~na and Breyner Chac\'on
- 2024: Estimating the Impact of Social Distance Policy in Mitigating COVID-19 Spread with Factor-Based Imputation Approach
- Difang Huang, Ying Liang, Boyao Wu and Yanyi Ye
- 2024: Risk, utility and sensitivity to large losses
- Martin Herdegen, Nazem Khan and Cosimo Munari
- 2024: Earthquakes and the wealth of nations: The cases of Chile and New Zealand
- Diego D\'iaz, Pablo Paniagua and Cristi\'an Larroulet
- 2024: Comparing predictive ability in presence of instability over a very short time
- Fabrizio Iacone, Luca Rossini and Andrea Viselli
- 2024: Degree of Irrationality: Sentiment and Implied Volatility Surface
- Jiahao Weng and Yan Xie
- 2024: Exploiting Distributional Value Functions for Financial Market Valuation, Enhanced Feature Creation and Improvement of Trading Algorithms
- Colin D. Grab
- 2024: Random Attention Span
- Dazhuo Wei
- 2024: Impact Analysis of the Chesa Boudin Administration
- Jordan G. Taqi-Eddin
- 2024: Adaptive Optimal Market Making Strategies with Inventory Liquidation Cos
- Jonathan Ch\'avez-Casillas, Jos\'e E. Figueroa-L\'opez, Chuyi Yu and Yi Zhang
- 2024: Deep Penalty Methods: A Class of Deep Learning Algorithms for Solving High Dimensional Optimal Stopping Problems
- Yunfei Peng, Pengyu Wei and Wei Wei
- 2024: Selling Correlated Information Products
- Klajdi Hoxha
- 2024: Data-generating process and time-series asset pricing
- Shuxin Guo and Qiang Liu
- 2024: Road to perdition? The effect of illicit drug use on labour market outcomes of prime-age men in Mexico
- Jos\'e-Ignacio Ant\'on, Juan Ponce and Rafael Mu\~noz de Bustillo
- 2024: Bottom-up approach to assess carbon emissions of battery electric vehicle operations in China
- Hong Yuan and Minda Ma
- 2024: Research on Credit Risk Early Warning Model of Commercial Banks Based on Neural Network Algorithm
- Yu Cheng, Qin Yang, Liyang Wang, Ao Xiang and Jingyu Zhang
- 2024: Off-the-Shelf Neural Network Architectures for Forex Time Series Prediction come at a Cost
- Theodoros Zafeiriou and Dimitris Kalles
- 2024: Macroeconomic Factors, Industrial Indexes and Bank Spread in Brazil
- Carlos Alberto Durigan Junior, Andr\'e Taue Saito, Daniel Reed Bergmann and Nuno Manoel Martins Dias Fouto
- 2024: "Microstructure Modes" -- Disentangling the Joint Dynamics of Prices & Order Flow
- Salma Elomari-Kessab, Guillaume Maitrier, Julius Bonart and Jean-Philippe Bouchaud
- 2024: A Hybrid Deep Learning Framework for Stock Price Prediction Considering the Investor Sentiment of Online Forum Enhanced by Popularity
- Huiyu Li and Junhua Hu
- 2024: Overcoming Medical Overuse with AI Assistance: An Experimental Investigation
- Ziyi Wang, Lijia Wei and Lian Xue
- 2024: A Deep Learning Approach to Heterogeneous Consumer Aesthetics in Retail Fashion
- Pranjal Rawat
- 2024: Estimating Idea Production: A Methodological Survey
- Ege Erdil, Tamay Besiroglu and Anson Ho
- 2024: Simulation-Based Benchmarking of Reinforcement Learning Agents for Personalized Retail Promotions
- Yu Xia, Sriram Narayanamoorthy, Zhengyuan Zhou and Joshua Mabry
- 2024: Optimal Text-Based Time-Series Indices
- David Ardia and Keven Bluteau
- 2024: Financial Interactions and Capital Accumulation
- Pierre Gosselin and Aïleen Lotz
- 2024: Mode of sustainable economic development
- N. S. Gonchar
- 2024: Economics of Integrated Sensing and Communication service provision in 6G networks
- Luis Guijarro, Maurizio Naldi, Vicent Pla and Jose-Ramon Vidal
- 2024: The $\kappa$-generalised Distribution for Stock Returns
- Samuel Forbes
- 2024: Organizational Selection of Innovation
- Lucas B\"ottcher and Ronald Klingebiel
- 2024: NIFTY Financial News Headlines Dataset
- Raeid Saqur, Ken Kato, Nicholas Vinden and Frank Rudzicz
- 2024: Cost-Benefit Analysis using Modular Dynamic Fault Tree Analysis and Monte Carlo Simulations for Condition-based Maintenance of Unmanned Systems
- Joseph M. Southgate, Katrina Groth, Peter Sandborn and Shapour Azarm
- 2024: Identifying Heterogeneous Decision Rules From Choices When Menus Are Unobserved
- Larry Epstein and Kaushil Patel
- 2024: Optimal information acquisition for eliminating estimation risk
- Zongxia Liang and Qi Ye
- 2024: The Rise of Recommerce: Ownership and Sustainability with Overlapping Generations
- Rubing Li and Arun Sundararajan
- 2024: Despite Absolute Information Advantages, All Investors Incur Welfare Loss
- Zongxia Liang and Qi Ye
- 2024: Variational Bayes and non-Bayesian Updating
- Tomasz Strzalecki
- 2024: Latent group structure in linear panel data models with endogenous regressors
- Junho Choi and Ryo Okui
- 2024: Optimizing Deep Reinforcement Learning for American Put Option Hedging
- Reilly Pickard, F. Wredenhagen and Y. Lawryshyn
- 2024: Goodness-of-fit and utility estimation: what's possible and what's not
- Joshua Lanier and John K. -H. Quah
- 2024: Revealed preference and revealed preference cycles: a survey
- Pawe{\l} Dziewulski, Joshua Lanier and John K. -H. Quah
- 2024: Predicting NVIDIA's Next-Day Stock Price: A Comparative Analysis of LSTM, MLP, ARIMA, and ARIMA-GARCH Models
- Yiluan Xing, Chao Yan and Cathy Chang Xie
- 2024: Random Utility Models with Skewed Random Components: the Smallest versus Largest Extreme Value Distribution
- Richard Carson, Derrick H. Sun and Yixiao Sun
- 2024: Rural Healthcare Access and Supply Constraints: A Causal Analysis
- Vitor Melo, Liam Sigaud, Elijah Neilson and Markus Bjoerkheim
- 2024: The Causal Effect of Repealing Certificate-of-Need Laws for Ambulatory Surgical Centers: Does Access to Medical Services Increase?
- Thomas Stratmann, Markus Bjoerkheim and Christopher Koopman
- 2024: Large increases in public R&D investment are needed to avoid declines of US agricultural productivity
- Ariel Ortiz-Bobea, Robert G. Chambers, Yurou He and David B. Lobell
- 2024: Comparative Study of Bitcoin Price Prediction
- Ali Mohammadjafari
- 2024: The Perils of Overreaction
- Konstantin von Beringe and Mark Whitmeyer
- 2024: Trade Openness, Tariffs and Economic Growth: An Empirical Study from Countries of G-20
- S M Toufiqul Huq Sowrov
- 2024: Autonomous Sparse Mean-CVaR Portfolio Optimization
- Yizun Lin, Yangyu Zhang, Zhao-Rong Lai and Cheng Li
- 2024: Comparative analysis of neural network architectures for short-term FOREX forecasting
- Theodoros Zafeiriou and Dimitris Kalles
- 2024: How does ClinicalTrials.gov Impact Company Innovation?
- Yazhou Niu
- 2024: No-arbitrage conditions and pricing from discrete-time to continuous-time strategies
- Dorsaf Cherif and Emmanuel Lepinette
- 2024: Substitutability, equilibrium transport, and matching models
- Alfred Galichon and Antoine Jacquet
- 2024: On Joint Marginal Expected Shortfall and Associated Contribution Risk Measures
- Tong Pu, Yifei Zhang and Yiying Zhang
- 2024: Packing Peanuts: The Role Synthetic Data Can Play in Enhancing Conventional Economic Prediction Models
- Vansh Murad Kalia
- 2024: Computational analysis of US Congressional speeches reveals a shift from evidence to intuition
- Segun Taofeek Aroyehun, Almog Simchon, Fabio Carrella, Jana Lasser, Stephan Lewandowsky and David Garcia
- 2024: Trade execution games in a Markovian environment
- Masamitsu Ohnishi and Makoto Shimoshimizu
- 2024: On the Ollivier-Ricci curvature as fragility indicator of the stock markets
- Joaqu\'in S\'anchez Garc\'ia and Sebastian Gherghe
- 2024: Breaking open the black box of the production function: an agent-based model accounting for time in production processes
- Jack Birner, Marco Mazzoli, Eleonora Priori and Pietro Terna
- 2024: Counting steps for re-stabilization in a labor matching market
- Agustín Bonifacio, Nadia Gui\~nazu, Noelia Juarez, Pablo Neme and Jorge Oviedo
- 2024: Colocation of skill related suppliers -- Revisiting coagglomeration using firm-to-firm network data
- S\'andor Juh\'asz, Zolt\'an Elekes, Vir\'ag Ily\'es and Frank Neffke
- 2024: Optimal Trade Characterizations in Multi-Asset Crypto-Financial Markets
- C. Escudero, F. Lara and M. Sama
- 2024: Identifying Peer Effects in Networks with Unobserved Effort and Isolated Students
- Aristide Houndetoungan, Cristelle Kouame and Michael Vlassopoulos
- 2024: Hedging American Put Options with Deep Reinforcement Learning
- Reilly Pickard, Finn Wredenhagen, Julio DeJesus, Mario Schlener and Yuri Lawryshyn
- 2024: Coherent Risk Measure on $L^0$: NA Condition, Pricing and Dual Representation
- Emmanuel Lepinette and Duc Thinh Vu
- 2024: The Impact of Financial Literacy, Social Capital, and Financial Technology on Financial Inclusion of Indonesian Students
- Gen Norman Thomas, Siti Mutiara Ramadhanti Nur and Lely Indriaty
- 2024: New Business Model for Sustainable Retail Company Using Design Thinking Concept
- Anton Kurniawan and Yos Sunitiyoso
- 2024: A Sharp Test for the Judge Leniency Design
- Mohamed Coulibaly, Yu-Chin Hsu, Ismael Mourifi\'e and Yuanyuan Wan
- 2024: The geometry of consumer preference aggregation
- Fedor Sandomirskiy and Philip Ushchev
- 2024: Credit, Land Speculation, and Long-Run Economic Growth
- Tomohiro Hirano and Joseph Stiglitz
- 2024: Financial knowledge and borrower discouragement
- David Aristei, Manuela Gallo and Raoul Minetti
- 2024: Neural Network Learning of Black-Scholes Equation for Option Pricing
- Daniel de Souza Santos and Tiago Alessandro Espinola Ferreira
- 2024: Advancing Distribution Decomposition Methods Beyond Common Supports: Applications to Racial Wealth Disparities
- Bernardo Modenesi
- 2024: Complex network analysis of cryptocurrency market during crashes
- Kundan Mukhia, Anish Rai, Sr Luwang, Md Nurujjaman, Sushovan Majhi and Chittaranjan Hens
- 2024: High-Frequency Stock Market Order Transitions during the US-China Trade War 2018: A Discrete-Time Markov Chain Analysis
- Salam Rabindrajit Luwang, Anish Rai, Md. Nurujjaman, Om Prakash and Chittaranjan Hens
- 2024: Shaping the Future of Urban Mobility: Insights into Autonomous Vehicle Acceptance in Shanghai Through TAM and Perceived Risk Analysis
- Miaomiao Shen, Linxuan Yu, Jing Xu, Zihao Sang, Ruijia Li and Xiang Yuan
- 2024: Sequential Validation of Treatment Heterogeneity
- Stefan Wager
- 2024: Markowitz Meets Bellman: Knowledge-distilled Reinforcement Learning for Portfolio Management
- Gang Hu and Ming Gu
- 2024: Causal Duration Analysis with Diff-in-Diff
- Ben Deaner and Hyejin Ku
- 2024: Inflation Models with Correlation and Skew
- Orcan Ogetbil and Bernhard Hientzsch
- 2024: SVARs with breaks: Identification and inference
- Emanuele Bacchiocchi and Toru Kitagawa
- 2024: Overcoming Anchoring Bias: The Potential of AI and XAI-based Decision Support
- Felix Haag, Carlo Stingl, Katrin Zerfass, Konstantin Hopf and Thorsten Staake
- 2024: Enhancing Organizational Performance: Harnessing AI and NLP for User Feedback Analysis in Product Development
- Tian Tian, Liu Ze Hui, Huang Zichen and Yubing Tang
- 2024: Coherent distributions: Hilbert space approach and duality
- Egor Kravchenko
- 2024: Detailed Gender Wage Gap Decompositions: Controlling for Worker Unobserved Heterogeneity Using Network Theory
- Jamie Fogel and Bernardo Modenesi
- 2024: Return to Office and the Tenure Distribution
- David Van Dijcke, Florian Gunsilius and Austin Wright
- 2024: A Primer on the Analysis of Randomized Experiments and a Survey of some Recent Advances
- Yuehao Bai, Azeem Shaikh and Max Tabord-Meehan
- 2024: Large Effects of Small Cues: Priming Selfish Economic Decisions
- Avichai Snir, Dudi Levy, Dian Wang, Haipeng Allan Chen and Daniel Levy
- 2024: A quantile-based nonadditive fixed effects model
- Xin Liu
- 2024: $\epsilon$-Policy Gradient for Online Pricing
- Lukasz Szpruch, Tanut Treetanthiploet and Yufei Zhang
- 2024: Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity
- Philippe Bergault, Louis Bertucci, David Bouba, Olivier Gu\'eant and Julien Guilbert
- 2024: A weighted multilevel Monte Carlo method
- Yu Li and Antony Ware
- 2024: Uncertainty of Supply Chains: Risk and Ambiguity
- d'Artis Kancs
- 2024: Distributional Reference Class Forecasting of Corporate Sales Growth With Multiple Reference Variables
- Etienne Theising
- 2024: Tuning parameter selection in econometrics
- Denis Chetverikov
- 2024: Hedge Error Analysis In Black Scholes Option Pricing Model: An Asymptotic Approach Towards Finite Difference
- Agni Rakshit, Gautam Bandyopadhyay and Tanujit Chakraborty
- 2024: Non cooperative Liquidity Games and their application to bond market trading
- Alicia Vidler and Toby Walsh
- 2024: Modelling Opaque Bilateral Market Dynamics in Financial Trading: Insights from a Multi-Agent Simulation Study
- Alicia Vidler and Toby Walsh
- 2024: Gradient-enhanced sparse Hermite polynomial expansions for pricing and hedging high-dimensional American options
- Jiefei Yang and Guanglian Li
- 2024: Crypto Market Analysis & Real-Estate Business Protocol Proposal | Application of Ethereum Blockchain
- Sid Bhatia, Samuel Gedal, Himaya Jeyakumar Grace Lee, Ravinder Chopra, Daniel Roman and Shrijani Chakroborty
- 2024: A Network Simulation of OTC Markets with Multiple Agents
- James T. Wilkinson, Jacob Kelter, John Chen and Uri Wilensky
- 2024: Fourier-Laplace transforms in polynomial Ornstein-Uhlenbeck volatility models
- Eduardo Abi Jaber, Shaun, Li and Xuyang Lin
- 2024: On variable annuities with surrender charges
- Tiziano De Angelis, Alessandro Milazzo and Gabriele Stabile
- 2024: Testing for an Explosive Bubble using High-Frequency Volatility
- H. Peter Boswijk, Jun Yu and Yang Zu
- 2024: Backtesting Expected Shortfall: Accounting for both duration and severity with bivariate orthogonal polynomials
- Sullivan Hu\'e, Christophe Hurlin and Yang Lu
- 2024: Unleashing the Power of AI: Transforming Marketing Decision-Making in Heavy Machinery with Machine Learning, Radar Chart Simulation, and Markov Chain Analysis
- Tian Tian and Jiahao Deng
- 2024: Transforming Investment Strategies and Strategic Decision-Making: Unveiling a Novel Methodology for Enhanced Performance and Risk Management in Financial Markets
- Tian Tian, Ricky Cooper, Jiahao Deng and Qingquan Zhang
- 2024: The Economy and Public Diplomacy: An Analysis of RT's Economic Content and Context on Facebook
- Ayse D. Lokmanoglu, Carol K. Winkler, Kareem El Damanhoury, Virginia Massignan, Esteban Villa-Turek and Keyu Alexander Chen
- 2024: Manipulation of Belief Aggregation Rules
- Christopher Chambers, Federico Echenique and Takashi Hayashi
- 2024: Synthetic Controls with spillover effects: A comparative study
- Andrii Melnychuk
- 2024: Portfolio Management using Deep Reinforcement Learning
- Ashish Anil Pawar, Vishnureddy Prashant Muskawar and Ritesh Tiku
- 2024: On Quantum Ambiguity and Potential Exponential Computational Speed-Ups to Solving Dynamic Asset Pricing Models
- Eric Ghysels and Jack Morgan
- 2024: Dynamic Local Average Treatment Effects
- Ravi B. Sojitra and Vasilis Syrgkanis
- 2024: Dynamic opinion updating with endogenous networks
- Ugo Bolletta and Paolo Pin
- 2024: Demistifying Inference after Adaptive Experiments
- Aur\'elien Bibaut and Nathan Kallus
- 2024: The role of the Allee effect in common-pool resource and its sustainability
- Chengyi Tu, Fabio Menegazzo, Paolo D'Odorico and Samir Suweis
- 2024: Mathematics of Differential Machine Learning in Derivative Pricing and Hedging
- Pedro Duarte Gomes
- 2024: Modelling user behavior towards smartphones and wearable technologies: A bibliometric study and brief literature review
- Maral Jamalova
- 2024: Does Financial Literacy Impact Investment Participation and Retirement Planning in Japan?
- Yi Jiang and Shohei Shimizu
- 2024: De-Biasing Models of Biased Decisions: A Comparison of Methods Using Mortgage Application Data
- Nicholas Tenev
- 2024: Racial and Ethnic Disparities in Mortgage Lending: New Evidence from Expanded HMDA Data
- Sean Lewis-Faupel and Nicholas Tenev
- 2024: Some properties of Euler capital allocation
- Lars Holden
- 2024: Calibration of the rating transition model for high and low default portfolios
- Jian He, Asma Khedher and Peter Spreij
- 2024: NumLLM: Numeric-Sensitive Large Language Model for Chinese Finance
- Huan-Yi Su, Ke Wu, Yu-Hao Huang and Wu-Jun Li
- 2024: A Taste for Variety
- Galit Ashkenazi-Golan, Dominik Karos and Ehud Lehrer
- 2024: Heat, Health, and Habitats: Analyzing the Intersecting Risks of Climate and Demographic Shifts in Austrian Districts
- Hannah Schuster, Axel Polleres, Amin Anjomshoaa and Johannes Wachs
- 2024: Quantifying Price Improvement in Order Flow Auctions
- Brad Bachu, Xin Wan and Ciamac C. Moallemi
- 2024: DAM: A Universal Dual Attention Mechanism for Multimodal Timeseries Cryptocurrency Trend Forecasting
- Yihang Fu, Mingyu Zhou and Luyao Zhang
- 2024: Optimal nonparametric estimation of the expected shortfall risk
- Daniel Bartl and Stephan Eckstein
- 2024: Percentage Coefficient (bp) -- Effect Size Analysis (Theory Paper 1)
- Xinshu Zhao, Dianshi Moses Li, Ze Zack Lai, Piper Liping Liu, Song Harris Ao and Fei You
- 2024: Efficient inverse $Z$-transform and Wiener-Hopf factorization
- Svetlana Boyarchenko and Sergei Levendorski\u{i}
- 2024: Work Smarter...Not Harder: Efficient Minimization of Dependency Length in SOV Languages
- Sidharth Ranjan and Titus von der Malsburg
- 2024: Dynamic Many Valued Logic Systems in Theoretical Economics
- Daniel Lu
- 2024: An Asymmetric Capital Asset Pricing Model
- Abdulnasser Hatemi-J
- 2024: The Economics of Blockchain Governance: Evaluate Liquid Democracy on the Internet Computer
- Yulin Liu and Luyao Zhang
- 2024: On the Asymmetric Volatility Connectedness
- Abdulnasser Hatemi-J
- 2024: The Role of Carbon Pricing in Food Inflation: Evidence from Canadian Provinces
- Jiansong Xu
- 2024: Liquidity Jump, Liquidity Diffusion, and Treatment on Wash Trading of Crypto Assets
- Qi Deng and Zhong-guo Zhou
- 2024: The Life Care Annuity: enhancing product features and refining pricing methods
- G. Apicella, A. Molent and M. Gaudenzi
- 2024: Equilibrium in Style: A Modeling Framework on the Cash Flow and the Life Cycle of a Consumer Store
- Shanyu Han, Jian Lei and Yang Liu
- 2024: Improved Semi-Parametric Bounds for Tail Probability and Expected Loss: Theory and Applications
- Zhaolin Li and Artem Prokhorov
- 2024: The Devil is in the Details: Heterogeneous Effects of the German Minimum Wage on Working Hours and Minijobs
- Mario Bossler, Ying Liang and Thorsten Schank
- 2024: Risk Propagation in Endogenous Supply Chains
- Andrea Titton
- 2024: Comprehensive OOS Evaluation of Predictive Algorithms with Statistical Decision Theory
- Jeff Dominitz and Charles F. Manski
- 2024: Mean-Field Microcanonical Gradient Descent
- Marcus H\"aggbom, Morten Karlsmark and Joakim And\'en
- 2024: Imputation of Counterfactual Outcomes when the Errors are Predictable
- Silvia Goncalves and Serena Ng
- 2024: Success functions in large contests
- Yaron Azrieli and Christopher Chambers
- 2024: Consumers' Perceived Privacy Violations in Online Advertising
- Kinshuk Jerath and Klaus M. Miller
- 2024: Dimensionality reduction techniques to support insider trading detection
- Adele Ravagnani, Fabrizio Lillo, Paola Deriu, Piero Mazzarisi, Francesca Medda and Antonio Russo
- 2024: New characterizations of completely useful topologies in mathematical utility theory
- Gianni Bosi, Roberto Daris and Gabriele Sbaiz
- 2024: Towards Generalizing Inferences from Trials to Target Populations
- Melody Y Huang and Harsh Parikh
- 2024: Emoji Driven Crypto Assets Market Reactions
- Xiaorui Zuo, Yao-Tsung Chen and Wolfgang Karl H\"ardle
- 2024: STEER: Assessing the Economic Rationality of Large Language Models
- Narun Raman, Taylor Lundy, Samuel Amouyal, Yoav Levine, Kevin Leyton-Brown and Moshe Tennenholtz
- 2024: Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning
- Jeroen Rombouts, Marie Ternes and Ines Wilms
- 2024: Interpersonal trust: Asymptotic analysis of a stochastic coordination game with multi-agent learning
- Benedikt V. Meylahn, Arnoud V. den Boer and Michel Mandjes
- 2024: Tacit algorithmic collusion in deep reinforcement learning guided price competition: A study using EV charge pricing game
- Diwas Paudel and Tapas K. Das
- 2024: An Exploration to the Correlation Structure and Clustering of Macroeconomic Variables
- Garvit Arora, Shubhangi Tiwari, Ying Wu and Xuan Mei
- 2024: On conditioning and consistency for nonlinear functionals
- Edoardo Berton, Alessandro Doldi and Marco Maggis
- 2024: Identification of Nonlinear Dynamic Panels under Partial Stationarity
- Wayne Gao and Rui Wang
- 2024: Theorizing the Socio-Cultural Dynamics of Consumer Decision-Making for Participation in Community-Supported Agriculture
- Sota Takagi, Yusuke Numazawa, Kentaro Katsube, Wataru Omukai, Miki Saijo and Takumi Ohashi
- 2024: Price predictability at ultra-high frequency: Entropy-based randomness test
- Andrey Shternshis and Stefano Marmi
- 2024: Negative Control Falsification Tests for Instrumental Variable Designs
- Oren Danieli, Daniel Nevo, Itai Walk, Bar Weinstein and Dan Zeltzer
- 2024: The Returns to Science in the Presence of Technological Risk
- Matt Clancy
- 2024: Noisy Measurements Are Important, the Design of Census Products Is Much More Important
- John Abowd
- 2024: The Effect of Antitrust Enforcement on Venture Capital Investments
- Wentian Zhang
- 2024: Effects of Daily Exercise Time on the Academic Performance of Students: An Empirical Analysis Based on CEPS Data
- Ningyi Li
- 2024: Asset and Factor Risk Budgeting: A Balanced Approach
- Adil Rengim Cetingoz and Olivier Gu\'eant
- 2024: The Relative Value of Prediction in Algorithmic Decision Making
- Juan Carlos Perdomo
- 2024: Estimating Counterfactual Matrix Means with Short Panel Data
- Lihua Lei and Brad Ross
- 2024: Decomposable Stochastic Choice
- Fedor Sandomirskiy and Omer Tamuz
- 2024: Inference on common trends in functional time series
- Morten Nielsen, Won-Ki Seo and Dakyung Seong
- 2024: Optimal Categorical Instrumental Variables
- Thomas Wiemann
- 2024: Decoding Social Sentiment in DAO: A Comparative Analysis of Blockchain Governance Communities
- Yutong Quan, Xintong Wu, Wanlin Deng and Luyao Zhang
- 2024: Counterfactual Sensitivity in Quantitative Trade and Spatial Models
- Bas Sanders
- 2024: Revisiting Cont's Stylized Facts for Modern Stock Markets
- Ethan Ratliff-Crain, Colin M. Van Oort, James Bagrow, Matthew T. K. Koehler and Brian F. Tivnan
- 2024: Time-Varying Identification of Monetary Policy Shocks
- Annika Camehl and Tomasz Wo\'zniak
- 2024: The allocation of FIFA World Cup slots based on the ranking of confederations
- L\'aszl\'o Csat\'o, L\'aszl\'o Marcell Kiss and Zsombor Sz\'adoczki
- 2024: Inside the black box: Neural network-based real-time prediction of US recessions
- Seulki Chung
- 2024: The Measure Preserving Martingale Sinkhorn Algorithm
- Benjamin Joseph, Gregoire Loeper and Jan Obloj
- 2024: Towards Realistic Mechanisms That Incentivize Federated Participation and Contribution
- Marco Bornstein, Amrit Singh Bedi, Anit Kumar Sahu, Furqan Khan and Furong Huang
- 2024: The Sponge Cake Dilemma over the Nile: Achieving Fairness in Resource Allocation with Cake Cutting Algorithms
- Dwayne Woods
- 2024: Estimating Individual Responses when Tomorrow Matters
- Stephane Bonhomme and Angela Denis
- 2024: Machine Learning Who to Nudge: Causal vs Predictive Targeting in a Field Experiment on Student Financial Aid Renewal
- Susan Athey, Niall Keleher and Jann Spiess
- 2024: Real-time Prediction of the Great Recession and the Covid-19 Recession
- Seulki Chung
- 2024: Sharp and Robust Estimation of Partially Identified Discrete Response Models
- Shakeeb Khan, Tatiana Komarova and Denis Nekipelov
- 2024: Bounds on Average Effects in Discrete Choice Panel Data Models
- Cavit Pakel and Martin Weidner
- 2024: Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions
- Mikihito Nishi
- 2024: Proofs for the New Definitions in Financial Markets
- Atilla Aras
- 2024: Contagion Effects of the Silicon Valley Bank Run
- Dong Beom Choi, Paul Goldsmith-Pinkham and Tanju Yorulmazer
- 2024: Causal Effects in Matching Mechanisms with Strategically Reported Preferences
- Marinho Bertanha, Margaux Luflade and Ismael Mourifi\'e
- 2024: Fragmentation and optimal liquidity supply on decentralized exchanges
- Alfred Lehar, Christine Parlour and Marius Zoican
- 2024: Characteristics and Predictive Modeling of Short-term Impacts of Hurricanes on the US Employment
- Gan Zhang and Wenjun Zhu
- 2024: An effective interest rate cap: a clarification
- Mikhail Sokolov
- 2024: Online Learning of Order Flow and Market Impact with Bayesian Change-Point Detection Methods
- Ioanna-Yvonni Tsaknaki, Fabrizio Lillo and Piero Mazzarisi
- 2024: Unveiling the Potential of Sentiment: Can Large Language Models Predict Chinese Stock Price Movements?
- Haohan Zhang, Fengrui Hua, Chengjin Xu, Hao Kong, Ruiting Zuo and Jian Guo
- 2024: Latent Factor Analysis in Short Panels
- Alain-Philippe Fortin, Patrick Gagliardini and Olivier Scaillet
- 2024: Collective Arbitrage and the Value of Cooperation
- Francesca Biagini, Alessandro Doldi, Jean-Pierre Fouque, Marco Frittelli and Thilo Meyer-Brandis
- 2024: Inference in Predictive Quantile Regressions
- Alex Maynard, Katsumi Shimotsu and Nina Kuriyama
- 2024: Coarse Information Design
- Qianjun Lyu, Wing Suen and Yimeng Zhang
- 2024: Extreme ATM skew in a local volatility model with discontinuity: joint density approach
- Alexander Gairat and Vadim Shcherbakov
- 2024: Health Impacts of Public Pawnshops in Industrializing Tokyo
- Tatsuki Inoue
- 2024: A Theory of Auditability for Allocation Mechanisms
- Aram Grigoryan and Markus M\"oller
- 2024: Kites and Quails: Monetary Policy and Communication with Strategic Financial Markets
- Giampaolo Bonomi and Ali Uppal
- 2024: Empirical Evidence for the New Definitions in Financial Markets and Equity Premium Puzzle
- Atilla Aras
- 2024: Transfer Estimates for Causal Effects across Heterogeneous Sites
- Konrad Menzel
- 2024: Optimism, overconfidence, and moral hazard
- Ludvig Sinander
- 2024: Power sector effects of alternative options for de-fossilizing heavy-duty vehicles -- go electric, and charge smartly
- Carlos Gaete-Morales, Julius J\"ohrens, Florian Heining and Wolf-Peter Schill
- 2024: Quasi Maximum Likelihood Estimation of High-Dimensional Factor Models: A Critical Review
- Matteo Barigozzi
- 2024: A Bayesian theory of market impact
- Louis Saddier and Matteo Marsili
- 2024: Uniform Pessimistic Risk and its Optimal Portfolio
- Sungchul Hong and Jong-June Jeon
- 2024: Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms
- Yu Jeffrey Hu, Jeroen Rombouts and Ines Wilms
- 2024: Rationalizing Path-Independent Choice Rules
- Koji Yokote, Isa E. Hafalir, Fuhito Kojima and M. Bumin Yenmez
- 2024: Forecasting Macroeconomic Tail Risk in Real Time: Do Textual Data Add Value?
- Philipp Ad\"ammer, Jan Pr\"user and Rainer Sch\"ussler
- 2024: Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies
- Sascha A. Keweloh, Mathias Klein and Jan Pr\"user
- 2024: Co-trading networks for modeling dynamic interdependency structures and estimating high-dimensional covariances in US equity markets
- Yutong Lu, Gesine Reinert and Mihai Cucuringu
- 2024: Post Reinforcement Learning Inference
- Vasilis Syrgkanis and Ruohan Zhan
- 2024: Labor Market Effects of the Venezuelan Refugee Crisis in Brazil
- Hugo Sant'Anna and Samyam Shrestha
- 2024: NPV, IRR, PI, PP, and DPP: a unified view
- Mikhail Sokolov
- 2024: A Modified CTGAN-Plus-Features Based Method for Optimal Asset Allocation
- Jos\'e-Manuel Pe\~na, Fernando Su\'arez, Omar Larr\'e, Domingo Ram\'irez and Arturo Cifuentes
- 2024: Incentive Compatibility in the Auto-bidding World
- Yeganeh Alimohammadi, Aranyak Mehta and Andres Perlroth
- 2024: Binary Mechanisms under Privacy-Preserving Noise
- Farzad Pourbabaee and Federico Echenique
- 2024: Efficient Risk Estimation for the Credit Valuation Adjustment
- Michael B. Giles, Abdul-Lateef Haji-Ali and Jonathan Spence
- 2024: Minimum Cost Super-Hedging in a Discrete Time Incomplete Multi-Asset Binomial Market
- Jarek K\k{e}dra, Assaf Libman and Victoria Steblovskaya
- 2024: Robust Design and Evaluation of Predictive Algorithms under Unobserved Confounding
- Ashesh Rambachan, Amanda Coston and Edward Kennedy
- 2024: Multiarmed Bandits Problem Under the Mean-Variance Setting
- Hongda Hu, Arthur Charpentier, Mario Ghossoub and Alexander Schied
- 2024: Risk measurement of joint risk of portfolios: a liquidity shortfall aspect
- Shuo Gong, Yijun Hu and Linxiao Wei
- 2024: On the Non-Identification of Revenue Production Functions
- David Van Dijcke
- 2024: An Intraday GARCH Model for Discrete Price Changes and Irregularly Spaced Observations
- Vladim\'ir Hol\'y
- 2024: Continuous-Time Monotone Mean-Variance Portfolio Selection in Jump-Diffusion Model
- Yuchen Li, Zongxia Liang and Shunzhi Pang
- 2024: Unit Averaging for Heterogeneous Panels
- Christian Brownlees and Vladislav Morozov
- 2024: Discrete & Bayesian Transaction Fee Mechanisms
- Yotam Gafni and Aviv Yaish
- 2024: The Local to Unity Dynamic Tobit Model
- Anna Bykhovskaya and James A. Duffy
- 2024: Manipulation and Peer Mechanisms: A Survey
- Matthew Olckers and Toby Walsh
- 2024: The Power of Non-Superpowers
- Tomoo Kikuchi and Shuige Liu
- 2024: Generative Adversarial Networks Applied to Synthetic Financial Scenarios Generation
- Matteo Rizzato, Julien Wallart, Christophe Geissler, Nicolas Morizet and Noureddine Boumlaik
- 2024: Making the Elite: Top Jobs, Disparities, and Solutions
- Soumitra Shukla
- 2024: A Consistent ICM-based $\chi^2$ Specification Test
- Feiyu Jiang and Emmanuel Tsyawo
- 2024: Automated Market Making and Loss-Versus-Rebalancing
- Jason Milionis, Ciamac C. Moallemi, Tim Roughgarden and Anthony Lee Zhang
- 2024: Information Design in Cheap Talk
- Qianjun Lyu and Wing Suen
- 2024: Estimating the Gains (and Losses) of Revenue Management
- Xavier D'Haultf{\oe}uille, Ao Wang, Philippe F\'evrier and Lionel Wilner
- 2024: 2SLS with Multiple Treatments
- Manudeep Bhuller and Henrik Sigstad
- 2024: Deep Learning the Efficient Frontier of Convex Vector Optimization Problems
- Zachary Feinstein and Birgit Rudloff
- 2024: Firm Heterogeneity, Market Power and Macroeconomic Fragility
- Alessandro Ferrari and Francisco Queir\'os
- 2024: A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates
- Qingliang Fan, Zijian Guo and Ziwei Mei
- 2024: A One-Covariate-at-a-Time Method for Nonparametric Additive Models
- Liangjun Su, Thomas Tao Yang, Yonghui Zhang and Qiankun Zhou
- 2024: Axiomatic Characterizations of Draft Rules
- Jacob Coreno and Ivan Balbuzanov
- 2024: Individual Rationality Conditions of Identifying Matching Costs in Transferable Utility Matching Games
- Suguru Otani
- 2024: On Robust Inference in Time Series Regression
- Richard T. Baillie, Francis Diebold, George Kapetanios, Kun Ho Kim and Aaron Mora
- 2024: $\rho$-arbitrage and $\rho$-consistent pricing for star-shaped risk measures
- Martin Herdegen and Nazem Khan
- 2024: Pigeonhole Design: Balancing Sequential Experiments from an Online Matching Perspective
- Jinglong Zhao and Zijie Zhou
- 2024: Long Story Short: Omitted Variable Bias in Causal Machine Learning
- Victor Chernozhukov, Carlos Cinelli, Whitney Newey, Amit Sharma and Vasilis Syrgkanis
- 2024: Cultural Diversity and Its Impact on Governance
- Tom\'a\v{s} Evan and Vladim\'ir Hol\'y
- 2024: Algorithm Design: A Fairness-Accuracy Frontier
- Annie Liang, Jay Lu, Xiaosheng Mu and Kyohei Okumura
- 2024: Lassoed Boosting and Linear Prediction in the Equities Market
- Xiao Huang
- 2024: Buy It Now or Later, or Not: Loss Aversion in Advance Purchasing
- Senran Lin
- 2024: Star-shaped acceptability indexes
- Marcelo Righi
- 2024: Tiebout sorting in online communities
- John Lynham and Philip R. Neary
- 2024: Unpacking the Black Box: Regulating Algorithmic Decisions
- Laura Blattner, Scott Nelson and Jann Spiess
- 2024: Estimations of the Local Conditional Tail Average Treatment Effect
- Le-Yu Chen and Yu-Min Yen
- 2024: US Spillovers of US Monetary Policy: Information effects & Financial Flows
- Santiago Camara
- 2024: Nonparametric Test for Volatility in Clustered Multiple Time Series
- Erniel Barrios and Paolo Victor T. Redondo
- 2024: Correlated Dynamics in Marketing Sensitivities
- Ryan Dew and Yuhao Fan
- 2024: Learning to Persuade on the Fly: Robustness Against Ignorance
- You Zu, Krishnamurthy Iyer and Haifeng Xu
- 2024: Asymmetric uncertainty: Nowcasting using skewness in real-time data
- Paul Labonne
- 2024: Policy design in experiments with unknown interference
- Davide Viviano and Jess Rudder
- 2024: A characterization of absorbing sets in coalition formation games
- Agustín Bonifacio, Elena Inarra and Pablo Neme
- 2024: Automated Market Makers for Decentralized Finance (DeFi)
- Yongge Wang
- 2024: Efficient Nested Simulation Experiment Design via the Likelihood Ratio Method
- Mingbin Ben Feng and Eunhye Song
- 2024: Empirical Likelihood Covariate Adjustment for Regression Discontinuity Designs
- Jun Ma and Zhengfei Yu
- 2024: The Black-Scholes-Merton dual equation
- Shuxin Guo and Qiang Liu
- 2024: Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943
- Kenichi Hirayama and Akihiko Noda
- 2024: Persuasion with Coarse Communication
- Yunus Aybas and Eray Turkel
- 2024: Scoring Strategic Agents
- Ian Ball
- 2024: Demand and Welfare Analysis in Discrete Choice Models with Social Interactions
- Debopam Bhattacharya, Pascaline Dupas and Shin Kanaya
- 2024: Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros
- Francisco Blasques, Vladim\'ir Hol\'y and Petra Tomanov\'a
- 2024: Leave-one-out least squares Monte Carlo algorithm for pricing Bermudan options
- Jeechul Woo, Chenru Liu and Jaehyuk Choi
- 2024: Polynomial time algorithm for optimal stopping with fixed accuracy
- David A. Goldberg and Yilun Chen
- 2024: Promotion through Connections: Favors or Information?
- Yann Bramoull\'e and Kenan Huremovi\'c
- 2024: Strategic Integration of Artificial Intelligence in the C-Suite: The Role of the Chief AI Officer
- Marc Schmitt
- 2024: Using Artificial Intelligence to Unlock Crowdfunding Success for Small Businesses
- Teng Ye, Jingnan Zheng, Junhui Jin, Jingyi Qiu, Wei Ai and Qiaozhu Mei
- 2024: Constructing an Investment Fund through Stock Clustering and Integer Programming
- Maysam Khodayari Gharanchaei and Prabhu Prasad Panda
- 2024: Unveiling Patterns in European Airbnb Prices: A Comprehensive Analytical Study Using Machine Learning Techniques
- Trinath Sai Subhash Reddy Pittala, Uma Maheswara R Meleti and Hemanth Vasireddy
- 2024: Quantitative Investment Diversification Strategies via Various Risk Models
- Maysam Khodayari Gharanchaei, Prabhu Prasad Panda and Xilin Chen
- 2024: In the Shadow of Smith`s Invisible Hand: Risks to Economic Stability and Social Wellbeing in the Age of Intelligence
- Jo-An Occhipinti, William Hynes, Ante Prodan, Harris A. Eyre, Roy Green, Sharan Burrow, Marcel Tanner, John Buchanan, Goran Ujdur, Frederic Destrebecq, Christine Song, Steven Carnevale, Ian B. Hickie and Mark Heffernan
- 2024: Benchmark-Neutral Pricing
- Eckhard Platen
- 2024: Occupation Life Cycle
- Lan Chen, Yufei Ji, Xichen Yao and Hengshu Zhu
- 2024: A novel portfolio construction strategy based on the core-periphery profile of stocks
- Imran Ansari, Charu Sharma, Akshay Agrawal and Niteesh Sahni
- 2024: Systematic Comparable Company Analysis and Computation of Cost of Equity using Clustering
- Mohammed Perves
- 2024: BERT vs GPT for financial engineering
- Edward Sharkey and Philip Treleaven
- 2024: Prediction of Cryptocurrency Prices through a Path Dependent Monte Carlo Simulation
- Ayush Singh, Anshu K. Jha and Amit N. Kumar
- 2024: Some variation of COBRA in sequential learning setup
- Aryan Bhambu and Arabin Kumar Dey
- 2024: Predictive Decision Synthesis for Portfolios: Betting on Better Models
- Emily Tallman and Mike West
- 2024: The value of non-traditional credentials in the labor market
- Susan Athey and Emil Palikot
- 2024: Blockchain Price vs. Quantity Controls
- Abdoulaye Ndiaye
- 2024: A Revisit of the Optimal Excess-of-Loss Contract
- Ernest Aboagye, Vali Asimit, Tsz Chai Fung, Liang Peng and Qiuqi Wang
- 2024: Arbitrage impact on the relationship between XRP price and correlation tensor spectra of transaction networks
- Abhijit Chakraborty and Yuichi Ikeda
- 2024: The Quantum Dynamics of Cost Accounting: Investigating WIP via the Time-Independent Schrodinger Equation
- Maksym Lazirko
- 2024: Synchronization in a market model with time delays
- Ghassan Dibeh and Omar El Deeb
- 2024: Almost Envy-Freeness under Weakly Lexicographic Preferences
- Hadi Hosseini, Aghaheybat Mammadov and Tomasz W\k{a}s
- 2024: Internal migration after a uniform minimum wage introduction
- Alexander Moog
- 2024: Transforming Credit Guarantee Schemes with Distributed Ledger Technology
- Sabrina Leo, Andrea Delle Foglie, Luca Barbaro, Edoardo Marangone, Ida Panetta and Claudio Di Ciccio
- 2024: The Effect of Data Types' on the Performance of Machine Learning Algorithms for Financial Prediction
- Hulusi Mehmet Tanrikulu and Hakan Pabuccu
- 2024: Orthogonal Bootstrap: Efficient Simulation of Input Uncertainty
- Kaizhao Liu, Jose Blanchet, Lexing Ying and Yiping Lu
- 2024: A Locally Robust Semiparametric Approach to Examiner IV Designs
- Lonjezo Sithole
- 2024: Disentangling Exploration from Exploitation
- Alessandro Lizzeri, Eran Shmaya and Leeat Yariv
- 2024: Analysis of Proximity Informed User Behavior in a Global Online Social Network
- Nils Breitmar, Matthew C. Harding and Hanqiao Zhang
- 2024: A Multi-Period Black-Litterman Model
- Anas Abdelhakmi and Andrew Lim
- 2024: Three-state Opinion Dynamics for Financial Markets on Complex Networks
- Bernardo J. Zubillaga, Mateus F. B. Granha, Andr\'e L. M. Vilela, Chao Wang, Kenric P. Nelson and H. Eugene Stanley
- 2024: Quantitative Tools for Time Series Analysis in Natural Language Processing: A Practitioners Guide
- Wolfgang Schmal
- 2024: Strategic Behavior and AI Training Data
- Christian Peukert, Florian Abeillon, J\'er\'emie Haese, Franziska Kaiser and Alexander Staub
- 2024: Optimal Treatment Allocation under Constraints
- Torben S. D. Johansen
- 2024: Testing for Asymmetric Information in Insurance with Deep Learning
- Serguei Maliar and Bernard Salanié
- 2024: Mean Field Game of High-Frequency Anticipatory Trading
- Xue Cheng, Meng Wang and Ziyi Xu
- 2024: Application and practice of AI technology in quantitative investment
- Shuochen Bi, Wenqing Bao, Jue Xiao, Jiangshan Wang and Tingting Deng
- 2024: Innovative Application of Artificial Intelligence Technology in Bank Credit Risk Management
- Shuochen Bi and Wenqing Bao
- 2024: Decentralized Peer Review in Open Science: A Mechanism Proposal
- Andreas Finke and Thomas Hensel
- 2024: Value-at-Risk- and Expectile-based Systemic Risk Measures and Second-order Asymptotics: With Applications to Diversification
- Bingzhen Geng, Yang Liu and Yimiao Zhao
- 2024: Application of Deep Learning for Factor Timing in Asset Management
- Prabhu Prasad Panda, Maysam Khodayari Gharanchaei, Xilin Chen and Haoshu Lyu
- 2024: Exit Spillovers of Foreign-invested Enterprises in Shenzhen's Electronics Manufacturing Industry
- Hanqiao Zhang
- 2024: Bertrand oligopoly in insurance markets with Value at Risk Constraints
- Kolos Agoston and Veronika Varga
- 2024: Sequential monitoring for explosive volatility regimes
- Lajos Horvath, Lorenzo Trapani and Shixuan Wang
- 2024: Revisiting the Resource Curse in the Age of Energy Transition: Cobalt Reserves and Conflict in Africa
- Weihong Qi
- 2024: Decentralized Finance and Local Public Goods: A Bayesian Maximum Entropy Model of School District Spending in the U.S
- Juan Melo
- 2024: A Survey Selection Correction using Nonrandom Followup with an Application to the Gender Entrepreneurship Gap
- Clint Harris, Jon Eckhardt and Brent Goldfarb
- 2024: The Role of Marketing in Public Policy Decision Making: The Case of Fuel Subsidy Removal in Nigeria
- Salome O. Ighomereho and Ifeoma E. Ezeabasili
- 2024: Merchants of Vulnerabilities: How Bug Bounty Programs Benefit Software Vendors
- Esther Gal-Or, Muhammad Hydari and Rahul Telang
- 2024: Characterizing Public Debt Cycles: Don't Ignore the Impact of Financial Cycles
- Tianbao Zhou, Zhixin Liu and Yingying Xu
- 2024: Assessing the Potential of AI for Spatially Sensitive Nature-Related Financial Risks
- Steven Reece, Emma O'Donnell, Felicia Liu, Joanna Wolstenholme, Frida Arriaga, Giacomo Ascenzi and Richard Pywell
- 2024: Overidentification in Shift-Share Designs
- Jinyong Hahn, Guido Kuersteiner, Andres Santos and Wavid Willigrod
- 2024: Riding Wavelets: A Method to Discover New Classes of Price Jumps
- Cecilia Aubrun, Rudy Morel, Michael Benzaquen and Jean-Philippe Bouchaud
- 2024: Analysis of market efficiency in main stock markets: using Karman-Filter as an approach
- Beier Liu and Haiyun Zhu
- 2024: Maximal Procurement under a Budget
- Nicole Immorlica, Nicholas Wu and Brendan Lucier
- 2024: Multiblock MEV opportunities & protections in dynamic AMMs
- Matthew Willetts and Christian Harrington
- 2024: Cooperation, Correlation and Competition in Ergodic $N$-player Games and Mean-field Games of Singular Controls: A Case Study
- Federico Cannerozzi and Giorgio Ferrari
- 2024: Optimal Refund Mechanism with Consumer Learning
- Qianjun Lyu
- 2024: On a fundamental statistical edge principle
- Tommaso Gastaldi
- 2024: Competition and Collaboration in Crowdsourcing Communities: What happens when peers evaluate each other?
- Christoph Riedl, Tom Grad and Christopher Lettl
- 2024: Pricing of European Calls with the Quantum Fourier Transform
- Tom Ewen
- 2024: Identification and Estimation of Nonseparable Triangular Equations with Mismeasured Instruments
- Shaomin Wu
- 2024: On Risk-Sensitive Decision Making Under Uncertainty
- Chung-Han Hsieh and Yi-Shan Wong
- 2024: Long-term forecasts of statewide travel demand patterns using large-scale mobile phone GPS data: A case study of Indiana
- Rajat Verma, Eunhan Ka and Satish V. Ukkusuri
- 2024: An economically-consistent discrete choice model with flexible utility specification based on artificial neural networks
- Jose Ignacio Hernandez, Niek Mouter and Sander van Cranenburgh
- 2024: Use of two Public Distributed Ledgers to track the money of an economy
- Gonzalo Garcia-Atance Fatjo
- 2024: The benefits and costs of agglomeration: insights from economics and complexity
- Andres Gomez-Lievano and Michail Fragkias
- 2024: Quantifying seasonal hydrogen storage demands under cost and market uptake uncertainties in energy system transformation pathways
- Felix Frischmuth, Mattis Berghoff, Martin Braun and Philipp Haertel
- 2024: Continuous-time Risk-sensitive Reinforcement Learning via Quadratic Variation Penalty
- Yanwei Jia
- 2024: Two-step Estimation of Network Formation Models with Unobserved Heterogeneities and Strategic Interactions
- Shaomin Wu
- 2024: Sustainable regional economic development and land use: a case of Russia
- Wadim Strielkowski, Oxana Mukhoryanova, Oxana Kuznetsova and Yury Syrov
- 2024: Income Shocks and their Transmission into Consumption
- Edmund Crawley and Alexandros Theloudis
- 2024: Portrait comparison of binary and weighted Skill Relatedness Networks
- Sergio A. De Raco and Viktoriya Semeshenko
- 2024: Testing the simplicity of strategy-proof mechanisms
- Alexander Brown, Daniel G. Stephenson and Rodrigo A. Velez
- 2024: (Empirical) Bayes Approaches to Parallel Trends
- Soonwoo Kwon and Jonathan Roth
- 2024: Automated Social Science: Language Models as Scientist and Subjects
- Benjamin S. Manning, Kehang Zhu and John J. Horton
- 2024: Regret Analysis in Threshold Policy Design
- Federico Crippa
- 2024: Testing Mechanisms
- Soonwoo Kwon and Jonathan Roth
- 2024: A Comparison of Traditional and Deep Learning Methods for Parameter Estimation of the Ornstein-Uhlenbeck Process
- Jacob Fein-Ashley
- 2024: Generalizing Instant Runoff Voting to Allow Indifferences
- Th\'eo Delemazure and Dominik Peters
- 2024: Weighted-Average Least Squares for Negative Binomial Regression
- Kevin Huynh
- 2024: Deep Joint Learning valuation of Bermudan Swaptions
- Francisco G\'omez Casanova, \'Alvaro Leitao, Fernando de Lope Contreras and Carlos V\'azquez
- 2024: Forecasting with panel data: Estimation uncertainty versus parameter heterogeneity
- Mohammad Pesaran, Andreas Pick and Allan Timmermann
- 2024: Estimation for conditional moment models based on martingale difference divergence
- Kunyang Song, Feiyu Jiang and Ke Zhu
- 2024: Recommender Systems in Financial Trading: Using machine-based conviction analysis in an explainable AI investment framework
- Alicia Vidler
- 2024: Attitudinal Loyalty Manifestation in Banking CSR: Cross-Buying Behavior and Customer Advocacy
- Muhamad Bhayuta Yudhi Putera and Melia Famiola
- 2024: Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference
- Helmut L\"utkepohl, Fei Shang, Luis Uzeda and Tomasz Wo\'zniak
- 2024: The Relationship between Consumer Theories with and without Utility Maximization
- Yuhki Hosoya
- 2024: Allocation Mechanisms in Decentralized Exchange Markets with Frictions
- Mario Ghossoub, Giulio Principi and Ruodu Wang
- 2024: Construction of Domain-specified Japanese Large Language Model for Finance through Continual Pre-training
- Masanori Hirano and Kentaro Imajo
- 2024: Quantum Mechanics of Human Perception, Behaviour and Decision-Making: A Do-It-Yourself Model Kit for Modelling Optical Illusions and Opinion Formation in Social Networks
- Ivan S. Maksymov
- 2024: From Predictive Algorithms to Automatic Generation of Anomalies
- Sendhil Mullainathan and Ashesh Rambachan
- 2024: Intergenerational Insurance
- Francesco Lancia, Alessia Russo and Timothy Worrall
- 2024: Quantum Risk Analysis of Financial Derivatives
- Nikitas Stamatopoulos, B. David Clader, Stefan Woerner and William J. Zeng
- 2024: Harmony in the Australian Domain Space
- Xian Gong, Paul X. McCarthy, Marian-Andrei Rizoiu and Paolo Boldi
- 2024: Quantifying fair income distribution in Thailand
- Thitithep Sitthiyot and Kanyarat Holasut
- 2024: Has Anti-corruption Efforts lowered Enterprises Innovation Efficiency? -An Empirical Analysis from China
- Lunwu Liu and Shi Liu
- 2024: More, better or different? Trade-offs between group size and competence development in jury theorems
- Gustaf Arrhenius and Klas Markstr\"om
- 2024: Experimental Analysis of Deep Hedging Using Artificial Market Simulations for Underlying Asset Simulators
- Masanori Hirano
- 2024: ge_gravity2: a command for solving universal gravity models
- Rodolfo Campos, Iliana Reggio and Jacopo Timini
- 2024: Identifying Causal Effects under Kink Setting: Theory and Evidence
- Yi Lu, Jianguo Wang and Huihua Xie
- 2024: DEX Specs: A Mean Field Approach to DeFi Currency Exchanges
- Erhan Bayraktar, Asaf Cohen and April Nellis
- 2024: Business models for the simulation hypothesis
- Evangelos Katsamakas
- 2024: Long run consequence of p-hacking
- Xuanye Wang
- 2024: Developing An Attention-Based Ensemble Learning Framework for Financial Portfolio Optimisation
- Zhenglong Li and Vincent Tam
- 2024: Voting Participation and Engagement in Blockchain-Based Fan Tokens
- Lennart Ante, Aman Saggu, Benjamin Schellinger and Friedrich Wazinksi
- 2024: Enhancing path-integral approximation for non-linear diffusion with neural network
- Anna Knezevic
- 2024: Competition for Budget-Constrained Buyers: Exploring All-Pay Auctions
- Cemil Selcuk
- 2024: Machine learning and economic forecasting: the role of international trade networks
- Thiago Silva, Paulo V. B. Wilhelm and Diego R. Amancio
- 2024: Natural disasters and social entrepreneurship: An attention-based view
- Shihao Wei, Christopher Boudreaux, Zhongfeng Su and Zhan Wu
- 2024: Factor risk measures
- Hirbod Assa and Peng Liu
- 2024: The Squared Kemeny Rule for Averaging Rankings
- Patrick Lederer, Dominik Peters and Tomasz W\k{a}s
- 2024: A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations
- Lorenc Kapllani and Long Teng
- 2024: Exponentially Weighted Moving Models
- Eric Luxenberg and Stephen Boyd
- 2024: One Factor to Bind the Cross-Section of Returns
- Nicola Borri, Denis Chetverikov, Yukun Liu and Aleh Tsyvinski
- 2024: Compositional Growth Models
- Jos\'e Moran and Massimo Riccaboni
- 2024: The Broken Rung: Gender and the Leadership Gap
- Ingrid Haegele
- 2024: On the role of ethics and sustainability in business innovation
- Maria Fay and Frederik F. Fl\"other
- 2024: Enhancing Valuation of Variable Annuities in L\'evy Models with Stochastic Interest Rate
- Ludovic Gouden\`ege, Andrea Molent, Xiao Wei and Antonino Zanette
- 2024: Impacto Distributivo Potencial de Reformas na Tributacao Indireta no Brasil: Simulacoes Baseadas na PEC 45/2019
- Rozane Bezerra dde Siqueira, Jose Ricardo Bezerra Nogueira and Carlos Feitosa Luna
- 2024: International environmental treaties: An honest or a misguided effort
- Reza Hafezi, David A. Wood and Firouzeh Rosa Taghikhah
- 2024: RiskLabs: Predicting Financial Risk Using Large Language Model Based on Multi-Sources Data
- Yupeng Cao, Zhi Chen, Qingyun Pei, Fabrizio Dimino, Lorenzo Ausiello, Prashant Kumar, K. P. Subbalakshmi and Papa Momar Ndiaye
- 2024: Financial climate risk: a review of recent advances and key challenges
- Victor Cardenas
- 2024: Machine learning-based similarity measure to forecast M&A from patent data
- Giambattista Albora, Matteo Straccamore and Andrea Zaccaria
- 2024: Hedonic Models Incorporating ESG Factors for Time Series of Average Annual Home Prices
- Jason R. Bailey, W. Brent Lindquist and Svetlozar T. Rachev
- 2024: High-skilled Human Workers in Non-Routine Jobs are Susceptible to AI Automation but Wage Benefits Differ between Occupations
- Pelin Ozgul, Marie-Christine Fregin, Michael Stops, Simon Janssen and Mark Levels
- 2024: Regression Discontinuity Design with Spillovers
- Eric Auerbach, Yong Cai and Ahnaf Rafi
- 2024: Measuring Arbitrage Losses and Profitability of AMM Liquidity
- Robin Fritsch and Andrea Canidio
- 2024: Information Sale on Network
- Jihwan Do, Lining Han and Xiaoxi Li
- 2024: The PEAL Method: a mathematical framework to streamline securitization structuring
- Andrea Pinto and Antonio Scala
- 2024: Non-concave distributionally robust stochastic control in a discrete time finite horizon setting
- Ariel Neufeld and Julian Sester
- 2024: Generalized measure Black-Scholes equation: Towards option self-similar pricing
- Nizar Riane and Claire David
- 2024: Maximally Forward-Looking Core Inflation
- Philippe Goulet Coulombe, Karin Klieber, Christophe Barrette and Maximilian Goebel
- 2024: Estimating granular house price distributions in the Australian market using Gaussian mixtures
- Willem P Sijp and Anastasios Panagiotelis
- 2024: Context-dependent Causality (the Non-Nonotonic Case)
- Nir Billfeld and Moshe Kim
- 2024: Towards a representative social cost of carbon
- Jinchi Dong, Richard Tol and Fangzhi Wang
- 2024: Towards a generalized accessibility measure for transportation equity and efficiency
- Rajat Verma, Mithun Debnath, Shagun Mittal and Satish V. Ukkusuri
- 2024: CAVIAR: Categorical-Variable Embeddings for Accurate and Robust Inference
- Anirban Mukherjee and Hannah Hanwen Chang
- 2024: Neural Network Modeling for Forecasting Tourism Demand in Stopi\'{c}a Cave: A Serbian Cave Tourism Study
- Buda Baji\'c, Sr{\dj}an Mili\'cevi\'c, Aleksandar Anti\'c, Slobodan Markovi\'c and Nemanja Tomi\'c
- 2024: A Comparison of Cryptocurrency Volatility-benchmarking New and Mature Asset Classes
- Alessio Brini and Jimmie Lenz
- 2024: A many-to-one job market: more about the core and the competitive salaries
- Ata Atay, Marina N\'u\~nez and Tam\'as Solymosi
- 2024: Money Pumps and Bounded Rationality
- Joshua Lanier, Matthew Polisson and John K. -H. Quah
- 2024: Absolute Technical Efficiency Indices
- Montacer Ben Cheikh Larbi and Sina Belkhiria
- 2024: Early Adoption of Generative AI by Global Business Leaders: Insights from an INSEAD Alumni Survey
- Jason P Davis and Jian Bai Li
- 2024: Super Apps and the Digital Markets Act
- Simonetta Vezzoso
- 2024: Algorithmic Fairness and Social Welfare
- Annie Liang and Jay Lu
- 2024: Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect
- Boyao Wu, Difang Huang and Muzi Chen
- 2024: Analyzing Economic Convergence Across the Americas: A Survival Analysis Approach to GDP per Capita Trajectories
- Diego Vallarino
- 2024: Productivity and quality-adjusted life years: QALYs, PALYs and beyond
- Kristian S. Hansen, Juan Moreno-Ternero and Lars P. {\O}sterdal
- 2024: Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence
- Michael Pedersen
- 2024: Subscription-Based Inventory Planning for E-Grocery Retailing
- David Winkelmann and Charlotte K\"ohler
- 2024: The forgotten pillar of sustainability: development of the S-assessment tool to evaluate Organizational Social Sustainability
- Alessandro Annarelli, Tiziana Catarci and Laura Palagi
- 2024: Instruments And Effects Of Monetary And Fiscal Policy: The Relationship Between Inflation, Vat, And Deposit Interest Rate
- Ali Doğdu and Murad Kayacan
- 2024: Regularization for electricity price forecasting
- Bartosz Uniejewski
- 2024: Effect of State and Local Sexual Orientation Anti-Discrimination Laws on Labor Market Differentials
- Scott Delhommer and Domonkos F. Vamossy
- 2024: Social Media Emotions and Market Behavior
- Domonkos F. Vamossy
- 2024: Forecasting with Neuro-Dynamic Programming
- Pedro Afonso Fernandes
- 2024: Consumer Behavior under Benevolent Price Discrimination
- Alexander Erlei, Mattheus Brenig and Nils Engelbrecht
- 2024: The economic consequences of geopolitical fragmentation: Evidence from the Cold War
- Rodolfo Campos, Benedikt Heid and Jacopo Timini
- 2024: Early warning systems for financial markets of emerging economies
- Artem Kraevskiy, Artem Prokhorov and Evgeniy Sokolovskiy
- 2024: Marginal Treatment Effects and Monotonicity
- Henrik Sigstad
- 2024: Collaboratively adding context to social media posts reduces the sharing of false news
- Thomas Renault, David Restrepo Amariles and Aurore Troussel
- 2024: Farkas' Lemma and Complete Indifference
- Florian Herold and Christoph Kuzmics
- 2024: Exploring Sustainable Clothing Consumption in Middle-Income Countries: A case study of Romanian consumers
- Anastasia Cosma
- 2024: Moran's I 2-Stage Lasso: for Models with Spatial Correlation and Endogenous Variables
- Sylvain Barde, Rowan Cherodian and Guy Tchuente
- 2024: Quantum computing approach to realistic ESG-friendly stock portfolios
- Francesco Catalano, Laura Nasello and Daniel Guterding
- 2024: Improved model-free bounds for multi-asset options using option-implied information and deep learning
- Evangelia Dragazi, Shuaiqiang Liu and Antonis Papapantoleon
- 2024: Beyond Social Media Analogues
- Gregory M. Dickinson
- 2024: Priority-Neutral Matching Lattices Are Not Distributive
- Clayton Thomas
- 2024: BERTopic-Driven Stock Market Predictions: Unraveling Sentiment Insights
- Enmin Zhu and Jerome Yen
- 2024: Multicriteria Analysis Model in Sustainable Corn Farming Area Planning
- Abdul Haris, Muhammad Munawir Syarif, Hamed Narolla and Rachmat Hidayat
- 2024: The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model
- Yun-Shi Dai, Peng-Fei Dai and Wei-Xing Zhou
- 2024: Intelligent Optimization of Mine Environmental Damage Assessment and Repair Strategies Based on Deep Learning
- Qishuo Cheng
- 2024: Watanabe's expansion: A Solution for the convexity conundrum
- David Garc\'ia-Lorite and Raul Merino
- 2024: Estimating Heterogeneous Effects: Applications to Labor Economics
- Stephane Bonhomme and Angela Denis
- 2024: Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK
- Katalin Varga and Tibor Szendrei
- 2024: Call the Dentist! A (Con-)Cavity in the Value of Information
- Mark Whitmeyer
- 2024: Empowering Credit Scoring Systems with Quantum-Enhanced Machine Learning
- Javier Mancilla, Andr\'e Sequeira, Tomas Tagliani, Francisco Llaneza and Claudio Beiza
- 2024: Repetitive Dilemma Games in Distribution Information Using Interplay of Droop Quota: Meek's Method in Impact of Maximum Compensation and Minimum Cost Routes in Information Role of Marginal Contribution in Two-Sided Matching Markets
- Yasuko Kawahata
- 2024: Redirecting Flows -- Navigating the Future of the Amazon
- Victor Galaz and Megan Meacham
- 2024: Statistical Inference of Optimal Allocations I: Regularities and their Implications
- Kai Feng and Han Hong
- 2024: Estimating Causal Effects with Double Machine Learning -- A Method Evaluation
- Jonathan Fuhr, Philipp Berens and Dominik Papies
- 2024: Macroeconomic Spillovers of Weather Shocks across U.S. States
- Emanuele Bacchiocchi, Andrea Bastianin and Graziano Moramarco
- 2024: Global Shipyard Capacities Limiting the Ramp-Up of Global Hydrogen Transport
- Maximilian Stargardt, David Kress, Heidi Heinrichs, J\"orn-Christian Meyer, Jochen Lin{\ss}en, Grit Walther and Detlef Stolten
- 2024: The UK Universities Superannuation Scheme valuations 2014-2023: gilt yield dependence, self-sufficiency and metrics
- Jackie Grant
- 2024: Strategic Bidding in Knapsack Auctions
- Peyman Khezr, Vijay Mohan and Lionel Page
- 2024: Can One Hear the Shape of a Decision Problem?
- Mark Whitmeyer
- 2024: Entanglement: Balancing Punishment and Compensation, Repeated Dilemma Game-Theoretic Analysis of Maximum Compensation Problem for Bypass and Least Cost Paths in Fact-Checking, Case of Fake News with Weak Wallace's Law
- Yasuko Kawahata
- 2024: Implementations of Cooperative Games Under Non-Cooperative Solution Concepts
- Justin Chan
- 2024: A Combinatorial Central Limit Theorem for Stratified Randomization
- Purevdorj Tuvaandorj
- 2024: Doing AI: Algorithmic decision support as a human activity
- Joachim Meyer
- 2024: Breaking the HISCO Barrier: Automatic Occupational Standardization with OccCANINE
- Christian M{\o}ller Dahl, Torben Johansen and Christian Vedel
- 2024: Sequential unanimity voting rules for binary social choice
- Stergios Athanasoglou and Somouaoga Bonkoungou
- 2024: Extending the Scope of Inference About Predictive Ability to Machine Learning Methods
- Juan Carlos Escanciano and Ricardo Parra
- 2024: The matching problem with linear transfers is equivalent to a hide-and-seek game
- Alfred Galichon and Antoine Jacquet
- 2024: Maximal Inequalities for Empirical Processes under General Mixing Conditions with an Application to Strong Approximations
- Demian Pouzo
- 2024: When Can We Use Two-Way Fixed-Effects (TWFE): A Comparison of TWFE and Novel Dynamic Difference-in-Differences Estimators
- Tobias R\"uttenauer and Ozan Aksoy
- 2024: Exploring the Impact: How Decentralized Exchange Designs Shape Traders' Behavior on Perpetual Future Contracts
- Erdong Chen, Mengzhong Ma and Zixin Nie
- 2024: Competitive advantage of URLLC vs. eMBB for supporting timeliness-relevant services
- Luis Guijarro, Jose-Ramon Vidal and Vicent Pla
- 2024: Technological Shocks and Algorithmic Decision Aids in Credence Goods Markets
- Alexander Erlei and Lukas Meub
- 2024: Analytic Pricing of SOFR Futures Contracts with Smile and Skew
- Aurelio Romero-Berm\'udez and Colin Turfus
- 2024: High-dimensional forecasting with known knowns and known unknowns
- Mohammad Pesaran and Ronald Smith
- 2024: Higher order approximation of option prices in Barndorff-Nielsen and Shephard models
- \'Alvaro Guinea Juli\'a and Alet Roux
- 2024: Inference under partial identification with minimax test statistics
- Isaac Loh
- 2024: Temporal Aggregation for the Synthetic Control Method
- Liyang Sun, Eli Ben-Michael and Avi Feller
- 2024: Fake Google restaurant reviews and the implications for consumers and restaurants
- Shawn Berry
- 2024: Consistent asset modelling with random coefficients and switches between regimes
- Felix L. Wolf, Griselda Deelstra and Lech A. Grzelak
- 2024: Inference for Synthetic Controls via Refined Placebo Tests
- Lihua Lei and Timothy Sudijono
- 2024: Can Large Language Models Beat Wall Street? Unveiling the Potential of AI in Stock Selection
- Georgios Fatouros, Konstantinos Metaxas, John Soldatos and Dimosthenis Kyriazis
- 2024: Text mining arXiv: a look through quantitative finance papers
- Michele Leonardo Bianchi
- 2024: Non-Atomic Arbitrage in Decentralized Finance
- Lioba Heimbach, Vabuk Pahari and Eric Schertenleib
- 2024: Time-inconsistent mean field and n-agent games under relative performance criteria
- Zongxia Liang and Keyu Zhang
- 2024: Efficiency of QMLE for dynamic panel data models with interactive effects
- Jushan Bai
- 2024: Simple Proofs of the Variational and Multiple Priors Representations
- Ian Ball
- 2024: From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks
- Philippe Goulet Coulombe, Mikael Frenette and Karin Klieber
- 2024: Optimal Transport Divergences induced by Scoring Functions
- Silvana M. Pesenti and Steven Vanduffel
- 2024: Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models
- Christis Katsouris
- 2024: A Gaussian Process Based Method with Deep Kernel Learning for Pricing High-dimensional American Options
- Jirong Zhuang, Deng Ding, Weiguo Lu, Xuan Wu and Gangnan Yuan
- 2024: Sustainable Development Goal (SDG) 8: New Zealand Prospects while Yield Curve Inverts in Central Bank Digital Currency (CBDC) Era
- Qionghua Chu
- 2024: Common Knowledge, Regained
- Yannai A. Gonczarowski and Yoram Moses
- 2024: Estimation and Inference for a Class of Generalized Hierarchical Models
- Chaohua Dong, Jiti Gao, Bin Peng and Yayi Yan
- 2024: Tackling Interference Induced by Data Training Loops in A/B Tests: A Weighted Training Approach
- Nian Si
- 2024: Bounding the approach to oligarchy in a variant of the yard-sale model
- David W. Cohen and Bruce M. Boghosian
- 2024: Reconciling Open Interest with Traded Volume in Perpetual Swaps
- Ioannis Giagkiozis and Emilio Said
- 2024: Risk valuation of quanto derivatives on temperature and electricity
- Aur\'elien Alfonsi and Nerea Vadillo
- 2024: Theoretical Economics as Successive Approximations of Statistical Moments
- Victor Olkhov
- 2024: Approximating the set of Nash equilibria for convex games
- Zachary Feinstein, Niklas Hey and Birgit Rudloff
- 2024: Assessing the Solvency of Virtual Asset Service Providers: Are Current Standards Sufficient?
- Pietro Saggese, Esther Segalla, Michael Sigmund, Burkhard Raunig, Felix Zangerl and Bernhard Haslhofer
- 2024: Don't Let MEV Slip: The Costs of Swapping on the Uniswap Protocol
- Austin Adams, Benjamin Y Chan, Sarit Markovich and Xin Wan
- 2024: require: Package dependencies for reproducible research
- Sergio Correia and Matthew P. Seay
- 2024: Odd period cycles and ergodic properties in price dynamics for an exchange economy
- Tomohiro Uchiyama
- 2024: Not obviously manipulable allotment rules
- R. Pablo Arribillaga and Agustín Bonifacio
- 2024: Sensitivity Analysis for Linear Estimators
- Jacob Dorn and Luther Yap
- 2024: Motives for Delegating Financial Decisions
- Mikhail Freer, Daniel Friedman and Simon Weidenholzer
- 2024: Economic Complexity Limits Accuracy of Price Probability Predictions by Gaussian Distributions
- Victor Olkhov
- 2024: A novel approach for quantum financial simulation and quantum state preparation
- Yen-Jui Chang, Wei-Ting Wang, Hao-Yuan Chen, Shih-Wei Liao and Ching-Ray Chang
- 2024: Position Uncertainty in a Sequential Public Goods Game: An Experiment
- Chowdhury Mohammad S Anwar and Konstantinos Georgalos
- 2024: Quantifying the Influence of Climate on Human Mind and Culture: Evidence from Visual Art
- Shuhei Kitamura
- 2024: Derivative Pricing using Quantum Signal Processing
- Nikitas Stamatopoulos and William J. Zeng
- 2024: Propagation of a carbon price in a credit portfolio through macroeconomic factors
- G\'eraldine Bouveret, Jean-Fran\c{c}ois Chassagneux, Smail Ibbou, Antoine Jacquier and Lionel Sopgoui
- 2024: Sharing Credit for Joint Research
- Nicholas Wu
- 2024: Advancing Ad Auction Realism: Practical Insights & Modeling Implications
- Ming Chen, Sareh Nabi and Marciano Siniscalchi
- 2024: Advertiser Learning in Direct Advertising Markets
- Carl F. Mela, Jason M. T. Roos and Tulio Sousa
- 2024: On Unified Adaptive Portfolio Management
- Chi-Lin Li and Chung-Han Hsieh
- 2024: A Double Machine Learning Approach to Combining Experimental and Observational Data
- Harsh Parikh, Marco Morucci, Vittorio Orlandi, Sudeepa Roy, Cynthia Rudin and Alexander Volfovsky
- 2024: Fair integer programming under dichotomous and cardinal preferences
- Tom Demeulemeester, Dries Goossens, Ben Hermans and Roel Leus
- 2024: Improved Financial Forecasting via Quantum Machine Learning
- Sohum Thakkar, Skander Kazdaghli, Natansh Mathur, Iordanis Kerenidis, Andr\'e J. Ferreira-Martins and Samurai Brito
- 2024: Social Media Emotions and IPO Returns
- Domonkos F. Vamossy
- 2024: DoubleAdapt: A Meta-learning Approach to Incremental Learning for Stock Trend Forecasting
- Lifan Zhao, Shuming Kong and Yanyan Shen
- 2024: A Comparative Study of Factor Models for Different Periods of the Electricity Spot Price Market
- Christian Laudag\'e, Florian Aichinger and Sascha Desmettre
- 2024: Candidate Incentive Distributions: How voting methods shape electoral incentives
- Marcus Ogren
- 2024: Maximally Machine-Learnable Portfolios
- Philippe Goulet Coulombe and Maximilian Goebel
- 2024: Life after (Soft) Default
- Giacomo De Giorgi and Costanza Naguib
- 2024: On the Instability of Fractional Reserve Banking
- Heon Lee
- 2024: Nash implementation in a many-to-one matching market
- Noelia Juarez, Paola Manasero and Jorge Oviedo
- 2024: Rational social distancing in epidemics with uncertain vaccination timing
- Simon K. Schnyder, John J. Molina, Ryoichi Yamamoto and Matthew S. Turner
- 2024: Equity Protection Swaps: A New Type of Investment Insurance for Holders of Superannuation Accounts
- Huansang Xu, Ruyi Liu and Marek Rutkowski
- 2024: Bubble Necessity Theorem
- Tomohiro Hirano and Alexis Akira Toda
- 2024: The use of trade data in the analysis of global phosphate flows
- Matthias Raddant, Martin Bertau and Gerald Steiner
- 2024: Using a Deep Learning Model to Simulate Human Stock Trader's Methods of Chart Analysis
- Sungwoo Kang and Jong-Kook Kim
- 2024: How Do Digital Advertising Auctions Impact Product Prices?
- Dirk Bergemann, Alessandro Bonatti and Nicholas Wu
- 2024: Nash equilibria for relative investors with (non)linear price impact
- Nicole B\"auerle and Tamara G\"oll
- 2024: Uncertain Short-Run Restrictions and Statistically Identified Structural Vector Autoregressions
- Sascha A. Keweloh
- 2024: The Economic Value of User Tracking for Publishers
- Rene Laub, Klaus M. Miller and Bernd Skiera
- 2024: Renewable Energy Expansion under Taxes and Subsidies: A Transmission Operator's Perspective
- Nikita Belyak, Steven A. Gabriel, Nikolay Khabarov and Fabricio Oliveira
- 2024: Firm-level supply chains to minimize unemployment and economic losses in rapid decarbonization scenarios
- Johannes Stangl, Andr\'as Borsos, Christian Diem, Tobias Reisch and Stefan Thurner
- 2024: Stochastic control problems with state-reflections arising from relaxed benchmark tracking
- Lijun Bo, Yijie Huang and Xiang Yu
- 2024: Monotone Function Intervals: Theory and Applications
- Kai Hao Yang and Alexander K. Zentefis
- 2024: Quantum Monte Carlo algorithm for solving Black-Scholes PDEs for high-dimensional option pricing in finance and its complexity analysis
- Jianjun Chen, Yongming Li and Ariel Neufeld
- 2024: Innovation through intra and inter-regional interaction in economic geography
- Jos\'e M. Gaspar and Minoru Osawa
- 2024: Liquid Democracy. Two Experiments on Delegation in Voting
- Victoria Mooers, Joseph Campbell, Alessandra Casella, Lucas de Lara and Dilip Ravindran
- 2024: Valuing Pharmaceutical Drug Innovations
- Gaurab Aryal, Federico Ciliberto, Leland Farmer and Ekaterina Khmelnitskaya
- 2024: The Falsification Adaptive Set in Linear Models with Instrumental Variables that Violate the Exclusion or Conditional Exogeneity Restriction
- Nicolas Apfel and Frank Windmeijer
- 2024: Bayesian Neural Networks for Macroeconomic Analysis
- Niko Hauzenberger, Florian Huber, Karin Klieber and Massimiliano Marcellino
- 2024: Time-aware Metapath Feature Augmentation for Ponzi Detection in Ethereum
- Chengxiang Jin, Jiajun Zhou, Jie Jin, Jiajing Wu and Qi Xuan
- 2024: Observable Perfect Equilibrium
- Sam Ganzfried
- 2024: The Minimum Wage as an Anchor: Effects on Determinations of Fairness by Humans and AI
- Dario G. Soatto
- 2024: Efficient Integrated Volatility Estimation in the Presence of Infinite Variation Jumps via Debiased Truncated Realized Variations
- B. Cooper Boniece, Jos\'e E. Figueroa-L\'opez and Yuchen Han
- 2024: The boosted HP filter is more general than you might think
- Ziwei Mei, Peter Phillips and Zhentao Shi
- 2024: Local Projection Inference in High Dimensions
- Robert Adamek, Stephan Smeekes and Ines Wilms
- 2024: Switchback Experiments under Geometric Mixing
- Yuchen Hu and Stefan Wager
- 2024: Signature-based validation of real-world economic scenarios
- Herv\'e Andr\`es, Alexandre Boumezoued and Benjamin Jourdain
- 2024: Forecasting Algorithms for Causal Inference with Panel Data
- Jacob Goldin, Julian Nyarko and Justin Young
- 2024: The Effect of External Debt on Greenhouse Gas Emissions
- Jorge Carrera and Pablo de la Vega
- 2024: Nonlinear Fore(Back)casting and Innovation Filtering for Causal-Noncausal VAR Models
- Christian Gourieroux and Joann Jasiak
- 2024: The Power of Tests for Detecting $p$-Hacking
- Graham Elliott, Nikolay Kudrin and Kaspar W\"uthrich
- 2024: Dynamic Stochastic Inventory Management in E-Grocery Retailing
- David Winkelmann, Matthias Ulrich, Michael R\"omer, Roland Langrock and Hermann Jahnke
- 2024: Rational social distancing policy during epidemics with limited healthcare capacity
- Simon K. Schnyder, John J. Molina, Ryoichi Yamamoto and Matthew S. Turner
- 2024: Do t-Statistic Hurdles Need to be Raised?
- Andrew Y. Chen
- 2024: Inference for Cluster Randomized Experiments with Non-ignorable Cluster Sizes
- Federico Bugni, Ivan Canay, Azeem Shaikh and Max Tabord-Meehan
- 2024: Finite Sample Inference in Incomplete Models
- Lixiong Li and Marc Henry
- 2024: Risk-Averse Markov Decision Processes through a Distributional Lens
- Ziteng Cheng and Sebastian Jaimungal
- 2024: Lorenz map, inequality ordering and curves based on multidimensional rearrangements
- Yanqin Fan, Marc Henry, Brendan Pass and Jorge A. Rivero
- 2024: Identifying the Deviator
- Noga Alon, Benjamin Gunby, Xiaoyu He, Eran Shmaya and Eilon Solan
- 2024: On the Uniqueness and Stability of the Equilibrium Price in Quasi-Linear Economies
- Yuhki Hosoya
- 2024: Reputation, Learning and Project Choice in Frictional Economies
- Farzad Pourbabaee
- 2024: The credit spread curve. I: Fundamental concepts, fitting, par-adjusted spread, and expected return
- Richard J. Martin
- 2024: Contextually Private Mechanisms
- Andreas Haupt and Zo\"e Hitzig
- 2024: Mathematical Model of International Trade and Global Economy
- N. S. Gonchar, O. P. Dovzhyk, A. S. Zhokhin, W. H. Kozyrski and A. P. Makhort
- 2024: CP Factor Model for Dynamic Tensors
- Yuefeng Han, Dan Yang, Cun-Hui Zhang and Rong Chen
- 2024: Strategic formation of collaborative networks
- Philip Solimine and Luke Boosey
- 2024: A Pomeranzian Growth Theory of the Great Divergence
- Shuhei Aoki
- 2024: Testability of Reverse Causality Without Exogenous Variation
- Christoph Breunig and Patrick Burauel
- 2024: Dynamic Ordered Panel Logit Models
- Bo E. Honor\'e, Chris Muris and Martin Weidner
- 2024: The Machiavellian frontier of top trading cycles
- Yajing Chen, Zhenhua Jiao, Chenfeng Zhang and Luosai Zhang
- 2024: Robustifying Conditional Portfolio Decisions via Optimal Transport
- Viet Anh Nguyen, Fan Zhang, Shanshan Wang, Jose Blanchet, Erick Delage and Yinyu Ye
- 2024: Beyond Unbounded Beliefs: How Preferences and Information Interplay in Social Learning
- Navin Kartik, SangMok Lee, Tianhao Liu and Daniel Rappoport
- 2024: Monotone additive statistics
- Xiaosheng Mu, Luciano Pomatto, Philipp Strack and Omer Tamuz
- 2024: To VaR, or Not to VaR, That is the Question
- Victor Olkhov
- 2024: Adversarial Estimation of Riesz Representers
- Victor Chernozhukov, Whitney Newey, Rahul Singh and Vasilis Syrgkanis
- 2024: Discordant Relaxations of Misspecified Models
- Lixiong Li, D\'esir\'e K\'edagni and Isma\"el Mourifi\'e
- 2024: On robust fundamental theorems of asset pricing in discrete time
- Huy N. Chau
- 2024: Global Sensitivity and Domain-Selective Testing for Functional-Valued Responses: An Application to Climate Economy Models
- Matteo Fontana, Massimo Tavoni and Simone Vantini
- 2024: Estimation and Uniform Inference in Sparse High-Dimensional Additive Models
- Philipp Bach, Sven Klaassen, Jannis Kueck and Martin Spindler
- 2024: Approximating intractable short ratemodel distribution with neural network
- Anna Knezevic and Nikolai Dokuchaev
- 2024: Efficient and Convergent Sequential Pseudo-Likelihood Estimation of Dynamic Discrete Games
- Adam Dearing and Jason Blevins
- 2024: Pricing and hedging short-maturity Asian options in local volatility models
- Jaehyun Kim, Hyungbin Park and Jonghwa Park
- 2024: The Use of Binary Choice Forests to Model and Estimate Discrete Choices
- Ningyuan Chen, Guillermo Gallego and Zhuodong Tang
- 2024: Policy Targeting under Network Interference
- Davide Viviano
- 2024: On Binscatter
- Matias Cattaneo, Richard Crump, Max Farrell and Yingjie Feng
- 2024: Household Leverage Cycle Around the Great Recession
- Bo Li
- 2024: Beyond the Mean: Testing Consumer Rationality through Higher Moments of Demand
- Sebastiaan Maes and Raghav Malhotra
- 2024: Liquidity Jump, Liquidity Diffusion, and Portfolio of Assets with Extreme Liquidity
- Qi Deng and Zhong-guo Zhou
- 2024: Crosswashing in Sustainable Investing: Unveiling Strategic Practices Impacting ESG Scores
- Bertrand Kian Hassani and Yacoub Bahini
- 2024: Modeling the Feedback of AI Price Estimations on Actual Market Values
- Viorel Silaghi, Zobaida Alssadi, Ben Mathew, Majed Alotaibi, Ali Alqarni and Marius Silaghi
- 2024: Targeted aspect-based emotion analysis to detect opportunities and precaution in financial Twitter messages
- Silvia Garc\'ia-M\'endez, Francisco de Arriba-P\'erez, Ana Barros-Vila and Francisco J. Gonz\'alez-Casta\~no
- 2024: An End-to-End Structure with Novel Position Mechanism and Improved EMD for Stock Forecasting
- Chufeng Li and Jianyong Chen
- 2024: Unveiling the Impact of Macroeconomic Policies: A Double Machine Learning Approach to Analyzing Interest Rate Effects on Financial Markets
- Anoop Kumar, Suresh Dodda, Navin Kamuni and Rajeev Kumar Arora
- 2024: Detection of financial opportunities in micro-blogging data with a stacked classification system
- Francisco de Arriba-P\'erez, Silvia Garc\'ia-M\'endez, Jos\'e A. Regueiro-Janeiro and Francisco J. Gonz\'alez-Casta\~no
- 2024: Recursive index for assessing value added of individual scientific publications
- Eldar Knar
- 2024: Automatic detection of relevant information, predictions and forecasts in financial news through topic modelling with Latent Dirichlet Allocation
- Silvia Garc\'ia-M\'endez, Francisco de Arriba-P\'erez, Ana Barros-Vila, Francisco J. Gonz\'alez-Casta\~no and Enrique Costa-Montenegro
- 2024: Detection of Temporality at Discourse Level on Financial News by Combining Natural Language Processing and Machine Learning
- Silvia Garc\'ia-M\'endez, Francisco de Arriba-P\'erez, Ana Barros-Vila and Francisco J. Gonz\'alez-Casta\~no
- 2024: Methods of Stochastic Field Theory in Non-Equilibrium Systems -- Spontaneous Symmetry Breaking of Ergodicity
- Tatsuru Kikuchi
- 2024: Convolution-t Distributions
- Peter Hansen and Chen Tong
- 2024: Using Machine Learning to Forecast Market Direction with Efficient Frontier Coefficients
- Nolan Alexander and William Scherer
- 2024: Estimating sample paths of Gauss-Markov processes from noisy data
- Benjamin Davies
- 2024: Portfolio management using graph centralities: Review and comparison
- Bahar Arslan, Vanni Noferini and Spyridon Vrontos
- 2024: Sequential Synthetic Difference in Differences
- Dmitry Arkhangelsky and Aleksei Samkov
- 2024: Temporal Graph Networks for Graph Anomaly Detection in Financial Networks
- Yejin Kim, Youngbin Lee, Minyoung Choe, Sungju Oh and Yongjae Lee
- 2024: Investigating Similarities Across Decentralized Financial (DeFi) Services
- Junliang Luo, Stefan Kitzler and Pietro Saggese
- 2024: Antinetwork among China A-shares
- Peng Liu
- 2024: Missing Data Imputation With Granular Semantics and AI-driven Pipeline for Bankruptcy Prediction
- Debarati Chakraborty and Ravi Ranjan
- 2024: Stress index strategy enhanced with financial news sentiment analysis for the equity markets
- Baptiste Lefort, Eric Benhamou, Jean-Jacques Ohana, David Saltiel, Beatrice Guez and Thomas Jacquot
- 2024: Predicting the impact of e-commerce indices on international trade in Iran and other selected members of the Organization for Economic Co-operation and Development (OECD) by using the artificial intelligence and P-VAR model
- Soheila Khajoui, Saeid Dehyadegari and Sayyed Abdolmajid Jalaee
- 2024: Risk exchange under infinite-mean Pareto models
- Yuyu Chen, Paul Embrechts and Ruodu Wang
- 2024: Variability in Aggregate Personal Income Across Industrial Sectors During COVID-19 Shock: A Time-Series Exploration
- Didarul Islam and Mohammad Abdullah Al Faisal
- 2024: Using Images as Covariates: Measuring Curb Appeal with Deep Learning
- Ardyn Nordstrom, Morgan Nordstrom and Matthew Webb
- 2024: Strategic complementarities as stochastic control under sticky price
- Lambert Dong
- 2024: Reinforcement Learning in Agent-Based Market Simulation: Unveiling Realistic Stylized Facts and Behavior
- Zhiyuan Yao, Zheng Li, Matthew Thomas and Ionut Florescu
- 2024: Enhancing Anomaly Detection in Financial Markets with an LLM-based Multi-Agent Framework
- Taejin Park
- 2024: Dynamic Analyses of Contagion Risk and Module Evolution on the SSE A-Shares Market Based on Minimum Information Entropy
- Muzi Chen, Yuhang Wang, Boyao Wu and Difang Huang
- 2024: Dynamic Correlation of Market Connectivity, Risk Spillover and Abnormal Volatility in Stock Price
- Muzi Chen, Nan Li, Lifen Zheng, Difang Huang and Boyao Wu
- 2024: Blockchains, MEV and the knapsack problem: a primer
- Vijay Mohan and Peyman Khezr
- 2024: Towards Standardized Regulations for Block Chain Smart Contracts: Insights from Delphi and SWARA Analysis
- Shahin Heidari, Shannon Hashemi, Mohammad-Soroush Khorsand, Alireza Daneshfar and Seyedalireza Jazayerifar
- 2024: Optimal Rebalancing in Dynamic AMMs
- Matthew Willetts and Christian Harrington
- 2024: Limited Attention Allocation in a Stochastic Linear Quadratic System with Multiplicative Noise
- Xiangyu Cui, Jianjun Gao and Lingjie Kong
- 2024: Learning Optimal Behavior Through Reasoning and Experiences
- Cosmin Ilut and Rosen Valchev
- 2024: Generalizing Better Response Paths and Weakly Acyclic Games
- Bora Yongacoglu, G\"urdal Arslan, Lacra Pavel and Serdar Y\"uksel
- 2024: Ethical considerations when planning, implementing and releasing health economic model software: a new proposal
- Matthew P Hamilton, Caroline Gao, Jonathan Karnon, Luis Salvador-Carulla, Sue M Cotton and Cathrine Mihalopoulos
- 2024: Deconvolution from two order statistics
- JoonHwan Cho, Yao Luo and Ruli Xiao
- 2024: Share the Sugar
- Christian Tarsney, Harvey Lederman and Dean Spears
- 2024: On the Pettis Integral Approach to Large Population Games
- Masaki Miyashita and Takashi Ui
- 2024: Decoding excellence: Mapping the demand for psychological traits of operations and supply chain professionals through text mining
- S. Di Luozzo, A. Fronzetti Colladon and M. M. Schiraldi
- 2024: Prediction-sharing During Training and Inference
- Yotam Gafni, Ronen Gradwohl and Moshe Tennenholtz
- 2024: Alternatives to classical option pricing
- W. Brent Lindquist and Svetlozar T. Rachev
- 2024: Design Insights for Industrial CO2 Capture, Transport, and Storage Systems
- Tubagus Aryandi Gunawan, Lilianna Gittoes, Cecelia Isaac, Chris Greig and Eric Larson
- 2024: High-Dimensional Mean-Variance Spanning Tests
- David Ardia, S\'ebastien Laurent and Rosnel Sessinou
- 2024: The Impact of Pradhan Mantri Ujjwala Yojana on Indian Households
- Nabeel Asharaf and Richard Tol
- 2024: Revisiting Boehmer et al. (2021): Recent Period, Alternative Method, Different Conclusions
- David Ardia, Cl\'ement Aymard and Tolga Cenesizoglu
- 2024: The Costs of Competition in Distributing Scarce Research Funds
- Gerald Schweiger, Adrian Barnett, Peter van den Besselaar, Lutz Bornmann, Andreas De Block, John P. A. Ioannidis, Ulf Sandstr\"om and Stijn Conix
- 2024: Resistant Inference in Instrumental Variable Models
- Jens Klooster and Mikhail Zhelonkin
- 2024: Determinants of Uruguay's Real Effective Exchange Rate: A Mundell-Fleming Model Approach
- Didarul Islam and Mohammad Abdullah Al Faisal
- 2024: Optimal testing in a class of nonregular models
- Yuya Shimizu and Taisuke Otsu
- 2024: A new social welfare function with a number of desirable properties
- Fujun Hou
- 2024: Workplace sustainability or financial resilience? Composite-financial resilience index
- Elham Daadmehr
- 2024: Rank-Dependent Predictable Forward Performance Processes
- Bahman Angoshtari and Shida Duan
- 2024: The Informativeness of Combined Experimental and Observational Data under Dynamic Selection
- Yechan Park and Yuya Sasaki
- 2024: Markovian projections for It\^o semimartingales with jumps
- Martin Larsson and Shukun Long
- 2024: Hedge Fund Index Rules and Construction
- David Xiao
- 2024: Anticipatory Gains and Event-Driven Losses in Blockchain-Based Fan Tokens: Evidence from the FIFA World Cup
- Aman Saggu, Lennart Ante and Ender Demir
- 2024: Discounted Subjective Expected Utility in Continuous Time
- Lorenzo Bastianello and Vassili Vergopoulos
- 2024: Human behaviour through a LENS: How Linguistic content triggers Emotions and Norms and determines Strategy choices
- Valerio Capraro
- 2024: Measuring Gender and Racial Biases in Large Language Models
- Jiafu An, Difang Huang, Chen Lin and Mingzhu Tai
- 2024: Tests for almost stochastic dominance
- Amparo Ba\'illo, Javier C\'arcamo and Carlos Mora-Corral
- 2024: Robust Utility Optimization via a GAN Approach
- Florian Krach, Josef Teichmann and Hanna Wutte
- 2024: Modelling with Discretized Variables
- Felix Chan, Laszlo Matyas and Agoston Reguly
- 2024: Teamwork and Spillover Effects in Performance Evaluations
- Enzo Brox and Michael Lechner
- 2024: On the Weighted Top-Difference Distance: Axioms, Aggregation, and Approximation
- Andrea Aveni, Ludovico Crippa and Giulio Principi
- 2024: Fast TTC Computation
- Irene Aldridge
- 2024: Construction of a Japanese Financial Benchmark for Large Language Models
- Masanori Hirano
- 2024: A Markov approach to credit rating migration conditional on economic states
- Michael Kalkbrener and Natalie Packham
- 2024: On the Hull-White model with volatility smile for Valuation Adjustments
- T. van der Zwaard, L. A. Grzelak and C. W. Oosterlee
- 2024: Six Levels of Privacy: A Framework for Financial Synthetic Data
- Tucker Balch, Vamsi K. Potluru, Deepak Paramanand and Manuela Veloso
- 2024: Utilizing the LightGBM Algorithm for Operator User Credit Assessment Research
- Shaojie Li, Xinqi Dong, Danqing Ma, Bo Dang, Hengyi Zang and Yulu Gong
- 2024: DiffSTOCK: Probabilistic relational Stock Market Predictions using Diffusion Models
- Divyanshu Daiya, Monika Yadav and Harshit Singh Rao
- 2024: Robust Communication Between Parties with Nearly Independent Preferences
- Alistair Barton
- 2024: New Stochastic Fubini Theorems
- Tahir Choulli and Martin Schweizer
- 2024: Policy Relevant Treatment Effects with Multidimensional Unobserved Heterogeneity
- Takuya Ura and Lina Zhang
- 2024: Robust Inference in Locally Misspecified Bipartite Networks
- Luis E. Candelaria and Yichong Zhang
- 2024: Enhancing Law Enforcement Training: A Gamified Approach to Detecting Terrorism Financing
- Francesco Zola, Lander Segurola, Erin King, Martin Mullins and Raul Orduna
- 2024: Detecting and Triaging Spoofing using Temporal Convolutional Networks
- Kaushalya Kularatnam and Tania Stathaki
- 2024: Optimal VPPI strategy under Omega ratio with stochastic benchmark
- Guohui Guan, Lin He, Zongxia Liang and Litian Zhang
- 2024: Multifractal wavelet dynamic mode decomposition modeling for marketing time series
- Mohamed Elshazli A. Zidan, Anouar Ben Mabrouk, Nidhal Ben Abdallah and Tawfeeq M. Alanazi
- 2024: On Equilibrium Determinacy in Overlapping Generations Models with Money
- Tomohiro Hirano and Alexis Akira Toda
- 2024: Modeling stock price dynamics on the Ghana Stock Exchange: A Geometric Brownian Motion approach
- Dennis Lartey Quayesam, Anani Lotsi and Felix Okoe Mettle
- 2024: Performance, Knowledge Acquisition and Satisfaction in Self-selected Groups: Evidence from a Classroom Field Experiment
- Julius D\"uker and Alexander Rieber
- 2024: Composite likelihood estimation of stationary Gaussian processes with a view toward stochastic volatility
- Mikkel Bennedsen, Kim Christensen and Peter Christensen
- 2024: Uncertainty in the financial market and application to forecastabnormal financial fluctuations
- Shige Peng, Shuzhen Yang and Wenqing Zhang
- 2024: Inflation Target at Risk: A Time-varying Parameter Distributional Regression
- Yunyun Wang, Tatsushi Oka and Dan Zhu
- 2024: FinLlama: Financial Sentiment Classification for Algorithmic Trading Applications
- Thanos Konstantinidis, Giorgos Iacovides, Mingxue Xu, Tony G. Constantinides and Danilo Mandic
- 2024: The Best of Many Robustness Criteria in Decision Making: Formulation and Application to Robust Pricing
- Jerry Anunrojwong, Santiago R. Balseiro and Omar Besbes
- 2024: Fragile Stable Matchings
- Kirill Rudov
- 2024: Advanced Statistical Arbitrage with Reinforcement Learning
- Boming Ning and Kiseop Lee
- 2024: Effect of Leaders Voice on Financial Market: An Empirical Deep Learning Expedition on NASDAQ, NSE, and Beyond
- Arijit Das, Tanmoy Nandi, Prasanta Saha, Suman Das, Saronyo Mukherjee, Sudip Kumar Naskar and Diganta Saha
- 2024: Scenarios for the Transition to AGI
- Anton Korinek and Donghyun Suh
- 2024: Risk premium and rough volatility
- Ofelia Bonesini, Antoine Jacquier and Aitor Muguruza
- 2024: Nonconcave Robust Utility Maximization under Projective Determinacy
- Laurence Carassus and Massinissa Ferhoune
- 2024: Multiscale Orientation Values for Biodiversity, Climate and Water: A Scientific Input for Science- Based Targets
- Viktoras Kulionis, Andreas Froemelt and Stephan Pfister
- 2024: Identification of Information Structures in Bayesian Games
- Masaki Miyashita
- 2024: Nonparametric Identification and Estimation with Non-Classical Errors-in-Variables
- Kirill S. Evdokimov and Andrei Zeleneev
- 2024: What Makes Systemic Discrimination, "Systemic?" Exposing the Amplifiers of Inequity
- David B. McMillon
- 2024: Financial Performance and Innovation: Evidence From USA, 1998-2023
- Panteleimon Kruglov and Charles Shaw
- 2024: Improving Fairness in Credit Lending Models using Subgroup Threshold Optimization
- Cecilia Ying and Stephen Thomas
- 2024: Resilient by Design: Simulating Street Network Disruptions across Every Urban Area in the World
- Geoff Boeing and Jaehyun Ha
- 2024: Default Resilience and Worst-Case Effects in Financial Networks
- Giuseppe Calafiore, Giulia Fracastoro and Anton Proskurnikov
- 2024: Limits of Approximating the Median Treatment Effect
- Raghavendra Addanki and Siddharth Bhandari
- 2024: Gentrification, displacement, and income trajectory of incumbents
- Pierre-Loup Beauregard
- 2024: Can a GPT4-Powered AI Agent Be a Good Enough Performance Attribution Analyst?
- Bruno de Melo and Jamiel Sheikh
- 2024: Goodness-of-Fit for Conditional Distributions: An Approach Using Principal Component Analysis and Component Selection
- Cui Rui and Li Yuhao
- 2024: Optimal Portfolio Choice with Cross-Impact Propagators
- Eduardo Abi Jaber, Eyal Neuman and Sturmius Tuschmann
- 2024: A Big Data Approach to Understand Sub-national Determinants of FDI in Africa
- A. Fronzetti Colladon, R. Vestrelli, S. Bait and M. M. Schiraldi
- 2024: Irrational Random Utility Models
- Daniele Caliari and Henrik Petri
- 2024: Prediction of retail chain failure: examples of recent U.S. retail failures
- Shawn Berry
- 2024: Hydrodynamics of Markets:Hidden Links Between Physics and Finance
- Alexander Lipton
- 2024: Layer 2 be or Layer not 2 be: Scaling on Uniswap v3
- Austin Adams
- 2024: Artificial Bugs for Crowdsearch
- Hans Gersbach, Fikri Pitsuwan and Pio Blieske
- 2024: Climate Immobility Traps: A Household-Level Test
- Marco Letta, Pierluigi Montalbano and Adriana Paolantonio
- 2024: News Media as Suppliers of Narratives (and Information)
- Kfir Eliaz and Ran Spiegler
- 2024: Study on Standardizing Working Time: A Case of XYZ Retail Store in Bandung, Indonesia
- Aprodhita Anindya Putri and Akhmad Yunani
- 2024: Language-based game theory in the age of artificial intelligence
- Valerio Capraro, Roberto Di Paolo, Matjaz Perc and Veronica Pizziol
- 2024: Measuring the bioeconomy economically: exploring the connections between concepts, methods, data, indicators and their limitations
- Sebasti\'an Leavy, Gabriela Allegretti, Elen Presotto, Marco Antonio Montoya and Edson Talamini
- 2024: Valuation of Power Purchase Agreements for Corporate Renewable Energy Procurement
- Roozbeh Qorbanian, Nils L\"ohndorf and David Wozabal
- 2024: The social value of overreaction to information
- Matteo Bizzarri and Daniele d'Arienzo
- 2024: Measures of relevance to the success of streaming platforms
- Juan Carlos Gon\c{c}alves-Dosantos, Ricardo Mart\'inez and Joaqu\'in S\'anchez-Soriano
- 2024: A vicious cycle along busy bus corridors and how to abate it
- Minyu Shen, Weihua Gu, Michael J. Cassidy, Yongjie Lin and Wei Ni
- 2024: Trading Large Orders in the Presence of Multiple High-Frequency Anticipatory Traders
- Ziyi Xu and Xue Cheng
- 2024: Algorithmic Information Disclosure in Optimal Auctions
- Yang Cai, Yingkai Li and Jinzhao Wu
- 2024: Tournament Auctions
- Luca Anderlini and GaOn Kim
- 2024: Score-based mechanisms
- Eduardo Perez and Vasiliki Skreta
- 2024: Pairs Trading Using a Novel Graphical Matching Approach
- Khizar Qureshi and Tauhid Zaman
- 2024: Price Gouging or Market Forces? Fairness Perceptions of Price Hikes in the Pandemic
- Avichai Snir, Daniel Levy, Dudi Levy and Haipeng Allan Chen
- 2024: Carbon Economics of Different Agricultural Practices for Farming Soil
- Suganthi Pazhanivel Koushika, Anbalagan Krishnaveni, Sellaperumal Pazhanivelan, Alagirisamy Bharani, Venugopal Arunkumar, Perumal Devaki and Narayanan Muthukrishnan
- 2024: Study of the Impact of the Big Data Era on Accounting and Auditing
- Yuxiang Sun, Jingyi Li, Mengdie Lu and Zongying Guo
- 2024: Collusive Outcomes Without Collusion
- Inkoo Cho and Noah Williams
- 2024: Small Price Changes, Sales Volume, and Menu Cost
- Doron Sayag, Avichai Snir and Daniel Levy
- 2024: Reasons behind the Water Crisis and its Potential Health Outcomes
- Md. Galib Ishraq Emran, Rhidi Barma, Akram Hussain Khan and Mrinmoy Roy
- 2024: Partially identified heteroskedastic SVARs
- Emanuele Bacchiocchi, Andrea Bastianin, Toru Kitagawa and Elisabetta Mirto
- 2024: From Factor Models to Deep Learning: Machine Learning in Reshaping Empirical Asset Pricing
- Junyi Ye, Bhaskar Goswami, Jingyi Gu, Ajim Uddin and Guiling Wang
- 2024: Financial Default Prediction via Motif-preserving Graph Neural Network with Curriculum Learning
- Daixin Wang, Zhiqiang Zhang, Yeyu Zhao, Kai Huang, Yulin Kang and Jun Zhou
- 2024: A New Testing Method for Justification Bias Using High-Frequency Data of Health and Employment
- Jiayi Wen, Zixi Ye and Xuan Zhang
- 2024: Entropy corrected geometric Brownian motion
- Rishabh Gupta, Ewa A. Drzazga-Szcz\c{e}\'sniak, Sabre Kais and Dominik Szcz\c{e}\'sniak
- 2024: Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data
- Degui Li, Oliver Linton and Haoxuan Zhang
- 2024: On Geometrically Convex Risk Measures
- M\"ucahit Ayg\"un, Fabio Bellini and Roger Laeven
- 2024: Algorithmic Collusion and Price Discrimination: The Over-Usage of Data
- Zhang Xu, Mingsheng Zhang and Wei Zhao
- 2024: Capital Structure Adjustment Speed and Expected Returns: Examination of Information Asymmetry as a Moderating Role
- Masoud Taherinia, Mehrdad Matin, Jamal Valipour, Kavian Abdolahi, Peyman Shouryabi and Mohammad Mahdi Barzegar
- 2024: Network formation and efficiency in linear-quadratic games: An experimental study
- Gergely Horvath
- 2024: The impact of social status on the formation of collaborative ties and effort provision: An experimental study
- Gergely Horvath and Mofei Jia
- 2024: Investigating Changes of Water Quality in Reservoirs based on Flood and Inflow Fluctuations
- Shabnam Salehi and Mojtaba Ardestani
- 2024: Calibrated rank volatility stabilized models for large equity markets
- David Itkin and Martin Larsson
- 2024: Multi-District School Choice: Playing on Several Fields
- Yannai A. Gonczarowski, Michael Yin and Shirley Zhang
- 2024: A topological characterization of the existence of w-stable sets
- Athanasios Andrikopoulos and Nikolaos Sampanis
- 2024: A Logarithmic Mean Divisia Index Decomposition of CO$_2$ Emissions from Energy Use in Romania
- Mariana Carmelia Balanica-Dragomir, Gabriel Murariu and Lucian Puiu Georgescu
- 2024: Regularized DeepIV with Model Selection
- Zihao Li, Hui Lan, Vasilis Syrgkanis, Mengdi Wang and Masatoshi Uehara
- 2024: Testing Business Cycle Theories: Evidence from the Great Recession
- Bo Li
- 2024: Risk-Sensitive Mean Field Games with Common Noise: A Theoretical Study with Applications to Interbank Markets
- Xin Yue Ren and Dena Firoozi
- 2024: A machine learning workflow to address credit default prediction
- Rambod Rahmani, Marco Parola and Mario G. C. A. Cimino
- 2024: Paying for Privacy: Pay-or-Tracking Walls
- Timo Mueller-Tribbensee, Klaus M. Miller and Bernd Skiera
- 2024: Enhancing Price Prediction in Cryptocurrency Using Transformer Neural Network and Technical Indicators
- Mohammad Ali Labbaf Khaniki and Mohammad Manthouri
- 2024: Prediction Of Cryptocurrency Prices Using LSTM, SVM And Polynomial Regression
- Novan Fauzi Al Giffary and Feri Sulianta
- 2024: Triple/Debiased Lasso for Statistical Inference of Conditional Average Treatment Effects
- Masahiro Kato
- 2024: Bias in Generative AI
- Mi Zhou, Vibhanshu Abhishek, Timothy Derdenger, Jaymo Kim and Kannan Srinivasan
- 2024: Fill Probabilities in a Limit Order Book with State-Dependent Stochastic Order Flows
- Felix Lokin and Fenghui Yu
- 2024: Impact of COVID-19 on Exchange rate volatility of Bangladesh: Evidence through GARCH model
- Rizwanul Karim
- 2024: Transformer for Times Series: an Application to the S&P500
- Pierre Brugiere and Gabriel Turinici
- 2024: RVRAE: A Dynamic Factor Model Based on Variational Recurrent Autoencoder for Stock Returns Prediction
- Yilun Wang and Shengjie Guo
- 2024: Applied Causal Inference Powered by ML and AI
- Victor Chernozhukov, Christian Hansen, Nathan Kallus, Martin Spindler and Vasilis Syrgkanis
- 2024: Improved Tests for Mediation
- Grant Hillier, Kees Jan van Garderen and Noud van Giersbergen
- 2024: Experimenting with Generative AI: Does ChatGPT Really Increase Everyone's Productivity?
- Voraprapa Nakavachara, Tanapong Potipiti and Thanee Chaiwat
- 2024: Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets
- Han-Yu Zhu, Peng-Fei Dai and Wei-Xing Zhou
- 2024: A Continuous-Time Stochastic Model of the Fiscal Theory of the Price Level and Consistency of Its Critique
- Andrey Kofnov
- 2024: Properties of the entropic risk measure EVaR in relation to selected distributions
- Yuliya Mishura, Kostiantyn Ralchenko, Petro Zelenko and Volodymyr Zubchenko
- 2024: "Digitwashing": The Gap between Words and Deeds in Digital Transformation and Stock Price Crash Risk
- Shutter Zor
- 2024: Regional inflation analysis using social network data
- Vasilii Chsherbakov and Ilia Karpov
- 2024: A time-stepping deep gradient flow method for option pricing in (rough) diffusion models
- Antonis Papapantoleon and Jasper Rou
- 2024: Modelling Global Fossil CO2 Emissions with a Lognormal Distribution: A Climate Policy Tool
- Faustino Prieto, Catalina B. Garc\'ia-Garc\'ia and Rom\'an Salmer\'on G\'omez
- 2024: Assessing the Efficacy of Heuristic-Based Address Clustering for Bitcoin
- Hugo Schnoering, Pierre Porthaux and Michalis Vazirgiannis
- 2024: Volatility-based strategy on Chinese equity index ETF options
- Peng Yifeng
- 2024: Prices and preferences in the electric vehicle market
- Chung Yi See, Vasco Rato Santos, Lucas Woodley, Megan Yeo, Daniel Palmer, Shuheng Zhang and and Ashley Nunes
- 2024: Inference for Interval-Identified Parameters Selected from an Estimated Set
- Sukjin Han and Adam McCloskey
- 2024: An Empirical Analysis of Scam Tokens on Ethereum Blockchain
- Vahidin Jeleskovic
- 2024: Extremal quantiles of intermediate orders under two-way clustering
- Harold D. Chiang, Ryutah Kato and Yuya Sasaki
- 2024: Quanto Option Pricing on a Multivariate Levy Process Model with a Generative Artificial Intelligence
- Young Shin Kim and Hyun-Gyoon Kim
- 2024: The critical disordered pinning measure
- Ran Wei and Jinjiong Yu
- 2024: Limit Order Book Simulations: A Review
- Konark Jain, Nikan Firoozye, Jonathan Kochems and Philip Treleaven
- 2024: Structure-agnostic Optimality of Doubly Robust Learning for Treatment Effect Estimation
- Jikai Jin and Vasilis Syrgkanis
- 2024: Multidimensional Signaling with a Resource Constraint
- Seungjin Han and Alex Sam
- 2024: Mechanism Design with Sequential-Move Games: Revelation Principle
- Siyang Xiong
- 2024: The Price of Information
- Sebastian Jaimungal and Xiaofei Shi
- 2024: Cyber risk and the cross-section of stock returns
- Daniel Celeny and Lo\"ic Mar\'echal
- 2024: Islamic Law, Western European Law and the Roots of Middle East's Long Divergence: a Comparative Empirical Investigation (800-1600)
- Hans-Bernd Schaefer and Rok Spruk
- 2024: Dynamic portfolio selection under generalized disappointment aversion
- Zongxia Liang, Sheng Wang, Jianming Xia and Fengyi Yuan
- 2024: A General Approach for Computing a Consensus in Group Decision Making That Integrates Multiple Ethical Principles
- Francisco Salas-Molina, Filippo Bistaffa and Juan A. Rodriguez-Aguilar
- 2024: Heterogeneous treatment effect estimation with high-dimensional data in public policy evaluation -- an application to the conditioning of cash transfers in Morocco using causal machine learning
- Patrick Rehill and Nicholas Biddle
- 2024: Sequential choice functions and stability problems
- Vladimir I. Danilov
- 2024: Synthetic Data Applications in Finance
- Vamsi K. Potluru, Daniel Borrajo, Andrea Coletta, Niccol\`o Dalmasso, Yousef El-Laham, Elizabeth Fons, Mohsen Ghassemi, Sriram Gopalakrishnan, Vikesh Gosai, Eleonora Krea\v{c}i\'c, Ganapathy Mani, Saheed Obitayo, Deepak Paramanand, Natraj Raman, Mikhail Solonin, Srijan Sood, Svitlana Vyetrenko, Haibei Zhu, Manuela Veloso and Tucker Balch
- 2024: Bayesian Analysis of High Dimensional Vector Error Correction Model
- Parley R Yang and Alexander Y Shestopaloff
- 2024: Optimal Strategies for the Decumulation of Retirement Savings under Differing Appetites for Liquidity and Investment Risks
- Benjamin Avanzi and Lewis de Felice
- 2024: Locally Optimal Fixed-Budget Best Arm Identification in Two-Armed Gaussian Bandits with Unknown Variances
- Masahiro Kato
- 2024: Residual U-net with Self-Attention to Solve Multi-Agent Time-Consistent Optimal Trade Execution
- Andrew Na and Justin Wan
- 2024: Refined Characterizations of Approval-based Committee Scoring Rules
- Chris Dong and Patrick Lederer
- 2024: A Method of Moments Approach to Asymptotically Unbiased Synthetic Controls
- Joseph Fry
- 2024: Generative artificial intelligence enhances creativity but reduces the diversity of novel content
- Anil R. Doshi and Oliver Hauser
- 2024: On the Relevance and Appropriateness of Name Concentration Risk Adjustments for Portfolios of Multilateral Development Banks
- Eva L\"utkebohmert, Julian Sester and Hongyi Shen
- 2024: Hedging carbon risk with a network approach
- Michele Azzone, Maria Chiara Pocelli and Davide Stocco
- 2024: High-Throughput Asset Pricing
- Andrew Y. Chen and Chukwuma Dim
- 2024: Bank Performance Determinants: State of the Art and Future Research Avenues
- Anas Azzabi and Younes Lahrichi
- 2024: Worst-Case Optimal Multi-Armed Gaussian Best Arm Identification with a Fixed Budget
- Masahiro Kato
- 2024: A prototype software framework for transferable computational health economic models and its early application in youth mental health
- Matthew P Hamilton, Caroline X Gao, Glen Wiesner, Kate M Filia, Jana M Menssink, Petra Plencnerova, David G Baker, Patrick D McGorry, Alexandra Parker, Jonathan Karnon, Sue M Cotton and Cathrine Mihalopoulos
- 2024: Transparency challenges in policy evaluation with causal machine learning -- improving usability and accountability
- Patrick Rehill and Nicholas Biddle
- 2024: Survey calibration for causal inference: a simple method to balance covariate distributions
- Maciej Ber\k{e}sewicz
- 2024: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
- Kieran Wood, Samuel Kessler, Stephen J. Roberts and Stefan Zohren
- 2024: Designing Digital Voting Systems for Citizens: Achieving Fairness and Legitimacy in Participatory Budgeting
- Joshua C. Yang, Carina Hausladen, Dominik Peters, Evangelos Pournaras, Regula H\"anggli Fricker and Dirk Helbing
- 2024: The Dictator Dilemma: The Distortion of Information Flow in Autocratic Regimes and Its Consequences
- Vakhtang Putkaradze
- 2024: Modeling the yield curve of Burundian bond market by parametric models
- R\'edempteur Ntawiratsa, David Niyukuri, Ir\`ene Irakoze and Menus Nkurunziza
- 2024: The Distributional Impact of Inflation in Pakistan: A Case Study of a New Price Focused Microsimulation Framework, PRICES
- Cathal ODonoghue, Beenish Amjad, Jules Linden, Nora Lustig, Denisa Sologon and Yang Wang
- 2024: Optimal Entry and Exit with Signature in Statistical Arbitrage
- Boming Ning, Prakash Chakraborty and Kiseop Lee
- 2024: Sparse Index Tracking: Simultaneous Asset Selection and Capital Allocation via $\ell_0$-Constrained Portfolio
- Eisuke Yamagata and Shunsuke Ono
- 2024: Long-Term Mean-Variance Optimization Under Mean-Reverting Equity Returns
- Michael Preisel
- 2024: A duality between utility transforms and probability distortions
- Christopher Chambers, Peng Liu and Ruodu Wang
- 2024: Gamma Hedging and Rough Paths
- John Armstrong and Andrei Ionescu
- 2024: Robust equilibria in cheap-talk games with fairly transparent motives
- Jan-Henrik Steg, Elshan Garashli, Michael Greinecker and Christoph Kuzmics
- 2024: Sustainability assessment of Low Earth Orbit (LEO) satellite broadband megaconstellations
- Ogutu B. Osoro, Edward J. Oughton, Andrew R. Wilson and Akhil Rao
- 2024: NLP-based detection of systematic anomalies among the narratives of consumer complaints
- Peiheng Gao, Ning Sun, Xuefeng Wang, Chen Yang and Ri\v{c}ardas Zitikis
- 2024: Analytical valuation of vulnerable derivative claims with bilateral cash flows under credit, funding and wrong-way risk
- Juan Jose Francisco Miguelez and Cristin Buescu
- 2024: A Majority Rule Philosophy for Instant Runoff Voting
- Ross Hyman, Deb Otis, Seamus Allen and Greg Dennis
- 2024: Economic complexity and the sustainability transition: A review of data, methods, and literature
- Bernardo Caldarola, Dario Mazzilli, Lorenzo Napolitano, Aurelio Patelli and Angelica Sbardella
- 2024: Interest rate convexity in a Gaussian framework
- Antoine Jacquier and Mugad Oumgari
- 2024: Social and individual learning in the Minority Game
- Bryce Morsky, Fuwei Zhuang and Zuojun Zhou
- 2024: Quantal Response Equilibrium with a Continuum of Types: Characterization and Nonparametric Identification
- Evan Friedman and Duarte Gon\c{c}alves
- 2024: Blockchain scaling and liquidity concentration on decentralized exchanges
- Basile Caparros, Amit Chaudhary and Olga Klein
- 2024: Coevolution of cognition and cooperation in structured populations under reinforcement learning
- Rossana Mastrandrea, Leonardo Boncinelli and Ennio Bilancini
- 2024: Inference in IV models with clustered dependence, many instruments and weak identification
- Johannes W. Ligtenberg
- 2024: Swing contract pricing: with and without Neural Networks
- Vincent Lemaire, Gilles Pag\`es and Christian Yeo
- 2024: Frequency Regulation with Storage: On Losses and Profits
- Dirk Lauinger, Fran\c{c}ois Vuille and Daniel Kuhn
- 2024: When is cross impact relevant?
- Victor Le Coz, Iacopo Mastromatteo, Damien Challet and Michael Benzaquen
- 2024: On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices
- Koichiro Moriya and Akihiko Noda
- 2024: Robust Regulation of Firms' Access to Consumer Data
- Jose Higueras
- 2024: Application of Tensor Neural Networks to Pricing Bermudan Swaptions
- Raj G. Patel, Tomas Dominguez, Mohammad Dib, Samuel Palmer, Andrea Cadarso, Fernando De Lope Contreras, Abdelkader Ratnani, Francisco Gomez Casanova, Senaida Hern\'andez-Santana, \'Alvaro D\'iaz-Fern\'andez, Eva Andr\'es, Jorge Luis-Hita, Escol\'astico S\'anchez-Mart\'inez, Samuel Mugel and Roman Orus
- 2024: Iterated Revelation: How to Incentive Experts to Complete Incomplete Contracts
- Evan Piermont
- 2024: Learning to Predict Short-Term Volatility with Order Flow Image Representation
- Artem Lensky and Mingyu Hao
- 2024: Equilibrium with Heterogeneous Information Flows
- Scott Robertson
- 2024: On the number of terms in the COS method for European option pricing
- Gero Junike
- 2024: Estimation of Grouped Time-Varying Network Vector Autoregression Models
- Degui Li, Bin Peng, Songqiao Tang and Weibiao Wu
- 2024: Quantum Monte Carlo simulations for financial risk analytics: scenario generation for equity, rate, and credit risk factors
- Titos Matsakos and Stuart Nield
- 2024: A General Impossibility Theorem on Pareto Efficiency and Bayesian Incentive Compatibility
- Kazuya Kikuchi and Yukio Koriyama
- 2024: Strategy-proofness with single-peaked and single-dipped preferences
- Jorge Alcalde-Unzu, Oihane Gallo and Marc Vorsatz
- 2024: Identification of consideration sets from choice data
- Davide Carpentiere and Angelo Petralia
- 2024: A Practical Introduction to Regression Discontinuity Designs: Extensions
- Matias Cattaneo, Nicolas Idrobo and Rocio Titiunik
- 2024: Near-Optimal Non-Parametric Sequential Tests and Confidence Sequences with Possibly Dependent Observations
- Aurelien Bibaut, Nathan Kallus and Michael Lindon
- 2024: Quantum-Inspired Tensor Neural Networks for Option Pricing
- Raj G. Patel, Chia-Wei Hsing, Serkan Sahin, Samuel Palmer, Saeed S. Jahromi, Shivam Sharma, Tomas Dominguez, Kris Tziritas, Christophe Michel, Vincent Porte, Mustafa Abid, Stephane Aubert, Pierre Castellani, Samuel Mugel and Roman Orus
- 2024: Equivalence between the Fitness-Complexity and the Sinkhorn-Knopp algorithms
- Dario Mazzilli, Manuel Sebastian Mariani, Flaviano Morone and Aurelio Patelli
- 2024: Mean-field neural networks-based algorithms for McKean-Vlasov control problems *
- Huy\^en Pham and Xavier Warin
- 2024: Structural Complexities of Matching Mechanisms
- Yannai A. Gonczarowski and Clayton Thomas
- 2024: Dynamic Equilibrium with Insider Information and General Uninformed Agent Utility
- Jerome Detemple and Scott Robertson
- 2024: Graph Neural Networks for Causal Inference Under Network Confounding
- Michael Leung and Pantelis Loupos
- 2024: Medical Bill Shock and Imperfect Moral Hazard
- Alex Hoagland, David M. Anderson and Ed Zhu
- 2024: Weak Identification in Low-Dimensional Factor Models with One or Two Factors
- Gregory Cox
- 2024: Prediction intervals for economic fixed-event forecasts
- Fabian Kr\"uger and Hendrik Plett
- 2024: Optimal Settings for Cryptocurrency Trading Pairs
- Di Zhang and Youzhou Zhou
- 2024: Party On: The Labor Market Returns to Social Networks in Adolescence
- Adriana Lleras-Muney, Matthew Miller, Shuyang Sheng and Veronica Sovero
- 2024: Limited or Biased: Modeling Sub-Rational Human Investors in Financial Markets
- Penghang Liu, Kshama Dwarakanath, Svitlana S Vyetrenko and Tucker Balch
- 2024: Toward environmental sustainability: an empirical study on airports efficiency
- Riccardo Gianluigi Serio, Maria Michela Dickson, Diego Giuliani and Giuseppe Espa
- 2024: Structural Estimation of Markov Decision Processes in High-Dimensional State Space with Finite-Time Guarantees
- Siliang Zeng, Mingyi Hong and Alfredo Garcia
- 2024: Trade Co-occurrence, Trade Flow Decomposition, and Conditional Order Imbalance in Equity Markets
- Yutong Lu, Gesine Reinert and Mihai Cucuringu
- 2024: An unexpected stochastic dominance: Pareto distributions, dependence, and diversification
- Yuyu Chen, Paul Embrechts and Ruodu Wang
- 2024: Welfare ordering of voting weight allocations
- Kazuya Kikuchi
- 2024: On the implied volatility of Asian options under stochastic volatility models
- Elisa Al\`os, Eulalia Nualart and Makar Pravosud
- 2024: Schooling and Labor Market Consequences of School Construction in Indonesia: Comment
- David Roodman
- 2024: Flexible global forecast combinations
- Ryan Thompson, Yilin Qian and Andrey Vasnev
- 2024: Existence of optimal controls for stochastic Volterra equations
- Andr\'es C\'ardenas, Sergio Pulido and Rafael Serrano
- 2024: The welfare effects of nonlinear health dynamics
- Chiara Dal Bianco and Andrea Moro
- 2024: Some Tradeoffs of Competition in Grant Contests
- Kyle R. Myers
- 2024: Talent Hoarding in Organizations
- Ingrid Haegele
- 2024: A mean field game approach to equilibrium consumption under external habit formation
- Lijun Bo, Shihua Wang and Xiang Yu
- 2024: Policy Learning under Endogeneity Using Instrumental Variables
- Yan Liu
- 2024: Coarse Wage-Setting and Behavioral Firms
- Germ\'an Reyes
- 2024: Wildfire Modeling: Designing a Market to Restore Assets
- Ramandeep Kaur Bagri and Yihsu Chen
- 2024: Reducing Marketplace Interference Bias Via Shadow Prices
- Ido Bright, Arthur Delarue and Ilan Lobel
- 2024: Identification and Statistical Decision Theory
- Charles Manski
- 2024: Price and Payoff Autocorrelations in a Multi-Period Consumption-Based Asset Pricing Model
- Victor Olkhov
- 2024: On Locally Rationalizable Social Choice Functions
- Felix Brandt and Chris Dong
- 2024: Correcting Attrition Bias using Changes-in-Changes
- Dalia Ghanem, Sarojini Hirshleifer, D\'esir\'e K\'edagni and Karen Ortiz-Becerra
- 2024: Selection and parallel trends
- Dalia Ghanem, Pedro Sant'Anna and Kaspar W\"uthrich
- 2024: Non-Smooth Integrability Theory
- Yuhki Hosoya
- 2024: Choice and Attention across Time
- Xi Zhi Lim
- 2024: Constitutional Implementation of Affirmative Action Policies in India
- Tayfun Sönmez and M. Bumin Yenmez
- 2024: Optimal Support for Distressed Subsidiaries -- a Systemic Risk Perspective
- Maxim Bichuch and Nils Detering
- 2024: Nested Nonparametric Instrumental Variable Regression: Long Term, Mediated, and Time Varying Treatment Effects
- Isaac Meza and Rahul Singh
- 2024: Theoretical Economics and the Second-Order Economic Theory. What is it?
- Victor Olkhov
- 2024: On Recoding Ordered Treatments as Binary Indicators
- Evan K. Rose and Yotam Shem-Tov
- 2024: Open Markets and Hybrid Jacobi Processes
- David Itkin and Martin Larsson
- 2024: An Optimal Transport Approach to Estimating Causal Effects via Nonlinear Difference-in-Differences
- William Torous, Florian Gunsilius and Philippe Rigollet
- 2024: Optimal consumption with loss aversion and reference to past spending maximum
- Xun Li, Xiang Yu and Qinyi Zhang
- 2024: Design-Robust Two-Way-Fixed-Effects Regression For Panel Data
- Dmitry Arkhangelsky, Guido Imbens, Lihua Lei and Xiaoman Luo
- 2024: Quasi-sure essential supremum and applications to finance
- Laurence Carassus
- 2024: Shapes as Product Differentiation: Neural Network Embedding in the Analysis of Markets for Fonts
- Sukjin Han, Eric H. Schulman, Kristen Grauman and Santhosh Ramakrishnan
- 2024: Quantal Response Equilibrium and Rationalizability: Inside the Black Box
- Shuige Liu and Fabio Maccheroni
- 2024: Automatic Debiased Machine Learning via Riesz Regression
- Victor Chernozhukov, Whitney Newey, Victor Quintas-Martinez and Vasilis Syrgkanis
- 2024: Risks of heterogeneously persistent higher moments
- Jozef Baruník and Josef Kurka
- 2024: Functional quantization of rough volatility and applications to volatility derivatives
- Ofelia Bonesini, Giorgia Callegaro and Antoine Jacquier
- 2024: A Natural Adaptive Process for Collective Decision-Making
- Florian Brandl and Felix Brandt
- 2024: Screening $p$-Hackers: Dissemination Noise as Bait
- Federico Echenique and Kevin He
- 2024: The Law of Large Numbers for Large Stable Matchings
- Jacob Schwartz and Kyungchul Song
- 2024: Influencing Competition Through Shelf Design
- Francisco Cisternas, Wee Chaimanowong, Alan Montgomery and Timothy Derdenger
- 2024: Online Action Learning in High Dimensions: A Conservative Perspective
- Claudio Cardoso Flores and Marcelo Medeiros
- 2024: Post-Last Exit Time Process and its Application to Loss-Given-Default Distribution
- Masahiko Egami and Rusudan Kevkhishvili
- 2024: A Vector Monotonicity Assumption for Multiple Instruments
- Leonard Goff
- 2024: Revealing Choice Bracketing
- Andrew Ellis and David Freeman
- 2024: Quickest Detection of Ecological Regimes for Natural Resource Management
- Neha Deopa and Daniele Rinaldo
- 2024: Utility maximization under endogenous pricing
- Thai Nguyen and Mitja Stadje
- 2024: Final Topology for Preference Spaces
- Pablo Schenone
- 2024: The method of Enestr\"om and Phragm\'en for parliamentary elections by means of approval voting
- Rosa Camps, Xavier Mora and Laia Saumell
- 2024: Stochastic PDEs for large portfolios with general mean-reverting volatility processes
- Ben Hambly and Nikolaos Kolliopoulos
- 2024: On Policy Evaluation with Aggregate Time-Series Shocks
- Dmitry Arkhangelsky and Vasily Korovkin
- 2024: Linear Programming Based Near-Optimal Pricing for Laminar Bayesian Online Selection
- Nima Anari, Rad Niazadeh, Amin Saberi and Ali Shameli
- 2024: At the Mercy of the Common Noise: Blow-ups in a Conditional McKean--Vlasov Problem
- Sean Ledger and Andreas Sojmark
- 2024: Dynamic risk measures with fluctuation of market volatility under Bochne-Lebesgue space
- Fei Sun, Jingchao Li and Jieming Zhou
- 2024: Tilting Approximate Models
- Andreas Tryphonides
- 2024: Nonparametric Bayesian volatility learning under microstructure noise
- Shota Gugushvili, Frank van der Meulen, Moritz Schauer and Peter Spreij
- 2024: Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?
- Martin Feldkircher, Luis Gruber, Florian Huber and Gregor Kastner
- 2024: Organizational transformation: The impact of servant leadership on work ethic culture with burnout as a mediating factor in the hospitality industry
- Darul Wiyono, Rinaldi Tanjung, Hedi Setiadi, Sri Marini and Yayan Sugiarto
- 2024: Regulating Cryptocurrency and Decentralized Finance for an Inclusive Economy
- Amrutha Muralidhar and Muralidhar Lakkanna
- 2024: The puzzle of Carbon Allowance spread
- Michele Azzone, Roberto Baviera and Pietro Manzoni
- 2024: Long Short-Term Memory Pattern Recognition in Currency Trading
- Jai Pal
- 2024: DeepTraderX: Challenging Conventional Trading Strategies with Deep Learning in Multi-Threaded Market Simulations
- Armand Mihai Cismaru
- 2024: Student t-L\'evy regression model in YUIMA
- Hiroki Masuda, Lorenzo Mercuri and Yuma Uehara
- 2024: SACR\'E BLEU: Self-Assessed Creator Royalties \'Enforced by Balancing Liquidity Estimation & Utility (A formal definition and analysis of Ethereum Request for Comment ERC-7526)
- David Huber and Arran Schlosberg
- 2024: AI in ESG for Financial Institutions: An Industrial Survey
- Jun Xu
- 2024: Jump detection in high-frequency order prices
- Markus Bibinger, Nikolaus Hautsch and Alexander Ristig
- 2024: Enhancing Mean-Reverting Time Series Prediction with Gaussian Processes: Functional and Augmented Data Structures in Financial Forecasting
- Narayan Tondapu
- 2024: Applying News and Media Sentiment Analysis for Generating Forex Trading Signals
- Oluwafemi F Olaiyapo
- 2024: Ploutos: Towards interpretable stock movement prediction with financial large language model
- Hanshuang Tong, Jun Li, Ning Wu, Ming Gong, Dongmei Zhang and Qi Zhang
- 2024: Combating Financial Crimes with Unsupervised Learning Techniques: Clustering and Dimensionality Reduction for Anti-Money Laundering
- Ahmed N. Bakry, Almohammady S. Alsharkawy, Mohamed S. Farag and Kamal R. Raslan
- 2024: Detecting Anomalous Events in Object-centric Business Processes via Graph Neural Networks
- Alessandro Niro and Michael Werner
- 2024: Do Weibo platform experts perform better at predicting stock market?
- Ziyuan Ma, Conor Ryan, Jim Buckley and Muslim Chochlov
- 2024: Blockchain Metrics and Indicators in Cryptocurrency Trading
- Juan C. King, Roberto Dale and Jos\'e M. Amig\'o
- 2024: ARED: Argentina Real Estate Dataset
- Iv\'an Belenky
- 2024: Optimal positioning in derivative securities in incomplete markets
- Tim Leung, Matthew Lorig and Yoshihiro Shirai
- 2024: Randomized Control in Performance Analysis and Empirical Asset Pricing
- Cyril Bachelard, Apostolos Chalkis, Vissarion Fisikopoulos and Elias Tsigaridas
- 2024: Testing Information Ordering for Strategic Agents
- Sukjin Han, Hiroaki Kaido and Lorenzo Magnolfi
- 2024: Crafting Knowledge: Exploring the Creative Mechanisms of Chat-Based Search Engines
- Lijia Ma, Xingchen Xu and Yong Tan
- 2024: MambaStock: Selective state space model for stock prediction
- Zhuangwei Shi
- 2024: Semistatic robust utility indifference valuation and robust integral functionals
- Keita Owari
- 2024: An Analytical Approach to (Meta)Relational Models Theory, and its Application to Triple Bottom Line (Profit, People, Planet) -- Towards Social Relations Portfolio Management
- Arsham Farzinnia and Corine Boon
- 2024: In-Person, Hybrid or Remote? Employers' Perspectives on the Future of Work Post-Pandemic
- Divyakant Tahlyan, Hani Mahmassani, Amanda Stathopoulos, Maher Said, Susan Shaheen, Joan Walker and Breton Johnson
- 2024: Social Learning with Intrinsic Preferences
- Fabian Dvorak and Urs Fischbacher
- 2024: Stochastic User Equilibrium Model with a Bounded Perceived Travel Time
- Songyot Kitthamkesorn and Anthony Chen
- 2024: Manager Characteristics and SMEs' Restructuring Decisions: In-Court vs. Out-of-Court Restructuring
- Rachid Achbah
- 2024: Modeling and Analysis of Crypto-Backed Over-Collateralized Stable Derivatives in DeFi
- Zhenbang Feng, Hardhik Mohanty and Bhaskar Krishnamachari
- 2024: Prosocial and Financial Incentives for Biodiversity Conservation: A Field Experiment Using a Smartphone App
- Shusaku Sasaki, Takahiro Kubo and Shodai Kitano
- 2024: Neural Networks for Portfolio-Level Risk Management: Portfolio Compression, Static Hedging, Counterparty Credit Risk Exposures and Impact on Capital Requirement
- Vikranth Lokeshwar Dhandapani and Shashi Jain
- 2024: A Heterogeneous Agent Model of Mortgage Servicing: An Income-based Relief Analysis
- Deepeka Garg, Benjamin Patrick Evans, Leo Ardon, Annapoorani Lakshmi Narayanan, Jared Vann, Udari Madhushani, Makada Henry-Nickie and Sumitra Ganesh
- 2024: Generative AI and Copyright: A Dynamic Perspective
- S. Alex Yang and Angela Huyue Zhang
- 2024: Navigating Complexity: Constrained Portfolio Analysis in High Dimensions with Tracking Error and Weight Constraints
- Mehmet Caner, Qingliang Fan and Yingying Li
- 2024: Quasi-Bayesian Estimation and Inference with Control Functions
- Ruixuan Liu and Zhengfei Yu
- 2024: The Random Forest Model for Analyzing and Forecasting the US Stock Market in the Context of Smart Finance
- Jiajian Zheng, Duan Xin, Qishuo Cheng, Miao Tian and Le Yang
- 2024: Withdrawal Success Optimization in a Pooled Annuity Fund
- Hayden Brown
- 2024: Time series generation for option pricing on quantum computers using tensor network
- Nozomu Kobayashi, Yoshiyuki Suimon and Koichi Miyamoto
- 2024: Distributions of Posterior Quantiles via Matching
- Anton Kolotilin and Alexander Wolitzky
- 2024: Wisdom and Foolishness of Noisy Matching Markets
- Kenny Peng and Nikhil Garg
- 2024: Alternative models for FX: pricing double barrier options in regime-switching L\'evy models with memory
- Svetlana Boyarchenko and Sergei Levendorski\u{i}
- 2024: Fast Algorithms for Quantile Regression with Selection
- Santiago Pereda-Fern\'andez
- 2024: Combining Transformer based Deep Reinforcement Learning with Black-Litterman Model for Portfolio Optimization
- Ruoyu Sun, Angelos Stefanidis, Zhengyong Jiang and Jionglong Su
- 2024: Closed form solution to zero coupon bond using a linear stochastic delay differential equation
- Alet Roux and \'Alvaro Guinea Juli\'a
- 2024: A Stationary Equilibrium Model of Green Technology Adoption with Endogenous Carbon Price
- Felix Dammann and Giorgio Ferrari
- 2024: Valuing insurance against small probability risks: A meta-analysis
- Selim Manka\"i, S\'ebastien Marchand and Ngoc Ha Le
- 2024: On convergence of forecasts in prediction markets
- Nina Badulina, Dmitry Shatilovich and Mikhail Zhitlukhin
- 2024: Estimating Stochastic Block Models in the Presence of Covariates
- Yuichi Kitamura and Louise Laage
- 2024: Finding Near-Optimal Portfolios With Quality-Diversity
- Bruno Ga\v{s}perov, Marko {\DJ}urasevi\'c and Domagoj Jakobovic
- 2024: Optimizing Portfolio Management and Risk Assessment in Digital Assets Using Deep Learning for Predictive Analysis
- Qishuo Cheng, Le Yang, Jiajian Zheng, Miao Tian and Duan Xin
- 2024: Evolving E-commerce Logistics Planning- Integrating Embedded Technology and Ant Colony Algorithm for Enhanced Efficiency
- Lynn Huang
- 2024: Optimizing Neural Networks for Bermudan Option Pricing: Convergence Acceleration, Future Exposure Evaluation and Interpolation in Counterparty Credit Risk
- Vikranth Lokeshwar Dhandapani and Shashi Jain
- 2024: Statistical Games
- Jozsef Konczer
- 2024: Comparison of sectoral structures between China and Japan: A network perspective
- Tao Wang, Shiying Xiao and Jun Yan
- 2024: Sizing the bets in a focused portfolio
- Vuko Vukcevic and Robert Keser
- 2024: Using CPI in Loss Given Default Forecasting Models for Commercial Real Estate Portfolio
- Ying Wu, Garvit Arora and Xuan Mei
- 2024: Higher order measures of risk and stochastic dominance
- Alois Pichler
- 2024: Impacts of Extreme Heat on Labor Force Dynamics
- Andrew Ireland, David Johnston and Rachel Knott
- 2024: Privacy-Enhancing Collaborative Information Sharing through Federated Learning -- A Case of the Insurance Industry
- Panyi Dong, Zhiyu Quan, Brandon Edwards, Shih-han Wang, Runhuan Feng, Tianyang Wang, Patrick Foley and Prashant Shah
- 2024: Assessment of Technical Efficiency in the Moroccan Public Hospital Network: Using the DEA Method
- Youssef Er-Rays and Meriem M'dioud
- 2024: Evaluating the Financial Factors Influencing Maternal, Newborn, and Child Health in Africa
- Youssef Er-Rays and Meriem M'dioud
- 2024: The Riccati Tontine: How to Satisfy Regulators on Average
- Moshe Milevsky and Thomas S. Salisbury
- 2024: Interference Produces False-Positive Pricing Experiments
- Lars Roemheld and Justin Rao
- 2024: Are Bounded Contracts Learnable and Approximately Optimal?
- Yurong Chen, Zhaohua Chen, Xiaotie Deng and Zhiyi Huang
- 2024: Securing Transactions: A Hybrid Dependable Ensemble Machine Learning Model using IHT-LR and Grid Search
- Md. Alamin Talukder, Rakib Hossen, Md Ashraf Uddin, Mohammed Nasir Uddin and Uzzal Kumar Acharjee
- 2024: Optimal Mechanism in a Dynamic Stochastic Knapsack Environment
- Jihyeok Jung, Chan-Oi Song, Deok-Joo Lee and Kiho Yoon
- 2024: The impact of Facebook-Cambridge Analytica data scandal on the USA tech stock market: An event study based on clustering method
- Vahidin Jeleskovic and Yinan Wan
- 2024: Short-maturity asymptotics for option prices with interest rates effects
- Dan Pirjol and Lingjiong Zhu
- 2024: Offshoring Emissions through Used Vehicle Exports
- S. J. Newman, K. Schulte, M. M. Morellini, C. Rahal and D. Leasure
- 2024: The seasonality of air ticket prices before and after the pandemic
- Alessandro V. M. Oliveira
- 2024: Algorithms for Claims Trading
- Martin Hoefer, Carmine Ventre and Lisa Wilhelmi
- 2024: Estimating Demand for Lamb, Beef, Pork, and Poultry in Canada
- Zakary Rodrigue Diakit\'e
- 2024: Incentivized Exploration via Filtered Posterior Sampling
- Anand Kalvit, Aleksandrs Slivkins and Yonatan Gur
- 2024: Deep Hedging with Market Impact
- Andrei Neagu, Fr\'ed\'eric Godin, Clarence Simard and Leila Kosseim
- 2024: Privatiza\c{c}\~ao de aeroportos: motiva\c{c}\~oes, regula\c{c}\~ao e efici\^encia operacional
- Igor R. S. Brito and Alessandro V. M. Oliveira
- 2024: Determinantes do planejamento estrat\'egico da rede de uma companhia a\'erea
- Bruno F. Oliveira and Alessandro V. M. Oliveira
- 2024: The Ebb and Flow of Brand Loyalty: A 28-Year Bibliometric and Content Analysis
- Azin Yazdi, Sunder Ramachandran, Hoda Mohsenifard, Khaled Nawaser, Faraz Sasani and Behrooz Gharleghi
- 2024: Bridging Methodologies: Angrist and Imbens' Contributions to Causal Identification
- Lucas Girard and Yannick Guyonvarch
- 2024: ATLAS: A Model of Short-term European Electricity Market Processes under Uncertainty -- Balancing Modules
- Florent Cogen, Emily Little, Virginie Dussartre and Quentin Bustarret
- 2024: ATLAS: A Model of Short-term European Electricity Market Processes under Uncertainty
- Emily Little, Florent Cogen, Quentin Bustarret, Virginie Dussartre, Maxime L\^aasri, Gabriel Kasmi, Marie Girod, Frederic Bienvenu, Maxime Fortin and Jean-Yves Bourmaud
- 2024: Non-linear Triple Changes Estimator for Targeted Policies
- Sina Akbari and Negar Kiyavash
- 2024: Robust Appointment Scheduling with Waiting Time Guarantees
- Carolin Bauerhenne, Rainer Kolisch and Andreas S. Schulz
- 2024: Denoised Monte Carlo for option pricing and Greeks estimation
- Andrzej Daniluk, Evgeny Lakshtanov and Rafal Muchorski
- 2024: Explaining the emergence of land-use frontiers
- Patrick Meyfroidt, Dilini Abeygunawardane, Matthias Baumann, Adia Bey, Ana Buchadas, Cristina Chiarella, Victoria Junquera, Angela Kronenburg Garc\'ia, Tobias Kuemmerle, Yann le Polain de Waroux, Eduardo Oliveira, Michelle Picoli, Siyu Qin, Virginia Rodriguez Garc\'ia and Philippe Rufin
- 2024: Estudos de cen\'arios de implanta\c{c}\~ao de um imposto ambiental no transporte a\'ereo no Brasil
- Carolina B. Resende and Alessandro V. M. Oliveira
- 2024: A literatura das receitas comerciais em aeroportos: discuss\~oes e principais descobertas
- Murillo Massaretto and Alessandro V. M. Oliveira
- 2024: A padroniza\c{c}\~ao de frota e suas consequ\^encias para as companhias a\'ereas
- Rodolfo R. Narcizo and Alessandro V. M. Oliveira
- 2024: An\'alise das estrat\'egias de planejamento de tempos de voo pelas companhias a\'ereas
- Ana B. R. Eufr\'asio and Alessandro V. M. Oliveira
- 2024: Reinforcement Learning for Optimal Execution when Liquidity is Time-Varying
- Andrea Macr\`i and Fabrizio Lillo
- 2024: Stylized Facts of High-Frequency Bitcoin Time Series
- Yaoyue Tang, Karina Arias-Calluari, Michael S. Harr\'e and Fernando Alonso-Marroquin
- 2024: Ironing allocations
- Filip Tokarski
- 2024: Attraction Via Prices and Information
- Pak Hung Au and Mark Whitmeyer
- 2024: Credible causal inference beyond toy models
- Pablo Geraldo Bast\'ias
- 2024: Stackelberg reinsurance and premium decisions with MV criterion and irreversibility
- Zongxia Liang and Xiaodong Luo
- 2024: Assessment of low-carbon tourism development from multi-aspect analysis: A case study of the Yellow River Basin, China
- Xiaopeng Si and Zi Tang
- 2024: Weighted Myerson value for Network games
- Niharika Kakoty, Surajit Borkotokey, Rajnish Kumar and Abhijit Bora
- 2024: Estimating HANK with Micro Data
- Man Chon Iao and Yatheesan J. Selvakumar
- 2024: Impactos da Navega\c{c}\~ao Baseada em Performance nos Tempos de Voo da Avia\c{c}\~ao Comercial
- Jo\~ao B. T. Szenczuk and Alessandro V. M. Oliveira
- 2024: Determinantes concorrenciais dos atrasos dos voos no aeroporto e na rota
- William E. Bendinelli and Alessandro V. M. Oliveira
- 2024: Low costs na aviacao: importancia e desdobramentos
- Bruno F. Oliveira and Alessandro V. M. Oliveira
- 2024: Companhias a\'ereas s\~ao todas iguais? A converg\^encia dos modelos de neg\'ocios no transporte a\'ereo
- Renan P. de Oliveira and Alessandro V. M. Oliveira
- 2024: Stable Menus of Public Goods: A Matching Problem
- Sara Fish, Yannai A. Gonczarowski and Sergiu Hart
- 2024: Enhancing Security in Blockchain Networks: Anomalies, Frauds, and Advanced Detection Techniques
- Joerg Osterrieder, Stephen Chan, Jeffrey Chu, Yuanyuan Zhang, Branka Hadji Misheva and Codruta Mare
- 2024: Analyzing Reward Dynamics and Decentralization in Ethereum 2.0: An Advanced Data Engineering Workflow and Comprehensive Datasets for Proof-of-Stake Incentives
- Tao Yan, Shengnan Li, Benjamin Kraner, Luyao Zhang and Claudio J. Tessone
- 2024: Functional Partial Least-Squares: Optimal Rates and Adaptation
- Andrii Babii, Marine Carrasco and Idriss Tsafack
- 2024: Awareness of self-control
- Mohammad Mehdi Mousavi, Mahdi Kohan Sefidi and Shirin Allahyarkhani
- 2024: Towards Financially Inclusive Credit Products Through Financial Time Series Clustering
- Tristan Bester and Benjamin Rosman
- 2024: mshw, a forecasting library to predict short-term electricity demand based on multiple seasonal Holt-Winters
- Oscar Trull, J. Carlos Garc\'ia-D\'iaz and Angel Peir\'o-Signes
- 2024: Modelling crypto markets by multi-agent reinforcement learning
- Johann Lussange, Stefano Vrizzi, Stefano Palminteri and Boris Gutkin
- 2024: RAGIC: Risk-Aware Generative Adversarial Model for Stock Interval Construction
- Jingyi Gu, Wenlu Du and Guiling Wang
- 2024: The Famous American Economist H. Markowitz and Mathematical Overview of his Portfolio Selection Theory
- Ignas Gasparavi\v{c}ius and Andrius Grigutis
- 2024: Utilizing Deep Learning for Enhancing Network Resilience in Finance
- Yulu Gong, Mengran Zhu, Shuning Huo, Yafei Xiang and Hanyi Yu
- 2024: Identification with Posterior-Separable Information Costs
- Martin Bustos
- 2024: Alpha-GPT 2.0: Human-in-the-Loop AI for Quantitative Investment
- Hang Yuan, Saizhuo Wang and Jian Guo
- 2024: On Three-Layer Data Markets
- Alireza Fallah, Michael I. Jordan, Ali Makhdoumi and Azarakhsh Malekian
- 2024: ABIDES-Economist: Agent-Based Simulation of Economic Systems with Learning Agents
- Kshama Dwarakanath, Svitlana Vyetrenko, Peyman Tavallali and Tucker Balch
- 2024: A game theoretic approach to lowering incentives to violate speed limits in Finland
- Mika Sutela and Nino Lindstr\"om
- 2024: On the Potential of Network-Based Features for Fraud Detection
- Catayoun Azarm, Erman Acar and Mickey van Zeelt
- 2024: Persuasion, Delegation, and Private Information in Algorithm-Assisted Decisions
- Ruqing Xu
- 2024: Exact simulation scheme for the Ornstein-Uhlenbeck driven stochastic volatility model with the Karhunen-Lo\`eve expansions
- Jaehyuk Choi
- 2024: The Boosted Difference of Convex Functions Algorithm for Value-at-Risk Constrained Portfolio Optimization
- Marah-Lisanne Thormann, Phan Tu Vuong and Alain B. Zemkoho
- 2024: Optimal Automated Market Makers: Differentiable Economics and Strong Duality
- Michael J. Curry, Zhou Fan and David C. Parkes
- 2024: Local-Polynomial Estimation for Multivariate Regression Discontinuity Designs
- Masayuki Sawada, Takuya Ishihara, Daisuke Kurisu and Yasumasa Matsuda
- 2024: Time preference, wealth and utility inequality: A microeconomic interaction and dynamic macroeconomic model connection approach
- Takeshi Kato
- 2024: Inference for an Algorithmic Fairness-Accuracy Frontier
- Yiqi Liu and Francesca Molinari
- 2024: LLM-driven Imitation of Subrational Behavior: Illusion or Reality?
- Andrea Coletta, Kshama Dwarakanath, Penghang Liu, Svitlana Vyetrenko and Tucker Balch
- 2024: Heterogeneity, Uncertainty and Learning: Semiparametric Identification and Estimation
- Jackson Bunting, Paul Diegert and Arnaud Maurel
- 2024: Barriers to Collusion-resistant Transaction Fee Mechanisms
- Yotam Gafni and Aviv Yaish
- 2024: Dueling Over Dessert, Mastering the Art of Repeated Cake Cutting
- Simina Br\^anzei, MohammadTaghi Hajiaghayi, Reed Phillips, Suho Shin and Kun Wang
- 2024: Asymptotic Error Distribution of the Euler Scheme for Fractional Stochastic Delay Differential Equations with Additive Noise
- Orimar Sauri
- 2024: Inevitability of Polarization in Geometric Opinion Exchange
- Abdou Majeed Alidou, J\'ulia Balig\'acs, Max Hahn-Klimroth, Jan H\k{a}z{\l}a, Lukas Hintze and Olga Scheftelowitsch
- 2024: Domestic Competitive Balance and International Success: The Case of The Football Industry
- Juan Moreno-Ternero, Tim Pawlowski and Shlomo Weber
- 2024: Portfolio Optimization under Transaction Costs with Recursive Preferences
- Martin Herdegen, David Hobson and Alex S. L. Tse
- 2024: End-to-End Policy Learning of a Statistical Arbitrage Autoencoder Architecture
- Fabian Krause and Jan-Peter Calliess
- 2024: Artificial intelligence and the transformation of higher education institutions
- Evangelos Katsamakas, Oleg V. Pavlov and Ryan Saklad
- 2024: Finding Moving-Band Statistical Arbitrages via Convex-Concave Optimization
- Kasper Johansson, Thomas Schmelzer and Stephen Boyd
- 2024: Contagion on Financial Networks: An Introduction
- Sunday Akukodi Ugwu
- 2024: On Bayesian Filtering for Markov Regime Switching Models
- Nigar Hashimzade, Oleg Kirsanov, Tatiana Kirsanova and Junior Maih
- 2024: An Analysis of the Recovery Path of the Consumer Sector in the Post-Pandemic Era
- Wenbo Lyu, Jiayi Zhu, Yunan Ding and Keming Zhang
- 2024: A step towards the integration of machine learning and small area estimation
- Tomasz \.Z\k{a}d{\l}o and Adam Chwila
- 2024: Affine term structure models driven by independent L\'evy processes
- Micha{\l} Barski and Rafa{\l} {\L}ochowski
- 2024: A Hormetic Approach to the Value-Loading Problem: Preventing the Paperclip Apocalypse?
- Nathan I. N. Henry, Mangor Pedersen, Matt Williams, Jamin L. B. Martin and Liesje Donkin
- 2024: Analyzing Currency Fluctuations: A Comparative Study of GARCH, EWMA, and IV Models for GBP/USD and EUR/GBP Pairs
- Narayan Tondapu
- 2024: Spillover Effects of US Monetary Policy on Emerging Markets Amidst Uncertainty
- Povilas Lastauskas and Anh Dinh Minh Nguyen
- 2024: Scientific Talent Leaks Out of Funding Gaps
- Wei Yang Tham, Joseph Staudt, Elisabeth Perlman and Stephanie D. Cheng
- 2024: Time-Delayed Game Strategy Analysis Among Japan, Other Nations, and the International Atomic Energy Agency in the Context of Fukushima Nuclear Wastewater Discharge Decision
- Mingyang Li, Han Pengsihua, Fujiao Meng, Zejun Wang and Weian Liu
- 2024: Fukushima Nuclear Wastewater Discharge: An Evolutionary Game Theory Approach to International and Domestic Interaction and Strategic Decision-Making
- Mingyang Li, Han Pengsihua, Songqing Zhao, Zejun Wang, Limin Yang and Weian Liu
- 2024: Transporte Aereo: Economia e Politicas Publicas
- Alessandro V. M. Oliveira
- 2024: Existence of an equilibrium with limited stock market participation and power utilities
- Paolo Guasoni, Kasper Larsen and Giovanni Leoni
- 2024: Research on the multi-stage impact of digital economy on rural revitalization in Hainan Province based on GPM model
- Wenbo Lyu
- 2024: Tail risk forecasting with semi-parametric regression models by incorporating overnight information
- Cathy W. S. Chen, Takaaki Koike and Wei-Hsuan Shau
- 2024: Intermodal competition in the Brazilian interstate travel market
- Frederico A. Turolla, Moises D. Vassallo and Alessandro V. M. Oliveira
- 2024: Econometric analysis to estimate the impact of holidays on airfares
- Helena Povoa and Alessandro V. M. Oliveira
- 2024: RiskMiner: Discovering Formulaic Alphas via Risk Seeking Monte Carlo Tree Search
- Tao Ren, Ruihan Zhou, Jinyang Jiang, Jiafeng Liang, Qinghao Wang and Yijie Peng
- 2024: A monotone piecewise constant control integration approach for the two-factor uncertain volatility model
- Duy-Minh Dang and Hao Zhou
- 2024: Perfect Bayesian Persuasion
- Elliot Lipnowski, Doron Ravid and Denis Shishkin
- 2024: Closed-form solutions for generic N-token AMM arbitrage
- Matthew Willetts and Christian Harrington
- 2024: Electricity Price Forecasting in the Irish Balancing Market
- Ciaran O'Connor, Joseph Collins, Steven Prestwich and Andrea Visentin
- 2024: FNSPID: A Comprehensive Financial News Dataset in Time Series
- Zihan Dong, Xinyu Fan and Zhiyuan Peng
- 2024: A Study on Stock Forecasting Using Deep Learning and Statistical Models
- Himanshu Gupta and Aditya Jaiswal
- 2024: DiffsFormer: A Diffusion Transformer on Stock Factor Augmentation
- Yuan Gao, Haokun Chen, Xiang Wang, Zhicai Wang, Xue Wang, Jinyang Gao and Bolin Ding
- 2024: Monopoly agenda control with privately informed voters
- Kirill S. Evdokimov
- 2024: Maximizing NFT Incentives: References Make You Rich
- Guangsheng Yu, Qin Wang, Caijun Sun, Lam Duc Nguyen, H. M. N. Dilum Bandara and Shiping Chen
- 2024: Towards Industry 5.0: A Systematic Literature Review on Sustainable and Green Composite Materials Supply Chains
- Md Rabiul Hasan, Muztoba Ahmed Khan and Thorsten Wuest
- 2024: Navigating Market Turbulence: Insights from Causal Network Contagion Value at Risk
- Katerina Rigana, Ernst C. Wit and Samantha Cook
- 2024: High Dimensional Factor Analysis with Weak Factors
- Jungjun Choi and Ming Yuan
- 2024: Monetary Policy and the Gendered Labor Market Dynamics: Evidence from Developing Economies
- Marjan Petreski, Stefan Tanevski and Alejandro D. Jacobo
- 2024: Who is in equilibrium?
- Valerio Astuti
- 2024: Heterogeneous drivers of overnight and same-day visits
- Francesco Scotti, Andrea Flori, Piercesare Secchi, Marika Arena and Giovanni Azzone
- 2024: Difference-in-Differences Estimators with Continuous Treatments and no Stayers
- Cl\'ement de Chaisemartin, Xavier D'Haultf{\oe}uille and Gonzalo Vazquez-Bare
- 2024: Selective linear segmentation for detecting relevant parameter changes
- Arnaud Dufays, Aristide Houndetoungan and Alain Co\"en
- 2024: Spreading Information via Social Networks: An Irrelevance Result
- Yu Awaya and Vijay Krishna
- 2024: Is the price right? Reconceptualizing price and income elasticity to anticipate price perception issues
- Shawn Berry
- 2024: What drives the European carbon market? Macroeconomic factors and forecasts
- Andrea Bastianin, Elisabetta Mirto, Yan Qin and Luca Rossini
- 2024: Prioritizing Investments in Cybersecurity: Empirical Evidence from an Event Study on the Determinants of Cyberattack Costs
- Daniel Celeny, Lo\"ic Mar\'echal, Evgueni Rousselot, Alain Mermoud and Mathias Humbert
- 2024: Measuring the performance of investments in information security startups: An empirical analysis by cybersecurity sectors using Crunchbase data
- Lo\"ic Mar\'echal, Alain Mermoud, Dimitri Percia David and Mathias Humbert
- 2024: Non-Parametric Estimation of Multi-dimensional Marked Hawkes Processes
- Sobin Joseph and Shashi Jain
- 2024: Hyperparameter Tuning for Causal Inference with Double Machine Learning: A Simulation Study
- Philipp Bach, Oliver Schacht, Victor Chernozhukov, Sven Klaassen and Martin Spindler
- 2024: Token vs Equity for Startup Financing
- Guangye Cao
- 2024: The Role of Child Gender in the Formation of Parents' Social Networks
- Aristide Houndetoungan, Asad Islam, Michael Vlassopoulos and Yves Zenou
- 2024: Healthcare Quality by Specialists under a Mixed Compensation System: an Empirical Analysis
- Damien Échevin, Bernard Fortin and Aristide Houndetoungan
- 2024: Fast Online Changepoint Detection
- Fabrizio Ghezzi, Eduardo Rossi and Lorenzo Trapani
- 2024: Mind the Gap: Securely modeling cyber risk based on security deviations from a peer group
- Taylor Reynolds, Sarah Scheffler, Daniel J. Weitzner and Angelina Wu
- 2024: Monthly GDP nowcasting with Machine Learning and Unstructured Data
- Juan Tenorio and Wilder Perez
- 2024: TAC Method for Fitting Exponential Autoregressive Models and Others: Applications in Economy and Finance
- Javier Cabello S\'anchez, Juan Antonio Fern\'andez Torvisco and Mariano R. Arias
- 2024: Explainable Automated Machine Learning for Credit Decisions: Enhancing Human Artificial Intelligence Collaboration in Financial Engineering
- Marc Schmitt
- 2024: Effects of carbon pricing and other climate policies on CO2 emissions
- Emanuel Kohlscheen, Richhild Moessner and Elod Takats
- 2024: QuantAgent: Seeking Holy Grail in Trading by Self-Improving Large Language Model
- Saizhuo Wang, Hang Yuan, Lionel M. Ni and Jian Guo
- 2024: Learning to Generate Explainable Stock Predictions using Self-Reflective Large Language Models
- Kelvin J. L. Koa, Yunshan Ma, Ritchie Ng and Tat-Seng Chua
- 2024: Bride Kidnapping and Informal Governance Institutions
- Zachary Porreca
- 2024: Redistribution with Needs
- Ricardo Martinez and Juan Moreno-Ternero
- 2024: Optimal dynamic climate adaptation pathways: a case study of New York City
- Chi Truong, Matteo Malavasi, Han Li, Stefan Trueck and Pavel V. Shevchenko
- 2024: Neural option pricing for rough Bergomi model
- Changqing Teng and Guanglian Li
- 2024: Machine Learning Analysis of the Impact of Increasing the Minimum Wage on Income Inequality in Spain from 2001 to 2021
- Marcos Lacasa Cazcarra
- 2024: A Survey of Large Language Models in Finance (FinLLMs)
- Jean Lee, Nicholas Stevens, Soyeon Caren Han and Minseok Song
- 2024: Numerical solution to a Parabolic-ODE Solow model with spatial diffusion and technology-induced motility
- Nicol\'as Ure\~na and Antonio M. Vargas
- 2024: Present Value of the Future Consumer Goods Multiplier
- Ihor Kendiukhov
- 2024: Signature volatility models: pricing and hedging with Fourier
- Eduardo Abi Jaber and Louis-Amand G\'erard
- 2024: DoubleMLDeep: Estimation of Causal Effects with Multimodal Data
- Sven Klaassen, Jan Teichert-Kluge, Philipp Bach, Victor Chernozhukov, Martin Spindler and Suhas Vijaykumar
- 2024: GHG emissions in the EU-28. A multilevel club convergence study of the Emission Trading System and Effort Sharing Decision mechanisms
- Mar\'ia Jos\'e Presno, Manuel Landajo and Paula Fern\'andez Gonz\'alez
- 2024: CFTM: Continuous time fractional topic model
- Kei Nakagawa, Kohei Hayashi and Yugo Fujimoto
- 2024: Convergence rates for Backward SDEs driven by L\'evy processes
- Chenguang Liu, Antonis Papapantoleon and Alexandros Saplaouras
- 2024: A simple method for joint evaluation of skill in directional forecasts of multiple variables
- Thitithep Sitthiyot and Kanyarat Holasut
- 2024: Income distribution in Thailand is scale-invariant
- Thitithep Sitthiyot and Kanyarat Holasut
- 2024: Data-driven model selection within the matrix completion method for causal panel data models
- Sandro Heiniger
- 2024: Municipal cyber risk modeling using cryptographic computing to inform cyber policymaking
- Avital Baral, Taylor Reynolds, Lawrence Susskind, Daniel J. Weitzner and Angelina Wu
- 2024: The prices of renewable commodities: A robust stationarity analysis
- Manuel Landajo and Mar\'ia Jos\'e Presno
- 2024: Recent Advances on Uniqueness of Competitive Equilibrium
- Alexis Akira Toda and Kieran James Walsh
- 2024: Egalitarian pooling and sharing of longevity risk', a.k.a. 'The many ways to skin a tontine cat
- Jan L. M. Dhaene and Moshe Milevsky
- 2024: EU-28's progress towards the 2020 renewable energy share. A club convergence analysis
- Mar\'ia Jos\'e Presno and Manuel Landajo
- 2024: Learning and Calibrating Heterogeneous Bounded Rational Market Behaviour with Multi-Agent Reinforcement Learning
- Benjamin Patrick Evans and Sumitra Ganesh
- 2024: Stochastic convergence in per capita CO$_2$ emissions. An approach from nonlinear stationarity analysis
- Mar\'ia Jos\'e Presno, Manuel Landajo and Paula Fern\'andez Gonz\'alez
- 2024: The extension of Pearson correlation coefficient, measuring noise, and selecting features
- Reza Salimi and Kamran Pakizeh
- 2024: Option pricing for Barndorff-Nielsen and Shephard model by supervised deep learning
- Takuji Arai and Yuto Imai
- 2024: Enhancing Urban Traffic Safety: An Evaluation on Taipei's Neighborhood Traffic Environment Improvement Program
- Frank Y. Huang and Po-Chun Huang
- 2024: Does green innovation crowd out other innovation of firms? Based on the extended CDM model and unconditional quantile regressions
- Yi Jiang and Richard Tol
- 2024: Free public transport to the destination: A causal analysis of tourists' travel mode choice
- Kevin Bl\"attler, Hannes Wallimann and Widar von Arx
- 2024: Robust Estimation of the Tail Index of a Single Parameter Pareto Distribution from Grouped Data
- Chudamani Poudyal
- 2024: Analysis of an aggregate loss model in a Markov renewal regime
- Pepa Ram\'irez-Cobo, Emilio Carrizosa and Rosa Elvira Lillo
- 2024: MTRGL:Effective Temporal Correlation Discerning through Multi-modal Temporal Relational Graph Learning
- Junwei Su, Shan Wu and Jinhui Li
- 2024: Estimation with Pairwise Observations
- Felix Chan and Laszlo Matyas
- 2024: AI and the Opportunity for Shared Prosperity: Lessons from the History of Technology and the Economy
- Guy Ben-Ishai, Jeff Dean, James Manyika, Ruth Porat, Hal Varian and Kent Walker
- 2024: Impermanent Loss Conditions: An Analysis of Decentralized Exchange Platforms
- Matthias Hafner and Helmut Dietl
- 2024: Austria's KlimaTicket: Assessing the short-term impact of a cheap nationwide travel pass on demand
- Hannes Wallimann
- 2024: The Role of Direct Capital Cash Transfers Towards Poverty and Extreme Poverty Alleviation -- An Omega Risk Process
- Jos\'e Miguel Flores-Contr\'o and S\'everine Arnold
- 2024: An adaptive network-based approach for advanced forecasting of cryptocurrency values
- Ali Mehrban and Pegah Ahadian
- 2024: Proof of Efficient Liquidity: A Staking Mechanism for Capital Efficient Liquidity
- Arman Abgaryan, Utkarsh Sharma and Joshua Tobkin
- 2024: Teacher bias or measurement error?
- Thomas van Huizen, Madelon Jacobs and Matthijs Oosterveen
- 2024: Adaptive Experimental Design for Policy Learning
- Masahiro Kato, Kyohei Okumura, Takuya Ishihara and Toru Kitagawa
- 2024: Incontestable Assignments
- Benoit Decerf, Guillaume Haeringer and Martin Van der Linden
- 2024: Opinion formation in the world trade network
- C\'elestin Coquid\'e, Jos\'e Lages and Dima L. Shepelyansky
- 2024: Almost Perfect Shadow Prices
- Eberhard Mayerhofer
- 2024: Incentive-Aware Synthetic Control: Accurate Counterfactual Estimation via Incentivized Exploration
- Daniel Ngo, Keegan Harris, Anish Agarwal, Vasilis Syrgkanis and Zhiwei Steven Wu
- 2024: Stochastic Control Barrier Functions for Economics
- David van Wijk
- 2024: Drivers and Barriers of AI Adoption and Use in Scientific Research
- Stefano Bianchini, Moritz M\"uller and Pierre Pelletier
- 2024: Structural Analysis of Vector Autoregressive Models
- Christis Katsouris
- 2024: The Paradox Of Just-in-Time Liquidity in Decentralized Exchanges: More Providers Can Sometimes Mean Less Liquidity
- Agostino Capponi, Ruizhe Jia and Brian Zhu
- 2024: Learning Causal Representations from General Environments: Identifiability and Intrinsic Ambiguity
- Jikai Jin and Vasilis Syrgkanis
- 2024: Uniformly Strict Equilibrium for Repeated Games with Private Monitoring and Communication
- Richard McLean, Ichiro Obara and Andrew Postlewaite
- 2024: Reinforcement Learning with Maskable Stock Representation for Portfolio Management in Customizable Stock Pools
- Wentao Zhang, Yilei Zhao, Shuo Sun, Jie Ying, Yonggang Xie, Zitao Song, Xinrun Wang and Bo An
- 2024: Forecasting Volatility with Machine Learning and Rough Volatility: Example from the Crypto-Winter
- Siu Hin Tang, Mathieu Rosenbaum and Chao Zhou
- 2024: Doubly Robust Identification of Causal Effects of a Continuous Treatment using Discrete Instruments
- Yingying Dong and Ying-Ying Lee
- 2024: Safety, in Numbers
- Marilyn Pease and Mark Whitmeyer
- 2024: Pre-electoral coalition agreement from the Black-Scholes point of view
- Darko Mitrovic
- 2024: Bayesian Estimation of Panel Models under Potentially Sparse Heterogeneity
- Hyungsik Roger Moon, Frank Schorfheide and Boyuan Zhang
- 2024: A remark on moment-dependent phase transitions in high-dimensional Gaussian approximations
- Anders Kock and David Preinerstorfer
- 2024: A generalization of the rational rough Heston approximation
- Jim Gatheral and Rado\v{s} Radoi\v{c}i\'c
- 2024: Market-GAN: Adding Control to Financial Market Data Generation with Semantic Context
- Haochong Xia, Shuo Sun, Xinrun Wang and Bo An
- 2024: Computer says 'no': Exploring systemic bias in ChatGPT using an audit approach
- Louis Lippens
- 2024: Local Priority Mechanisms
- Joseph Root and David S. Ahn
- 2024: On the minimal simplex economy
- Antonio Pulgar\'in
- 2024: Thiele's PIDE for unit-linked policies in the Heston-Hawkes stochastic volatility model
- David R. Ba\~nos, Salvador Ortiz-Latorre and Oriol Zamora Font
- 2024: Evaluation of Reinforcement Learning Techniques for Trading on a Diverse Portfolio
- Ishan S. Khare, Tarun K. Martheswaran and Akshana Dassanaike-Perera
- 2024: iCOS: Option-Implied COS Method
- Evgenii Vladimirov
- 2024: Asymptotics for Short Maturity Asian Options in Jump-Diffusion models with Local Volatility
- Dan Pirjol and Lingjiong Zhu
- 2024: Uncertainty Propagation and Dynamic Robust Risk Measures
- Marlon Moresco, M\'elina Mailhot and Silvana M. Pesenti
- 2024: Semi-analytic pricing of American options in time-dependent jump-diffusion models with exponential jumps
- Andrey Itkin
- 2024: Cooperation and interdependence in global science funding
- Lili Miao, Vincent Larivi\`ere, Feifei Wang, Yong-Yeol Ahn and Cassidy R. Sugimoto
- 2024: Ideological Ambiguity and Political Spectrum
- Hector Galindo-Silva
- 2024: Assessing Large Language Models' ability to predict how humans balance self-interest and the interest of others
- Valerio Capraro, Roberto Di Paolo and Veronica Pizziol
- 2024: Discrete time optimal investment under model uncertainty
- Laurence Carassus and Massinissa Ferhoune
- 2024: Commitment and the Dynamics of Household Labor Supply
- Alexandros Theloudis, Jorge Velilla, Pierre-Andr\'e Chiappori, J. Ignacio Gim\'enez-Nadal and Jos\'e Alberto Molina
- 2024: Choice Models and Permutation Invariance: Demand Estimation in Differentiated Products Markets
- Amandeep Singh, Ye Liu and Hema Yoganarasimhan
- 2024: The Heterogeneous Earnings Impact of Job Loss Across Workers, Establishments, and Markets
- Susan Athey, Lisa Simon, Oskar Skans, Johan Vikstrom and Yaroslav Yakymovych
- 2024: Wishful Thinking is Risky Thinking
- Jarrod Burgh and Emerson Melo
- 2024: Liquidity Premium, Liquidity-Adjusted Return and Volatility, and Extreme Liquidity
- Qi Deng and Zhong-guo Zhou
- 2024: Optimizing Credit Limit Adjustments Under Adversarial Goals Using Reinforcement Learning
- Sherly Alfonso-S\'anchez, Jes\'us Solano, Alejandro Correa-Bahnsen, Kristina P. Sendova and Cristi\'an Bravo
- 2024: The Impact of Parenthood on Labour Market Outcomes of Women and Men in Poland
- Radost Waszkiewicz and Honorata Bogusz
- 2024: A Truth Serum for Eliciting Self-Evaluations in Scientific Reviews
- Jibang Wu, Haifeng Xu, Yifan Guo and Weijie Su
- 2024: Equilibrium in Functional Stochastic Games with Mean-Field Interaction
- Eduardo Abi Jaber, Eyal Neuman and Moritz Vo{\ss}
- 2024: Zero-sum stopper vs. singular-controller games with constrained control directions
- Andrea Bovo, Tiziano De Angelis and Jan Palczewski
- 2024: Parametrization, Prior Independence, and the Semiparametric Bernstein-von Mises Theorem for the Partially Linear Model
- Christopher D. Walker
- 2024: Commodity-specific triads in the Dutch inter-industry production network
- Marzio Di Vece, Frank P. Pijpers and Diego Garlaschelli
- 2024: Large Global Volatility Matrix Analysis Based on Observation Structural Information
- Sung Hoon Choi and Donggyu Kim
- 2024: Optimal multi-action treatment allocation: A two-phase field experiment to boost immigrant naturalization
- Achim Ahrens, Alessandra Stampi-Bombelli, Selina Kurer and Dominik Hangartner
- 2024: Historical trend in educational homophily: U-shaped or not U-shaped? Or, how to set a criterion to choose a criterion?
- Anna Naszodi
- 2024: The Effects of High-frequency Anticipatory Trading: Small Informed Trader vs. Round-Tripper
- Ziyi Xu and Xue Cheng
- 2024: The cross-sectional stock return predictions via quantum neural network and tensor network
- Nozomu Kobayashi, Yoshiyuki Suimon, Koichi Miyamoto and Kosuke Mitarai
- 2024: Uncertainty over Uncertainty in Environmental Policy Adoption: Bayesian Learning of Unpredictable Socioeconomic Costs
- Matteo Basei, Giorgio Ferrari and Neofytos Rodosthenous
- 2024: Social Welfare Functions with Voters Qualifications: Impossibility Results
- Yasunori Okumura
- 2024: Market-Based "Actual" Returns of Investors
- Victor Olkhov
- 2024: A micro-founded comparison of fiscal policies between indirect and direct job creation
- Kensuke Ohtake
- 2024: Wardrop Equilibrium Can Be Boundedly Rational: A New Behavioral Theory of Route Choice
- Jiayang Li, Zhaoran Wang and Yu Marco Nie
- 2024: Unifying Market Microstructure and Dynamic Asset Pricing
- Davide Lauria, W. Brent Lindquist, Svetlozar T. Rachev and Yuan Hu
- 2024: On-line reinforcement learning for optimization of real-life energy trading strategy
- {\L}ukasz Lepak and Pawe{\l} Wawrzy\'nski
- 2024: Measuring Self-Preferencing on Digital Platforms
- Lukas J\"urgensmeier and Bernd Skiera
- 2024: Multivariate Probabilistic CRPS Learning with an Application to Day-Ahead Electricity Prices
- Jonathan Berrisch and Florian Ziel
- 2024: Bootstrap based asymptotic refinements for high-dimensional nonlinear models
- Joel L. Horowitz and Ahnaf Rafi
- 2024: Expected Utility from a Constructive Viewpoint
- Kislaya Prasad
- 2024: Optimal investment in ambiguous financial markets with learning
- Nicole B\"auerle and Antje Mahayni
- 2024: Deep hybrid model with satellite imagery: how to combine demand modeling and computer vision for behavior analysis?
- Qingyi Wang, Shenhao Wang, Yunhan Zheng, Hongzhou Lin, Xiaohu Zhang, Jinhua Zhao and Joan Walker
- 2024: Feature Selection with Annealing for Forecasting Financial Time Series
- Hakan Pabuccu and Adrian Barbu
- 2024: Trusting: Alone and together
- Benedikt V. Meylahn, Arnoud V. den Boer and Michel Mandjes
- 2024: Human and Machine Intelligence in n-Person Games with Partial Knowledge: Theory and Computation
- Mehmet S. Ismail
- 2024: Screening Signal-Manipulating Agents via Contests
- Yingkai Li and Xiaoyun Qiu
- 2024: Persuading a Behavioral Agent: Approximately Best Responding and Learning
- Yiling Chen and Tao Lin
- 2024: Regulating Oligopolistic Competition
- Kai Hao Yang and Alexander K. Zentefis
- 2024: Fair congested assignment problem
- Anna Bogomolnaia and Herve Moulin
- 2024: The Hazards and Benefits of Condescension in Social Learning
- Itai Arieli, Yakov Babichenko, Stephan M\"uller, Farzad Pourbabaee and Omer Tamuz
- 2024: Unbiased estimation and asymptotically valid inference in multivariable Mendelian randomization with many weak instrumental variables
- Yihe Yang, Noah Lorincz-Comi and Xiaofeng Zhu
- 2024: Higher-order Refinements of Small Bandwidth Asymptotics for Density-Weighted Average Derivative Estimators
- Matias Cattaneo, Max Farrell, Michael Jansson and Ricardo Masini
- 2024: Deep Galerkin Method for Mean Field Control Problem
- Jingruo Sun
- 2024: Robust Contracts with Exploration
- Chang Liu
- 2024: Estimation of Systemic Shortfall Risk Measure using Stochastic Algorithms
- Sarah Kaakai, Anis Matoussi and Achraf Tamtalini
- 2024: Leverage, Endogenous Unbalanced Growth, and Asset Price Bubbles
- Tomohiro Hirano, Ryo Jinnai and Alexis Akira Toda
- 2024: Multimodal Generative Models for Bankruptcy Prediction Using Textual Data
- Rogelio A. Mancisidor and Kjersti Aas
- 2024: Type I Tobit Bayesian Additive Regression Trees for Censored Outcome Regression
- Eoghan O'Neill
- 2024: On Pricing of Discrete Asian and Lookback Options under the Heston Model
- Leonardo Perotti and Lech A. Grzelak
- 2024: How to sample and when to stop sampling: The generalized Wald problem and minimax policies
- Karun Adusumilli
- 2024: Quality of Life and the Experience of Context
- Ankur Betageri
- 2024: Statistical inference for rough volatility: Minimax Theory
- Carsten Chong, Marc Hoffmann, Yanghui Liu, Mathieu Rosenbaum and Gr\'egoire Szymanski
- 2024: Generalized Principal-Agency: Contracts, Information, Games and Beyond
- Jiarui Gan, Minbiao Han, Jibang Wu and Haifeng Xu
- 2024: Sorting and Grading
- Jacopo Bizzotto and Adrien Vigier
- 2024: The character of non-manipulable collective choices between two alternatives
- Achille Basile, K. P. S. Bhaskara Rao and Surekha Rao
- 2024: Implementing a Hierarchical Deep Learning Approach for Simulating Multi-Level Auction Data
- Igor Sadoune, Andrea Lodi and Marcelin Joanis
- 2024: Research Joint Ventures: The Role of Financial Constraints
- Philipp Brunner, Igor Letina and Armin Schmutzler
- 2024: Time-consistent pension policy with minimum guarantee and sustainability constraint
- Caroline Hillairet, Sarah Kaakai and Mohamed Mrad
- 2024: A core-selecting auction for portfolio's packages
- Lamprirni Zarpala and Dimitrios Voliotis
- 2024: The Fairness of Credit Scoring Models
- Christophe Hurlin, Christophe P\'erignon and S\'ebastien Saurin
- 2024: Abadie's Kappa and Weighting Estimators of the Local Average Treatment Effect
- Tymon S{\l}oczy\'nski, S. Derya Uysal and Jeffrey Wooldridge
- 2024: Budget-Constrained Auctions with Unassured Priors: Strategic Equivalence and Structural Properties
- Zhaohua Chen, Mingwei Yang, Chang Wang, Jicheng Li, Zheng Cai, Yukun Ren, Zhihua Zhu and Xiaotie Deng
- 2024: The Combinatorial Multi-Round Ascending Auction
- Bernhard Kasberger and Alexander Teytelboym
- 2024: Non-Existent Moments of Earnings Growth
- Silvia Sarpietro, Yuya Sasaki and Yulong Wang
- 2024: Labor Demand on a Tight Leash
- Mario Bossler and Martin Popp
- 2024: Detecting data-driven robust statistical arbitrage strategies with deep neural networks
- Ariel Neufeld, Julian Sester and Daiying Yin
- 2024: Semiparametric Estimation of Dynamic Binary Choice Panel Data Models
- Fu Ouyang and Thomas Tao Yang
- 2024: Market-Based Price Autocorrelation
- Victor Olkhov
- 2024: CAREER: A Foundation Model for Labor Sequence Data
- Keyon Vafa, Emil Palikot, Tianyu Du, Ayush Kanodia, Susan Athey and David M. Blei
- 2024: Stable allocations in discrete exchange economies
- Federico Echenique, Sumit Goel and SangMok Lee
- 2024: Continuous permanent unobserved heterogeneity in dynamic discrete choice models
- Jackson Bunting
- 2024: Affirmative Action's Cumulative Fractional Assignments
- Haydar Evren and Manshu Khanna
- 2024: Regime-Switching Density Forecasts Using Economists' Scenarios
- Graziano Moramarco
- 2024: Regression Discontinuity Design with Potentially Many Covariates
- Yoichi Arai, Taisuke Otsu and Myung Hwan Seo
- 2024: A note on closed-form spread option valuation under log-normal models
- Nuerxiati Abudurexiti, Kai He, Dongdong Hu and Hasanjan Sayit
- 2024: Moment Matching Method for Pricing Spread Options with Mean-Variance Mixture L\'evy Motions
- Dongdong Hu, Hasanjan Sayit and Svetlozar T. Rachev
- 2024: Hamiltonian Monte Carlo for Regression with High-Dimensional Categorical Data
- Szymon Sacher, Laura Battaglia and Stephen Hansen
- 2024: Winners and losers of immigration
- Davide Fiaschi and Cristina Tealdi
- 2024: Causal Inference with Corrupted Data: Measurement Error, Missing Values, Discretization, and Differential Privacy
- Anish Agarwal and Rahul Singh
- 2024: The Role of Contextual Information in Best Arm Identification
- Masahiro Kato and Kaito Ariu
- 2024: Ordered Reference Dependent Choice
- Xi Zhi Lim
- 2024: Efficient approximations for utility-based pricing
- Laurence Carassus and Massinissa Ferhoune
- 2024: Machine Collaboration
- Qingfeng Liu and Yang Feng
- 2024: An Empirical Assessment of Characteristics and Optimal Portfolios
- Christopher G. Lamoureux and Huacheng Zhang
- 2024: The American put with finite-time maturity and stochastic interest rate
- Cheng Cai, Tiziano De Angelis and Jan Palczewski
- 2024: Subsidising Inclusive Insurance to Reduce Poverty
- Jos\'e Miguel Flores-Contr\'o, Kira Henshaw, Sooie-Hoe Loke, S\'everine Arnold and Corina Constantinescu
- 2024: Optimal Clearing Payments in a Financial Contagion Model
- Giuseppe Calafiore, Giulia Fracastoro and Anton Proskurnikov
- 2024: Some Finite Sample Properties of the Sign Test
- Yong Cai
- 2024: Games on Endogenous Networks
- Evan Sadler and Benjamin Golub
- 2024: Retirement decision with addictive habit persistence in a jump diffusion market
- Guohui Guan, Qitao Huang, Zongxia Liang and Fengyi Yuan
- 2024: Optimal Echo Chambers
- Gabriel Martinez and Nicholas Tenev
- 2024: Upstreamness and downstreamness in input-output analysis from local and aggregate information
- Silvia Bartolucci, Fabio Caccioli, Francesco Caravelli and Pierpaolo Vivo
- 2024: Firm Entry and Exit with Unbounded Productivity Growth
- John Stachurski
- 2024: Online Causal Inference for Advertising in Real-Time Bidding Auctions
- Caio Waisman, Harikesh Nair and Carlos Carrion
- 2024: Parallel Experimentation and Competitive Interference on Online Advertising Platforms
- Caio Waisman, Navdeep S. Sahni, Harikesh Nair and Xiliang Lin
- 2024: Bayesian Elicitation
- Mark Whitmeyer
- 2024: Consumption smoothing in the working-class households of interwar Japan
- Kota Ogasawara
- 2024: Information and Arbitrage: Applications of Quantum Groups in Mathematical Finance
- Paul McCloud
- 2024: Local sensitivity analysis of heating degree day and cooling degree day temperature derivatives prices
- Sara Ana Solanilla Blanco
- 2024: Comparing MCMC algorithms in Stochastic Volatility Models using Simulation Based Calibration
- Benjamin Wee
- 2024: Continuous Representations of Preferences by Means of Two Continuous Functions
- Gianni Bosi and Asier Estevan
- 2024: From GARCH to Neural Network for Volatility Forecast
- Pengfei Zhao, Haoren Zhu, Wilfred Siu Hung Ng and Dik Lun Lee
- 2024: Transformers with Attentive Federated Aggregation for Time Series Stock Forecasting
- Chu Myaet Thwal, Ye Lin Tun, Kitae Kim, Seong-Bae Park and Choong Seon Hong
- 2024: Large (and Deep) Factor Models
- Bryan Kelly, Boris Kuznetsov, Semyon Malamud and Teng Andrea Xu
- 2024: MDGNN: Multi-Relational Dynamic Graph Neural Network for Comprehensive and Dynamic Stock Investment Prediction
- Hao Qian, Hongting Zhou, Qian Zhao, Hao Chen, Hongxiang Yao, Jingwei Wang, Ziqi Liu, Fei Yu, Zhiqiang Zhang and Jun Zhou
- 2024: Tweet Influence on Market Trends: Analyzing the Impact of Social Media Sentiment on Biotech Stocks
- C. Sarai R. Avila
- 2024: CNN-DRL with Shuffled Features in Finance
- Sina Montazeri, Akram Mirzaeinia and Amir Mirzaeinia
- 2024: When and Where To Submit A Paper
- Daniel Luo
- 2024: Intergenerational Preferences and Continuity: Reconciling Order and Topology
- Asier Estevan, Roberto Maura and Oscar Valero
- 2024: Forecasting Imports in OECD Member Countries and Iran by Using Neural Network Algorithms of LSTM
- Soheila Khajoui, Saeid Dehyadegari and Sayyed Abdolmajid Jalaee
- 2024: Finite- and Large-Sample Inference for Ranks using Multinomial Data with an Application to Ranking Political Parties
- Sergei Bazylik, Magne Mogstad, Joseph Romano, Azeem Shaikh and Daniel Wilhelm
- 2024: The Fourier-Malliavin Volatility (FMVol) MATLAB library
- Simona Sanfelici and Giacomo Toscano
- 2024: Let's roll back! The challenging task of regulating temporary contracts
- Davide Fiaschi and Cristina Tealdi
- 2024: Regularizing Discrimination in Optimal Policy Learning with Distributional Targets
- Anders Kock and David Preinerstorfer
- 2024: Filipino Use of Designer and Luxury Perfumes: A Pilot Study of Consumer Behavior
- John Paul P. Miranda, Maria Anna D. Cruz, Dina D. Gonzales, Ma. Rebecca G. Del Rosario, Aira May B. Canlas and Joseph Alexander Bansil
- 2024: Wages and Capital returns in a generalized P\'olya urn
- Thomas Gottfried and Stefan Grosskinsky
- 2024: What you know or who you know? The role of intellectual and social capital in opportunity recognition
- Antonio Rafael Ramos-Rodriguez, Jose Aurelio Medina-Garrido, Jose Daniel Lorenzo-Gomez and Jose Ruiz-Navarro
- 2024: Coordinating Resource Allocation during Product Transitions Using a Multifollower Bilevel Programming Model
- Rahman Khorramfar, Osman Ozaltin, Reha Uzsoy and Karl Kempf
- 2024: Education Policy and Intergenerational Educational Persistence: Evidence from rural Benin
- Christelle Zozoungbo
- 2024: Modeling how and why aquatic vegetation removal can free rural households from poverty-disease traps
- Molly J Doruska, Christopher Barrett and Jason R Rohr
- 2024: Efficient estimation of parameters in marginals in semiparametric multivariate models
- Ivan Medovikov, Valentyn Panchenko and Artem Prokhorov
- 2024: Assessing Public Perception of Car Automation in Iran: Acceptance and Willingness to Pay for Adaptive Cruise Control
- Sina Sahebi, Sahand Heshami, Mohammad Khojastehpour, Ali Rahimi and Mahyar Mollajani
- 2024: Partial Identification of Binary Choice Models with Misreported Outcomes
- Orville Mondal and Rui Wang
- 2024: Determinants of well-being
- Cristina Pereira, Herm\'inia Gon\c{c}alves and Teresa Sequeira
- 2024: Improving Business Insurance Loss Models by Leveraging InsurTech Innovation
- Zhiyu Quan, Changyue Hu, Panyi Dong and Emiliano A. Valdez
- 2024: Robust Performance Evaluation of Independent and Identical Agents
- Ashwin Kambhampati
- 2024: The Carbon Premium: Correlation or Causation? Evidence from S&P 500 Companies
- Namasi G. Sankar, Suryadeepto Nag, Siddhartha P. Chakrabarty and Sankarshan Basu
- 2024: A mathematical theory of power
- Daniele De Luca
- 2024: Single-Winner Voting with Alliances: Avoiding the Spoiler Effect
- Grzegorz Pierczy\'nski and Stanis{\l}aw Szufa
- 2024: Graph Neural Networks: Theory for Estimation with Application on Network Heterogeneity
- Yike Wang, Chris Gu and Taisuke Otsu
- 2024: Contracting with a Learning Agent
- Guru Guruganesh, Yoav Kolumbus, Jon Schneider, Inbal Talgam-Cohen, Emmanouil-Vasileios Vlatakis-Gkaragkounis, Joshua R. Wang and S. Matthew Weinberg
- 2024: A Mean Field Game Approach to Relative Investment-Consumption Games with Habit Formation
- Zongxia Liang and Keyu Zhang
- 2024: Estimation of domain truncation error for a system of PDEs arising in option pricing
- Anindya Goswami and Kuldip Singh Patel
- 2024: Testing the Exogeneity of Instrumental Variables and Regressors in Linear Regression Models Using Copulas
- Seyed Morteza Emadi
- 2024: csranks: An R Package for Estimation and Inference Involving Ranks
- Denis Chetverikov, Magne Mogstad, Pawel Morgen, Joseph Romano, Azeem Shaikh and Daniel Wilhelm
- 2024: FDR-Controlled Portfolio Optimization for Sparse Financial Index Tracking
- Jasin Machkour, Daniel P. Palomar and Michael Muma
- 2024: Sustainable Market Incentives -- Lessons from European Feebates for a ZEV Future
- Aditya Ramji, Daniel Sperling and Lewis Fulton
- 2024: Could AI change the scientific publishing market once and for all?
- Wadim Strielkowski
- 2024: ISP pricing and Platform pricing interaction under net neutrality
- Luis Guijarro, Vicent Pla and Jose Ramon Vidal
- 2024: ESG driven pairs algorithm for sustainable trading: Analysis from the Indian market
- Eeshaan Dutta, Sarthak Diwan and Siddhartha P. Chakrabarty
- 2024: How to Use Data Science in Economics -- a Classroom Game Based on Cartel Detection
- Hannes Wallimann and Silvio Sticher
- 2024: Optimal portfolio under ratio-type periodic evaluation in incomplete markets with stochastic factors
- Wenyuan Wang, Kaixin Yan and Xiang Yu
- 2024: Structural Periodic Vector Autoregressions
- Daniel Dzikowski and Carsten Jentsch
- 2024: Identification of Nonseparable Models with Endogenous Control Variables
- Kaicheng Chen and Kyoo il Kim
- 2024: Evaluating the Determinants of Mode Choice Using Statistical and Machine Learning Techniques in the Indian Megacity of Bengaluru
- Tanmay Ghosh and Nithin Nagaraj
- 2024: Real-time Risk Metrics for Programmatic Stablecoin Crypto Asset-Liability Management (CALM)
- Marcel Bluhm, Adrian Cachinero Vasiljevi\'c, S\'ebastien Derivaux and S{\o}ren Terp H{\o}rl\"uck Jessen
- 2024: New accessibility measures based on unconventional big data sources
- G. Arbia, V. Nardelli, N. Salvini and I. Valentini
- 2024: An Explicit Scheme for Pathwise XVA Computations
- Lokman Abbas-Turki, St\'ephane Cr\'epey, Botao Li and Bouazza Saadeddine
- 2024: Environmental impacts, nutritional profiles, and retail prices of commonly sold retail food items in 181 countries: an observational study
- Elena Martinez, Nicole Tichenor Blackstone, Parke E. Wilde, Anna W. Herforth and William Masters
- 2024: Three Variations on Money Pump, Common Prior, and Trade
- Ziv Hellman and Miklos Pinter
- 2024: Optimizing Transition Strategies for Small to Medium Sized Portfolios
- Nakul Upadhya and Alexandre Granzer-Guay
- 2024: Reference-dependent asset pricing with a stochastic consumption-dividend ratio
- Luca De Gennaro Aquino, Xuedong He, Moris Simon Strub and Yuting Yang
- 2024: Generative AI Triggers Welfare-Reducing Decisions in Humans
- Fabian Dvorak, Regina Stumpf, Sebastian Fehrler and Urs Fischbacher
- 2024: New approximate stochastic dominance approaches for Enhanced Indexation models
- Francesco Cesarone and Justo Puerto
- 2024: From Numbers to Words: Multi-Modal Bankruptcy Prediction Using the ECL Dataset
- Henri Arno, Klaas Mulier, Joke Baeck and Thomas Demeester
- 2024: Arrow's single peaked domains, richness, and domains for plurality and the Borda count
- Klas Markstr\"om, S{\o}ren Riis and Bei Zhou
- 2024: Business Model Contributions to Bank Profit Performance: A Machine Learning Approach
- F. Bolivar, Miguel Duran and Ana Lozano-Vivas
- 2024: Bank Business Models, Size, and Profitability
- F. Bolivar, Miguel Duran and Ana Lozano-Vivas
- 2024: The Risk-Return Relation in the Corporate Loan Market
- Miguel Duran
- 2024: Interpreting Event-Studies from Recent Difference-in-Differences Methods
- Jonathan Roth
- 2024: Pricing and Usage: An Empirical Analysis of Lines of Credit
- Miguel Duran
- 2024: Are Charter Value and Supervision Aligned? A Segmentation Analysis
- Juan Aparicio, Miguel Duran, Ana Lozano-Vivas and Jesus T. Pastor
- 2024: Centralization in Block Building and Proposer-Builder Separation
- Maryam Bahrani, Pranav Garimidi and Tim Roughgarden
- 2024: Measures of the Capital Network of the U.S. Economy
- Ben Klemens
- 2024: Metrics matter, a Formal comment on Ward et al Plos-One 2016 paper: Is decoupling GDP growth from environmental impact possible?
- Herv\'e Bercegol and Paul E. Brockway
- 2024: A Bracketing Relationship for Long-Term Policy Evaluation with Combined Experimental and Observational Data
- Yechan Park and Yuya Sasaki
- 2024: Local Diversity of Condorcet Domains
- Alexander Karpov, Klas Markstr\"om, S{\o}ren Riis and Bei Zhou
- 2024: A Novel Decision Ensemble Framework: Customized Attention-BiLSTM and XGBoost for Speculative Stock Price Forecasting
- Riaz Ud Din, Salman Ahmed and Saddam Hussain Khan
- 2024: Analyzing the Impact of Financial Inclusion on Economic Growth in Bangladesh
- Ganapati Kumar Biswas
- 2024: An income-based approach to modeling commuting distance in the Toronto area
- Shawn Berry
- 2024: Coevolution of Resource and Strategies in Common-Pool Resource Dilemmas: A Coupled Human-Environmental System Model
- Chengyi Tu, Renfei Chen, Ying Fan and Yongliang Yang
- 2024: Data-driven Option Pricing
- Min Dai, Hanqing Jin and Xi Yang
- 2024: Information Based Inference in Models with Set-Valued Predictions and Misspecification
- Hiroaki Kaido and Francesca Molinari
- 2024: Bounding Consideration Probabilities in Consider-Then-Choose Ranking Models
- Ben Aoki-Sherwood, Catherine Bregou, David Liben-Nowell, Kiran Tomlinson and Thomas Zeng
- 2024: BioFinBERT: Finetuning Large Language Models (LLMs) to Analyze Sentiment of Press Releases and Financial Text Around Inflection Points of Biotech Stocks
- Valentina Aparicio, Daniel Gordon, Sebastian G. Huayamares and Yuhuai Luo
- 2024: Subjective Causality
- Joseph Y. Halpern and Evan Piermont
- 2024: Forecasting Cryptocurrency Staking Rewards
- Sauren Gupta, Apoorva Hathi Katharaki, Yifan Xu, Bhaskar Krishnamachari and Rajarshi Gupta
- 2024: An Experimental Study of Decentralized Matching
- Federico Echenique, Alejandro Robinson-Cort\'es and Leeat Yariv
- 2024: Stylized Facts and Market Microstructure: An In-Depth Exploration of German Bond Futures Market
- Hamza Bodor and Laurent Carlier
- 2024: Dynamic Programming: Finite States
- Thomas Sargent and John Stachurski
- 2024: Deep Generative Modeling for Financial Time Series with Application in VaR: A Comparative Review
- Lars Ericson, Xuejun Zhu, Xusi Han, Rao Fu, Shuang Li, Steve Guo and Ping Hu
- 2024: Equilibrium Multiplicity: A Systematic Approach using Homotopies, with an Application to Chicago
- Amine Ouazad
- 2024: Nowcasting economic activity in European regions using a mixed-frequency dynamic factor model
- Luca Barbaglia, Lorenzo Frattarolo, Niko Hauzenberger, Dominik Hirschbuehl, Florian Huber, Luca Onorante, Michael Pfarrhofer and Luca Tiozzo Pezzoli
- 2024: A Quantile Nelson-Siegel model
- Matteo Iacopini, Aubrey Poon, Luca Rossini and Dan Zhu
- 2024: Wealth dynamics in a multi-aggregate closed monetary system
- Andrea Monaco, Matteo Ghio and Adamaria Perrotta
- 2024: Game Representations and Extensions of the Shapley Value
- Pradeep Dubey
- 2024: A Framework for Digital Currencies for Financial Inclusion in Latin America and the Caribbean
- Gabriel Bizama, Alexander Wu, Bernardo Paniagua and Max Mitre
- 2024: Cross-Domain Behavioral Credit Modeling: transferability from private to central data
- O. Didkovskyi, N. Jean, G. Le Pera and C. Nordio
- 2024: Equity Premium in Efficient Markets
- Nat Kausik
- 2024: A closer look at the chemical potential of an ideal agent system
- Christoph J. B\"orner, Ingo Hoffmann and John H. Stiebel
- 2024: Airline delays, congestion internalization and non-price spillover effects of low cost carrier entry
- William E. Bendinelli, Humberto F. A. J. Bettini and Alessandro V. M. Oliveira
- 2024: Mean-Field SDEs driven by $G$-Brownian Motion
- Karl-Wilhelm Georg Bollweg and Thilo Meyer-Brandis
- 2024: AI Thrust: Ranking Emerging Powers for Tech Startup Investment in Latin America
- Abraham Ramos Torres and Laura N Montoya
- 2024: Strategic formation of production networks
- Antoine Mandel, Van-Quy Nguyen and Bach Dong-Xuan
- 2024: Spurious Default Probability Projections in Credit Risk Stress Testing Models
- Bernd Engelmann
- 2024: Fitting random cash management models to data
- Francisco Salas-Molina
- 2024: Assessing the impact of forced and voluntary behavioral changes on economic-epidemiological co-dynamics: A comparative case study between Belgium and Sweden during the 2020 COVID-19 pandemic
- Tijs W. Alleman and Jan M. Baetens
- 2024: Do backrun auctions protect traders?
- Andrew W. Macpherson
- 2024: A techno-economic model for avoiding conflicts of interest between owners of offshore wind farms and maintenance suppliers
- Alberto Pliego Marug\'an, Fausto Pedro Garc\'ia M\'arquez and Jes\'us Mar\'ia Pinar P\'erez
- 2024: Optimal Insurance to Maximize Exponential Utility when Premium is Computed by a Convex Functional
- Jingyi Cao, Dongchen Li, Virginia R. Young and Bin Zou
- 2024: A Two-Step Longstaff Schwartz Monte Carlo Approach to Game Option Pricing
- Ce Wang
- 2024: Transformer-based approach for Ethereum Price Prediction Using Crosscurrency correlation and Sentiment Analysis
- Shubham Singh and Mayur Bhat
- 2024: A new model of trust based on neural information processing
- Scott E. Allen, Ren\'e F. Kizilcec and A. David Redish
- 2024: A Day-to-Day Dynamical Approach to the Most Likely User Equilibrium Problem
- Jiayang Li, Qianni Wang, Liyang Feng, Jun Xie and Yu Marco Nie
- 2024: Cash and Card Acceptance in Retail Payments: Motivations and Factors
- Samuel Vandak and Geoffrey Goodell
- 2024: Graph database while computationally efficient filters out quickly the ESG integrated equities in investment management
- Partha Sen and Sumana Sen
- 2024: Unemployment Volatility: When Workers Pay Costs upon Accepting Jobs
- Rich Ryan
- 2024: Learning to be Homo Economicus: Can an LLM Learn Preferences from Choice
- Jeongbin Kim, Matthew Kovach, Kyu-Min Lee, Euncheol Shin and Hector Tzavellas
- 2024: Utilitarian Beliefs in Social Networks: Explaining the Emergence of Hatred
- Houda Nait El Barj and Theophile Sautory
- 2024: A Note on Uncertainty Quantification for Maximum Likelihood Parameters Estimated with Heuristic Based Optimization Algorithms
- Zachary Porreca
- 2024: A Dynamic Agent Based Model of the Real Economy with Monopolistic Competition, Perfect Product Differentiation, Heterogeneous Agents, Increasing Returns to Scale and Trade in Disequilibrium
- Subhamon Supantha and Naresh Kumar Sharma
- 2024: An empirical model of fleet modernization: on the relationship between market concentration and innovation adoption in the Brazilian airline industry
- Alessandro V. M. Oliveira, Thiago Caliari and Rodolfo R. Narcizo
- 2024: Deep Learning With DAGs
- Sourabh Balgi, Adel Daoud, Jose M. Pe\~na, Geoffrey T. Wodtke and Jesse Zhou
- 2024: Robust Analysis of Short Panels
- Andrew Chesher, Adam Rosen and Yuanqi Zhang
- 2024: Analysis of the Impact of Central bank Digital Currency on the Demand for Transactional Currency
- Ruimin Song, Tiantian Zhao and Chunhui Zhou
- 2024: Exposure effects are not automatically useful for policymaking
- Eric Auerbach, Jonathan Auerbach and Max Tabord-Meehan
- 2024: CNN-DRL for Scalable Actions in Finance
- Sina Montazeri, Akram Mirzaeinia, Haseebullah Jumakhan and Amir Mirzaeinia
- 2024: CRISIS ALERT:Forecasting Stock Market Crisis Events Using Machine Learning Methods
- Yue Chen, Xingyi Andrew and Salintip Supasanya
- 2024: Grassroots Innovation Actors: Their Role and Positioning in Economic Ecosystems -- A Comparative Study Through Complex Network Analysis
- Marcelo S. Tedesco and Francisco Javier Ramos Soria
- 2024: Interactions between dynamic team composition and coordination: An agent-based modeling approach
- Dar\'io Blanco-Fern\'andez, Stephan Leitner and Alexandra Rausch
- 2024: Quantum Probability Theoretic Asset Return Modeling: A Novel Schr\"odinger-Like Trading Equation and Multimodal Distribution
- Li Lin
- 2024: Designing Heterogeneous LLM Agents for Financial Sentiment Analysis
- Frank Xing
- 2024: Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures
- Chenlei Leng, Degui Li, Hanlin Shang and Yingcun Xia
- 2024: Follow The Money: Exploring the Key Factors Influencing Investment in African Startups
- Khalil Liouane
- 2024: Super-hedging-pricing formulas and Immediate-Profit arbitrage for market models under random horizon
- Tahir Choulli and Emmanuel Lepinette
- 2024: On Efficient Inference of Causal Effects with Multiple Mediators
- Haoyu Wei, Hengrui Cai, Chengchun Shi and Rui Song
- 2024: Can ChatGPT Compute Trustworthy Sentiment Scores from Bloomberg Market Wraps?
- Baptiste Lefort, Eric Benhamou, Jean-Jacques Ohana, David Saltiel, Beatrice Guez and Damien Challet
- 2024: Multi-relational Graph Diffusion Neural Network with Parallel Retention for Stock Trends Classification
- Zinuo You, Pengju Zhang, Jin Zheng and John Cartlidge
- 2024: On the Three Demons in Causality in Finance: Time Resolution, Nonstationarity, and Latent Factors
- Xinshuai Dong, Haoyue Dai, Yewen Fan, Songyao Jin, Sathyamoorthy Rajendran and Kun Zhang
- 2024: Income and emotional well-being: Evidence for well-being plateauing around $200,000 per year
- Mikkel Bennedsen
- 2024: Comparison of Markowitz Model and Single-Index Model on Portfolio Selection of Malaysian Stocks
- Zhang Chern Lee, Wei Yun Tan, Hoong Khen Koo and Wilson Pang
- 2024: A Mean Field Game between Informed Traders and a Broker
- Philippe Bergault and Leandro S\'anchez-Betancourt
- 2024: On the Martingale Schr\"odinger Bridge between Two Distributions
- Marcel Nutz and Johannes Wiesel
- 2024: Can unions impose costs on employers in education strikes? Evidence from pension disputes in UK universities
- Nils Braakmann and Barbara Eberth
- 2024: Is there a size premium for nations?
- Jo\v{z}e P. Damijan, Sandra Damijan and Osiris Jorge Parcero
- 2024: Behind the Eastern-Western European convergence path: the role of geography and trade liberalization
- Adolfo Cristobal-Campoamor and Osiris Jorge Parcero
- 2024: Markowitz Portfolio Construction at Seventy
- Stephen Boyd, Kasper Johansson, Ronald Kahn, Philipp Schiele and Thomas Schmelzer
- 2024: Partition-form Cooperative Games in Two-Echelon Supply Chains
- Gurkirat Wadhwa, Tushar Shankar Walunj and Veeraruna Kavitha
- 2024: A Deep Learning Representation of Spatial Interaction Model for Resilient Spatial Planning of Community Business Clusters
- Haiyan Hao and Yan Wang
- 2024: IV Estimation of Panel Data Tobit Models with Normal Errors
- Bo E. Honore
- 2024: Revealed comparative advantages in scientific and technological disciplines in Uruguay
- Nestor Gandelman, Osiris Jorge Parcero, Matilde Pereira and Flavia Roldán
- 2024: Scaling Laws And Statistical Properties of The Transaction Flows And Holding Times of Bitcoin
- Didier Sornette and Yu Zhang
- 2024: World Wine Exports: What Determines the Success of New World Wine Producers?
- Osiris Jorge Parcero and Emiliano Villanueva
- 2024: Effect on New Loan Repayment Fine Clause on Bank Jaya Artha's Customer Satisfaction and Recommendation
- Mustaqim Adamrah and Yos Sunitiyoso
- 2024: Opportunities to upgrade the scientific disciplines space
- Nestor Gandelman, Osiris Jorge Parcero and Flavia Roldán
- 2024: Ecosystem orchestration practices for industrial firms: A qualitative meta-analysis, framework development and research agenda
- Lei Shen, Qingyue Shi, Vinit Parida and Marin Jovanovic
- 2024: Computing the Gerber-Shiu function with interest and a constant dividend barrier by physics-informed neural networks
- Zan Yu and Lianzeng Zhang
- 2024: Expiring Assets in Automated Market Makers
- Kenan Wood, Maurice Herlihy, Hammurabi Mendes and Jonad Pulaj
- 2024: Should Politicians be Informed? Targeted Benefits and Heterogeneous Voters
- Maxim Senkov and Arseniy Samsonov
- 2024: Entrepreneurial Intention and UAE Youth: Unique Influencers of Entrepreneurial Intentions in an Emerging Country Context
- N. Y. Al Saiqal, James. C. Ryabn and Osiris Jorge Parcero
- 2024: Optimal National policies towards multinationals when local regions can choose between firm-specific and non-firm-specific policies
- Osiris Jorge Parcero
- 2024: Becoming a Knowledge Economy: the Case of Qatar, UAE and 17 Benchmark Countries
- Osiris Parcero and James Christopher Ryan
- 2024: Economic Forces in Stock Returns
- Yue Chen and Mohan Li
- 2024: Robust Estimation in Network Vector Autoregression with Nonstationary Regressors
- Christis Katsouris
- 2024: Income inequality and the oil resource curse
- Osiris Jorge Parcero and Elissaios Papyrakis
- 2024: The Priced Survey Methodology: Theory
- Avner Seror
- 2024: Saving for sunny days: The impact of climate (change) on consumer prices in the euro area
- Paulo Rodrigues, Mirjam Salish and Nazarii Salish
- 2024: Receiver-Oriented Cheap Talk Design
- Itai Arieli, Ivan Geffner and Moshe Tennenholtz
- 2024: Spiritual Intelligence's Role in Reducing Technostress through Ethical Work Climates
- Saleh Ghobbeh and Armita Atrian
- 2024: Learning about a changing state
- Benjamin Davies
- 2024: Structured factor copulas for modeling the systemic risk of European and United States banks
- Hoang Nguyen, Audron\.e Virbickait\.e, M. Concepci\'on Aus\'in and Pedro Galeano
- 2024: Modelling and Predicting the Conditional Variance of Bitcoin Daily Returns: Comparsion of Markov Switching GARCH and SV Models
- Dennis Koch, Vahidin Jeleskovic and Zahid I. Younas
- 2024: Volatility models in practice: Rough, Path-dependent or Markovian?
- Eduardo Abi Jaber, Shaun and Li
- 2024: Counterfactuals in factor models
- Jad Beyhum
- 2024: Stable Marriage with One-Sided Preference
- Seongbeom Park
- 2024: The Effects of COVID-19 and the Russia-Ukraine War on Inward Foreign Direct Investment
- Ms Hosen, Sm Hossain, Mn Mia and Mr Chowdhury
- 2024: Changing Simplistic Worldviews
- Maxim Senkov and Toygar T. Kerman
- 2024: Roughness Signature Functions
- Peter Christensen
- 2024: Displaying risk in mergers: a diagrammatic approach for exchange ratio determination
- Alessandra Mainini, Enrico Moretto and Daniela Visetti
- 2024: Constrained Max Drawdown: a Fast and Robust Portfolio Optimization Approach
- Albert Dorador
- 2024: Game Mining: How to Make Money from those about to Play a Game
- James W. Bono and David H. Wolpert
- 2024: Airport service quality perception and flight delays: examining the influence of psychosituational latent traits of respondents in passenger satisfaction surveys
- Alessandro V. M. Oliveira, Bruno F. Oliveira and Moises D. Vassallo
- 2024: Female Entrepreneur on Board:Assessing the Effect of Gender on Corporate Financial Constraints
- Ruiying Xiao
- 2024: Forecasting Bitcoin Volatility: A Comparative Analysis of Volatility Approaches
- Cristina Chinazzo and Vahidin Jeleskovic
- 2024: Impact of Green Marketing Strategy on Brand Awareness: Business, Management, and Human Resources Aspects
- Mahdi Nohekhan and Mohammadmahdi Barzegar
- 2024: Notes on the SWIFT method based on Shannon Wavelets for Option Pricing -- Revisited
- Fabien Le Floc'h
- 2024: Classification and Treatment Learning with Constraints via Composite Heaviside Optimization: a Progressive MIP Method
- Yue Fang, Junyi Liu and Jong-Shi Pang
- 2024: An arbitrage driven price dynamics of Automated Market Makers in the presence of fees
- Joseph Najnudel, Shen-Ning Tung, Kazutoshi Yamazaki and Ju-Yi Yen
- 2024: Urban Street Network Design and Transport-Related Greenhouse Gas Emissions around the World
- Geoff Boeing, Clemens Pilgram and Yougeng Lu
- 2024: Robust Inference for Multiple Predictive Regressions with an Application on Bond Risk Premia
- Xiaosai Liao, Xinjue Li and Qingliang Fan
- 2024: A Portfolio's Common Causal Conditional Risk-neutral PDE
- Alejandro Rodriguez Dominguez
- 2024: Theoretical Steps to Optimize Transportation in the Cubic Networks and the Congestion Paradox
- Joonkyung Yoo
- 2024: Urban and non-urban contributions to the social cost of carbon
- Francisco Estrada, Veronica Lupi, Wouter Botzen and Richard Tol
- 2024: Matching of Users and Creators in Two-Sided Markets with Departures
- Daniel Huttenlocher, Hannah Li, Liang Lyu, Asuman Ozdaglar and James Siderius
- 2024: Further Education During Unemployment
- Pauline Leung and Zhuan Pei
- 2024: Functional CLTs for subordinated L\'evy models in physics, finance, and econometrics
- Andreas S{\o}jmark and Fabrice Wunderlich
- 2024: Scalable Agent-Based Modeling for Complex Financial Market Simulations
- Aaron Wheeler and Jeffrey D. Varner
- 2024: Implied CO$_{\textbf{2}}$-Price and Interest Rate of Carbon
- Christian Fries
- 2024: The cost of artificial latency in the PBS context
- Umberto Natale and Michael Moser
- 2024: On Rosenbaum's Rank-based Matching Estimator
- Matias Cattaneo, Fang Han and Zhexiao Lin
- 2024: Investigate The ESG Score Methodology
- Zhi Chen
- 2024: Perceptions and Detection of AI Use in Manuscript Preparation for Academic Journals
- Nir Chemaya and Daniel Martin
- 2024: Curriculum Learning and Imitation Learning for Model-free Control on Financial Time-series
- Woosung Koh, Insu Choi, Yuntae Jang, Gimin Kang and Woo Chang Kim
- 2024: Path-dependent PDEs for volatility derivatives
- Alexandre Pannier
- 2024: Considering Risk Aversion in Economic Evaluation: A Rank Dependent Approach
- Jacob Smith
- 2024: Characteristics of price related fluctuations in Non-Fungible Token (NFT) market
- Pawe{\l} Szyd{\l}o, Marcin W\k{a}torek, Jaros{\l}aw Kwapie\'n and Stanis{\l}aw Dro\.zd\.z
- 2024: Dynamic Factor Models: a Genealogy
- Matteo Barigozzi and Marc Hallin
- 2024: No-Arbitrage Deep Calibration for Volatility Smile and Skewness
- Kentaro Hoshisashi, Carolyn E. Phelan and Paolo Barucca
- 2024: Peer Effects in Consideration and Preferences
- Nail Kashaev, Natalia Lazzati and Ruli Xiao
- 2024: Digital interventions and habit formation in educational technology
- Keshav Agrawal, Susan Athey, Ayush Kanodia and Emil Palikot
- 2024: Tractable Aggregation in Endogenous Network Formation Models
- Jose M. Betancourt
- 2024: A time-varying finance-led model for U.S. business cycles
- Marcio Santetti
- 2024: A Formal Transaction Cost-Based Analysis of the Economic Feasibility of Ecosystems
- Christoph F. Strnadl
- 2024: Free Discontinuity Regression: With an Application to the Economic Effects of Internet Shutdowns
- Florian Gunsilius and David Van Dijcke
- 2024: Decentralized Token Economy Theory (DeTEcT)
- Rem Sadykhov, Geoffrey Goodell, Denis de Montigny, Martin Schoernig and Philip Treleaven
- 2024: Forecasted Treatment Effects
- Irene Botosaru, Raffaella Giacomini and Martin Weidner
- 2024: Monte Carlo Simulation for Trading Under a L\'evy-Driven Mean-Reverting Framework
- Tim Leung and Kevin W. Lu
- 2024: Cognitive Aging and Labor Share
- Nat Kausik
- 2024: Portfolios Generated by Contingent Claim Functions, with Applications to Option Pricing
- Ricardo Fernholz and Robert Fernholz
- 2024: "Guinea Pig Trials" Utilizing GPT: A Novel Smart Agent-Based Modeling Approach for Studying Firm Competition and Collusion
- Xu Han, Zengqing Wu and Chuan Xiao
- 2024: Weak Identification with Many Instruments
- Anna Mikusheva and Liyang Sun
- 2024: Linear Regression with Weak Exogeneity
- Anna Mikusheva and Mikkel S{\o}lvsten
- 2024: Bipartite peak-pit domains
- Alexander Karpov, Klas Markstr\"om, S{\o}ren Riis and Bei Zhou
- 2024: Shifting Cryptocurrency Influence: A High-Resolution Network Analysis of Market Leaders
- Arnav Hiray, Pratvi Shah, Vishwa Shah, Agam Shah, Sudheer Chava and Mukesh Tiwari
- 2024: COVID-19 Demand Shocks Revisited: Did Advertising Technology Help Mitigate Adverse Consequences for Small and Midsize Businesses?
- Shun-Yang Lee, Julian Runge, Daniel Yoo, Yakov Bart, Anett Gyurak and J. W. Schneider
- 2024: Asynchronous Proportional Response Dynamics in Markets with Adversarial Scheduling
- Yoav Kolumbus, Menahem Levy and Noam Nisan
- 2024: Expected Shortfall LASSO
- Sander Barendse
- 2024: Realistic Synthetic Financial Transactions for Anti-Money Laundering Models
- Erik Altman, Jovan Blanu\v{s}a, Luc von Niederh\"ausern, B\'eni Egressy, Andreea Anghel and Kubilay Atasu
- 2024: Optimization of the Generalized Covariance Estimator in Noncausal Processes
- Gianluca Cubadda, Francesco Giancaterini, Alain Hecq and Joann Jasiak
- 2024: Dynamic Net Metering for Energy Communities
- Ahmed S. Alahmed and Lang Tong
- 2024: Disentangling Revealed Preference From Rationalization by a Preference
- Pablo Schenone
- 2024: Deep calibration with random grids
- Fabio Baschetti, Giacomo Bormetti and Pietro Rossi
- 2024: Kernel Choice Matters for Boundary Inference Using Local Polynomial Density: With Application to Manipulation Testing
- Shunsuke Imai and Yuta Okamoto
- 2024: Strategies with minimal norm are optimal for expected utility maximization under high model ambiguity
- Laurence Carassus and Johannes Wiesel
- 2024: Post-COVID Inflation & the Monetary Policy Dilemma: An Agent-Based Scenario Analysis
- Max Sina Knicker, Karl Naumann-Woleske, Jean-Philippe Bouchaud and Francesco Zamponi
- 2024: Validating a dynamic input-output model for the propagation of supply and demand shocks during the COVID-19 pandemic in Belgium
- Tijs W. Alleman, Koen Schoors and Jan M. Baetens
- 2024: Building resilient organizations: The roles of top-down vs. bottom-up organizing
- Stephan Leitner
- 2024: Volatility of Volatility and Leverage Effect from Options
- Carsten H. Chong and Viktor Todorov
- 2024: Can Perturbations Help Reduce Investment Risks? Risk-Aware Stock Recommendation via Split Variational Adversarial Training
- Jiezhu Cheng, Kaizhu Huang and Zibin Zheng
- 2024: Gini-stable Lorenz curves and their relation to the generalised Pareto distribution
- Lucio Bertoli-Barsotti, Marek Gagolewski, Grzegorz Siudem and Barbara \.Zoga{\l}a-Siudem
- 2024: Filtration Reduction and Completeness in Jump-Diffusion Models
- Karen Grigorian and Robert Jarrow
- 2024: Who are the gatekeepers of economics? Geographic diversity, gender composition, and interlocking editorship of journal boards
- Alberto Baccini and Cristina Re
- 2024: Synthetic Combinations: A Causal Inference Framework for Combinatorial Interventions
- Abhineet Agarwal, Anish Agarwal and Suhas Vijaykumar
- 2024: The Moderating Effect of Instant Runoff Voting
- Kiran Tomlinson, Johan Ugander and Jon Kleinberg
- 2024: Distributionally Robust Principal-Agent Problems and Optimality of Contracts
- Peter Zhang
- 2024: Tight Non-asymptotic Inference via Sub-Gaussian Intrinsic Moment Norm
- Huiming Zhang, Haoyu Wei and Guang Cheng
- 2024: Multi-cell experiments for marginal treatment effect estimation of digital ads
- Caio Waisman and Brett R. Gordon
- 2024: Behavioral acceptance of automated vehicles: The roles of perceived safety concern and current travel behavior
- Fatemeh Nazari, Mohamadhossein Noruzoliaee and Abolfazl Mohammadian
- 2024: What is essential is visible to the eye: Saliency in primary school ranking and its effect on academic achievements
- Francois-Xavier Ladant, Julien Hedou, Paolo Sestito and Falco J. Bargagli-Stoffi
- 2024: Data-driven Approach for Static Hedging of Exchange Traded Options
- Vikranth Lokeshwar Dhandapani and Shashi Jain
- 2024: Expectile hidden Markov regression models for analyzing cryptocurrency returns
- Beatrice Foroni, Luca Merlo and Lea Petrella
- 2024: ddml: Double/debiased machine learning in Stata
- Achim Ahrens, Christian Hansen, Mark Schaffer and Thomas Wiemann
- 2024: Dynamic CVaR Portfolio Construction with Attention-Powered Generative Factor Learning
- Chuting Sun, Qi Wu and Xing Yan
- 2024: Testing Firm Conduct
- Marco Duarte, Lorenzo Magnolfi, Mikkel S{\o}lvsten and Christopher Sullivan
- 2024: The limitations of comonotonic additive risk measures: a literature review
- Samuel Solgon Santos, Marcelo Righi and Eduardo de Oliveira Horta
- 2024: On LASSO for High Dimensional Predictive Regression
- Ziwei Mei and Zhentao Shi
- 2024: Robust Bond Portfolio Construction via Convex-Concave Saddle Point Optimization
- Eric Luxenberg, Philipp Schiele and Stephen Boyd
- 2024: Accelerated Computations of Sensitivities for xVA
- Griselda Deelstra, Lech A. Grzelak and Felix L. Wolf
- 2024: Deep Signature Algorithm for Multi-dimensional Path-Dependent Options
- Erhan Bayraktar, Qi Feng and Zhaoyu Zhang
- 2024: Effective and scalable programs to facilitate labor market transitions for women in technology
- Susan Athey and Emil Palikot
- 2024: On the Convergence of Credit Risk in Current Consumer Automobile Loans
- Jackson P. Lautier, Vladimir Pozdnyakov and Jun Yan
- 2024: Exploratory Control with Tsallis Entropy for Latent Factor Models
- Ryan Donnelly and Sebastian Jaimungal
- 2024: Two-Person Bargaining when the Disagreement Point is Private Information
- Eric van Damme and Xu Lang
- 2024: Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data
- Giovanni Ballarin, Petros Dellaportas, Lyudmila Grigoryeva, Marcel Hirt, Sophie van Huellen and Juan-Pablo Ortega
- 2024: Spontaneous emergence of groups and signaling diversity in dynamic networks
- Zachary Fulker, Patrick Forber, Rory Smead and Christoph Riedl
- 2024: GLS under Monotone Heteroskedasticity
- Yoichi Arai, Taisuke Otsu and Mengshan Xu
- 2024: Lower semicontinuity of monotone functionals in the mixed topology on $C_b$
- Max Nendel
- 2024: Expected multi-utility representations of preferences over lotteries
- Paolo Leonetti
- 2024: Quantitative Fundamental Theorem of Asset Pricing
- Beatrice Acciaio, Julio Backhoff and Gudmund Pammer
- 2024: Best-Response dynamics in two-person random games with correlated payoffs
- Hlafo Alfie Mimun, Matteo Quattropani and Marco Scarsini
- 2024: Optimal Bubble Riding: A Mean Field Game with Varying Entry Times
- Ludovic Tangpi and Shichun Wang
- 2024: Portfolio Optimization with Cumulative Prospect Theory Utility via Convex Optimization
- Eric Luxenberg, Philipp Schiele and Stephen Boyd
- 2024: A novel difference equation approach for the stability and robustness of compact schemes for variable coefficient PDEs
- Anindya Goswami, Kuldip Singh Patel and Pradeep Kumar Sahu
- 2024: Intentional and serendipitous diffusion of ideas: Evidence from academic conferences
- Misha Teplitskiy, Soya Park, Neil Thompson and David Karger
- 2024: Formal Contracts Mitigate Social Dilemmas in Multi-Agent RL
- Andreas A. Haupt, Phillip J. K. Christoffersen, Mehul Damani and Dylan Hadfield-Menell
- 2024: Algorithmic Assistance with Recommendation-Dependent Preferences
- Bryce McLaughlin and Jann Spiess
- 2024: Missing Values Handling for Machine Learning Portfolios
- Andrew Y. Chen and Jack McCoy
- 2024: Efficient Bias Correction for Cross-section and Panel Data
- Jinyong Hahn, David Hughes, Guido Kuersteiner and Whitney K. Newey
- 2024: Inside the West Wing: Lobbying as a contest
- Alastair Langtry
- 2024: Polynomial Voting Rules
- Wenpin Tang and David D. Yao
- 2024: Optimized Distortion and Proportional Fairness in Voting
- Soroush Ebadian, Anson Kahng, Dominik Peters and Nisarg Shah
- 2024: Joint mixability and notions of negative dependence
- Takaaki Koike, Liyuan Lin and Ruodu Wang
- 2024: The Psychology of Mineral Wealth: Empirical Evidence from Kazakhstan
- Elissaios Pappyrakis and Osiris Parcero
- 2024: The Impact of Acquisitions in the Biotechnology Sector on R&D Productivity
- Luca Verginer, Federica Parisi, Jeroen van Lidth de Jeude and Massimo Riccaboni
- 2024: On the Fragility of the Basis on the Hamilton-Jacobi-Bellman Equation in Economic Dynamics
- Yuhki Hosoya
- 2024: A Reproducing Kernel Hilbert Space approach to singular local stochastic volatility McKean-Vlasov models
- Christian Bayer, Denis Belomestny, Oleg Butkovsky and John Schoenmakers
- 2024: Robust Sparse Voting
- Youssef Allouah, Rachid Guerraoui, L\^e-Nguy\^en Hoang and Oscar Villemaud
- 2024: Information-Based Trading
- George Bouzianis, Lane P. Hughston and Leandro S\'anchez-Betancourt
- 2024: Matrix method stability and robustness of compact schemes for parabolic PDEs
- Anindya Goswami and Kuldip Singh Patel
- 2024: The Burst Market: the Next Leap for Humanity
- Vincent Yuansang Zha
- 2024: Risk and optimal policies in bandit experiments
- Karun Adusumilli
- 2024: Financial-cycle ratios and medium-term predictions of GDP: Evidence from the United States
- Graziano Moramarco
- 2024: MAD Risk Parity Portfolios
- \c{C}a\u{g}{\i}n Ararat, Francesco Cesarone, Mustafa \c{C}elebi P{\i}nar and Jacopo Maria Ricci
- 2024: The Empirical Content of Bayesianism
- Pooya Molavi
- 2024: Monotone Equilibrium in Matching Markets with Signaling
- Seungjin Han, Alex Sam and Youngki Shin
- 2024: Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters
- Wenjie Wang and Yichong Zhang
- 2024: Revisiting Event Study Designs: Robust and Efficient Estimation
- Kirill Borusyak, Xavier Jaravel and Jann Spiess
- 2024: Bitcoin option pricing: A market attention approach
- Alvaro Guinea Julia and Alet Roux
- 2024: Adaptive Estimation and Uniform Confidence Bands for Nonparametric Structural Functions and Elasticities
- Xiaohong Chen, Timothy Christensen and Sid Kankanala
- 2024: Difference-in-Differences with a Continuous Treatment
- Brantly Callaway, Andrew Goodman-Bacon and Pedro Sant'Anna
- 2024: Three Remarks On Asset Pricing
- Victor Olkhov
- 2024: Trading-off Bias and Variance in Stratified Experiments and in Matching Studies, Under a Boundedness Condition on the Magnitude of the Treatment Effect
- Clément de Chaisemartin
- 2024: Local Projections vs. VARs: Lessons From Thousands of DGPs
- Dake Li, Mikkel Plagborg-M{\o}ller and Christian Wolf
- 2024: Dynamic covariate balancing: estimating treatment effects over time with potential local projections
- Davide Viviano and Jelena Bradic
- 2024: Efficient Hamiltonian Simulation for Solving Option Price Dynamics
- Javier Gonzalez-Conde, \'Angel Rodr\'iguez-Rozas, Enrique Solano and Mikel Sanz
- 2024: Good News Is Not a Sufficient Condition for Motivated Reasoning
- Michael Thaler
- 2024: Consistent Specification Test of the Quantile Autoregression
- Anthoulla Phella
- 2024: On the Nuisance of Control Variables in Regression Analysis
- Paul H\"unermund and Beyers Louw
- 2024: Tit-for-Tat Dynamics and Market Volatility
- Simina Br\^anzei
- 2024: Multiplayer Bandit Learning, from Competition to Cooperation
- Simina Br\^anzei and Yuval Peres
- 2024: A $t$-test for synthetic controls
- Victor Chernozhukov, Kaspar Wüthrich and Yinchu Zhu
- 2024: The econometrics of happiness: Are we underestimating the returns to education and income?
- Christopher Barrington-Leigh
- 2024: Revisiting the determinacy on New Keynesian Models: A survey
- Alberto F. Boix and Adri\'an Segura Moreiras
| |
EconPapers is hosted by the
School of Business at Örebro University.