Papers
From arXiv.org
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- 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: 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: Time Series Feature Redundancy Paradox: An Empirical Study Based on Mortgage Default Prediction
- Chengyue Huang and Yahe Yang
- 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: Double Machine Learning for Static Panel Models with Fixed Effects
- Paul S. Clarke and Annalivia Polselli
- 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: 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: 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: 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: EnsembleIV: Creating Instrumental Variables from Ensemble Learners for Robust Statistical Inference
- Gordon Burtch, Edward McFowland, Mochen Yang and Gediminas Adomavicius
- 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: Modelling Large Dimensional Datasets with Markov Switching Factor Models
- Matteo Barigozzi and Daniele Massacci
- 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: A semi-parametric dynamic conditional correlation framework for risk forecasting
- Giuseppe Storti and Chao Wang
- 2024: Market-Based Asset Price Probability
- Victor Olkhov
- 2024: On the Robustness of Second-Price Auctions in Prior-Independent Mechanism Design
- Jerry Anunrojwong, Santiago R. Balseiro and Omar Besbes
- 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: 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: 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: From interpretability to inference: an estimation framework for universal approximators
- Andreas Joseph
- 2024: Taxation and Valuation
- Leonid A. Levin
- 2024: Inference for Two-Stage Extremum Estimators
- Aristide Houndetoungan and Abdoul Haki Maoude
- 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: Model-Agnostic Covariate-Assisted Inference on Partially Identified Causal Effects
- Wenlong Ji, Lihua Lei and Asher Spector
- 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: 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: 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: 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: 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: The Emergence of Fads in a Changing World
- Wanying Huang
- 2024: Beta-Sorted Portfolios
- Matias Cattaneo, Richard Crump and Weining Wang
- 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: 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: 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: 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: 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: Dynamically Optimal Treatment Allocation
- Karun Adusumilli, Friedrich Geiecke and Claudio Schilter
- 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: 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: A Characterization of Optimal Queueing Regimes
- Marco Scarsini and Eran Shmaya
- 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: 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 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: 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: 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: 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: 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: 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: Qini Curves for Multi-Armed Treatment Rules
- Erik Sverdrup, Han Wu, Susan Athey and Stefan Wager
- 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: 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: Distance between closed sets and the solutions to stochastic partial differential equations
- Toshiyuki Nakayama and Stefan Tappe
- 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
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