Papers

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2023: Artificial Intelligence-based Analysis of Change in Public Finance between US and International Markets: Kapil Panda
2023: Enhancing Financial Data Visualization for Investment Decision-Making: Nisarg Patel, Harmit Shah and Kishan Mewada
2023: The Mean Field Market Model Revisited: Manuel Hasenbichler, Wolfgang M\"uller and Stefan Thonhauser
2023: In the Aftermath of Oil Prices Fall of 2014/2015-Socioeconomic Facts and Changes in the Public Policies in the Sultanate of Oman: Osama A. Marzouk
2023: Econometric Approach to Analyzing Determinants of Sustained Prosperity: Anika Dixit
2023: Capturing the Tax-Revenue Bracketing System via a predator-prey model: Evidence from South Africa: Leonard Mushunje
2023: Determinants of Hotels and Restaurants entrepreneurship: A study using GEM data: Antonio Rafael Ramos-Rodriguez, Jose Aurelio Medina-Garrido and Jose Ruiz-Navarro
2023: Global Entrepreneurship Monitor versus Panel Study of Entrepreneurial Dynamics: comparing their intellectual structures: Antonio Rafael Ramos-Rodriguez, Salustiano Martinez-Fierro, Jose Aurelio Medina-Garrido and Jose Ruiz-Navarro
2023: Relationship between work-family balance, employee well-being and job performance: Jose Aurelio Medina-Garrido, Jose Maria Biedma-Ferrer and Antonio Rafael Ramos-Rodriguez
2023: Why not now? Intended timing in entrepreneurial intentions: Antonio Rafael Ramos-Rodriguez, Jose Aurelio Medina-Garrido and Jose Ruiz-Navarro
2023: Moderating effects of gender and family responsibilities on the relations between work-family policies and job performance: Jose Aurelio Medina-Garrido, Jose Maria Biedma-Ferrer and Antonio Rafael Ramos-Rodriguez
2023: Determinants of the Propensity for Innovation among Entrepreneurs in the Tourism Industry: Miguel Angel Montanes-Del-Rio and Jose Aurelio Medina-Garrido
2023: I Can't Go to Work Tomorrow! Work-Family Policies, Well-Being and Absenteeism: Jose Aurelio Medina-Garrido, Jose Maria Biedma-Ferrer and Jaime Sanchez-Ortiz
2023: Application of Machine Learning in Stock Market Forecasting: A Case Study of Disney Stock: Dengxin Huang
2023: How industrial clusters influence the growth of the regional GDP: A spatial-approach: Vahidin Jeleskovic and Steffen Loeber
2023: Nowcasting Madagascar's real GDP using machine learning algorithms: Franck Ramaharo and Gerzhino Rasolofomanana
2023: Automated Design Appraisal: Estimating Real Estate Price Growth and Value at Risk due to Local Development: Adam R. Swietek
2023: Multimodal Gen-AI for Fundamental Investment Research: Lezhi Li, Ting-Yu Chang and Hai Wang
2023: Introduction of L0 norm and application of L1 and C1 norm in the study of time-series: Victor Ujaldon Garcia
2023: Multiple-bubble testing in the cryptocurrency market: a case study of bitcoin: Sanaz Behzadi, Mahmonir Bayanati and Hamed Nozari
2023: SRNI-CAR: A comprehensive dataset for analyzing the Chinese automotive market: Ruixin Ding, Bowei Chen, James M. Wilson, Zhi Yan and Yufei Huang
2023: RIVCoin: an alternative, integrated, CeFi/DeFi-Vaulted Cryptocurrency: Roberto Rivera, Guido Rocco, Massimiliano Marzo and Enrico Talin
2023: Intraday Trading Algorithm for Predicting Cryptocurrency Price Movements Using Twitter Big Data Analysis: Vahidin Jeleskovic and Stephen Mackay
2023: Actualised and future changes in regional economic growth through sea level rise: Theodoros Chatzivasileiadis, Ignasi Cortes Arbues, Jochen Hinkel, Daniel Lincke and Richard Tol
2023: Financial Time-Series Forecasting: Towards Synergizing Performance And Interpretability Within a Hybrid Machine Learning Approach: Shun Liu, Kexin Wu, Chufeng Jiang, Bin Huang and Danqing Ma
2023: Optimization of portfolios with cryptocurrencies: Markowitz and GARCH-Copula model approach: Vahidin Jeleskovic, Claudio Latini, Zahid I. Younas and Mamdouh A. S. Al-Faryan
2023: A framework for the valuation of insurance liabilities by production cost: Christoph Moehr
2023: Does the World Bank's Ease of Doing Business Index Matter for FDI? Findings from Africa: Bhaso Ndzendze
2023: Enhancing CVaR portfolio optimisation performance with GAM factor models: Davide Lauria, W. Brent Lindquist and Svetlozar T. Rachev
2023: Representation of forward performance criteria with random endowment via FBSDE and application to forward optimized certainty equivalent: Gechun Liang, Yifan Sun and Thaleia Zariphopoulou
2023: Robust Inference in Panel Data Models: Some Effects of Heteroskedasticity and Leveraged Data in Small Samples: Annalivia Polselli
2023: Exploring Nature: Datasets and Models for Analyzing Nature-Related Disclosures: Tobias Schimanski, Chiara Colesanti Senni, Glen Gostlow, Jingwei Ni, Tingyu Yu and Markus Leippold
2023: The Gatekeeper Effect: The Implications of Pre-Screening, Self-selection, and Bias for Hiring Processes: Moran Koren
2023: Discounting the distant future: What do historical bond prices imply about the long term discount rate?: J. Farmer, John Geanakoplos, Matteo Richiardi, Miquel Montero, Josep Perell\'o and Jaume Masoliver
2023: Development of Choice Model for Brand Evaluation: Marina Kholod and Nikita Mokrenko
2023: Health-related Quality of life, Financial Toxicity, Productivity Loss and Catastrophic Health Expenditures After Lung Cancer Diagnosis in Argentina: Lucas Gonzalez, Andrea Alcaraz, Carolina Gabay, Monica Castro, Silvina Vigo, Eduardo Carinci and Federico Augustovski
2023: Modeling Systemic Risk: A Time-Varying Nonparametric Causal Inference Framework: Jalal Etesami, Ali Habibnia and Negar Kiyavash
2023: The Green Advantage: Analyzing the Effects of Eco-Friendly Marketing on Consumer Loyalty: Erfan Mohammadi, MohammadMahdi Barzegar and Mahdi Nohekhan
2023: Best-of-Both-Worlds Linear Contextual Bandits: Masahiro Kato and Shinji Ito
2023: Randomized Signature Methods in Optimal Portfolio Selection: Erdinc Akyildirim, Matteo Gambara, Josef Teichmann and Syang Zhou
2023: Valuing Open Defecation Free Surroundings: Experimental Evidence from a Norm-Based Intervention in India: Sania Ashraf, Cristina Bicchieri and Upasak Das. Alex Shpenev
2023: Hawkes-based cryptocurrency forecasting via Limit Order Book data: Raffaele Giuseppe Cestari, Filippo Barchi, Riccardo Busetto, Daniele Marazzina and Simone Formentin
2023: Linear and nonlinear causality in financial markets: Haochun Ma, Davide Prosperino, Alexander Haluszczynski and Christoph R\"ath
2023: A Statistical Field Perspective on Capital Allocation and Accumulation: Pierre Gosselin and Aïleen Lotz
2023: Can the creation of separate bidding zones within countries create imbalances in PV uptake? Evidence from Sweden: Johanna Fink
2023: Direct Multi-Step Forecast based Comparison of Nested Models via an Encompassing Test: Jean-Yves Pitarakis
2023: Pricing with Contextual Elasticity and Heteroscedastic Valuation: Jianyu Xu and Yu-Xiang Wang
2023: Mental Perception of Quality: Green Marketing as a Catalyst for Brand Quality Enhancement: Saleh Ghobbe and Mahdi Nohekhan
2023: Deep Reinforcement Learning for Quantitative Trading: Maochun Xu, Zixun Lan, Zheng Tao, Jiawei Du and Zongao Ye
2023: A graph-based multimodal framework to predict gentrification: Javad Eshtiyagh, Baotong Zhang, Yujing Sun, Linhui Wu and Zhao Wang
2023: Forecasting exports in selected OECD countries and Iran using MLP Artificial Neural Network: Soheila Khajoui, Saeid Dehyadegari and Sayyed Abdolmajid Jalaee
2023: Discrete-Time Mean-Variance Strategy Based on Reinforcement Learning: Xiangyu Cui, Xun Li, Yun Shi and Si Zhao
2023: Interdependent Total Factor Productivity in an Input-Output model: Thomas M. Bombarde and Andrew L. Krause
2023: Learning from diversity: jati fractionalization, social expectations and improved sanitation practices in India: Sania Ashraf, Cristina Bicchieri, Upasak Das, Tanu Gupta and Alex Shpenev
2023: Equilibrium stochastic control with implicitly defined objective functions: Zongxia Liang, Jianming Xia and Keyu Zhang
2023: In the Line of Fire: A Systematic Review and Meta-Analysis of Job Burnout Among Nurses: Zahra Ghasemi Kooktapeh, Hakimeh Dustmohammadloo, Hooman Mehrdoost and Farivar Fatehi
2023: A hypothesis test for the long-term calibration in rating systems with overlapping time windows: Patrick Kurth, Max Nendel and Jan Streicher
2023: Inconsistency of Score-Elevated Reserve Policy for Indian Affirmative Action: Orhan Ayg\"n and Bertan Turhan
2023: Measuring the Concentration of Control in Contemporary Ethereum: Simon Brown
2023: Does religiosity influence corporate greenwashing behavior?: Mathieu Gomes, Sylvain Marsat, Jonathan Peillex and Guillaume Pijourlet
2023: The Fairness Fair: Bringing Human Perception into Collective Decision-Making: Hadi Hosseini
2023: Exploring Distributions of House Prices and House Price Indices: Jiong Liu, Hamed Farahani and R. A. Serota
2023: Shai: A large language model for asset management: Zhongyang Guo, Guanran Jiang, Zhongdan Zhang, Peng Li, Zhefeng Wang and Yinchun Wang
2023: Name order and the top elite: Long-term effects of a hidden cur-riculum: Eiji Yamamura
2023: RetailSynth: Synthetic Data Generation for Retail AI Systems Evaluation: Yu Xia, Ali Arian, Sriram Narayanamoorthy and Joshua Mabry
2023: CVA Hedging by Risk-Averse Stochastic-Horizon Reinforcement Learning: Roberto Daluiso, Marco Pinciroli, Michele Trapletti and Edoardo Vittori
2023: Binary Endogenous Treatment in Stochastic Frontier Models with an Application to Soil Conservation in El Salvador: Samuele Centorrino, Maria P\'erez-Urdiales, Boris Bravo-Ureta and Alan J. Wall
2023: Comparative Evaluation of Anomaly Detection Methods for Fraud Detection in Online Credit Card Payments: Hugo Thimonier, Fabrice Popineau, Arpad Rimmel, Bich-Li\^en Doan and Fabrice Daniel
2023: Recognising natural capital on the balance sheet: options for water utilities: Marie-Chantale Pelletier, Claire Horner, Mathew Vickers, Aliya Gul, Eren Turak and Christine Turner
2023: Leveraging Sample Entropy for Enhanced Volatility Measurement and Prediction in International Oil Price Returns: Radhika Prosad Datta
2023: Performance rating in chess, tennis, and other contexts: Mehmet S. Ismail
2023: Root-finding: from Newton to Halley and beyond: Richard J. Martin
2023: Managing Demographic Transitions: A Comprehensive Analysis of China's Path to Economic Sustainability: Yuxin Hu
2023: Learning Merton's Strategies in an Incomplete Market: Recursive Entropy Regularization and Biased Gaussian Exploration: Min Dai, Yuchao Dong, Yanwei Jia and Xun Yu Zhou
2023: Least-cost diets to teach optimization and consumer behavior, with applications to health equity, poverty measurement and international development: Jessica K. Wallingford and William Masters
2023: Energy-saving technologies and energy efficiency in the post-pandemic world: Wadim Strielkowski, Larisa Gorina, Elena Korneeva and Olga Kovaleva
2023: Real-time monitoring with RCA models: Lajos Horv\'ath and Lorenzo Trapani
2023: Moral Uncertainty and the Problem of Fanaticism: Jazon Szabo, Jose Such, Natalia Criado and Sanjay Modgil
2023: The irruption of cryptocurrencies into Twitter cashtags: a classifying solution: Ana Fern\'andez Vilas, Rebeca D\'iaz Redondo and Ant\'on Lorenzo Garc\'ia
2023: Twitter Permeability to financial events: an experiment towards a model for sensing irregularities: Ana Fern\'andez Vilas, Rebeca P. D\'iaz Redondo, Keeley Crockett, Majdi Owda and Lewis Evans
2023: A Hedonic Index for Collectables Arising from Modelling Diamond Prices: Nicholas I Fisher and Alan J Lee
2023: Approval-Based Committee Voting in Practice: A Case Study of (Over-)Representation in the Polkadot Blockchain: Niclas Boehmer, Markus Brill, Alfonso Cevallos, Jonas Gehrlein, Luis S\'anchez-Fern\'andez and Ulrike Schmidt-Kraepelin
2023: The 2010 Census Confidentiality Protections Failed, Here's How and Why: John Abowd, Tamara Adams, Robert Ashmead, David Darais, Sourya Dey, Simson L. Garfinkel, Nathan Goldschlag, Daniel Kifer, Philip Leclerc, Ethan Lew, Scott Moore, Rolando A. Rodr\'iguez, Ramy N. Tadros and Lars Vilhuber
2023: A survey on algorithms for Nash equilibria in finite normal-form games: Hanyu Li, Wenhan Huang, Zhijian Duan, David Henry Mguni, Kun Shao, Jun Wang and Xiaotie Deng
2023: Endogenous preference for non-market goods in carbon abatement decision: Fangzhi Wang, Hua Liao, Richard Tol and Changjing Ji
2023: Predicting Financial Literacy via Semi-supervised Learning: David Hason Rudd, Huan Huo and Guandong Xu
2023: The Market for Lemons and the Regulator's Signalling Problem: Roy Long
2023: Backward stochastic difference equations on lattices with application to market equilibrium analysis: Masaaki Fukasawa, Takashi Sato and Jun Sekine
2023: A new behavioral model for portfolio selection using the Half-Full/Half-Empty approach: Francesco Cesarone, Massimiliano Corradini, Lorenzo Lampariello and Jessica Riccioni
2023: Managing ESG Ratings Disagreement in Sustainable Portfolio Selection: Francesco Cesarone, Manuel Luis Martino, Federica Ricca and Andrea Scozzari
2023: Some Finite-Sample Results on the Hausman Test: Jinyong Hahn, Zhipeng Liao, Nan Liu and Shuyang Sheng
2023: Sails and Anchors: The Complementarity of Exploratory and Exploitative Scientists in Knowledge Creation: Pierre Pelletier and Kevin Wirtz
2023: The Fallacy of Borda Count Method -- Why it is Useless with Group Intelligence and Shouldn't be Used with Big Data including Banking Customer Services: Hao Wang
2023: The Causal Impact of Credit Lines on Spending Distributions: Yijun Li, Cheuk Hang Leung, Xiangqian Sun, Chaoqun Wang, Yiyan Huang, Xing Yan, Qi Wu, Dongdong Wang and Zhixiang Huang
2023: Logit-based alternatives to two-stage least squares: Denis Chetverikov, Jinyong Hahn, Zhipeng Liao and Shuyang Sheng
2023: A Decadal Analysis of the Lead-Lag Effect in the NYSE: Aarush Pratik Sheth, Jonah Riley Weinbaum and Kevin Javier Zvonarek
2023: Monoculture in Matching Markets: Kenny Peng and Nikhil Garg
2023: Better Foundations for Subjective Probability: Sven Neth
2023: A return-diversification approach to portfolio selection: Francesco Cesarone, Rosella Giacometti, Manuel Luis Martino and Fabio Tardella
2023: Robust option pricing with volatility term structure -- An empirical study for variance options: Alexander M. G. Cox and Annemarie M. Grass
2023: Forecasting skill of a crowd-prediction platform: A comparison of exchange rate forecasts: Niklas Valentin Lehmann
2023: Participation Incentives in Approval-Based Committee Elections: Martin Bullinger, Chris Dong, Patrick Lederer and Clara Mehler
2023: Individual Updating of Subjective Probability of Homicide Victimization: a "Natural Experiment'' on Risk Communication: Jos\'e Raimundo Carvalho, Diego de Maria Andr\'e and Yuri Costa
2023: How to measure consumer's inconsistency in sensory testing?: L\'aszl\'o Sipos, Kolos Agoston, P\'eter Bir\'o, S\'andor Boz\'oki and L\'aszl\'o Csat\'o
2023: Random Serial Dictatorship with Transfers: Sudharsan Sundar, Eric Gao, Trevor Chow and Matthew Ding
2023: New Kids on the Block: On the impact of information retrieval on contextual resource integration patterns: Martin Semmann and Mahei Manhei Li
2023: Optimal Information Acquisition Under Intervention: Augusto Nieto-Barthaburu
2023: Least-Cost Structuring of 24/7 Carbon-Free Electricity Procurements: Mike Ludkovski, Saad Mouti and Glen Swindle
2023: Export complexity, industrial complexity and regional economic growth in Brazil: Ben-Hur Francisco Cardoso, Eva Yamila da Silva Catela, Guilherme Viegas, Fl\'avio L. Pinheiro and Dominik Hartmann
2023: Knowledge Management in Socio-Economic Development of Municipal Units: Basic Concepts: Maria Shishanina and Anatoly Sidorov
2023: Would Russian solar energy projects be feasible independent of state subsidies?: Gordon Rausser, Galina Chebotareva, Wadim Strielkowski and Lubos Smutka
2023: Towards a Framework for a New Research Ecosystem: Roberto Savona, Cristina Maria Alberini, Lucia Alessi, Iacopo Baussano, Petros Dellaportas, Ranieri Guerra, Sean Khozin, Andrea Modena, Sergio Pecorelli, Guido Rasi, Paolo Daniele Siviero and Roger M. Stein
2023: The behavioral intention to adopt Proptech services in Vietnam real estate market: Le Bach
2023: WE economy: Potential of mutual aid distribution based on moral responsibility and risk vulnerability: Takeshi Kato
2023: Optimal pair trading: consumption-investment problem: Yuri Kabanov and Aleksei Kozhevnikov
2023: Serious errors impair an assessment of forest carbon projects: A rebuttal of West et al. (2023): Edward T. A. Mitchard, Harry Carstairs, Riccardo Cosenza, Sassan S. Saatchi, Jason Funk, Paula Nieto Quintano, Thom Brade, Iain M. McNicol, Patrick Meir, Murray B. Collins and Eric Nowak
2023: Physics Informed Neural Network for Option Pricing: Ashish Dhiman and Yibei Hu
2023: An Inquiry Into The Economic Linkages Between The Swedish Air Transport Sector And The Economy As A Whole In The Context Of The Covid-19 Pandemic: Rafael Andersson Lipcsey
2023: Backward Stochastic Differential Equations in Financial Mathematics: Weiye Yang
2023: The Transformative Effects of AI on International Economics: Rafael Andersson Lipcsey
2023: Power sector impacts of a simultaneous European heat pump rollout: Alexander Roth
2023: Trusting a Smart Contract Means Trusting Its Owners: Understanding Centralization Risk: Metin Lamby, Valentin Zieglmeier and Christian Ziegler
2023: Money, Time, and Grant Design: Kyle Myers and Wei Yang Tham
2023: Human capital in the sustainable economic development of the energy sector: Evgeny Kuzmin, Maksim Vlasov, Wadim Strielkowski, Marina Faminskaya and Konstantin Kharchenko
2023: Trends in Temperature Data: Micro-foundations of Their Nature: Maria Dolores Gadea, Jesus Gonzalo and Andrey Ramos
2023: Social preferences and expected utility: Mehmet S. Ismail and Ronald Peeters
2023: Risk measures based on weak optimal transport: Michael Kupper, Max Nendel and Alessandro Sgarabottolo
2023: A unified repository for pre-processed climate data weighted by gridded economic activity: Marco Gortan, Lorenzo Testa, Giorgio Fagiolo and Francesco Lamperti
2023: Dealer Strategies in Agent-Based Models: Wladimir Ostrovsky
2023: Dynamic Spatiotemporal ARCH Models: Small and Large Sample Results: Philipp Otto, Osman Do\u{g}an and S\"uleyman Ta\c{s}p{\i}nar
2023: Detecting Toxic Flow: \'Alvaro Cartea, Gerardo Duran-Martin and Leandro S\'anchez-Betancourt
2023: Feasible contact tracing: Aparajithan Venkateswaran, Jishnu Das and Tyler H. McCormick
2023: Influence Analysis with Panel Data: Annalivia Polselli
2023: A novel scaling approach for unbiased adjustment of risk estimators: Marcin Pitera, Thorsten Schmidt and {\L}ukasz Stettner
2023: The New Age of Collusion? An Empirical Study into Airbnb's Pricing Dynamics and Market Behavior: Richeng Piao
2023: An empirical analysis of the determinants of network construction for Azul Airlines: B. F. Oliveira and A. V. M Oliveira
2023: Economic Forecasts Using Many Noises: Yuan Liao, Xinjie Ma, Andreas Neuhierl and Zhentao Shi
2023: A standard form of master equations for general non-Markovian jump processes: the Laplace-space embedding framework and asymptotic solution: Kiyoshi Kanazawa and Didier Sornette
2023: GCov-Based Portmanteau Test: Joann Jasiak and Aryan Manafi Neyazi
2023: Deep Learning for Dynamic NFT Valuation: Mingxuan He
2023: Occasionally Misspecified: Jean-Jacques Forneron
2023: Efficient evaluation of joint pdf of a L\'evy process, its extremum, and hitting time of the extremum: Svetlana Boyarchenko and Sergei Levendorskii
2023: Onflow: an online portfolio allocation algorithm: Gabriel Turinici and Pierre Brugiere
2023: Developers' Leverage, Capital Market Financing, and Fire Sale Externalities Evidence from the Thai Condominium Market: Kanis Saengchote
2023: Foreign Capital and Economic Growth: Evidence from Bangladesh: Ummya Salma, Md. Fazlul Huq Khan and Md. Masum Billah
2023: Probabilistic Scenario-Based Assessment of National Food Security Risks with Application to Egypt and Ethiopia: Phoebe Koundouri, Georgios I. Papayiannis, Achilleas Vassilopoulos and Athanasios N. Yannacopoulos
2023: Temporal Fairness in Multiwinner Voting: Edith Elkind, Svetlana Obraztsova and Nicholas Teh
2023: Family Structure, Gender and Subjective Well-being: Effect of Child ren before and after COVID 19 in Japan: Eiji Yamamura and Fumio Ohtake
2023: Simulation of a L\'evy process, its extremum, and hitting time of the extremum via characteristic functions: Svetlana Boyarchenko and Sergei Levendorskii
2023: Alternative models for FX, arbitrage opportunities and efficient pricing of double barrier options in L\'evy models: Svetlana Boyarchenko and Sergei Levendorskii
2023: The Cost Function of a Two-Level Inventory System with identical retailers benefitting from Information Sharing: Amir Hosein Afshar Sedigh, Rasoul Haji and Seyed Mehdi Sajadifar
2023: Uncertainty-Informed Renewable Energy Scheduling: A Scalable Bilevel Framework: Dongwei Zhao, Vladimir Dvorkin, Stefanos Delikaraoglou, Alberto J. Lamadrid L. and Audun Botterud
2023: Exposing Disparities in Flood Adaptation for Equitable Future Interventions: Lidia Cano Pecharroman and ChangHoon Hahn
2023: Revealing Sequential Rationality and Forward Induction: Pierfrancesco Guarino
2023: Towards Sobolev Pruning: Neil Kichler, Sher Afghan and Uwe Naumann
2023: A General Framework for Portfolio Construction Based on Generative Models of Asset Returns: Tuoyuan Cheng and Kan Chen
2023: The Feasibility of Establishing A Nuclear Presence at Western Michigan University: Andrew Thomas Goheen, Zayon Deshon Mobley-Wright, Rayne Symone Strother and Ryan Thomas Guthrie
2023: Corporate Bankruptcy Prediction with Domain-Adapted BERT: Alex Kim and Sangwon Yoon
2023: A Theory Guide to Using Control Functions to Instrument Hazard Models: William Liu
2023: Algorithmic Fairness with Feedback: John W. Patty and Elizabeth Maggie Penn
2023: Striking the Balance: Life Insurance Timing and Asset Allocation in Financial Planning: An Chen, Giorgio Ferrari and Shihao Zhu
2023: Two is enough: a flip on Bertrand through positive network effects: Renato Soeiro and Alberto Pinto
2023: Generating a Map of Well-being Regions using Multiscale Moving Direction Entropy on Mobile Sensors: Yukio Ohsawa, Sae Kondo, Yi Sun and Kaira Sekiguchi
2023: An explanation for the distribution characteristics of stock returns: Bo Li
2023: Almost Dominance: Inference and Application: Xiaojun Song and Zhenting Sun
2023: Valuing Post-Revenue Biopharmaceutical Assets with Pfizer's Current Portfolio as a Case Study: Yongzhuo Chen, Yixuan Liang, Yiran Liu, Brian Hobbs and Michael Kane
2023: Fourier Methods for Sufficient Dimension Reduction in Time Series: S. Yaser Samadi and Tharindu P. De Alwis
2023: Copula-based deviation measure of cointegrated financial assets: Alexander Shulzhenko
2023: Transaction Ordering Auctions: Jan Christoph Schlegel
2023: Bayesian Nonlinear Regression using Sums of Simple Functions: Florian Huber
2023: Optimal insurance with mean-deviation measures: Tim J. Boonen and Xia Han
2023: Optimal dividend payout with path-dependent drawdown constraint: Chonghu Guan, Jiacheng Fan and Zuo Quan Xu
2023: New Facts and Data about Professors and their Research: Kyle R. Myers, Wei Yang Tham, Jerry Thursby, Marie Thursby, Nina Cohodes, Karim Lakhani, Rachel Mural and Yilun Xu
2023: Decentralized Finance: Protocols, Risks, and Governance: Agostino Capponi, Garud Iyengar and Jay Sethuraman
2023: Identification and Inference for Synthetic Controls with Confounding: Guido W. Imbens and Davide Viviano
2023: How effectual will you be? Development and validation of a scale in higher education: Alicia Martin-Navarro, Jose Aurelio Medina-Garrido and Felix Velicia-Martin
2023: Identifying patterns and recommendations of and for sustainable open data initiatives: a benchmarking-driven analysis of open government data initiatives among European countries: Martin Lnenicka, Anastasija Nikiforova, Mariusz Luterek, Petar Milic, Daniel Rudmark, Sebastian Neumaier, Caterina Santoro, Cesar Casiano Flores, Marijn Janssen and Manuel Pedro Rodr\'iguez Bol\'ivar
2023: No Ascending Auction can find Equilibrium for SubModular valuations: Oren Ben-Zwi and Ilan Newman
2023: Causal propensity as an antecedent of entrepreneurial intentions in tourism students: Alicia Martin-Navarro, Felix Velicia-Martin, Jose Aurelio Medina-Garrido and Ricardo Gouveia Rodrigues
2023: Homophily and Specialization in Networks: Patrick Allmis and Luca Merlino
2023: Business process management systems in port processes: a systematic literature review: Alicia Martin-Navarro, Maria Paula Lechuga Sancho and Jose Aurelio Medina-Garrido
2023: BPMS for management: a systematic literature review: Alicia Martin-Navarro, Maria Paula Lechuga Sancho and Jose Aurelio Medina-Garrido
2023: Consensus group decision making under model uncertainty with a view towards environmental policy making: Phoebe Koundouri, Georgios I. Papayiannis, Electra V. Petracou and Athanasios N. Yannacopoulos
2023: Computation of Greeks under rough Volterra stochastic volatility models using the Malliavin calculus approach: Mishari Al-Foraih, Jan Posp\'i\v{s}il and Josep Vives
2023: GMM-lev estimation and individual heterogeneity: Monte Carlo evidence and empirical applications: Maria Bontempi and Jan Ditzen
2023: On the adaptation of causal forests to manifold data: Yiyi Huo, Yingying Fan and Fang Han
2023: Decision Tree Psychological Risk Assessment in Currency Trading: Jai Pal
2023: Impact of family-friendly HRM policies in organizational performance: Jose Maria Biedma Ferrer and Jose Aurelio Medina-Garrido
2023: FinMem: A Performance-Enhanced LLM Trading Agent with Layered Memory and Character Design: Yangyang Yu, Haohang Li, Zhi Chen, Yuechen Jiang, Yang Li, Denghui Zhang, Rong Liu, Jordan W. Suchow and Khaldoun Khashanah
2023: Large-Sample Properties of the Synthetic Control Method under Selection on Unobservables: Dmitry Arkhangelsky and David Hirshberg
2023: Comment on "Ironing, sweeping, and multidimensional screening'': Robert J. McCann and Kelvin Shuangjian Zhang
2023: Optimal Portfolio with Ratio Type Periodic Evaluation under Short-Selling Prohibition: Wenyuan Wang, Kaixin Yan and Xiang Yu
2023: Workforce pDEI: Productivity Coupled with DEI: Lanqing Du and Jinwook Lee
2023: Managing Biotechnology and Healthcare Innovation Challenges and Opportunities for Startups and Small Companies: Narges Ramezani and Erfan Mohammadi
2023: Occupied Processes: Going with the Flow: Valentin Tissot-Daguette
2023: Sustainable Development Goals (SDGs): New Zealand Outlook with Central Bank Digital Currency and SDG 8 Realization on the Horizon: Qionghua Chu
2023: Portfolio diversification with varying investor abilities: Nick James and Max Menzies
2023: Smart Agent-Based Modeling: On the Use of Large Language Models in Computer Simulations: Zengqing Wu, Run Peng, Xu Han, Shuyuan Zheng, Yixin Zhang and Chuan Xiao
2023: Predictable Relative Forward Performance Processes: Multi-Agent and Mean Field Games for Portfolio Management: Gechun Liang, Moris S. Strub and Yuwei Wang
2023: Bubble Economics: Tomohiro Hirano and Alexis Akira Toda
2023: Metastable Financial Markets: Diego Marcondes and Adilson Simonis
2023: Walraswap: a solution to uniform price batch auctions: Sergio A. Yuhjtman
2023: Life-Cycle Effects of Comprehensive Sex Education: Volha Lazuka and Annika Elwert
2023: All AMMs are CFMMs. All DeFi markets have invariants. A DeFi market is arbitrage-free if and only if it has an increasing invariant: Roger Lee
2023: Quantum-Enhanced Forecasting: Leveraging Quantum Gramian Angular Field and CNNs for Stock Return Predictions: Zhengmeng Xu, Yujie Wang, Xiaotong Feng, Yilin Wang, Yanli Li and Hai Lin
2023: Theoretical Foundations of Community Rating by a Private Monopolist Insurer: Framework, Regulation, and Numerical Analysis: Yann Braouezec and John Cagnol
2023: Profit and loss attribution: An empirical study: Solveig Flaig and Gero Junike
2023: Constructing a type-adjustable mechanism to yield Pareto-optimal outcomes: Haoyang Wu
2023: Accurate Quality Elicitation in a Multi-Attribute Choice Setting: Changkuk Im
2023: Discretionary Extensions to Unemployment-Insurance Compensation and Some Potential Costs for a McCall Worker: Rich Ryan
2023: Condorcet Domains of Degree at most Seven: Dolica Akello-Egwell, Charles Leedham-Green, Alastair Litterick, Klas Markstr\"om and S{\o}ren Riis
2023: Trade-off between manipulability and dictatorial power: a proof of the Gibbard-Satterthwaite Theorem: Agustín Bonifacio
2023: Uniform Inference for Cointegrated Vector Autoregressive Processes: Christian Holberg and Susanne Ditlevsen
2023: The Over-and-Above Implementation of Reserve Policy in India: Orhan Ayg\"un and Bertan Turhan
2023: Complete Conditional Type Structures: Nicodemo De Vito
2023: Designing Discontinuities: Ibtihal Ferwana, Suyoung Park, Ting-Yi Wu and Lav R. Varshney
2023: GPT in Game Theory Experiments: Fulin Guo
2023: Computing Volatility Surfaces using Generative Adversarial Networks with Minimal Arbitrage Violations: Andrew Na, Meixin Zhang and Justin Wan
2023: BloombergGPT: A Large Language Model for Finance: Shijie Wu, Ozan Irsoy, Steven Lu, Vadim Dabravolski, Mark Dredze, Sebastian Gehrmann, Prabhanjan Kambadur, David Rosenberg and Gideon Mann
2023: A general equilibrium model for multi-passenger ridesharing systems with stable matching: Rui Yao and Shlomo Bekhor
2023: Futures Quantitative Investment with Heterogeneous Continual Graph Neural Network: Min Hu, Zhizhong Tan, Bin Liu and Guosheng Yin
2023: Robust Risk-Aware Option Hedging: David Wu and Sebastian Jaimungal
2023: The Market Price of Jump Risk for Delivery Periods: Pricing of Electricity Swaps with Geometric Averaging: Annika Kemper and Maren Diane Schmeck
2023: Optimizing Trading Strategies in Quantitative Markets using Multi-Agent Reinforcement Learning: Hengxi Zhang, Zhendong Shi, Yuanquan Hu, Wenbo Ding, Ercan E. Kuruoglu and Xiao-Ping Zhang
2023: Measuring Stochastic Rationality: Efe A. Ok and Gerelt Tserenjigmid
2023: Gender Segregation: Analysis across Sectoral-Dominance in the UK Labour Market: Riccardo Leoncini, Mariele Macaluso and Annalivia Polselli
2023: Inference on Optimal Dynamic Policies via Softmax Approximation: Qizhao Chen, Morgane Austern and Vasilis Syrgkanis
2023: Best-of-Both-Worlds Fairness in Committee Voting: Haris Aziz, Xinhang Lu, Mashbat Suzuki, Jeremy Vollen and Toby Walsh
2023: Bayesian CART models for insurance claims frequency: Yaojun Zhang, Lanpeng Ji, Georgios Aivaliotis and Charles Taylor
2023: FuNVol: A Multi-Asset Implied Volatility Market Simulator using Functional Principal Components and Neural SDEs: Vedant Choudhary, Sebastian Jaimungal and Maxime Bergeron
2023: Transition Probabilities and Moment Restrictions in Dynamic Fixed Effects Logit Models: Kevin Dano
2023: Reinforcement Learning for Combining Search Methods in the Calibration of Economic ABMs: Aldo Glielmo, Marco Favorito, Debmallya Chanda and Domenico Delli Gatti
2023: FTX's downfall and Binance's consolidation: The fragility of centralised digital finance: David Vidal-Tom\'as, Antonio Briola and Tomaso Aste
2023: Optimal investment with a noisy signal of future stock prices: Peter Bank and Yan Dolinsky
2023: On time-consistent equilibrium stopping under aggregation of diverse discount rates: Shuoqing Deng, Xiang Yu and Jiacheng Zhang
2023: Gender-Segmented Labor Markets and Foreign Demand Shocks: Carlos G\'oes, Gladys Lopez-Acevedo and Raymond Robertson
2023: Unconditional Quantile Partial Effects via Conditional Quantile Regression: Javier Alejo, Antonio Galvao, Julian Martinez-Iriarte and Gabriel Montes-Rojas
2023: Common Subcontracting and Airline Prices: Gaurab Aryal, Dennis J. Campbell, Federico Ciliberto and Ekaterina A. Khmelnitskaya
2023: Randomization Test for the Specification of Interference Structure: Tadao Hoshino and Takahide Yanagi
2023: Measuring price impact and information content of trades in a time-varying setting: F. Campigli, G. Bormetti and F. Lillo
2023: Efficient Sampling for Realized Variance Estimation in Time-Changed Diffusion Models: Timo Dimitriadis, Roxana Halbleib, Jeannine Polivka, Jasper Rennspies, Sina Streicher and Axel Friedrich Wolter
2023: The Effect of Financial Resources on Fertility: Evidence from Administrative Data on Lottery Winners: Yung-Yu Tsai, Hsing-Wen Han, Kuang-Ta Lo and Tzu-Ting Yang
2023: On a Merton Problem with Irreversible Healthcare Investment: Giorgio Ferrari and Shihao Zhu
2023: $\Lambda$-Returns to Scale and Individual Minimum Extrapolation Principle: Jean-Philippe Boussemart, Walter Briec, Raluca Parvulescu and Paola Ravelojaona
2023: Score-based calibration testing for multivariate forecast distributions: Malte Kn\"uppel, Fabian Kr\"uger and Marc-Oliver Pohle
2023: Strategyproof Decision-Making in Panel Data Settings and Beyond: Keegan Harris, Anish Agarwal, Chara Podimata and Zhiwei Steven Wu
2023: Who Reviews The Reviewers? A Multi-Level Jury Problem: Ben Abramowitz, Omer Lev and Nicholas Mattei
2023: Optimal Pricing Schemes in the Presence of Social Learning and Costly Reporting: Kaiwei Zhang, Xi Weng and Xienan Cheng
2023: Local Media and the Shaping of Social Norms: Evidence from the Ebola outbreak: Ada Gonzalez-Torres
2023: Approximate optimality and the risk/reward tradeoff in a class of bandit problems: Zengjing Chen, Larry Epstein and Guodong Zhang
2023: Smoothness of the Value Function for Optimal Consumption Model with Consumption-Wealth Utility and Borrowing Constraint: Weidong Tian and Zimu Zhu
2023: A Hamiltonian Approach to Floating Barrier Option Pricing: Qi Chen, Hong-tao Wang and Chao Guo
2023: Rationality and correctness in n-player games: Lorenzo Bastianello and Mehmet S. Ismail
2023: Random Initialization Solves Shapley's Fictitious Play Counterexample: Sam Ganzfried
2023: Optimal Recovery for Causal Inference: Ibtihal Ferwana and Lav R. Varshney
2023: Long-run patterns in the discovery of the adjacent possible: Josef Taalbi
2023: On the value of distribution tail in the valuation of travel time variability: Zhaoqi Zang, Richard Batley, Xiangdong Xu and David Z. W. Wang
2023: Dynamic Budget Throttling in Repeated Second-Price Auctions: Zhaohua Chen, Chang Wang, Qian Wang, Yuqi Pan, Zhuming Shi, Zheng Cai, Yukun Ren, Zhihua Zhu and Xiaotie Deng
2023: On the instrumental variable estimation with many weak and invalid instruments: Yiqi Lin, Frank Windmeijer, Xinyuan Song and Qingliang Fan
2023: Supply-Side Equilibria in Recommender Systems: Meena Jagadeesan, Nikhil Garg and Jacob Steinhardt
2023: Likelihood ratio test for structural changes in factor models: Jushan Bai, Jiangtao Duan and Xu Han
2023: Content Filtering with Inattentive Information Consumers: Ian Ball, James Bono, Justin Grana, Nicole Immorlica, Brendan Lucier and Aleksandrs Slivkins
2023: Risk Preferences of Learning Algorithms: Andreas Haupt and Aroon Narayanan
2023: Approximating Choice Data by Discrete Choice Models: Haoge Chang, Yusuke Narita and Kota Saito
2023: Cluster-based Regression using Variational Inference and Applications in Financial Forecasting: Udai Nagpal and Krishan Nagpal
2023: Boundary Adaptive Local Polynomial Conditional Density Estimators: Matias Cattaneo, Rajita Chandak, Michael Jansson and Xinwei Ma
2023: Transparency and Policymaking with Endogenous Information Provision: Hanzhe Li
2023: Information Design in Smooth Games: Alex Smolin and Takuro Yamashita
2023: Standard errors for two-way clustering with serially correlated time effects: Harold D Chiang, Bruce E Hansen and Yuya Sasaki
2023: Profit Shifting of Multinational Corporations Worldwide: Javier Garcia-Bernardo and Petr Jansk\'y
2023: The Interpretability of LSTM Models for Predicting Oil Company Stocks: Impact of Correlated Features: Javad T. Firouzjaee and Pouriya Khaliliyan
2023: Regulating Transportation Network Companies with a Mixture of Autonomous Vehicles and For-Hire Human Drivers: Di Ao, Jing Gao, Zhijie Lai and Sen Li
2023: Bounding Treatment Effects by Pooling Limited Information across Observations: Sokbae (Simon) Lee and Martin Weidner
2023: Functional instrumental variable regression with an application to estimating the impact of immigration on native wages: Dakyung Seong and Won-Ki Seo
2023: Predictable Forward Performance Processes: Infrequent Evaluation and Applications to Human-Machine Interactions: Gechun Liang, Moris S. Strub and Yuwei Wang
2023: Strategic Exploration for Innovation: Shangen Li
2023: The Near Miss Effect and the Framing of Lotteries: Michael Crystal
2023: Transaction Fee Mechanism Design: Tim Roughgarden
2023: Optimal Stopping via Randomized Neural Networks: Calypso Herrera, Florian Krach, Pierre Ruyssen and Josef Teichmann
2023: Algorithm as Experiment: Machine Learning, Market Design, and Policy Eligibility Rules: Yusuke Narita and Kohei Yata
2023: Finding Subgroups with Significant Treatment Effects: Jann Spiess, Vasilis Syrgkanis and Victor Yaneng Wang
2023: A Framework of State-dependent Utility Optimization with General Benchmarks: Zongxia Liang, Yang Liu and Litian Zhang
2023: Combining Observational and Experimental Data to Improve Efficiency Using Imperfect Instruments: George Z. Gui
2023: Contingent Convertible Bonds in Financial Networks: Giovanni Calice, Carlo Sala and Daniele Tantari
2023: Moment Conditions for Dynamic Panel Logit Models with Fixed Effects: Bo E. Honor\'e and Martin Weidner
2023: Critical Values Robust to P-hacking: Adam McCloskey and Pascal Michaillat
2023: Evolutionary Dynamics of Investors Expectations and Market Price Movement: Inga Ivanova
2023: Identification in discrete choice models with imperfect information: Cristina Gualdani and Shruti Sinha
2023: Flow Allocation Games: Nils Bertschinger, Martin Hoefer and Daniel Schmand
2023: Sustainable Investing and the Cross-Section of Returns and Maximum Drawdown: Lisa R. Goldberg and Saad Mouti
2023: State-Building through Public Land Disposal? An Application of Matrix Completion for Counterfactual Prediction: Jason Poulos
2023: Kernel Based Estimation of Spectral Risk Measures: Suparna Biswas and Rituparna Sen
2023: Dynamic Competitive Persuasion: Mark Whitmeyer
2023: Distribution Regression with Sample Selection, with an Application to Wage Decompositions in the UK: Victor Chernozhukov, Iv\'an Fern\'andez-Val and Siyi Luo
2023: Price Impact Under Heterogeneous Beliefs and Restricted Participation: Michail Anthropelos and Constantinos Kardaras
2023: Portfolio Time Consistency and Utility Weighted Discount Rates: Oumar Mbodji and Traian A. Pirvu
2023: The impact of Hong Kong's anti-ELAB movement on political related firms: Ziqi Wang
2023: Social costs of curcular economy in European Union: Shteryo Nozharov
2023: Analisis de la incidencia de la inversion extranjera directa y la inversion nacional, en el crecimiento economico de Chile: Alvear Guzman Katherine, Campozano Buele Jenner, Duran Canarte Paulette, Holguin Cedeno Roger and Mejia Crespin Fernando
2023: Sacred Ecology: The Environmental Impact of African Traditional Religions: Neha Deopa and Daniele Rinaldo
2023: Interplay between Cryptocurrency Transactions and Online Financial Forums: Ana Fern\'andez Vilas, Rebeca P. D\'iaz Redondo, Daniel Couto Cancela and Alejandro Torrado Pazos
2023: Forking paths in financial economics: Guillaume Coqueret
2023: Reinforcement Learning and Deep Stochastic Optimal Control for Final Quadratic Hedging: Bernhard Hientzsch
2023: Non-Banking Sector development effect on Economic Growth. A Nighttime light data approach: Leonard Mushunje and Maxwell Mashasha
2023: Incremento del precio de los combustibles y su incidencia en los productos de la canasta basica del canton el triunfo, provincia del guayas: Alvear Guzman Katherine, Campozano Buele Jenner, Duran Canarte Paulette, Holguin Cedeno Roger and Mejia Crespin Fernando
2023: A Statistical Field Perspective on Capital Allocation and Accumulation: Individual dynamics: Pierre Gosselin and Aïleen Lotz
2023: Synergy or Rivalry? Glimpses of Regional Modernization and Public Service Equalization: A Case Study from China: Shengwen Shi and Jian'an Zhang
2023: Optimal Linear Signal: An Unsupervised Machine Learning Framework to Optimize PnL with Linear Signals: Pierre Renucci
2023: Cu\'anto es demasiada inflaci\'on? Una clasificaci\'on de reg\'imenes inflacionarios: Manuel de Mier and Fernando Delbianco
2023: Sector Rotation by Factor Model and Fundamental Analysis: Runjia Yang and Beining Shi
2023: How Generative-AI can be Effectively used in Government Chatbots: Zeteng Lin
2023: Stochastic volatility models with skewness selection: Igor Ferreira Batista Martins and Hedibert Freitas Lopes
2023: Baumol's Climate Disease: Fangzhi Wang, Hua Liao and Richard Tol
2023: Advancing AI Audits for Enhanced AI Governance: Arisa Ema, Ryo Sato, Tomoharu Hase, Masafumi Nakano, Shinji Kamimura and Hiromu Kitamura
2023: DeFi Security: Turning The Weakest Link Into The Strongest Attraction: Ravi Kashyap
2023: Resource Sharing in Energy Communities: A Cooperative Game Approach: Ahmed S. Alahmed and Lang Tong
2023: Bootstrap Inference on Partially Linear Binary Choice Model: Wenzheng Gao and Zhenting Sun
2023: TransCORALNet: A Two-Stream Transformer CORAL Networks for Supply Chain Credit Assessment Cold Start: Jie Shi, Arno P. J. M. Siebes and Siamak Mehrkanoon
2023: Identification in Endogenous Sequential Treatment Regimes: Pedro Picchetti
2023: Implementing Sustainable Tourism practices in luxury resorts of Maldives: Sustainability principles & Tripple Bottomline Approach: Dr Mir Hasan Naqvi, Asnan Ahmed and Dr Asif Pervez
2023: Does ESG and Digital Transformation affects Corporate Sustainability? The Moderating role of Green Innovation: Chenglin Qing and Shanyue Jin
2023: The two square root laws of market impact and the role of sophisticated market participants: Bruno Durin, Mathieu Rosenbaum and Gr\'egoire Szymanski
2023: The impact of sensory characteristics on the willingness to pay for honey: Julia Zaripova, Ksenia Chuprianova, Irina Polyakova, Daria Semenova and Sofya Kulikova
2023: An analysis of multivariate measures of skewness and kurtosis of skew-elliptical distributions: Baishuai Zuo, Narayanaswamy Balakrishnan and Chuancun Yin
2023: Extrapolating Away from the Cutoff in Regression Discontinuity Designs: Yiwei Sun
2023: Optimizing the Generation and Transmission Capacity of Offshore Wind Parks under Weather Uncertainty: David Kr\"oger, Jan Peper, Nils Offermann and Christian Rehtanz
2023: Organizational economic sustainability via process optimization and human capital: a Soft Systems Methodology (SSM) approach: Wadim Strielkowski, Evgeny Kuzmin, Arina Suvorova, Natalya Nikitina and Olga Gorlova
2023: Interaction uncertainty in financial networks: Andrea Auconi
2023: On the Limits of Regression Adjustment: Daniel Ting and Kenneth Hung
2023: Power system investment optimization to identify carbon neutrality scenarios for Italy: Alice Di Bella, Federico Canti, Matteo Giacomo Prina, Valeria Casalicchio, Giampaolo Manzolini and Wolfram Sparber
2023: Analyzing the Impact of Tax Credits on Households in Simulated Economic Systems with Learning Agents: Jialin Dong, Kshama Dwarakanath and Svitlana Vyetrenko
2023: Tail Risk and Systemic Risk Estimation of Cryptocurrencies: an Expectiles and Marginal Expected Shortfall based approach: Andrea Teruzzi
2023: El tequila para consumo nacional como una ventana de oportunidades para el peque\~no productor agavero: Guillermo Jos\'e Navarro del Toro
2023: Machine learning methods for American-style path-dependent contracts: Matteo Gambara, Giulia Livieri and Andrea Pallavicini
2023: Development of a Bankruptcy Prediction Model for the Banking Sector in Mozambique Using Linear Discriminant Analysis: Reis Castigo Intupo
2023: Planning for the Efficient Updating of Mutual Fund Portfolios: Tom\'as de la Rosa
2023: An efficiency analysis of Spanish airports: Adrián Nerja
2023: Improved Data Generation for Enhanced Asset Allocation: A Synthetic Dataset Approach for the Fixed Income Universe: Szymon Kubiak, Tillman Weyde, Oleksandr Galkin, Dan Philps and Ram Gopal
2023: Adaptive Agents and Data Quality in Agent-Based Financial Markets: Colin M. Van Oort, Ethan Ratliff-Crain, Brian F. Tivnan and Safwan Wshah
2023: Robust Conditional Wald Inference for Over-Identified IV: David S. Lee, Justin McCrary, Marcelo J. Moreira, Jack Porter and Luther Yap
2023: Valid Wald Inference with Many Weak Instruments: Luther Yap
2023: On Quantile Treatment Effects, Rank Similarity, and Variation of Instrumental Variables: Sukjin Han and Haiqing Xu
2023: (Frisch-Waugh-Lovell)': On the Estimation of Regression Models by Row: Damian Clarke, Nicol\'as Paris and Benjam\'in Villena-Rold\'an
2023: Supplement Liquidity based modeling of asset price bubbles via random matching: Francesca Biagini, Andrea Mazzon, Thilo Meyer-Brandis and Katharina Oberpriller
2023: Deficiency of Large Language Models in Finance: An Empirical Examination of Hallucination: Haoqiang Kang and Xiao-Yang Liu
2023: Application of Process Mining and Sequence Clustering in Recognizing an Industrial Issue: Hamza Saad
2023: Characterization of valid auxiliary functions for representations of extreme value distributions and their max-domains of attraction: Miriam Isabel Seifert
2023: Information Content of Financial Youtube Channel: Case Study of 3PROTV and Korean Stock Market: HyeonJun Kim
2023: Benchmarking Large Language Model Volatility: Boyang Yu
2023: Temporal Volatility Surface Projection: Parametric Surface Projection Method for Derivatives Portfolio Risk Management: Shiva Zamani, Alireza Moslemi Haghighi and Hamid Arian
2023: A Review of Cross-Sectional Matrix Exponential Spatial Models: Ye Yang, Osman Dogan, Suleyman Taspinar and Fei Jin
2023: The Impact Of Interest Rates On Firms Financial Decisions: Efendi, Rahmadani Srifitri and Septriza Berliana
2023: Generative Machine Learning for Multivariate Equity Returns: Ruslan Tepelyan and Achintya Gopal
2023: Deep State-Space Model for Predicting Cryptocurrency Price: Shalini Sharma, Angshul Majumdar, Emilie Chouzenoux and Victor Elvira
2023: Business Policy Experiments using Fractional Factorial Designs: Consumer Retention on DoorDash: Yixin Tang, Yicong Lin and Navdeep S. Sahni
2023: Set-valued intrinsic measures of systemic risk: Jana Hlavinova, Birgit Rudloff and Alexander Smirnow
2023: Predicting Failure of P2P Lending Platforms through Machine Learning: The Case in China: Jen-Yin Yeh, Hsin-Yu Chiu and Jhih-Huei Huang
2023: Calibration of the Bass Local Volatility model: Beatrice Acciaio, Antonio Marini and Gudmund Pammer
2023: Narratives from GPT-derived Networks of News, and a link to Financial Markets Dislocations: Deborah Miori and Constantin Petrov
2023: Personalised incentives with constrained regulator's budget: Lucas Javaudin, Andrea Araldo and Andr\'e de Palma
2023: Testing an instrument to measure the BPMS-KM Support Model: Alicia Martin-Navarro, Maria Paula Lechuga Sancho and Jose Aurelio Medina-Garrido
2023: Impact of effectual propensity on entrepreneurial intention: Alicia Martin-Navarro, Felix Velicia-Martin, Jose Aurelio Medina-Garrido and Pedro R. Palos-Sanchez
2023: Organizational support for work-family life balance as an antecedent to the well-being of tourism employees in Spain: Jose Aurelio Medina-Garrido, Jose Maria Biedma-Ferrer and Maria Bogren
2023: Belief identification by proxy: Elias Tsakas
2023: Randomisation with moral hazard: a path to existence of optimal contracts: Daniel Kr\v{s}ek and Dylan Possama\"i
2023: Do we listen to what we are told? An empirical study on human behaviour during the COVID-19 pandemic: neural networks vs. regression analysis: Yuxi Heluo, Kexin Wang and Charles W. Robson
2023: Adaptive Bayesian Learning with Action and State-Dependent Signal Variance: Kaiwen Hou
2023: Insider trading with penalties, entropy and quadratic BSDEs: Umut \c{C}etin
2023: Predictive Density Combination Using a Tree-Based Synthesis Function: Tony Chernis, Niko Hauzenberger, Florian Huber, Gary Koop and James Mitchell
2023: Fast calculation of Counterparty Credit exposures and associated sensitivities using fourier series expansion: Gijs Mast, Xiaoyu Shen and Fang Fang
2023: Underreaction and dynamic inconsistency in communication games under noise: Gerrit Bauch
2023: Successive Incentives: Jens Gudmundsson, Jens Leth Hougaard, Juan Moreno-Ternero and Lars Peter {\O}sterdal
2023: Heuristics for Detecting CoinJoin Transactions on the Bitcoin Blockchain: Hugo Schnoering and Michalis Vazirgiannis
2023: A General Framework for Importance Sampling with Latent Markov Processes: Cheng-Der Fuh, Yanwei Jia and Steven Kou
2023: A simulated electronic market with speculative behaviour and bubble formation: Nicolas Cofre and Magdalena Mosionek-Schweda
2023: Quantum-inspired nonlinear Galerkin ansatz for high-dimensional HJB equations: Chuhao Sun, Asaf Cohen, James Stokes and Shravan Veerapaneni
2023: Novel exact solutions for PDEs with mixed boundary conditions: Mark Craddock, Martino Grasselli and Andrea Mazzoran
2023: Optimal Retirement Choice under Age-dependent Force of Mortality: Giorgio Ferrari and Shihao Zhu
2023: Measure of Dependence for Financial Time-Series: Martin Winist\"orfer and Ivan Zhdankin
2023: Deep Calibration of Market Simulations using Neural Density Estimators and Embedding Networks: Namid R. Stillman, Rory Baggott, Justin Lyon, Jianfei Zhang, Dingqiu Zhu, Tao Chen and Perukrishnen Vytelingum
2023: Would Monetary Incentives to COVID-19 vaccination reduce motivation?: Eiji Yamamura, Yoshiro Tsutsui and Fumio Ohtake
2023: Fast and Stable Credit Gamma of CVA: Roberto Daluiso
2023: Modeling economies of scope in joint production: Convex regression of input distance function: Timo Kuosmanen and Sheng Dai
2023: Multi-stage optimisation towards transformation pathways for municipal energy systems: Paul Maximilian R\"ohrig, Nils K\"orber, Julius Zocher and Andreas Ulbig
2023: Benefiting from Bias: Delegating to Encourage Information Acquisition: Ian Ball and Xin Gao
2023: Architecting the Future: A Model for Enterprise Integration in the Metaverse: Amirmohammad Nateghi and Maedeh Mosharraf
2023: Ambiguity aversion as a route to randomness in a duopoly game: Davide Radi and Laura Gardini
2023: "Centralized or Decentralized?": Concerns and Value Judgments of Stakeholders in the Non-Fungible Tokens (NFTs) Market: Yunpeng Xiao, Bufan Deng, Siqi Chen, Kyrie Zhixuan Zhou, Ray Lc, Luyao Zhang and Xin Tong
2023: Research on the Dynamic Evolution and Influencing Factors of Energy Resilience in China: Tie Wei, Youqi Chen and Zhicheng Duan
2023: Short-term Volatility Estimation for High Frequency Trades using Gaussian processes (GPs): Leonard Mushunje, Maxwell Mashasha and Edina Chandiwana
2023: Modeling trading games in a stochastic non-life insurance market: Leonard Mushunje and David Allen
2023: First, Do No Harm: Algorithms, AI, and Digital Product Liability: Marc J. Pfeiffer
2023: Religious Competition, Culture and Domestic Violence: Evidence from Colombia: Hector Galindo-Silva and Guy Tchuente
2023: Adaptive Modelling Approach for Row-Type Dependent Predictive Analysis (RTDPA): A Framework for Designing Machine Learning Models for Credit Risk Analysis in Banking Sector: Minati Rath and Hema Date
2023: Application Research of Spline Interpolation and ARIMA in the Field of Stock Market Forecasting: Xitai Yu
2023: Earnings Prediction Using Recurrent Neural Networks: Moritz Scherrmann and Ralf Elsas
2023: Unveiling spatial patterns of population in Italian municipalities: Davide Fiaschi, Angela Parenti and Cristiano Ricci
2023: Deriving Weeklong Activity-Travel Dairy from Google Location History: Survey Tool Development and A Field Test in Toronto: Melvyn Li, Kaili Wang, Yicong Liu and Khandker Nurul Habib
2023: An optimization dichotomy for capital injections and absolutely continuous dividend strategies: Jean-Fran\c{c}ois Renaud, Alexandre Roch and Clarence Simard
2023: The efficacy of the sugar-free labels is reduced by the health-sweetness tradeoff: Ksenia Panidi, Yaroslava Grebenschikova and Vasily Klucharev
2023: Estimating Functionals of the Joint Distribution of Potential Outcomes with Optimal Transport: Daniel Ober-Reynolds
2023: Urban economics of migration in the cities of the northeast region of Brazil: Denise Cristina Bomtempo
2023: New configurations of the interface between innovation and urban spatial agglomeration: the localized industrial systems (lis) of the clothing in Fortaleza/Brazil: Edilson Pereira Junior
2023: Artificial intelligence and the skill premium: David E. Bloom, Klaus Prettner, Jamel Saadaoui and Mario Veruete
2023: Predicting risk/reward ratio in financial markets for asset management using machine learning: Reza Yarbakhsh, Mahdieh Soleymani Baghshah and Hamidreza Karimaghaie
2023: Structural Advantages for Integrated Builders in MEV-Boost: Mallesh Pai and Max Resnick
2023: Incorporating Preferences Into Treatment Assignment Problems: Daido Kido
2023: Locally Asymptotically Minimax Statistical Treatment Rules Under Partial Identification: Daido Kido
2023: The impact of Electricity Blackouts and poor infrastructure on the livelihood of residents and the local economy of City of Johannesburg, South Africa: Nkosingizwile Mazwi Mchunu, George Okechukwu Onatu and Trynos Gumbo
2023: A short note on super-hedging an arbitrary number of European options with integer-valued strategies: Dorsaf Cherif, Meriam El Mansour and Emmanuel Lepinette
2023: Robust discrete-time super-hedging strategies under AIP condition and under price uncertainty: Meriam El Mansour and Emmanuel Lepinette
2023: Quantity versus quality in publication activity: knowledge production at the regional level: Timur Gareev and Irina Peker
2023: Multi-stage Euler-Maruyama methods for backward stochastic differential equations driven by continuous-time Markov chains: Akihiro Kaneko
2023: The Future of Sustainability in Germany: Areas for Improvement and Innovation: Mehrnaz Kouhihabibi and Erfan Mohammadi
2023: Natural Language Processing for Financial Regulation: Ixandra Achitouv, Dragos Gorduza and Antoine Jacquier
2023: Crowdsearch: Hans Gersbach, Akaki Mamageishvili and Fikri Pitsuwan
2023: Incompleteness, Independence, and Negative Dominance: Harvey Lederman
2023: Consensus and Disagreement: Information Aggregation under (not so) Naive Learning: Abhijit Banerjee and Olivier Compte
2023: Audit fees in auditor switching: Sarit Agami
2023: Efficient Prior-Free Mechanisms for No-Regret Agents: Natalie Collina, Aaron Roth and Han Shao
2023: Assessing the potential impact of environmental land management schemes on emergent infection disease risks: Christopher J. Banks, Katherine Simpson, Nick Hanley and Rowland R. Kao
2023: Multi-Label Topic Model for Financial Textual Data: Moritz Scherrmann
2023: A Hypothesis on Good Practices for AI-based Systems for Financial Time Series Forecasting: Towards Domain-Driven XAI Methods: Branka Hadji Misheva and Joerg Osterrieder
2023: Optimal portfolio allocation with uncertain covariance matrix: Maxime Markov and Vladimir Markov
2023: Decision-making under risk: when is utility maximization equivalent to risk minimization?: Francesco Ruscitti, Ram Dubey and Giorgio Laguzzi
2023: Optimal Estimation of Large-Dimensional Nonlinear Factor Models: Yingjie Feng
2023: Error Analysis of Option Pricing via Deep PDE Solvers: Empirical Study: Rawin Assabumrungrat, Kentaro Minami and Masanori Hirano
2023: Technostress and Job Performance: Understanding the Negative Impacts and Strategic Responses in the Workplace: Armita Atrian and Saleh Ghobbeh
2023: High Dimensional Binary Choice Model with Unknown Heteroskedasticity or Instrumental Variables: Fu Ouyang and Thomas Tao Yang
2023: Markov Decision Processes with Risk-Sensitive Criteria: An Overview: Nicole B\"auerle and Anna Ja\'skiewicz
2023: Design-based Estimation Theory for Complex Experiments: Haoge Chang
2023: Centralised or Decentralised? Data Analysis of Transaction Network of Hedera Hashgraph: Lucas Amherd, Sheng-Nan Li and Claudio J. Tessone
2023: A non-invariance result for the spatial AK model: Cristiano Ricci
2023: The QLBS Model within the presence of feedback loops through the impacts of a large trader: Ahmet Umur \"Ozsoy and \"Om\"ur U\u{g}ur
2023: Dynamic portfolio selection for nonlinear law-dependent preferences: Zongxia Liang, Jianming Xia and Fengyi Yuan
2023: Aggregation and Closed-Form Results for Nonhomothetic CES Preferences: Clement E. Bohr, Mart\'i Mestieri and Emre Enes Yavuz
2023: Withdrawal Success Optimization: Hayden Brown
2023: Best Complete Approximations of Preference Relations: Hiroki Nishimura and Efe A. Ok
2023: Quantum Computing for Financial Mathematics: Antoine Jacquier, Oleksiy Kondratyev, Gordon Lee and Mugad Oumgari
2023: Optimal resource allocation: Convex quantile regression approach: Sheng Dai, Natalia Kuosmanen, Timo Kuosmanen and Juuso Liesi\"o
2023: Towards a data-driven debt collection strategy based on an advanced machine learning framework: Abel Sancarlos, Edgar Bahilo, Pablo Mozo, Lukas Norman, Obaid Ur Rehma and Mihails Anufrijevs
2023: Empirical Review of Youth-Employment Programs in Ghana: Monica Lambon-Quayefio, Thomas Yeboah, Nkechi Owoo, Marjan Petreski, Catherine Koranchie, Edward Asiedu, Mohammed Zakaria, Ernest Berko and Yaw Nsiah Agyemang
2023: Optimal taxation and the Domar-Musgrave effect: Brendan Beare and Alexis Akira Toda
2023: Optimal dividend strategies for a catastrophe insurer: Hansjoerg Albrecher, Pablo Azcue and Nora Muler
2023: Advancing Algorithmic Trading: A Multi-Technique Enhancement of Deep Q-Network Models: Gang Hu
2023: Towards a Taxonomy of Large Language Model based Business Model Transformations: Jochen Wulf and Juerg Meierhofer
2023: Intermediating DFMM Asset (IDA): Arman Abgaryan and Utkarsh Sharma
2023: Workplace diversity and innovation performance: current state of affairs and future directions: Christian R. {\O}stergaard and Bram Timmermans
2023: Causal Inference on Investment Constraints and Non-stationarity in Dynamic Portfolio Optimization through Reinforcement Learning: Yasuhiro Nakayama and Tomochika Sawaki
2023: Explainable artificial intelligence model for identifying Market Value in Professional Soccer Players: Chunyang Huang and Shaoliang Zhang
2023: Portfolio Construction using Black-Litterman Model and Factors: Fanyu Zhao
2023: Global Vulnerability Assessment of Mobile Telecommunications Infrastructure to Climate Hazards using Crowdsourced Open Data: Edward J. Oughton, Tom Russell, Jeongjin Oh, Sara Ballan and Jim W. Hall
2023: Coarse correlated equilibria in linear quadratic mean field games and application to an emission abatement game: Luciano Campi, Federico Cannerozzi and Fanny Cartellier
2023: Debiased Fixed Effects Estimation of Binary Logit Models with Three-Dimensional Panel Data: Amrei Stammann
2023: Joint model for longitudinal and spatio-temporal survival data: Victor Medina-Olivares, Finn Lindgren, Raffaella Calabrese and Jonathan Crook
2023: Ultimatum game: regret or fairness?: Lida H. Aleksanyan, Armen E. Allahverdyan and Vardan G. Bardakhchyan
2023: Brief for the Canada House of Commons Study on the Implications of Artificial Intelligence Technologies for the Canadian Labor Force: Generative Artificial Intelligence Shatters Models of AI and Labor: Morgan R. Frank
2023: A necessary and sufficient condition for the existence of chaotic dynamics in a neoclassical growth model with a pollution effect: Tomohiro Uchiyama
2023: Optimizing Climate Policy through C-ROADS and En-ROADS Analysis: Iveena Mukherjee
2023: On an Optimal Stopping Problem with a Discontinuous Reward: Anne Mackay and Marie-Claude Vachon
2023: Optimal Estimation Methodologies for Panel Data Regression Models: Christis Katsouris
2023: Risk of Transfer Learning and its Applications in Finance: Haoyang Cao, Haotian Gu, Xin Guo and Mathieu Rosenbaum
2023: Risk Analysis in the Selection of Project Managers Based on ANP and FMEA: Armin Asaadi, Armita Atrian, Hesam Nik Hoseini and Mohammad Mahdi Movahedi
2023: Some coordination problems are harder than others: Argyrios Deligkas, Eduard Eiben, Gregory Gutin, Philip R. Neary and Anders Yeo
2023: Persuasion and Matching: Optimal Productive Transport: Anton Kolotilin, Roberto Corrao and Alexander Wolitzky
2023: Institutional Screening and the Sustainability of Conditional Cooperation: Ethan Holdahl and Jiabin Wu
2023: Contract Design With Safety Inspections: Alireza Fallah and Michael I. Jordan
2023: Analysis of Decentralization in Governance and Financial Efficiency of Companies: Studying the Relationship in the Field of Decentralized Finance: Kirill Kolmykov
2023: Beyond the Screen: Safeguarding Mental Health in the Digital Workplace Through Organizational Commitment and Ethical Environment: Ali Bai and Morteza Vahedian
2023: Pooled Bewley Estimator of Long Run Relationships in Dynamic Heterogenous Panels: Alexander Chudik, Mohammad Pesaran and Ronald Smith
2023: Maximizing Portfolio Predictability with Machine Learning: Michael Pinelis and David Ruppert
2023: How to maintain compliance among host country employees who are less anxious after strict government regulations are lifted: An attempt to apply conservation of resources theory to the workplace amid the still-unending COVID-19 pandemic: Keisuke Kokubun, Yoshiaki Ino and Kazuyoshi Ishimura
2023: Agent-based Modelling of Credit Card Promotions: Conor B. Hamill, Raad Khraishi, Simona Gherghel, Jerrard Lawrence, Salvatore Mercuri, Ramin Okhrati and Greig A. Cowan
2023: Labour Absorption In Manufacturing Industry In Indonesia: Anomalous And Regressive Phenomena: Tongam Sihol Nababan and Elvis Fresly Purba
2023: Benchmark Beating with the Increasing Convex Order: Jianming Xia
2023: Market Concentration Implications of Foundation Models: Jai Vipra and Anton Korinek
2023: Bank Deposits as {\em Money Quanta}: Fabio Bagarello and Biagio Bossone
2023: A connected and automated vehicle readiness framework to support road authorities for C-ITS services: Bahman Madadi, Ary P. Silvano, Kevin McPherson, John McCarthy, Risto \"O\"orni and Gon\c{c}alo Homem de Almeida Correiaa
2023: Power law in Sandwiched Volterra Volatility model: Giulia Di Nunno and Anton Yurchenko-Tytarenko
2023: How Does China's Household Portfolio Selection Vary with Financial Inclusion?: Yong Bian, Xiqian Wang and Qin Zhang
2023: Non-linear non-zero-sum Dynkin games with Bermudan strategies: Miryana Grigorova, Marie-Claire Quenez and Yuan Peng
2023: From Doubt to Devotion: Trials and Learning-Based Pricing: Tan Gan and Nicholas Wu
2023: Quantum Computational Algorithms for Derivative Pricing and Credit Risk in a Regime Switching Economy: Eric Ghysels, Jack Morgan and Hamed Mohammadbagherpoor
2023: What is a Labor Market? Classifying Workers and Jobs Using Network Theory: Jamie Fogel and Bernardo Modenesi
2023: On Gaussian Process Priors in Conditional Moment Restriction Models: Sid Kankanala
2023: Personalized Assignment to One of Many Treatment Arms via Regularized and Clustered Joint Assignment Forests: Rahul Ladhania, Jann Spiess, Lyle Ungar and Wenbo Wu
2023: Impact of Investing Characteristics on Financial Performance of Individual Investors: An Exploratory Study: Poompak Kusawat and Nopadol Rompho
2023: Causal Q-Aggregation for CATE Model Selection: Hui Lan and Vasilis Syrgkanis
2023: Can the Black Lives Matter Movement Reduce Racial Disparities? Evidence from Medical Crowdfunding: Kaixin Liu, Jiwei Zhou and Junda Wang
2023: Optimal exercise decision of American options under model uncertainty: Tongseok Lim
2023: On propensity score matching with a diverging number of matches: Yihui He and Fang Han
2023: Feature selection and regression methods for stock price prediction using technical indicators: Fatemeh Moodi, Amir Jahangard-Rafsanjani and Sajad Zarifzadeh
2023: FinGPT: Instruction Tuning Benchmark for Open-Source Large Language Models in Financial Datasets: Neng Wang, Hongyang Yang and Christina Dan Wang
2023: Enhancing Financial Sentiment Analysis via Retrieval Augmented Large Language Models: Boyu Zhang, Hongyang Yang, Tianyu Zhou, Ali Babar and Xiao-Yang Liu
2023: Unified Inference for Dynamic Quantile Predictive Regression: Christis Katsouris
2023: The Micro-Aggregated Profit Share: Thomas Hasenzagl and Luis Perez
2023: Estimating Stable Fixed Points and Langevin Potentials for Financial Dynamics: Tobias Wand, Timo Wiedemann, Jan Harren and Oliver Kamps
2023: Identifying Causal Effects in Information Provision Experiments: Dylan Balla-Elliott
2023: Quantifying Credit Portfolio sensitivity to asset correlations with interpretable generative neural networks: Sergio Caprioli, Emanuele Cagliero and Riccardo Crupi
2023: Causal inference in network experiments: regression-based analysis and design-based properties: Mengsi Gao and Peng Ding
2023: The Price of Empire: Unrest Location and Sovereign Risk in Tsarist Russia: Christopher Hartwell and Paul M. Vaaler
2023: A Reexamination of Proof Approaches for the Impossibility Theorem: Kazuya Yamamoto
2023: INTAGS: Interactive Agent-Guided Simulation: Song Wei, Andrea Coletta, Svitlana Vyetrenko and Tucker Balch
2023: Black-Litterman, Bayesian Shrinkage, and Factor Models in Portfolio Selection: You Can Have It All: Kwong Yu Chong
2023: Online Universal Dirichlet Factor Portfolios: Purushottam Parthasarathy, Avinash Bhardwaj and Manjesh K. Hanawal
2023: Visitors Out! The Absence of Away Team Supporters as a Source of Home Advantage in Football: Federico Fioravanti, Fernando Delbianco and Fernando Tohm\'e
2023: Money Growth and Inflation: A Quantile Sensitivity Approach: Matteo Iacopini, Aubrey Poon, Luca Rossini and Dan Zhu
2023: Option Smile Volatility and Implied Probabilities: Implications of Concavity in IV Curves: Darsh Kachhara, John K. E Markin and Astha Singh
2023: Multimodal Document Analytics for Banking Process Automation: Christopher Gerling and Stefan Lessmann
2023: FinGPT: Democratizing Internet-scale Data for Financial Large Language Models: Xiao-Yang Liu, Guoxuan Wang, Hongyang Yang and Daochen Zha
2023: On intermediate Marginals in Martingale Optimal Transportation: Julian Sester
2023: Strategic Budget Selection in a Competitive Autobidding World: Yiding Feng, Brendan Lucier and Aleksandrs Slivkins
2023: Responses of Unemployment to Productivity Changes for a General Matching Technology: Rich Ryan
2023: Using Monte Carlo Methods for Retirement Simulations: Aditya Gupta and Vijay K. Tayal
2023: Exact solution to a generalised Lillo-Mike-Farmer model with heterogeneous order-splitting strategies: Yuki Sato and Kiyoshi Kanazawa
2023: Fitted Value Iteration Methods for Bicausal Optimal Transport: Erhan Bayraktar and Bingyan Han
2023: Modelling and Forecasting Macroeconomic Risk with Time Varying Skewness Stochastic Volatility Models: Andrea Renzetti
2023: Semiparametric Discrete Choice Models for Bundles: Fu Ouyang and Thomas T. Yang
2023: A Simple Method for Predicting Covariance Matrices of Financial Returns: Kasper Johansson, Mehmet Giray Ogut, Markus Pelger, Thomas Schmelzer and Stephen Boyd
2023: A Policy Gradient Method for Confounded POMDPs: Mao Hong, Zhengling Qi and Yanxun Xu
2023: The Complexity of Corporate Culture as a Potential Source of Firm Profit Differentials: Frederik Banning, Jessica Reale and Michael Roos
2023: The Emergence of Economic Rationality of GPT: Yiting Chen, Tracy Xiao Liu, You Shan and Songfa Zhong
2023: AI Regulation in the European Union: Examining Non-State Actor Preferences: Jonas Tallberg, Magnus Lundgren and Johannes Geith
2023: Portfolio Optimization Rules beyond the Mean-Variance Approach: Maxime Markov and Vladimir Markov
2023: Mechanism Design without Rational Expectations: Giacomo Rubbini
2023: A Heath-Jarrow-Morton framework for energy markets: a pragmatic approach: Matteo Gardini and Edoardo Santilli
2023: On the Separation of Estimation and Control in Risk-Sensitive Investment Problems under Incomplete Observation: S\'ebastien Lleo and Wolfgang J. Runggaldier
2023: Simple model of market share dynamics based on clients' firm-switching decisions: Joseph Hickey
2023: A Natural Copula: Peter B. Lerner
2023: Quantum Deep Hedging: El Amine Cherrat, Snehal Raj, Iordanis Kerenidis, Abhishek Shekhar, Ben Wood, Jon Dee, Shouvanik Chakrabarti, Richard Chen, Dylan Herman, Shaohan Hu, Pierre Minssen, Ruslan Shaydulin, Yue Sun, Romina Yalovetzky and Marco Pistoia
2023: The Value of Information and Circular Settings: Stefan Behringer and Roman V. Belavkin
2023: The Effect of Product Recommendations on Online Investor Behaviors: Ruiqi Rich Zhu, Cheng He and Yu Jeffrey Hu
2023: A Unified Framework for Fast Large-Scale Portfolio Optimization: Weichuan Deng, Pawel Polak, Abolfazl Safikhani and Ronakdilip Shah
2023: How Much Should We Trust Instrumental Variable Estimates in Political Science? Practical Advice Based on Over 60 Replicated Studies: Apoorva Lal, Mac Lockhart, Yiqing Xu and Ziwen Zu
2023: Decomposability and Strategy-proofness in Multidimensional Models: Shurojit Chatterji and Huaxia Zeng
2023: On Using Proportional Representation Methods as Alternatives to Pro-Rata Based Order Matching Algorithms in Stock Exchanges: Sanjay Bhattacherjee and Palash Sarkar
2023: The Bounds of Mediated Communication: Roberto Corrao and Yifan Dai
2023: Deterministic, quenched and annealed parameter estimation for heterogeneous network models: Marzio Di Vece, Diego Garlaschelli and Tiziano Squartini
2023: Robust Hicksian Welfare Analysis under Individual Heterogeneity: Sebastiaan Maes and Raghav Malhotra
2023: A Myersonian Framework for Optimal Liquidity Provision in Automated Market Makers: Jason Milionis, Ciamac C. Moallemi and Tim Roughgarden
2023: Intergenerational Mobility Trends and the Changing Role of Female Labor: Ulrika Ahrsj\"o, Ren\'e Karadakic and Joachim Kahr Rasmussen
2023: Identification-robust inference for the LATE with high-dimensional covariates: Yukun Ma
2023: A Comparison of Reinforcement Learning and Deep Trajectory Based Stochastic Control Agents for Stepwise Mean-Variance Hedging: Ali Fathi and Bernhard Hientzsch
2023: Regression adjustment in randomized controlled trials with many covariates: Harold D Chiang, Yukitoshi Matsushita and Taisuke Otsu
2023: Automatic Locally Robust Estimation with Generated Regressors: Juan Carlos Escanciano and Telmo P\'erez-Izquierdo
2023: A duality and free boundary approach to adverse selection: Robert J. McCann and Kelvin Shuangjian Zhang
2023: Simulation schemes for the Heston model with Poisson conditioning: Jaehyuk Choi and Yue Kuen Kwok
2023: Optimal Liquidation with High Risk Aversion and Small Linear Price Impact: Leonid Dolinskyi and Yan Dolinsky
2023: Identification of time-varying counterfactual parameters in nonlinear panel models: Irene Botosaru and Chris Muris
2023: Sequential Sampling Equilibrium: Duarte Gon\c{c}alves
2023: The Role of Mandated Mental Health Treatment in the Criminal Justice System: Rachel Nesbit
2023: Logs with zeros? Some problems and solutions: Jiafeng Chen and Jonathan Roth
2023: Matching with Incomplete Preferences: Aditya Kuvalekar
2023: Automated Market Makers: Mean-Variance Analysis of LPs Payoffs and Design of Pricing Functions: Philippe Bergault, Louis Bertucci, David Bouba and Olivier Gu\'eant
2023: Firm-worker hypergraphs: Chao Huang
2023: The Role of Immigrants, Emigrants, and Locals in the Historical Formation of European Knowledge Agglomerations: Philipp Koch, Viktor Stojkoski and C\'esar A. Hidalgo
2023: Supply Chain Characteristics as Predictors of Cyber Risk: A Machine-Learning Assessment: Kevin Hu, Retsef Levi, Raphael Yahalom and El Ghali Zerhouni
2023: What is the Price of a Skill? The Value of Complementarity: Fabian Stephany and Ole Teutloff
2023: Measurement of Trustworthiness of the Online Reviews: Dipankar Das
2023: Exploring the Constraints on Artificial General Intelligence: A Game-Theoretic No-Go Theorem: Mehmet S. Ismail
2023: Physics-Informed Convolutional Transformer for Predicting Volatility Surface: Soohan Kim, Seok-Bae Yun, Hyeong-Ohk Bae, Muhyun Lee and Youngjoon Hong
2023: Precision measurement of the return distribution property of the Chinese stock market index: Peng Liu and Yanyan Zheng
2023: Shift in house price estimates during COVID-19 reveals effect of crisis on collective speculation: Alexander M. Petersen
2023: A Ridge-Regularised Jackknifed Anderson-Rubin Test: Max-Sebastian Dov\`i, Anders Kock and Sophocles Mavroeidis
2023: Microscopic Traffic Models, Accidents, and Insurance Losses: Sojung Kim, Marcel Kleiber and Stefan Weber
2023: Cognitive Hierarchies in Multi-Stage Games of Incomplete Information: Theory and Experiment: Po-Hsuan Lin
2023: A simple learning agent interacting with an agent-based market model: Matthew Dicks, Andrew Paskaramoorthy and Tim Gebbie
2023: Bootstrap inference in the presence of bias: Giuseppe Cavaliere, S\'ilvia Gon\c{c}alves, Morten Nielsen and Edoardo Zanelli
2023: Asymptotic Properties of Endogeneity Corrections Using Nonlinear Transformations: Jörg Breitung, Alexander Mayer and Dominik Wied
2023: Invariant cones for jump-diffusions in infinite dimensions: Stefan Tappe
2023: Is decentralized finance actually decentralized? A social network analysis of the Aave protocol on the Ethereum blockchain: Ziqiao Ao, Lin Cong, Gergely Horvath and Luyao Zhang
2023: Inference for Matched Tuples and Fully Blocked Factorial Designs: Yuehao Bai, Jizhou Liu and Max Tabord-Meehan
2023: Multivariate backtests and copulas for risk evaluation: Boris David and Gilles Zumbach
2023: Graph-Based Methods for Discrete Choice: Kiran Tomlinson and Austin R. Benson
2023: Price Interpretability of Prediction Markets: A Convergence Analysis: Dian Yu, Jianjun Gao, Weiping Wu and Zizhuo Wang
2023: Leverage, Influence, and the Jackknife in Clustered Regression Models: Reliable Inference Using summclust: James MacKinnon, Morten Nielsen and Matthew Webb
2023: Mentors and Recombinators: Multi-Dimensional Social Learning: Srinivas Arigapudi, Omer Edhan, Yuval Heller and Ziv Hellman
2023: Short-time asymptotics for non self-similar stochastic volatility models: Giacomo Giorgio, Barbara Pacchiarotti and Paolo Pigato
2023: Inference from Selectively Disclosed Data: Ying Gao
2023: Labor Market Integration of Refugees: RCT Evidence from an Early Intervention Program in Sweden: Matz Dahlberg, Johan Egebark, G\"ulay \"Ozcan and Ulrika Vikman
2023: Asymptotics of Cointegration Tests for High-Dimensional VAR($k$): Anna Bykhovskaya and Vadim Gorin
2023: Rough multifactor volatility for SPX and VIX options: Antoine Jacquier, Aitor Muguruza and Alexandre Pannier
2023: Mean-Covariance Robust Risk Measurement: Viet Anh Nguyen, Soroosh Shafiee, Damir Filipovi\'c and Daniel Kuhn
2023: Phase transitions in nonparametric regressions: Ying Zhu
2023: Superhedging duality for multi-action options under model uncertainty with information delay: Anna Aksamit, Ivan Guo, Shidan Liu and Zhou Zhou
2023: Growth, Inequality and Declining Business Dynamism in a Unified Schumpeter Mark I + II Model: Patrick Mellacher
2023: Online Estimation and Optimization of Utility-Based Shortfall Risk: Vishwajit Hegde, Arvind S. Menon, L. A. Prashanth and Krishna Jagannathan
2023: Strategyproof and Proportionally Fair Facility Location: Haris Aziz, Alexander Lam, Barton Lee and Toby Walsh
2023: Asymptotic in a class of network models with an increasing sub-Gamma degree sequence: Jing Luo, Haoyu Wei, Xiaoyu Lei and Jiaxin Guo
2023: A Primer on Deep Learning for Causal Inference: Bernard Koch, Tim Sainburg, Pablo Geraldo, Song Jiang, Yizhou Sun and Jacob Gates Foster
2023: Composite Likelihood for Stochastic Migration Model with Unobserved Factor: Antoine Djogbenou, Christian Gouri\'eroux, Joann Jasiak and Maygol Bandehali
2023: Sorting with Teams: Job Boerma, Aleh Tsyvinski and Alexander P. Zimin
2023: Price modelling under generalized fractional Brownian motion: Axel A. Araneda
2023: On optimality of barrier dividend control under endogenous regime switching with application to Chapter 11 bankruptcy: Wenyuan Wang, Xiang Yu and Xiaowen Zhou
2023: Partial Identification and Inference for Conditional Distributions of Treatment Effects: Sungwon Lee
2023: On Stochastic Partial Differential Equations and their applications to Derivative Pricing through a conditional Feynman-Kac formula: Kaustav Das, Ivan Guo and Gr\'egoire Loeper
2023: Revenue Maximization for Buyers with Costly Participation: Yannai A. Gonczarowski, Nicole Immorlica, Yingkai Li and Brendan Lucier
2023: Automated and Distributed Statistical Analysis of Economic Agent-Based Models: Andrea Vandin, Daniele Giachini, Francesco Lamperti and Francesca Chiaromonte
2023: Testing the effectiveness of unconventional monetary policy in Japan and the United States: Daisuke Ikeda, Shangshang Li, Sophocles Mavroeidis and Francesco Zanetti
2023: Persuading a Wishful Thinker: Victor Augias and Daniel M. A. Barreto
2023: Generative Learning of Heterogeneous Tail Dependence: Xiangqian Sun, Xing Yan and Qi Wu
2023: Ambiguous Persuasion: An Ex-Ante Formulation: Xiaoyu Cheng
2023: Persistence in Financial Connectedness and Systemic Risk: Jozef Baruník and Michael Ellington
2023: Computation of bonus in multi-state life insurance: Jamaal Ahmad, Kristian Buchardt and Christian Furrer
2023: Incentives and Efficiency in Constrained Allocation Mechanisms: Joseph Root and David S. Ahn
2023: New Approaches to Robust Inference on Market (Non-)Efficiency, Volatility Clustering and Nonlinear Dependence: Rustam Ibragimov, Rasmus Pedersen and Anton Skrobotov
2023: Communication, Renegotiation and Coordination with Private Values: Yuval Heller and Christoph Kuzmics
2023: Direct and spillover effects of a new tramway line on the commercial vitality of peripheral streets. A synthetic-control approach: Giulio Grossi, Marco Mariani, Alessandra Mattei, Patrizia Lattarulo and \"Ozge \"Oner
2023: Split Cycle: A New Condorcet Consistent Voting Method Independent of Clones and Immune to Spoilers: Wesley H. Holliday and Eric Pacuit
2023: Proxy Controls and Panel Data: Ben Deaner
2023: Optimal investment and consumption with forward preferences and uncertain parameters: Wing Fung Chong and Gechun Liang
2023: Confidence set for group membership: Andreas Dzemski and Ryo Okui
2023: Functional central limit theorems for rough volatility: Blanka Horvath, Antoine Jacquier, Aitor Muguruza and Andreas Sojmark
2023: Determinants of renewable energy consumption in Madagascar: Evidence from feature selection algorithms: Franck Ramaharo and Fitiavana Randriamifidy
2023: "The Roller Conduction Effect" from the A-share Data Evidence: Wenbo Lyu
2023: L'utilit\'e de l'\'echelle op\'eratique pour consid\'erer des strat\'egies d'intelligence et de guerre \'economique: St\'ephane Goria
2023: AI Ethics and Ordoliberalism 2.0: Towards A 'Digital Bill of Rights': Manuel Woersdoerfer
2023: Examining the Effect of Monetary Policy and Monetary Policy Uncertainty on Cryptocurrencies Market: Mohammadreza Mahmoudi
2023: Approximation of supply curves: Andres M. Alonso and Zehang Li
2023: A Modeling Approach of Return and Volatility of Structured Investment Products with Caps and Floors: Jiaer He and Roberto Rivera
2023: A Data-driven Deep Learning Approach for Bitcoin Price Forecasting: Parth Daxesh Modi, Kamyar Arshi, Pertami J. Kunz and Abdelhak M. Zoubir
2023: Boosting Stock Price Prediction with Anticipated Macro Policy Changes: Md Sabbirul Haque, Md Shahedul Amin, Jonayet Miah, Duc Minh Cao and Ashiqul Haque Ahmed
2023: Potential of ChatGPT in predicting stock market trends based on Twitter Sentiment Analysis: Ummara Mumtaz and Summaya Mumtaz
2023: Ancillary Services in Power System Transition Toward a 100% Non-Fossil Future: Market Design Challenges in the United States and Europe: Luigi Viola, Saeed Nordin, Daniel Dotta, Mohammad Reza Hesamzadeh, Ross Baldick and Damian Flynn
2023: Combining Deep Learning on Order Books with Reinforcement Learning for Profitable Trading: Koti S. Jaddu and Paul A. Bilokon
2023: Coalitional Manipulations and Immunity of the Shapley Value: Christian Basteck and Frank Huettner
2023: From the Top Down: Does Corruption Affect Performance?: Maurizio La Rocca, Tiziana La Rocca, Francesco Fasano and Javier Sanchez-Vidal
2023: Robust Estimation of Realized Correlation: New Insight about Intraday Fluctuations in Market Betas: Peter Hansen and Yiyao Luo
2023: A Bayesian Markov-switching SAR model for time-varying cross-price spillovers: Christian Glocker, Matteo Iacopini, Tam\'as Krisztin and Philipp Piribauer
2023: Law-Invariant Return and Star-Shaped Risk Measures: Roger Laeven, Emanuela Rosazza Gianin and Marco Zullino
2023: Spectral identification and estimation of mixed causal-noncausal invertible-noninvertible models: Alain Hecq and Daniel Velasquez-Gaviria
2023: Green ammonia supply chain and associated market structure: an analysis based on transaction cost economics: Hanxin Zhao
2023: The minimax property in infinite two-person win-lose games: Ron Holzman
2023: Popularity, face and voice: Predicting and interpreting livestreamers' retail performance using machine learning techniques: Xiong Xiong, Fan Yang and Li Su
2023: Mode substitution induced by electric mobility hubs: results from Amsterdam: Fanchao Liao, Jaap Vleugel, Gustav B\"osehans, Dilum Dissanayake, Neil Thorpe, Margaret Bell, Bart van Arem and Gon\c{c}alo Homem de Almeida Correia
2023: Optimal fees in hedge funds with first-loss compensation: Marcos Escobar-Anel, Yevhen Havrylenko and Rudi Zagst
2023: Coupling Coordinated Development among Digital Economy, Regional Innovation and Talent Employment A case study of Hangzhou Metropolitan Circle, China: Luyi Qiu
2023: Employment, labor productivity and environmental sustainability: Firm-level evidence from transition: Marjan Petreski, Stefan Tanevski and Irena Stojmenovska
2023: Experience-weighted attraction learning in network coordination games: Fulin Guo
2023: Deeper Hedging: A New Agent-based Model for Effective Deep Hedging: Kang Gao, Stephen Weston, Perukrishnen Vytelingum, Namid R. Stillman, Wayne Luk and Ce Guo
2023: Estimating Systemic Risk within Financial Networks: A Two-Step Nonparametric Method: Weihuan Huang
2023: Causal effects of the Fed's large-scale asset purchases on firms' capital structure: Andrea Nocera and Mohammad Pesaran
2023: Covariate Balancing and the Equivalence of Weighting and Doubly Robust Estimators of Average Treatment Effects: Tymon S{\l}oczy\'nski, S. Derya Uysal and Jeffrey Wooldridge
2023: Economics for the Global Economic Order: The Tragedy of Epic Fail Equilibria: Shiro Armstrong and Danny Quah
2023: An Empirical Analysis of Participatory Budgeting in Amsterdam: Pelle Nelissen
2023: Bayesian SAR model with stochastic volatility and multiple time-varying weights: Michele Costola, Matteo Iacopini and Casper Wichers
2023: The Newtonian Mechanics of Demand: Max Mendel
2023: On Technical Bases and Surplus in Life Insurance: Oytun Ha\c{c}ar{\i}z, Torsten Kleinow and Angus S. Macdonald
2023: Stock Market Directional Bias Prediction Using ML Algorithms: Ryan Chipwanya
2023: The impact of the Russia-Ukraine conflict on the extreme risk spillovers between agricultural futures and spots: Wei-Xing Zhou, Yun-Shi Dai, Kiet Tuan Duong and Peng-Fei Dai
2023: Correlation structure analysis of the global agricultural futures market: Yun-Shi Dai, Ngoc Quang Anh Huynh, Qing-Huan Zheng and Wei-Xing Zhou
2023: Dual-Class Stocks: Can They Serve as Effective Predictors?: Veli Safak
2023: Linkages among the Foreign Exchange, Stock, and Bond Markets in Japan and the United States: Yi Jiang and Shohei Shimizu
2023: CATE Lasso: Conditional Average Treatment Effect Estimation with High-Dimensional Linear Regression: Masahiro Kato and Masaaki Imaizumi
2023: Climate-related Agricultural Productivity Losses through a Poverty Lens: Alkis Blanz
2023: Elevating Women in the Workplace: The Dual Influence of Spiritual Intelligence and Ethical Environments on Job Satisfaction: Ali Bai, Morteza Vahedian, Rashin Ghahreman and Hasan Piri
2023: Fair Adaptive Experiments: Waverly Wei, Xinwei Ma and Jingshen Wang
2023: Long-Term Employment Effects of the Minimum Wage in Germany: New Data and Estimators: Marco Caliendo, Nico Pestel and Rebecca Olthaus
2023: Modeling and Contribution of Flexible Heating Systems for Transmission Grid Congestion Management: David Kr\"oger, Milijana Teodosic and Christian Rehtanz
2023: Social Learning of General Rules: Enrique Urbano Arellano and Xinyang Wang
2023: Testing for equivalence of pre-trends in Difference-in-Differences estimation: Holger Dette and Martin Schumann
2023: A necessary and sufficient condition for the existence of chaotic dynamics in an overlapping generations model: Tomohiro Uchiyama
2023: Reducing residential emissions: carbon pricing vs. subsidizing retrofits: Alkis Blanz and Beatriz Gaitan
2023: The Quantum Tortoise and the Classical Hare: A simple framework for understanding which problems quantum computing will accelerate (and which it will not): Sukwoong Choi, William S. Moses and Neil Thompson
2023: Cognitive Energy Cost of Informed Decisions: Michele Vodret
2023: Topological Portfolio Selection and Optimization: Yuanrong Wang, Antonio Briola and Tomaso Aste
2023: A Comparative Study of Portfolio Optimization Methods for the Indian Stock Market: Jaydip Sen, Arup Dasgupta, Partha Pratim Sengupta and Sayantani Roy Choudhury
2023: Human Reliability Assessment method applied to investigate human factors in NDT -- The case of the interpretation of radiograms in the French nuclear sector: Justin Larouze, Etienne Martin and Pierre Calmon
2023: Beyond VaR and CVaR: Topological Risk Measures in Financial Markets: Amit Kumar Jha
2023: Co-Training Realized Volatility Prediction Model with Neural Distributional Transformation: Xin Du, Kai Moriyama and Kumiko Tanaka-Ishii
2023: Diversity Preferences, Affirmative Action and Choice Rules: Oguzhan Celebi
2023: BVARs and Stochastic Volatility: Joshua Chan
2023: Urban wireless traffic evolution: the role of new devices and the effect of policy: Jaume Benseny, Jarno Lahteenmaki, Juuso Toyli and Heikki Hammainen
2023: Is A 15-minute City within Reach in the United States? An Investigation of Activity-Based Mobility Flows in the 12 Most Populous US Cities: Tanhua Jin, Kailai Wang, Yanan Xin, Jian Shi, Ye Hong and Frank Witlox
2023: Modeling Link-level Road Traffic Resilience to Extreme Weather Events Using Crowdsourced Data: Songhua Hu, Kailai Wang, Lingyao Li, Yingrui Zhao, Zhenbing He, Yunpeng and Zhang
2023: Analysis of the RMM-01 Market Maker: Waylon Jepsen and Colin Roberts
2023: Unwinding Stochastic Order Flow: When to Warehouse Trades: Marcel Nutz, Kevin Webster and Long Zhao
2023: Unobserved Grouped Heteroskedasticity and Fixed Effects: Jorge A. Rivero
2023: Dynamic Realized Minimum Variance Portfolio Models: Donggyu Kim and Minseog Oh
2023: Non-linear approximations of DSGE models with neural-networks and hard-constraints: Emmet Hall-Hoffarth
2023: Impact of Loss-Framing and Risk Attitudes on Insurance Purchase: Insights from a Game-like Interface Study: Kunal Rajesh Lahoti, Shivani Hanji, Pratik Kamble and Kavita Vemuri
2023: A Deep Learning Analysis of Climate Change, Innovation, and Uncertainty: Michael Barnett, William Brock, Lars Hansen, Ruimeng Hu and Joseph Huang
2023: Persuasion in Veto Bargaining: Jenny S Kim, Kyungmin Kim and Richard Van Weelden
2023: Blending gradient boosted trees and neural networks for point and probabilistic forecasting of hierarchical time series: Ioannis Nasios and Konstantinos Vogklis
2023: Nonparametric Regression with Dyadic Data: Brice Romuald Gueyap Kounga
2023: A note on the logical inconsistency of the Hotelling Rule: A Revisit from the System's Analysis Perspective: Nikolay Khabarov, Alexey Smirnov and Michael Obersteiner
2023: The Social Cost of Carbon: Richard Tol
2023: American Option Pricing using Self-Attention GRU and Shapley Value Interpretation: Yanhui Shen
2023: Price dispersion across online platforms: Evidence from hotel room prices in London (UK): Debashrita Mohapatra, Debi Prasad Mohapatra and Ram Dubey
2023: Black-Litterman Asset Allocation under Hidden Truncation Distribution: Jungjun Park and Andrew L. Nguyen
2023: Mack's estimator motivated by large exposure asymptotics in a compound Poisson setting: Nils Engler and Filip Lindskog
2023: A Framework for Treating Model Uncertainty in the Asset Liability Management Problem: Georgios I. Papayiannis
2023: Machine Learning for Staggered Difference-in-Differences and Dynamic Treatment Effect Heterogeneity: Julia Hatamyar, Noemi Kreif, Rudi Rocha and Martin Huber
2023: Revenue sharing at music streaming platforms: Gustavo Berganti\~nos and Juan Moreno-Ternero
2023: Leveraging Large Language Model for Automatic Evolving of Industrial Data-Centric R&D Cycle: Xu Yang, Xiao Yang, Weiqing Liu, Jinhui Li, Peng Yu, Zeqi Ye and Jiang Bian
2023: Robust Trading in a Generalized Lattice Market: Chung-Han Hsieh and Xin-Yu Wang
2023: Understanding and managing blockchain protocol risks: Alex Nathan, Dimosthenis Kaponis and Saul Lustgarten
2023: Towards reducing hallucination in extracting information from financial reports using Large Language Models: Bhaskarjit Sarmah, Tianjie Zhu, Dhagash Mehta and Stefano Pasquali
2023: Quantifying the relative importance of the spatial and temporal resolution in energy systems optimisation model: Nandi Moksnes and William Usher
2023: Legal NLP Meets MiCAR: Advancing the Analysis of Crypto White Papers: Carolina Camassa
2023: Unveiling Early Warning Signals of Systemic Risks in Banks: A Recurrence Network-Based Approach: Shijia Song and Handong Li
2023: EfficientOCR: An Extensible, Open-Source Package for Efficiently Digitizing World Knowledge: Tom Bryan, Jacob Carlson, Abhishek Arora and Melissa Dell
2023: Managing Persuasion Robustly: The Optimality of Quota Rules: Dirk Bergemann, Tan Gan and Yingkai Li
2023: A SEM-NCA approach towards the impact of participative budgeting on budgetary slack and managerial performance: The mediating role of leadership style and leader-member exchange: Khalid Hasan Al Jasimee and Francisco Javier Blanco-Encomienda
2023: On the population size in stochastic differential games: Dylan Possama\"i and Ludovic Tangpi
2023: A Portfolio Rebalancing Approach for the Indian Stock Market: Jaydip Sen, Arup Dasgupta, Subhasis Dasgupta and Sayantani Roychoudhury
2023: Economics unchained: Investigating the role of cryptocurrency, blockchain and intricacies of Bitcoin price fluctuations: Ishmeet Matharoo
2023: Neural Network for valuing Bitcoin options under jump-diffusion and market sentiment model: Edson Pindza, Jules Clement Mba, Sutene Mwambi and Nneka Umeorah
2023: Prime Match: A Privacy-Preserving Inventory Matching System: Antigoni Polychroniadou, Gilad Asharov, Benjamin Diamond, Tucker Balch, Hans Buehler, Richard Hua, Suwen Gu, Greg Gimler and Manuela Veloso
2023: \"Uber wissenschaftliche Exzellenz und Wettbewerb: Gerald Schweiger
2023: Sparse Index Tracking via Topological Learning: Anubha Goel, Puneet Pasricha and Juho Kanniainen
2023: A Semiparametric Instrumented Difference-in-Differences Approach to Policy Learning: Pan Zhao and Yifan Cui
2023: Credibility in Credence Goods Markets: Xiaoxiao Hu and Haoran Lei
2023: An In-Depth Examination of Requirements for Disclosure Risk Assessment: Ron Jarmin, John Abowd, Robert Ashmead, Ryan Cumings-Menon, Nathan Goldschlag, Michael B. Hawes, Sallie Ann Keller, Daniel Kifer, Philip Leclerc, Jerome P. Reiter, Rolando A. Rodr\'iguez, Ian Schmutte, Victoria A. Velkoff and Pavel Zhuravlev
2023: Maximum Return on Investment for a Domestic Photovoltaic Installation: Tom Nonnenmacher, Jenny Nelson and Benedict Winchester
2023: Uncovering Market Disorder and Liquidity Trends Detection: Etienne Chevalier, Yadh Hafsi and Vathana Ly Vath
2023: Smoothed instrumental variables quantile regression: David Kaplan
2023: Can GPT models be Financial Analysts? An Evaluation of ChatGPT and GPT-4 on mock CFA Exams: Ethan Callanan, Amarachi Mbakwe, Antony Papadimitriou, Yulong Pei, Mathieu Sibue, Xiaodan Zhu, Zhiqiang Ma, Xiaomo Liu and Sameena Shah
2023: Maximal Martingale Wasserstein Inequality: Benjamin Jourdain and Kexin Shao
2023: Belief formation and the persistence of biased beliefs: Olivier Compte
2023: The Connection Between Political Stability and Inflation: Insights from Four South Asian Nations: Ummya Salma and Md. Fazlul Huq Khan
2023: There are different shades of green: heterogeneous environmental innovations and their effects on firm performance: Gianluca Biggi, Andrea Mina and Federico Tamagni
2023: How would mobility-as-a-service (MaaS) platform survive as an intermediary? From the viewpoint of stability in many-to-many matching: Rui Yao and Kenan Zhang
2023: Statistical arbitrage portfolio construction based on preference relations: Fredi \v{S}ari\'c, Stjepan Begu\v{s}i\'c, Andro Mer\'cep and Zvonko Kostanj\v{c}ar
2023: Are sanctions for losers? A network study of trade sanctions: Fabio Ashtar Telarico
2023: Structural Vector Autoregressions and Higher Moments: Challenges and Solutions in Small Samples: Sascha A. Keweloh
2023: The Specter (and Spectra) of Miner Extractable Value: Guillermo Angeris, Tarun Chitra, Theo Diamandis and Kshitij Kulkarni
2023: Marital Sorting, Household Inequality and Selection: Iv\'an Fern\'andez-Val, Aico van Vuuren and Francis Vella
2023: Integration or fragmentation? A closer look at euro area financial markets: Martin Feldkircher and Karin Klieber
2023: Empirical Review of Youth-Employment Policies in Nigeria: Oluwasola E. Omoju, Emily E. Ikhide, Iyabo A. Olanrele, Lucy E. Abeng, Marjan Petreski, Francis O. Adebayo, Itohan Odigie and Amina M. Muhammed
2023: Incentives for Private Industrial Investment in historical perspective: the case of industrial promotion and investment promotion in Uruguay (1974-2010): Diego Vallarino
2023: Impact of resource availability and conformity effect on sustainability of common-pool resources: Chengyi Tu, Renfei Chen, Ying Fan and Xuwei Pan
2023: Smoothness-Adaptive Dynamic Pricing with Nonparametric Demand Learning: Zeqi Ye and Hansheng Jiang
2023: Empirical Analysis of the Impact of Legal Tender Digital Currency on Monetary Policy -Based on China's Data: Ruimin Song, TIntian Zhao and Chunhui Zhou
2023: The birth of (a robust) Arbitrage Theory in de Finetti's early contributions: Marco Maggis
2023: Operating-Envelopes-Aware Decentralized Welfare Maximization for Energy Communities: Ahmed S. Alahmed, Guido Cavraro, Andrey Bernstein and Lang Tong
2023: Valuation Duration of the Stock Market: Ye Li and Chen Wang
2023: Lung Cancer in Argentina: A Modelling Study of Disease and Economic Burden: Andrea Alcaraz, Federico Rodriguez Cairoli, Carla Colaci, Constanza Silvestrini, Carolina Gabay and Natalia Espinola
2023: Life cycle insurance, bequest motives and annuity loads: Aleksandar Arandjelovi\'c, Geoffrey Kingston and Pavel V. Shevchenko
2023: Treatment Choice, Mean Square Regret and Partial Identification: Toru Kitagawa, Sokbae (Simon) Lee and Chen Qiu
2023: Does Artificial Intelligence benefit UK businesses? An empirical study of the impact of AI on productivity: Sam Hainsworth
2023: Robust Minimum Distance Inference in Structural Models: Joan Alegre and Juan Carlos Escanciano
2023: Transportation-cost inequalities for non-linear Gaussian functionals: Ioannis Gasteratos and Antoine Jacquier
2023: Integrating Stock Features and Global Information via Large Language Models for Enhanced Stock Return Prediction: Yujie Ding, Shuai Jia, Tianyi Ma, Bingcheng Mao, Xiuze Zhou, Liuliu Li and Dongming Han
2023: Market Crowds' Trading Behaviors, Agreement Prices, and the Implications of Trading Volume: Leilei Shi, Bing Han, Yingzi Zhu, Liyan Han, Yiwen Wang and Yan Piao
2023: Identification and Estimation in a Class of Potential Outcomes Models: Manu Navjeevan, Rodrigo Pinto and Andres Santos
2023: Did Private Election Administration Funding Advantage Democrats in 2020?: Apoorva Lal and Daniel M Thompson
2023: Equivalence between individual and group strategy-proofness under stability: Pinaki Mandal
2023: Minimum wage and manufacturing labor share: Evidence from North Macedonia: Marjan Petreski and Jaakko Pehkonen
2023: Poverty during Covid-19 in North Macedonia: Analysis of the distributional impact of the crisis and government response: Marjan Petreski
2023: The impact of the pandemic of Covid-19 on child poverty in North Macedonia: Simulation-based estimates: Marjan Petreski
2023: Is Arrow's Dictator a Drinker?: Jeffrey Uhlmann
2023: An Information Theory Approach to the Stock and Cryptocurrency Market: A Statistical Equilibrium Perspective: Emanuele Citera and Francesco De Pretis
2023: Are Generation Z Less Car-centric Than Millennials? A Nationwide Analysis Through the Lens of Youth Licensing: Kailai Wang
2023: Bargain your share: The role of workers bargaining power for labor share, with reference to transition economies: Marjan Petreski and Stefan Tanevski
2023: On changepoint detection in functional data using empirical energy distance: B. Cooper Boniece, Lajos Horv\'ath and Lorenzo Trapani
2023: Unbounded Markov Dynamic Programming with Weighted Supremum Norm Perov Contractions: Alexis Akira Toda
2023: Risk factor aggregation and stress testing: Natalie Packham
2023: Integration of Fractional Order Black-Scholes Merton with Neural Network: Sarit Maitra, Vivek Mishra, Goutam Kr. Kundu and Kapil Arora
2023: Applying Reinforcement Learning to Option Pricing and Hedging: Zoran Stoiljkovic
2023: Multi-Industry Simplex: A Probabilistic Extension of GICS: Maksim Papenkov, Chris Meredith, Claire Noel, Jai Padalkar, Temple Hendrickson, Daniel Nitiutomo and Thomas Farrell
2023: A New Weighted Food CPI from Scanner Big Data in China: Zhenkun Zhou, Zikun Song and Tao Ren
2023: Efficient option pricing in the rough Heston model using weak simulation schemes: Christian Bayer and Simon Breneis
2023: Estimation of market efficiency process within time-varying autoregressive models by extended Kalman filtering approach: Maria Kulikova and Gennady Kulikov
2023: What would it cost to connect the unconnected? Estimating global universal broadband infrastructure investment: Edward J. Oughton, David Amaglobeli and Marian Moszoro
2023: Initiatives Based on the Psychology of Scarcity Can Increase Covid-19 Vaccinations: Alessandro Del Ponte, Audrey De Dominicis and Paolo Canofari
2023: General Equilibrium Theory for Climate Change: Robert M. Anderson and Haosui Duanmu
2023: Best-Response Dynamics in Tullock Contests with Convex Costs: Abheek Ghosh
2023: Variational Inference for GARCH-family Models: Martin Magris and Alexandros Iosifidis
2023: Learning Probability Distributions of Day-Ahead Electricity Prices: Jozef Baruník and Lubos Hanus
2023: Moran's I Lasso for models with spatially correlated data: Sylvain Barde, Rowan Cherodian and Guy Tchuente
2023: Affirmative Action in India: Restricted Strategy Space, Complex Constraints, and Direct Mechanism Design: Orhan Ayg\"un and Bertan Turhan
2023: Bitcoin versus S&P 500 Index: Return and Risk Analysis: A. H. Nzokem
2023: Robust Long-Term Growth Rate of Expected Utility for Leveraged ETFs: Tim Leung, Hyungbin Park and Heejun Yeo
2023: Student debt and behavioral bias: a trillion dollar problem: Praful Raj
2023: Utility-based acceptability indices: Marcin Pitera and Mikl\'os R\'asonyi
2023: Specification testing with grouped fixed effects: Claudia Pigini, Alessandro Pionati and Francesco Valentini
2023: Actuarial Implications and Modeling of Yellow Virus on Sugar Beet After the EU's Ban on Neonicotinoids and Climate Change: Martial Ph\'elipp\'e-Guinvarc and Jean Cordier
2023: A new proof for the existence of Nash equilibrium: Davide Carpentiere and Stephen Watson
2023: CAD: Clustering And Deep Reinforcement Learning Based Multi-Period Portfolio Management Strategy: Zhengyong Jiang, Jeyan Thiayagalingam, Jionglong Su and Jinjun Liang
2023: Automated regime detection in multidimensional time series data using sliced Wasserstein k-means clustering: Qinmeng Luan and James Hamp
2023: EIP-4844 Economics and Rollup Strategies: Davide Crapis, Edward W. Felten and Akaki Mamageishvili
2023: Impact of Economic Uncertainty, Geopolitical Risk, Pandemic, Financial & Macroeconomic Factors on Crude Oil Returns -- An Empirical Investigation: Sarit Maitra
2023: Multi-period static hedging of European options: Purba Banerjee, Srikanth Iyer and Shashi Jain
2023: Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting: Jakub Micha\'nk\'ow, {\L}ukasz Kwiatkowski and Janusz Morajda
2023: Study of Stylized Facts in Stock Market Data: Vaibhav Sherkar and Rituparna Sen
2023: NoxTrader: LSTM-Based Stock Return Momentum Prediction for Quantitative Trading: Hsiang-Hui Liu, Han-Jay Shu and Wei-Ning Chiu
2023: Review on Decarbonizing the Transportation Sector in China: Overview, Analysis, and Perspectives: Jiewei Li, Ling Jin, Han Deng and Lin Yang
2023: A semi-Lagrangian $\epsilon$-monotone Fourier method for continuous withdrawal GMWBs under jump-diffusion with stochastic interest rate: Yaowen Lu and Duy-Minh Dang
2023: Income Mobility and Mixing in North Macedonia: Viktor Stojkoski, Sonja Mitikj, Marija Trpkova-Nestorovska and Dragan Tevdovski
2023: Using Large Language Models for Qualitative Analysis can Introduce Serious Bias: Julian Ashwin, Aditya Chhabra and Vijayendra Rao
2023: Leveraging Deep Learning and Online Source Sentiment for Financial Portfolio Management: Paraskevi Nousi, Loukia Avramelou, Georgios Rodinos, Maria Tzelepi, Theodoros Manousis, Konstantinos Tsampazis, Kyriakos Stefanidis, Dimitris Spanos, Manos Kirtas, Pavlos Tosidis, Avraam Tsantekidis, Nikolaos Passalis and Anastasios Tefas
2023: Reserve Matching with Thresholds: Suat Evren
2023: Econometric Model Using Arbitrage Pricing Theory and Quantile Regression to Estimate the Risk Factors Driving Crude Oil Returns: Sarit Maitra, Vivek Mishra, Sukanya Kundu and Manav Chopra
2023: Rational Aversion to Information: Sven Neth
2023: Human-AI Interactions and Societal Pitfalls: Francisco Castro, Jian Gao and S\'ebastien Martin
2023: Stochastic Learning of Semiparametric Monotone Index Models with Large Sample Size: Qingsong Yao
2023: Diffusion Variational Autoencoder for Tackling Stochasticity in Multi-Step Regression Stock Price Prediction: Kelvin J. L. Koa, Yunshan Ma, Ritchie Ng and Tat-Seng Chua
2023: Another Look at the Linear Probability Model and Nonlinear Index Models: Kaicheng Chen, Robert Martin and Jeffrey Wooldridge
2023: SGMM: Stochastic Approximation to Generalized Method of Moments: Xiaohong Chen, Sokbae (Simon) Lee, Yuan Liao, Myung Hwan Seo, Youngki Shin and Myunghyun Song
2023: Optimal Shrinkage Estimation of Fixed Effects in Linear Panel Data Models: Soonwoo Kwon
2023: Causal Interpretation of Linear Social Interaction Models with Endogenous Networks: Tadao Hoshino
2023: The Bayesian Context Trees State Space Model for time series modelling and forecasting: Ioannis Papageorgiou and Ioannis Kontoyiannis
2023: Increasing Supply Chain Resiliency Through Equilibrium Pricing and Stipulating Transportation Quota Regulation: Mostafa Pazoki, Hamed Samarghandi and Mehdi Behroozi
2023: Modeling Inverse Demand Function with Explainable Dual Neural Networks: Zhiyu Cao, Zihan Chen, Prerna Mishra, Hamed Amini and Zachary Feinstein
2023: Mean Field Games for Optimal Investment Under Relative Performance Criteria: Ananya Parashar
2023: Subjective Expected Utility and Psychological Gambles: Gianluca Cassese
2023: The Beginning of the Trend: Interest Rates, Profits, and Markups: Anton Bobrov and James Traina
2023: Is (independent) subordination relevant in option pricing?: Michele Azzone and Roberto Baviera
2023: Action-State Dependent Dynamic Model Selection: Francesco Cordoni and Alessio Sancetta
2023: Transaction Fee Mechanism Design with Active Block Producers: Maryam Bahrani, Pranav Garimidi and Tim Roughgarden
2023: The Implied Views of Bond Traders on the Spot Equity Market: Yifan He, Yuan Hu and Svetlozar Rachev
2023: Optimal Investment with Stochastic Interest Rates and Ambiguity: Julian H\"olzermann
2023: The Skill-Task Matching Model: Mechanism, Model Structure, and Algorithm: Da Xie and WeiGuo Yang
2023: The far-reaching effects of bombing on fertility in mid-20th century Japan: Tatsuki Inoue amd Erika Igarashi
2023: Synthetic Regressing Control Method: Rong J. B. Zhu
2023: Discrete $q$-exponential limit order cancellation time distribution: Vygintas Gontis
2023: The Centralizing Effects of Private Order Flow on Proposer-Builder Separation: Tivas Gupta, Mallesh M Pai and Max Resnick
2023: Monotonicity Anomalies in Scottish Local Government Elections: David McCune and Adam Graham-Squire
2023: Valuation of a Financial Claim Contingent on the Outcome of a Quantum Measurement: Lane P. Hughston and Leandro S\'anchez-Betancourt
2023: Double and Single Descent in Causal Inference with an Application to High-Dimensional Synthetic Control: Jann Spiess, Guido Imbens and Amar Venugopal
2023: On extensions of partial priorities in school choice: Minoru Kitahara and Yasunori Okumura
2023: Robust Stackelberg Equilibria: Jiarui Gan, Minbiao Han, Jibang Wu and Haifeng Xu
2023: Enhanced multilayer perceptron with feature selection and grid search for travel mode choice prediction: Li Tang, Chuanli Tang and Qi Fu
2023: Q-learning with biased policy rules: Olivier Compte
2023: Partner Choice and Morality: Preference Evolution under Stable Matching: Ziwei Wang and Jiabin Wu
2023: Club coefficients in the UEFA Champions League: Time for shift to an Elo-based formula: L\'aszl\'o Csat\'o
2023: A stochastic control perspective on term structure models with roll-over risk: Claudio Fontana, Simone Pavarana and Wolfgang J. Runggaldier
2023: Minimum Wage Pass-through to Wholesale and Retail Prices: Evidence from Cannabis Scanner Data: Carl Hase
2023: Deep incremental learning models for financial temporal tabular datasets with distribution shifts: Thomas Wong and Mauricio Barahona
2023: A Story of Consistency: Bridging the Gap between Bentham and Rawls Foundations: St\'ephane Gonzalez and Nikolaos Pnevmatikos
2023: Fast American Option Pricing using Nonlinear Stencils: Zafar Ahmad, Reilly Browne, Rezaul Chowdhury, Rathish Das, Yushen Huang and Yimin Zhu
2023: Constructing High Frequency Economic Indicators by Imputation: Serena Ng and Susannah Scanlan
2023: Nickell Bias in Panel Local Projection: Financial Crises Are Worse Than You Think: Ziwei Mei, Liugang Sheng and Zhentao Shi
2023: Effort Discrimination and Curvature of Contest Technology in Conflict Networks: Xiang Sun, Jin Xu and Junjie Zhou
2023: Legitimacy of collective decisions: a mechanism design approach: Kirneva Margarita and N\'u\~nez Mat\'ias
2023: Deep Learning Enhanced Realized GARCH: Chen Liu, Chao Wang, Minh-Ngoc Tran and Robert Kohn
2023: Solidarity to achieve stability: Jorge Alcalde-Unzu, Oihane Gallo, Elena Inarra and Juan Moreno-Ternero
2023: Random Utility, Repeated Choice, and Consumption Dependence: Christopher Turansick
2023: Policy Learning with Rare Outcomes: Julia Hatamyar and Noemi Kreif
2023: Pricing cyber-insurance for systems via maturity models: Henry Skeoch and David Pym
2023: Covariate Adjustment in Experiments with Matched Pairs: Yuehao Bai, Liang Jiang, Joseph P. Romano, Azeem Shaikh and Yichong Zhang
2023: Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates: Jesus Gonzalo and Jean-Yves Pitarakis
2023: Testing Quantile Forecast Optimality: Jack Fosten, Daniel Gutknecht and Marc-Oliver Pohle
2023: Regulating For-Hire Autonomous Vehicles for An Equitable Multimodal Transportation Network: Jing Gao and Sen Li
2023: A Levy-driven Ornstein-Uhlenbeck process for the valuation of credit index swaptions: Yoshihiro Shirai
2023: Geometry of Set Functions in Game Theory: Combinatorial and Computational Aspects: Dylan Laplace Mermoud
2023: A Bootstrap Specification Test for Semiparametric Models with Generated Regressors: Elia Lapenta
2023: Partly Linear Instrumental Variables Regressions without Smoothing on the Instruments: Jean-Pierre Florens and Elia Lapenta
2023: Policy learning for many outcomes of interest: Combining optimal policy trees with multi-objective Bayesian optimisation: Patrick Rehill and Nicholas Biddle
2023: Incorporating Prior Knowledge of Latent Group Structure in Panel Data Models: Boyuan Zhang
2023: Predicting China's CPI by Scanner Big Data: Zhenkun Zhou, Zikun Song and Tao Ren
2023: The Short-Term Predictability of Returns in Order Book Markets: a Deep Learning Perspective: Lorenzo Lucchese, Mikko Pakkanen and Almut Veraart
2023: Stressing Dynamic Loss Models: Emma Kroell, Silvana M. Pesenti and Sebastian Jaimungal
2023: The importance of being scrambled: supercharged Quasi Monte Carlo: J. Hok and S. Kucherenko
2023: Extreme Measures in Continuous Time Conic Finace: Yoshihiro Shirai
2023: Network Synthetic Interventions: A Causal Framework for Panel Data Under Network Interference: Anish Agarwal, Sarah H. Cen, Devavrat Shah and Christina Lee Yu
2023: The impact of big winners on passive and active equity investment strategies: Maxime Markov and Vladimir Markov
2023: An identification and testing strategy for proxy-SVARs with weak proxies: Giovanni Angelini, Giuseppe Cavaliere and Luca Fanelli
2023: Exit game with private information: H. Dharma Kwon and Jan Palczewski
2023: Fast Inference for Quantile Regression with Tens of Millions of Observations: Sokbae (Simon) Lee, Yuan Liao, Myung Hwan Seo and Youngki Shin
2023: Revisiting the Analysis of Matched-Pair and Stratified Experiments in the Presence of Attrition: Yuehao Bai, Meng Hsuan Hsieh, Jizhou Liu and Max Tabord-Meehan
2023: Prolonged Learning and Hasty Stopping: the Wald Problem with Ambiguity: Sarah Auster, Yeon-Koo Che and Konrad Mierendorff
2023: Revealed Preference Analysis Under Limited Attention: Mikhail Freer and Hassan Nosratabadi
2023: Coherence without Rationality at the Zero Lower Bound: Guido Ascari, Sophocles Mavroeidis and Nigel McClung
2023: Sample Complexity of Forecast Aggregation: Tao Lin and Yiling Chen
2023: High Dimensional Generalised Penalised Least Squares: Ilias Chronopoulos, Katerina Chrysikou and George Kapetanios
2023: Detecting Grouped Local Average Treatment Effects and Selecting True Instruments: Nicolas Apfel, Helmut Farbmacher, Rebecca Groh, Martin Huber and Henrika Langen
2023: Dealing with multi-currency inventory risk in FX cash markets: Alexander Barzykin, Philippe Bergault and Olivier Gu\'eant
2023: Limited-Trust in Diffusion of Competing Alternatives over Social Networks: Vincent Leon, S. Rasoul Etesami and Rakesh Nagi
2023: Machine Learning Inference on Inequality of Opportunity: Juan Carlos Escanciano and Jo\"el Robert Terschuur
2023: Remote Collaboration Fuses Fewer Breakthrough Ideas: Yiling Lin, Carl Benedikt Frey and Lingfei Wu
2023: PreBit -- A multimodal model with Twitter FinBERT embeddings for extreme price movement prediction of Bitcoin: Yanzhao Zou and Dorien Herremans
2023: On Parametric Optimal Execution and Machine Learning Surrogates: Tao Chen, Mike Ludkovski and Moritz Vo{\ss}
2023: DAMNETS: A Deep Autoregressive Model for Generating Markovian Network Time Series: Jase Clarkson, Mihai Cucuringu, Andrew Elliott and Gesine Reinert
2023: Optimal Damping with Hierarchical Adaptive Quadrature for Efficient Fourier Pricing of Multi-Asset Options in L\'evy Models: Michael Samet, Christian Bayer, Chiheb Ben Hammouda, Antonis Papapantoleon and Ra\'ul Tempone
2023: Calibration of Derivative Pricing Models: a Multi-Agent Reinforcement Learning Perspective: Nelson Vadori
2023: Encompassing Tests for Nonparametric Regressions: Elia Lapenta and Pascal Lavergne
2023: Risk sharing in equity-linked insurance products: Stackelberg equilibrium between an insurer and a reinsurer: Yevhen Havrylenko, Maria Hinken and Rudi Zagst
2023: A Modern Gauss-Markov Theorem? Really?: Benedikt M. P\"otscher and David Preinerstorfer
2023: Social Learning under Platform Influence: Consensus and Persistent Disagreement: Ozan Candogan, Nicole Immorlica, Bar Light and Jerry Anunrojwong
2023: The Long-Term Effects of Early-Life Pollution Exposure: Evidence from the London Smog: Stephanie von Hinke and Emil N. S{\o}rensen
2023: The Evolution of U.S. Retail Concentration: Dominic Smith and Sergio Ocampo
2023: Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions: Wenjia Wang, Yanyuan Wang and Xiaowei Zhang
2023: Nonparametric Treatment Effect Identification in School Choice: Jiafeng Chen
2023: Motivating Effort with Information about Future Rewards: Chang Liu
2023: Willingness to Pay to Prevent Water and Sanitation-Related Diseases Suffered by Slum Dwellers and Beneficiary Households: Evidence from Chittagong, Bangladesh: Mohammad Nur Nobi
2023: Analysis of taste heterogeneity in commuters travel decisions using joint parking and mode choice model: A case from urban India: Janak Parmar, Gulnazbanu Saiyed and Sanjaykumar Dave
2023: Causal Inference with Noncompliance and Unknown Interference: Tadao Hoshino and Takahide Yanagi
2023: A Unified Formula of the Optimal Portfolio for Piecewise Hyperbolic Absolute Risk Aversion Utilities: Zongxia Liang, Yang Liu, Ming Ma and Rahul Pothi Vinoth
2023: Mobility decisions, economic dynamics and epidemic: Giorgio Fabbri, Salvatore Federico, Davide Fiaschi and Fausto Gozzi
2023: Investment AUM Fee Costs: Evaluating a Simple Formula: Joseph Levine
2023: A Tale of Two Tails: A Model-free Approach to Estimating Disaster Risk Premia and Testing Asset Pricing Models: Tjeerd de Vries
2023: Dynamic Spatial Matching: Yash Kanoria
2023: Inflation -- who cares? Monetary Policy in Times of Low Attention: Oliver Pf\"auti
2023: Predicting Inflation with Recurrent Neural Networks: Livia Paranhos
2023: A Bonus-Malus Framework for Cyber Risk Insurance and Optimal Cybersecurity Provisioning: Qikun Xiang, Ariel Neufeld, Gareth W. Peters, Ido Nevat and Anwitaman Datta
2023: Cutoff stability under distributional constraints with an application to summer internship matching: Haris Aziz, Anton Baychkov and Péter Biró
2023: Latent Causal Socioeconomic Health Index: Swen Kuh, Grace S. Chiu and Anton H. Westveld
2023: Instrument Validity for Heterogeneous Causal Effects: Zhenting Sun
2023: Axioms for Defeat in Democratic Elections: Wesley H. Holliday and Eric Pacuit
2023: A Novel Approach to Predictive Accuracy Testing in Nested Environments: Jean-Yves Pitarakis
2023: Bailout Stigma: Yeon-Koo Che, Chongwoo Choe and Keeyoung Rhee
2023: Causal Inference under Outcome-Based Sampling with Monotonicity Assumptions: Sung Jae Jun and Sokbae (Simon) Lee
2023: Multilevel Monte Carlo with Numerical Smoothing for Robust and Efficient Computation of Probabilities and Densities: Christian Bayer, Chiheb Ben Hammouda and Raul Tempone
2023: A General Framework on Enhancing Portfolio Management with Reinforcement Learning: Yinheng Li, Junhao Wang and Yijie Cao
2023: Identifying Network Ties from Panel Data: Theory and an Application to Tax Competition: Aureo de Paula, Imran Rasul and Pedro Souza
2023: Detecting Identification Failure in Moment Condition Models: Jean-Jacques Forneron
2023: Building Trust Takes Time: Limits to Arbitrage for Blockchain-Based Assets: Nikolaus Hautsch, Christoph Scheuch and Stefan Voigt
2023: Net gains in evolutionary dynamics: A unifying and intuitive approach to dynamic stability: Dai Zusai
2023: Fisher-Schultz Lecture: Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments, with an Application to Immunization in India: Victor Chernozhukov, Mert Demirer, Esther Duflo and Iv\'an Fern\'andez-Val
2023: A new perspective on the fundamental theorem of asset pricing for large financial markets: Christa Cuchiero, Irene Klein and Josef Teichmann
2023: Cryptocurrency in the Aftermath: Unveiling the Impact of the SVB Collapse: Qin Wang, Guangsheng Yu and Shiping Chen
2023: Analysis of frequent trading effects of various machine learning models: Jiahao Chen and Xiaofei Li
2023: Harnessing Deep Q-Learning for Enhanced Statistical Arbitrage in High-Frequency Trading: A Comprehensive Exploration: Soumyadip Sarkar
2023: Arguably Adequate Aqueduct Algorithm: Crossing A Bridge-Less Block-Chain Chasm: Ravi Kashyap
2023: From Deep Filtering to Deep Econometrics: Robert Stok and Paul Bilokon
2023: AI for Investment: A Platform Disruption: Mohammad Rasouli, Ravi Chiruvolu and Ali Risheh
2023: Predictive AI for SME and Large Enterprise Financial Performance Management: Ricardo Cuervo
2023: Monotonicity Failure in Ranked Choice Voting -- Necessary and Sufficient Conditions for 3-Candidate Elections: Rylie Weaver
2023: On the impact of insurance on households susceptible to random proportional losses: An analysis of poverty trapping: Kira Henshaw, Jorge M. Ramirez, Jos\'e M. Flores-Contr\'o, Enrique A. Thomann, Sooie-Hoe Loke and Corina Constantinescu
2023: Exploiting Unfair Advantages: Investigating Opportunistic Trading in the NFT Market: Priyanka Bose, Dipanjan Das, Fabio Gritti, Nicola Ruaro, Christopher Kruegel and Giovanni Vigna
2023: The Mediating Effect of Blockchain Technology on the Cryptocurrency Purchase Intention: \.Ibrahim Halil Efend\.io\u{g}lu, G\"okhan Akel, Bekir De\u{g}\.irmenc\.i, Dilek Aydo\u{g}du, Kamile Elmaso\u{g}lu, Hande Beg\"um Bum\.in Doyduk, Arzu \c{S}eker and Hatice Bah\c{c}e
2023: Improving Portfolio Performance Using a Novel Method for Predicting Financial Regimes: Piotr Pomorski and Denise Gorse
2023: CausalGPS: An R Package for Causal Inference With Continuous Exposures: Naeem Khoshnevis, Xiao Wu and Danielle Braun
2023: Robust Asset-Liability Management: Tjeerd de Vries and Alexis Akira Toda
2023: Separately Convex and Separately Continuous Preferences: On Results of Schmeidler, Shafer, and Bergstrom-Parks-Rader: Metin Uyanık, Aniruddha Ghosh and M. Khan
2023: A systematic review of early warning systems in finance: Ali Namaki, Reza Eyvazloo and Shahin Ramtinnia
2023: Reconstructing supply networks: Luca Mungo, Alexandra Brintrup, Diego Garlaschelli and Fran\c{c}ois Lafond
2023: On Sinkhorn's Algorithm and Choice Modeling: Zhaonan Qu, Alfred Galichon and Johan Ugander
2023: Identification, Impacts, and Opportunities of Three Common Measurement Considerations when using Digital Trace Data: Daniel Muise, Nilam Ram, Thomas Robinson and Byron Reeves
2023: Handling missing data in Burundian sovereign bond market: Ir\`ene Irakoze, R\'edempteur Ntawiratsa and David Niyukuri
2023: Assessing Look-Ahead Bias in Stock Return Predictions Generated By GPT Sentiment Analysis: Paul Glasserman and Caden Lin
2023: Covariance matrix filtering and portfolio optimisation: the Average Oracle vs Non-Linear Shrinkage and all the variants of DCC-NLS: Christian Bongiorno and Damien Challet
2023: The effect of COVID restriction levels on shared micromobility travel patterns: A comparison between dockless bike sharing and e-scooter services: Marco Diana and Andrea Chicco
2023: Smoothing the Nonsmoothness: Chaohua Dong, Jiti Gao, Bin Peng and Yundong Tu
2023: Stock Volatility Prediction Based on Transformer Model Using Mixed-Frequency Data: Wenting Liu, Zhaozhong Gui, Guilin Jiang, Lihua Tang, Lichun Zhou, Wan Leng, Xulong Zhang and Yujiang Liu
2023: Intergenerational Equity in Models of Climate Change Mitigation: Stochastic Interest Rates introduce Adverse Effects, but (Non-linear) Funding Costs can Improve Intergenerational Equity: Christian Fries and Lennart Quante
2023: Portfolio Choice In Dynamic Thin Markets: Merton Meets Cournot: Puru Gupta and Saul D. Jacka
2023: Adaptive Priority Mechanisms: Oguzhan Celebi and Joel Flynn
2023: An Introduction to Complex Networks in Climate Finance: Alexander P. Kartun-Giles and Nadia Ameli
2023: Implementing portfolio risk management and hedging in practice: Paul Alexander Bilokon
2023: Linearity of Aggregate Production Functions: Christopher Chambers and Alexis Akira Toda
2023: Sluggish news reactions: A combinatorial approach for synchronizing stock jumps: Nabil Bouamara, Kris Boudt, S\'ebastien Laurent and Christopher Neely
2023: Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices: Jakub Micha\'nk\'ow, Pawe{\l} Sakowski and Robert Ślepaczuk
2023: To better understand realized ecosystem services: An integrated analysis framework of supply, demand, flow and use: Shuyao Wu, Kai-Di Liu, Wentao Zhang, Yuehan Dou, Yuqing Chen and Delong Li
2023: Startup success prediction and VC portfolio simulation using CrunchBase data: Mark Potanin, Andrey Chertok, Konstantin Zorin and Cyril Shtabtsovsky
2023: Enumerating the climate impact of disequilibrium in critical mineral supply: Lucas Woodley, Chung Yi See, Peter Cook, Megan Yeo, Daniel S. Palmer, Laurena Huh, Seaver Wang and Ashley Nunes
2023: The importance of quality in austere times: University competitiveness and grant income: Ye Sun, Athen Ma, Georg von Graevenitz and Vito Latora
2023: Double machine learning and design in batch adaptive experiments: Harrison H. Li and Art B. Owen
2023: The ATM implied skew in the ADO-Heston model: Andrey Itkin
2023: A dynamic systems approach to harness the potential of social tipping: Sibel Eker, Charlie Wilson, Niklas H\"ohne, Mark S. McCaffrey, Irene Monasterolo, Leila Niamir and Caroline Zimm
2023: Nuclear Energy Acceptance in Poland: From Societal Attitudes to Effective Policy Strategies -- Network Modeling Approach: Pawel Robert Smolinski, Joseph Januszewicz, Barbara Pawlowska and Jacek Winiarski
2023: Approximation Rates for Deep Calibration of (Rough) Stochastic Volatility Models: Francesca Biagini, Lukas Gonon and Niklas Walter
2023: Gray-box Adversarial Attack of Deep Reinforcement Learning-based Trading Agents: Foozhan Ataiefard and Hadi Hemmati
2023: Assessing Utility of Differential Privacy for RCTs: Soumya Mukherjee, Aratrika Mustafi, Aleksandra Slavkovi\'c and Lars Vilhuber
2023: Optimal Stopping with Multi-Dimensional Comparative Loss Aversion: Linda Cai, Joshua Gardner and S. Matthew Weinberg
2023: Designing Effective Music Excerpts: Emaad Manzoor and Nikhil Malik
2023: Tasks Makyth Models: Machine Learning Assisted Surrogates for Tipping Points: Gianluca Fabiani, Nikolaos Evangelou, Tianqi Cui, Juan M. Bello-Rivas, Cristina P. Martin-Linares, Constantinos Siettos and Ioannis G. Kevrekidis
2023: Leveraging Uncertainties to Infer Preferences: Robust Analysis of School Choice: Yeon-Koo Che, Dong Woo Hahm and YingHua He
2023: Towards a Theory of Maximal Extractable Value II: Uncertainty: Tarun Chitra
2023: Value-transforming financial, carbon and biodiversity footprint accounting: S. El Geneidy, S. Baumeister, M. Peura and J. S. Kotiaho
2023: Discounting and Impatience: Salvatore Greco and Diego Rago
2023: Performance Evaluation of Equal-Weight Portfolio and Optimum Risk Portfolio on Indian Stocks: Abhiraj Sen and Jaydip Sen
2023: Topology-Agnostic Detection of Temporal Money Laundering Flows in Billion-Scale Transactions: Haseeb Tariq and Marwan Hassani
2023: Profit shifting under the arm's length principle: Alex A. T. Rathke
2023: Can I Trust the Explanations? Investigating Explainable Machine Learning Methods for Monotonic Models: Dangxing Chen
2023: Waiting for Dr. Godot: how much and who responds to predicted health care wait times?: Stephenson Strobel
2023: InvestLM: A Large Language Model for Investment using Financial Domain Instruction Tuning: Yi Yang, Yixuan Tang and Kar Yan Tam
2023: Reduced-rank Envelope Vector Autoregressive Models: S. Yaser Samadi and Wiranthe B. Herath
2023: EarnHFT: Efficient Hierarchical Reinforcement Learning for High Frequency Trading: Molei Qin, Shuo Sun, Wentao Zhang, Haochong Xia, Xinrun Wang and Bo An
2023: Searching for Smurfs: Testing if Money Launderers Know Alert Thresholds: Rasmus Ingemann Tuffveson Jensen, Joras Ferwerda and Christian Remi Wewer
2023: A Problem of Finite-Horizon Optimal Switching and Stochastic Control for Utility Maximization: Zhou Yang and Junkee Jeon
2023: Probability of Default modelling with L\'evy-driven Ornstein-Uhlenbeck processes and applications in credit risk under the IFRS 9: Kyriakos Georgiou and Athanasios N. Yannacopoulos
2023: Optimal Conditional Inference in Adaptive Experiments: Jiafeng Chen and Isaiah Andrews
2023: Techno-Economic Analysis of Synthetic Fuel Production from Existing Nuclear Power Plants across the United States: Marisol Garrouste, Michael T. Craig, Daniel Wendt, Maria Herrera Diaz, William Jenson, Qian Zhang and Brendan Kochunas
2023: A detection analysis for temporal memory patterns at different time-scales: Fabio Vanni and David Lambert
2023: Singular Control in a Cash Management Model with Ambiguity: Arnon Archankul, Giorgio Ferrari, Tobias Hellmann and Jacco J. J. Thijssen
2023: Stock Market Sentiment Classification and Backtesting via Fine-tuned BERT: Jiashu Lou
2023: A Comprehensive Review on Financial Explainable AI: Wei Jie Yeo, Wihan van der Heever, Rui Mao, Erik Cambria, Ranjan Satapathy and Gianmarco Mengaldo
2023: Doubly Robust Mean-CVaR Portfolio: Kei Nakagawa, Masaya Abe and Seiichi Kuroki
2023: Common Agency with Non-Delegation or Imperfect Commitment: Seungjin Han and Siyang Xiong
2023: Existence of a Competitive Equilibrium with Substitutes, with Applications to Matching and Discrete Choice Models: Liang Chen, Eugene Choo, Alfred Galichon and Simon Weber
2023: Transformers versus LSTMs for electronic trading: Paul Bilokon and Yitao Qiu
2023: Is Ethereum Proof of Stake Sustainable? $-$ Considering from the Perspective of Competition Among Smart Contract Platforms $-$: Kenji Saito, Yutaka Soejima, Toshihiko Sugiura, Yukinobu Kitamura and Mitsuru Iwamura
2023: Increasing Ticketing Allocative Efficiency Using Marginal Price Auction Theory: Boxiang Fu
2023: Research on the Impact of Executive Shareholding on New Investment in Enterprises Based on Multivariable Linear Regression Model: Shanyi Zhou, Ning Yan, Zhijun Li, Mo Geng, Xulong Zhang, Hongbiao Si, Lihua Tang, Wenyuan Sun, Longda Zhang and Yi Cao
2023: Substitutability in Favor Exchange: Oguzhan Celebi
2023: PAMS: Platform for Artificial Market Simulations: Masanori Hirano, Ryosuke Takata and Kiyoshi Izumi
2023: Mean Absolute Directional Loss as a New Loss Function for Machine Learning Problems in Algorithmic Investment Strategies: Jakub Micha\'nk\'ow, Pawe{\l} Sakowski and Robert Ślepaczuk
2023: Regressing on distributions: The nonlinear effect of temperature on regional economic growth: Malte Jahn
2023: Derivatives Sensitivities Computation under Heston Model on GPU: Pierre-Antoine Arsaguet and Paul Bilokon
2023: OPUS: An Integrated Assessment Model for Satellites and Orbital Debris: Akhil Rao, Mark Moretto, Marcus Holzinger, Daniel Kaffine and Brian Weeden
2023: Comparing effects of price limit and circuit breaker in stock exchanges by an agent-based model: Takanobu Mizuta and Isao Yagi
2023: Can political gridlock undermine checks and balances? A lab experiment: Alvaro Forteza, Irene Mussio and Juan Pereyra
2023: Estimation and Testing of Forecast Rationality with Many Moments: Tae Hwy Lee and Tao Wang
2023: Examining psychology of science as a potential contributor to science policy: Arash Mousavi, Reza Hafezi and Hasan Ahmadi
2023: Does Reliable Electricity Mean Lesser Agricultural Labor Wages? Evidence from Indian Villages: Suryadeepto Nag
2023: Optimal Estimation under a Semiparametric Density Ratio Model: Archer Gong Zhang and Jiahua Chen
2023: Sizing Strategies for Algorithmic Trading in Volatile Markets: A Study of Backtesting and Risk Mitigation Analysis: S. M. Masrur Ahmed
2023: Total-effect Test May Erroneously Reject So-called "Full" or "Complete" Mediation: Tingxuan Han, Luxi Zhang, Xinshu Zhao and Ke Deng
2023: An Empirical Analysis on Remittances and Financial Development in Latin American Countries: Sumaiya Binta Islam and Laboni Mondal
2023: Adaptive Neyman Allocation: Jinglong Zhao
2023: Dynamic Time Warping for Lead-Lag Relationships in Lagged Multi-Factor Models: Yichi Zhang, Mihai Cucuringu, Alexander Y. Shestopaloff and Stefan Zohren
2023: Ordered Correlation Forest: Riccardo Di Francesco
2023: Structural Econometric Estimation of the Basic Reproduction Number for Covid-19 Across U.S. States and Selected Countries: Ida Johnsson, Mohammad Pesaran and Cynthia Fan Yang
2023: On Sparse Grid Interpolation for American Option Pricing with Multiple Underlying Assets: Jiefei Yang and Guanglian Li
2023: A Markovian empirical model for the VIX index and the pricing of the corresponding derivatives: Ying-Li Wang, Cheng-Long Xu and Ping He
2023: Applying Deep Learning to Calibrate Stochastic Volatility Models: Abir Sridi and Paul Bilokon
2023: The Fiscal Cost of Public Debt and Government Spending Shocks: Venance Riblier
2023: The effect of housewife labor on gdp calculations: Saadet Yagmur Kumcu
2023: Weak Markovian Approximations of Rough Heston: Christian Bayer and Simon Breneis
2023: Government Investments and Entrepreneurship: Joao Ricardo Faria, Laudo Ogura, Mauricio Prado and Christopher Boudreaux
2023: How to foster innovation in the social sciences? Qualitative evidence from focus group workshops at Oxford University: Fabian Braesemann and Moritz Marpe
2023: Epps Effect and the Signature of Short-Term Momentum Traders: J\'er\^ome Busca and L\'eon Thomir
2023: Media Moments and Corporate Connections: A Deep Learning Approach to Stock Movement Classification: Luke Sanborn and Matthew Sahagun
2023: Desenvolvimento de modelo para predi\c{c}\~ao de cota\c{c}\~oes de a\c{c}\~ao baseada em an\'alise de sentimentos de tweets: Mario Mitsuo Akita and Everton Josue da Silva
2023: Real-time VaR Calculations for Crypto Derivatives in kdb+/q: Yutong Chen, Paul Bilokon, Conan Hales and Laura Kerr
2023: Dynamic Arrangements in Economic Theory: Level-Agnostic Representations: Fernando Tohm\'e
2023: The Conundrum of the Pension System in India: A Comprehensive study in the context of India's Growth Story: Aditya Deeti
2023: A monotone numerical integration method for mean-variance portfolio optimization under jump-diffusion models: Hanwen Zhang and Duy-Minh Dang
2023: Dynamic relationship between XRP price and correlation tensor spectra of the transaction network: Abhijit Chakraborty, Tetsuo Hatsuda and Yuichi Ikeda
2023: SCOP: Schrodinger Control Optimal Planning for Goal-Based Wealth Management: Igor Halperin
2023: Strategic Behavior of Large Language Models: Game Structure vs. Contextual Framing: Nunzio Lor\`e and Babak Heydari
2023: A New Framework to Estimate Return on Investment for Player Salaries in the National Basketball Association: Jackson P. Lautier
2023: A compendium of data sources for data science, machine learning, and artificial intelligence: Paul Bilokon, Oleksandr Bilokon and Saeed Amen
2023: New News is Bad News: Paul Glasserman, Harry Mamaysky and Jimmy Qin
2023: Nonlinear Granger Causality using Kernel Ridge Regression: Wojciech "Victor" Fulmyk
2023: Geometry of vectorial martingale optimal transport and robust option pricing: Joshua Zoen-Git Hiew, Tongseok Lim, Brendan Pass and Marcelo Cruz de Souza
2023: News-driven Expectations and Volatility Clustering: Sabiou Inoua
2023: Non-linear dimension reduction in factor-augmented vector autoregressions: Karin Klieber
2023: Maintaining human wellbeing as socio-environmental systems undergo regime shifts: Andrew R. Tilman, Elisabeth H. Krueger, Lisa C. McManus and James R. Watson
2023: Kelvin Waves, Klein-Kramers and Kolmogorov Equations, Path-Dependent Financial Instruments: Survey and New Results: Alexander Lipton
2023: Generating drawdown-realistic financial price paths using path signatures: Emiel Lemahieu, Kris Boudt and Maarten Wyns
2023: C++ Design Patterns for Low-latency Applications Including High-frequency Trading: Paul Bilokon and Burak Gunduz
2023: Concave many-to-one matching: Chao Huang
2023: Agriculture Credit and Economic Growth in Bangladesh: A Time Series Analysis: Md. Toaha and Laboni Mondal
2023: Enhancing accuracy for solving American CEV model with high-order compact scheme and adaptive time stepping: Chinonso Nwankwo, Weizhong Dai and Tony Ware
2023: Common Firm-level Investor Fears: Evidence from Equity Options: Jozef Baruník, Mattia Bevilacqua and Michael Ellington
2023: Identifying spatial interdependence in panel data with large N and small T: Deborah Gefang, Stephen Hall and George Tavlas
2023: TradingGPT: Multi-Agent System with Layered Memory and Distinct Characters for Enhanced Financial Trading Performance: Yang Li, Yangyang Yu, Haohang Li, Zhi Chen and Khaldoun Khashanah
2023: A Causal Perspective on Loan Pricing: Investigating the Impacts of Selection Bias on Identifying Bid-Response Functions: Christopher Bockel-Rickermann, Sam Verboven, Tim Verdonck and Wouter Verbeke
2023: A few misfits can Change the World: Esteve Almirall, Steve Willmott and Ulises Cort\'es
2023: Perishable Goods versus Re-tradable Assets: A Theoretical Reappraisal of a Fundamental Dichotomy: Sabiou Inoua and Vernon Smith
2023: Default Process Modeling and Credit Valuation Adjustment: David Xiao
2023: A Topological Proof of The Gibbard-Satterthwaite Theorem: Yuliy Baryshnikov and Joseph Root
2023: GPT-InvestAR: Enhancing Stock Investment Strategies through Annual Report Analysis with Large Language Models: Udit Gupta
2023: An Offline Learning Approach to Propagator Models: Eyal Neuman, Wolfgang Stockinger and Yufei Zhang
2023: On the Impact of Feeding Cost Risk in Aquaculture Valuation and Decision Making: Christian-Oliver Ewald and Kevin Kamm
2023: The Iberian Exception: An overview of its effects over its first 100 days: David Robinson, Angel Arcos-Vargas, Micheael Tennican and Fernando N\'u\~nez
2023: Time consistency of dynamic risk measures and dynamic performance measures generated by distortion functions: Tomasz R. Bielecki, Igor Cialenco and Hao Liu
2023: Projections of Economic Impacts of Climate Change on Marine Protected Areas: Palau, the Great Barrier Reef, and the Bering Sea: Talya ten Brink
2023: Dual Effects of the US-China Trade War and COVID-19 on United States Imports: Transfer of China's industrial chain?: Wei Luo, Siyuan Kang, Sheng Hu, Lixian Su and Rui Dai
2023: On statistical arbitrage under a conditional factor model of equity returns: Trent Spears, Stefan Zohren and Stephen Roberts
2023: Instrumental variable estimation of the proportional hazards model by presmoothing: Lorenzo Tedesco, Jad Beyhum and Ingrid Van Keilegom
2023: On the use of U-statistics for linear dyadic interaction models: G. M. Szini
2023: Optimal Management of DC Pension Plan with Inflation Risk and Tail VaR Constraint: Hui Mi, Zuo Quan Xu and Dongfang Yang
2023: Non-Transitivity of the Win Ratio and the Area Under the Receiver Operating Characteristics Curve (AUC): a case for evaluating the strength of stochastic comparisons: Olga V. Demler and Ilona A. Demler
2023: Generalized Information Criteria for Structured Sparse Models: Eduardo F. Mendes and Gabriel J. P. Pinto
2023: Design-Based Multi-Way Clustering: Luther Yap
2023: Introducing the $\sigma$-Cell: Unifying GARCH, Stochastic Fluctuations and Evolving Mechanisms in RNN-based Volatility Forecasting: German Rodikov and Nino Antulov-Fantulin
2023: Do Losses Matter? The Effect of Information-Search Technologies on Risky Choices: Luigi Mittone and Mauro Papi
2023: Moment-Based Estimation of Diffusion and Adoption Parameters in Networks: L. S. Sanna Stephan
2023: FinDiff: Diffusion Models for Financial Tabular Data Generation: Timur Sattarov, Marco Schreyer and Damian Borth
2023: A Trimming Estimator for the Latent-Diffusion-Observed-Adoption Model: L. S. Sanna Stephan
2023: Mutual Information Maximizing Quantum Generative Adversarial Network and Its Applications in Finance: Mingyu Lee, Myeongjin Shin, Junseo Lee and Kabgyun Jeong
2023: Nash's bargaining problem and the scale-invariant Hirsch citation index: Josep Freixas, Roger Hoerl and William S. Zwicker
2023: Logistic modelling of economic dynamics: Arnab K. Ray
2023: From constant to rough: A survey of continuous volatility modeling: Giulia Di Nunno, K\k{e}stutis Kubilius, Yuliya Mishura and Anton Yurchenko-Tytarenko
2023: There is power in general equilibrium: Juan Jacobo
2023: Fairness Implications of Heterogeneous Treatment Effect Estimation with Machine Learning Methods in Policy-making: Patrick Rehill and Nicholas Biddle
2023: The Effect of Punishment and Reward on Cooperation in a Prisoners' Dilemma Game: Alexander Kangas
2023: Instabilities of Super-Time-Stepping Methods on the Heston Stochastic Volatility Model: Fabien Le Floc'h
2023: Preventing Others from Commercializing Your Innovation: Evidence from Creative Commons Licenses: Erdem Dogukan Yilmaz, Tim Meyer and Milan Miric
2023: Chance or Chaos? Fractal geometry aimed to inspect the nature of Bitcoin: Esther Cabezas-Rivas, Felipe S\'anchez-Coll and Isaac Tormo-Xaixo
2023: Bandwidth Selection for Treatment Choice with Binary Outcomes: Takuya Ishihara
2023: D-TIPO: Deep time-inconsistent portfolio optimization with stocks and options: Kristoffer Andersson and Cornelis W. Oosterlee
2023: LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study: Matteo Prata, Giuseppe Masi, Leonardo Berti, Viviana Arrigoni, Andrea Coletta, Irene Cannistraci, Svitlana Vyetrenko, Paola Velardi and Novella Bartolini
2023: An exploration of the mathematical structure and behavioural biases of 21st century financial crises: Nick James and Max Menzies
2023: Of Models and Tin Men: A Behavioural Economics Study of Principal-Agent Problems in AI Alignment using Large-Language Models: Steve Phelps and Rebecca Ranson
2023: Generalised Covariances and Correlations: Tobias Fissler and Marc-Oliver Pohle
2023: Estimating the Value of Evidence-Based Decision Making: Alberto Abadie, Anish Agarwal, Guido Imbens, Siwei Jia, James McQueen and Serguei Stepaniants
2023: ChatGPT Informed Graph Neural Network for Stock Movement Prediction: Zihan Chen, Lei Nico Zheng, Cheng Lu, Jialu Yuan and Di Zhu
2023: Flexible Bayesian Quantile Analysis of Residential Rental Rates: Ivan Jeliazkov, Shubham Karnawat, Mohammad Arshad Rahman and Angela Vossmeyer
2023: Interviewing Matching in Random Markets: Maxwell Allman and Itai Ashlagi
2023: Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models: Yichi Zhang, Mihai Cucuringu, Alexander Y. Shestopaloff and Stefan Zohren
2023: Deep learning models for price forecasting of financial time series: A review of recent advancements: 2020-2022: Cheng Zhang, Nilam Nur Amir Sjarif and Roslina Ibrahim
2023: Employer Reputation and the Labor Market: Evidence from Glassdoor.com and Dice.com: Ke, Ma, Sophie Yanying Sheng and Haitian Xie
2023: How to address monotonicity for model risk management?: Dangxing Chen and Weicheng Ye
2023: Three candidate election strategy: Dorje C. Brody and Tomooki Yuasa
2023: Present-Biased Lobbyists in Linear Quadratic Stochastic Differential Games: Ali Lazrak, Hanxiao Wang and Jiongmin Yong
2023: Utilitarian Theorems and Equivalence of Utility Theories: Yuhki Hosoya
2023: Quantum Architecture Search for Quantum Monte Carlo Integration via Conditional Parameterized Circuits with Application to Finance: Mark-Oliver Wolf, Tom Ewen and Ivica Turkalj
2023: Difficult Lessons on Social Prediction from Wisconsin Public Schools: Juan C. Perdomo, Tolani Britton, Moritz Hardt and Rediet Abebe
2023: Max-Plus Synchronization in Decentralized Trading Systems: Hans Riess, Michael Munger and Michael M. Zavlanos
2023: Decentralized Attack Search and the Design of Bug Bounty Schemes: Hans Gersbach, Akaki Mamageishvili and Fikri Pitsuwan
2023: Weighted Fair Division with Matroid-Rank Valuations: Monotonicity and Strategyproofness: Warut Suksompong and Nicholas Teh
2023: Large-Scale Education Reform in General Equilibrium: Regression Discontinuity Evidence from India: Comment: David Roodman
2023: Optimal Investment in Defined Contribution Pension Schemes with Forward Utility Preferences: Kenneth Tsz Hin Ng and Wing Fung Chong
2023: An axiomatic approach to default risk and model uncertainty in rating systems: Max Nendel and Jan Streicher
2023: Mean-Field Liquidation Games with Market Drop-out: Guanxing Fu, Paul P. Hager and Ulrich Horst
2023: Simple Analytics of the Government Investment Multiplier: Chunbing Cai and Jordan Roulleau-Pasdeloup
2023: Inference in Non-stationary High-Dimensional VARs: Alain Hecq, Luca Margaritella and Stephan Smeekes
2023: The Investment Management Game: Extending the Scope of the Notion of Core: Vijay V. Vazirani
2023: Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions: Jan Pr\"user and Florian Huber
2023: Asynchronous Deep Double Duelling Q-Learning for Trading-Signal Execution in Limit Order Book Markets: Peer Nagy, Jan-Peter Calliess and Stefan Zohren
2023: Haves and Have-Nots: A Theory of Economic Sufficientarianism: Christopher Chambers and Siming Ye
2023: Domain-adapted Learning and Imitation: DRL for Power Arbitrage: Yuanrong Wang, Vignesh Raja Swaminathan, Nikita P. Granger, Carlos Ros Perez and Christian Michler
2023: Domain-adapted Learning and Interpretability: DRL for Gas Trading: Yuanrong Wang, Yinsen Miao, Alexander CY Wong, Nikita P Granger and Christian Michler
2023: Price impact in equity auctions: zero, then linear: Mohammed Salek, Damien Challet and Ioane Muni Toke
2023: Lying Aversion and Vague Communication: An Experimental Study: Keh-Kuan Sun and Stella Papadokonstantaki
2023: Simultaneous Inference of a Partially Linear Model in Time Series: Jiaqi Li, Likai Chen, Kun Ho Kim and Tianwei Zhou
2023: Robust Estimation of the non-Gaussian Dimension in Structural Linear Models: Miguel Cabello
2023: Optimal investment under partial information and robust VaR-type constraint: Nicole B\"auerle and An Chen
2023: Risk Budgeting Portfolios: Existence and Computation: Adil Rengim Cetingoz, Jean-David Fermanian and Olivier Gu\'eant
2023: Building Resilience in Cybersecurity -- An Artificial Lab Approach: Kerstin Awiszus, Yannick Bell, Jan L\"uttringhaus, Gregor Svindland, Alexander Vo{\ss} and Stefan Weber
2023: Neural Augmented Kalman Filtering with Bollinger Bands for Pairs Trading: Amit Milstein, Haoran Deng, Guy Revach, Hai Morgenstern and Nir Shlezinger
2023: How a Brand's Social Activism Impacts Consumers' Brand Evaluations: The Role of Brand Relationship Norms: Jingjing Li, Nicole Montgomery and Reza Mousavi
2023: Bayesian analysis of mixtures of lognormal distribution with an unknown number of components from grouped data: Kazuhiko Kakamu
2023: Policy Learning with New Treatments: Samuel Higbee
2023: Online Self-Concordant and Relatively Smooth Minimization, With Applications to Online Portfolio Selection and Learning Quantum States: Chung-En Tsai, Hao-Chung Cheng and Yen-Huan Li
2023: Conditional Distribution Model Specification Testing Using Chi-Square Goodness-of-Fit Tests: Miguel Delgado and Julius Vainora
2023: Publication Bias in Asset Pricing Research: Andrew Y. Chen and Tom Zimmermann
2023: Credit Information in Earnings Calls: Harry Mamaysky, Yiwen Shen and Hongyu Wu
2023: Combining Forecasts under Structural Breaks Using Graphical LASSO: Tae Hwy Lee and Ekaterina Seregina
2023: The Impact of the #MeToo Movement on Language at Court -- A text-based causal inference approach: Henrika Langen
2023: Robust Tests of Model Incompleteness in the Presence of Nuisance Parameters: Shuowen Chen and Hiroaki Kaido
2023: Selection on moral hazard in the Swiss market for mandatory health insurance: Empirical evidence from Swiss Household Panel data: Igor Francetic
2023: Randomized Optimal Stopping Problem in Continuous time and Reinforcement Learning Algorithm: Yuchao Dong
2023: Quantum Encoding and Analysis on Continuous Time Stochastic Process with Financial Applications: Xi-Ning Zhuang, Zhao-Yun Chen, Cheng Xue, Yu-Chun Wu and Guo-Ping Guo
2023: Estimating Continuous Treatment Effects in Panel Data using Machine Learning with a Climate Application: Sylvia Klosin and Max Vilgalys
2023: A Mean-Field Control Problem of Optimal Portfolio Liquidation with Semimartingale Strategies: Guanxing Fu, Ulrich Horst and Xiaonyu Xia
2023: Utilitarian Welfare Optimization in the Generalized Vertex Coloring Games: An Implication to Venue Selection in Events Planning: Zeyi Chen
2023: Time-varying Cost of Distancing: Distancing Fatigue and Lockdowns: Christoph Carnehl, Satoshi Fukuda and Nenad Kos
2023: Reducing Obizhaeva-Wang type trade execution problems to LQ stochastic control problems: Julia Ackermann, Thomas Kruse and Mikhail Urusov
2023: On the skew and curvature of implied and local volatilities: Elisa Al\`os, David Garc\'ia-Lorite and Makar Pravosud
2023: A Robust Permutation Test for Subvector Inference in Linear Regressions: Xavier D'Haultf{\oe}uille and Purevdorj Tuvaandorj
2023: Machine learning techniques in joint default assessment: Margherita Doria, Elisa Luciano and Patrizia Semeraro
2023: Improving the Deferred Acceptance with Minimal Compromise: Mustafa Oguz Afacan, Umut Dur, A. Arda Gitmez and \"Ozg\"ur Y{\i}lmaz
2023: From prediction markets to interpretable collective intelligence: Alexey V. Osipov and Nikolay N. Osipov
2023: Improved Robust Price Bounds for Multi-Asset Derivatives under Market-Implied Dependence Information: Jonathan Ansari, Eva L\"utkebohmert, Ariel Neufeld and Julian Sester
2023: Bivariate Distribution Regression with Application to Insurance Data: Yunyun Wang, Tatsushi Oka and Dan Zhu
2023: Distributional Counterfactual Analysis in High-Dimensional Setup: Ricardo Masini
2023: Artificial Intelligence and Spontaneous Collusion: Martino Banchio and Giacomo Mantegazza
2023: Effects of Privacy-Inducing Noise on Welfare and Influence of Referendum Systems: Suat Evren and Praneeth Vepakomma
2023: Inferential Theory for Granular Instrumental Variables in High Dimensions: Saman Banafti and Tae Hwy Lee
2023: Nonlocality, Nonlinearity, and Time Inconsistency in Stochastic Differential Games: Qian Lei and Chi Seng Pun
2023: Testing Instrument Validity with Covariates: Thomas Carr and Toru Kitagawa
2023: Semiparametric Conditional Factor Models: Estimation and Inference: Qihui Chen, Nikolai Roussanov and Xiaoliang Wang
2023: The Supply of Motivated Beliefs: Michael Thaler
2023: On the Fairness of Machine-Assisted Human Decisions: Talia Gillis, Bryce McLaughlin and Jann Spiess
2023: A Framework for Measures of Risk under Uncertainty: Tolulope Fadina, Yang Liu and Ruodu Wang
2023: Optimising Rolling Stock Planning including Maintenance with Constraint Programming and Quantum Annealing: Patricia Bickert, Cristian Grozea, Ronny Hans, Matthias Koch, Christina Riehn and Armin Wolf
2023: Persuasion and Welfare: Laura Doval and Alex Smolin
2023: The Game Theory of Fake News: Alexander J. Stewart, Antonio A. Arechar, David G. Rand and Joshua B. Plotkin
2023: Dynamic Selection in Algorithmic Decision-making: Jin Li, Ye Luo and Xiaowei Zhang
2023: Continuous Treatment Recommendation with Deep Survival Dose Response Function: Jie Zhu and Blanca Gallego
2023: Correlated Equilibria in Large Anonymous Bayesian Games: Frederic Koessler, Marco Scarsini and Tristan Tomala
2023: The insider problem in the trinomial model: a discrete-time jump process approach: H\'el\`ene Halconruy
2023: More Robust Estimators for Instrumental-Variable Panel Designs, With An Application to the Effect of Imports from China on US Employment: Clément de Chaisemartin and Ziteng Lei
2023: Matching Function Equilibria with Partial Assignment: Existence, Uniqueness and Estimation: Liang Chen, Eugene Choo, Alfred Galichon and Simon Weber
2023: Dynamics of market states and risk assessment: Hirdesh K. Pharasi, Eduard Seligman, Suchetana Sadhukhan, Parisa Majari and Thomas H. Seligman
2023: Endogenous structural transformation in economic development: Justin Y. F. Lin and Haipeng Xing
2023: Modeling Long Cycles: Natasha Kang and Vadim Marmer
2023: Bibliometric indices as a measure of performance and competitive balance in the knockout stage of the UEFA Champions League: L\'aszl\'o Csat\'o and D\'ora Gr\'eta Petr\'oczy
2023: Virus Dynamics with Behavioral Responses: Krishna Dasaratha
2023: Loss aversion and the welfare ranking of policy interventions: Sergio Firpo, Antonio Galvao, Martyna Kobus, Thomas Parker and Pedro Rosa-Dias
2023: Double Debiased Machine Learning Nonparametric Inference with Continuous Treatments: Kyle Colangelo and Ying-Ying Lee
2023: Super-Nash performance in games: Mehmet S. Ismail
2023: Optimal Experimental Design for Staggered Rollouts: Ruoxuan Xiong, Susan Athey, Mohsen Bayati and Guido Imbens
2023: Proportional Dynamics in Exchange Economies: Simina Br\^anzei, Nikhil R. Devanur and Yuval Rabani
2023: Bias-Aware Inference in Fuzzy Regression Discontinuity Designs: Claudia Noack and Christoph Rothe
2023: The strategy of conflict and cooperation: Mehmet S. Ismail
2023: The Limits of Citation Counts: Antonin Mac\'e
2023: Exchanging Goods Using Valuable Money: J. V. Howard
2023: The independence of Central Banks, a reductio ad impossibile: Ion Pohoata, Delia Diaconaşu and Ioana Negru
2023: Majority rule as a unique voting method in elections with multiple candidates: Mateusz Krukowski
2023: Network Ecology of Marriage: Tamas David-Barrett
2023: Normalized insured losses caused by windstorms in Quebec and Ontario, Canada, in the period 2008-2021: Mohammad Hadavi, Lutong Sun and Djordje Romanic
2023: The Rise and Fall of Cryptocurrencies: Defining the Economic and Social Values of Blockchain Technologies, assessing the Opportunities, and defining the Financial and Cybersecurity Risks of the Metaverse: Petar Radanliev
2023: Pragmatic Comparison Analysis of Alternative Option Pricing Models: Natasha Latif, Shafqat Ali Shad, Muhammad Usman, Chandan Kumar, Bahman B Motii, MD Mahfuzer Rahman, Khuram Shafi and Zahra Idrees
2023: Ein neuer Ansatz zur Frequenzmodellierung im Versicherungswesen (A new Approach to frequency modeling in risk theory): Dietmar Pfeifer
2023: Generative AI for End-to-End Limit Order Book Modelling: A Token-Level Autoregressive Generative Model of Message Flow Using a Deep State Space Network: Peer Nagy, Sascha Frey, Silvia Sapora, Kang Li, Anisoara Calinescu, Stefan Zohren and Jakob Foerster
2023: Theoretical foundation for the Pareto distribution of international trade strength and introduction of an equation for international trade forecasting: Mikrajuddin Abdullah
2023: Commodities Trading through Deep Policy Gradient Methods: Jonas Hanetho
2023: Quantifying MEV On Layer 2 Networks: Arthur Bagourd and Luca Georges Francois
2023: Regret-Minimizing Project Choice: Yingni Guo and Eran Shmaya
2023: Predicting Financial Market Trends using Time Series Analysis and Natural Language Processing: Ali Asgarov
2023: Deep Semi-Supervised Anomaly Detection for Finding Fraud in the Futures Market: Timothy DeLise
2023: New general dependence measures: construction, estimation and application to high-frequency stock returns: Aleksy Leeuwenkamp and Wentao Hu
2023: Linking microblogging sentiments to stock price movement: An application of GPT-4: Rick Steinert and Saskia Altmann
2023: A new adaptive pricing framework for perpetual protocols using liquidity curves and on-chain oracles: Chester Bella, Danny Boahen and Sudeep Biswas
2023: Can Machine Learning Catch Economic Recessions Using Economic and Market Sentiments?: Kian Tehranian
2023: High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods: Christis Katsouris
2023: Capital Structure Dynamics and Financial Performance in Indian Banks (An Analysis of Mergers and Acquisitions): Kurada T S S Satyanarayana, Addada Narasimha Rao and Kumpatla jaya Surya
2023: Vector Autoregression in Cryptocurrency Markets: Unraveling Complex Causal Networks: Cameron Cornell, Lewis Mitchell and Matthew Roughan
2023: The Financial Market of Environmental Indices: Thisari K. Mahanama, Abootaleb Shirvani, Svetlozar Rachev and Frank J. Fabozzi
2023: Target PCA: Transfer Learning Large Dimensional Panel Data: Junting Duan, Markus Pelger and Ruoxuan Xiong
2023: Metawisdom of the Crowd: How Choice Within Aided Decision Making Can Make Crowd Wisdom Robust: Jon Atwell and Marlon Twyman
2023: Mixed-Effects Methods for Search and Matching Research: John Abowd and Kevin L. McKinney
2023: Combining predictive distributions of electricity prices: Does minimizing the CRPS lead to optimal decisions in day-ahead bidding?: Weronika Nitka and Rafa{\l} Weron
2023: Hedging Forecast Combinations With an Application to the Random Forest: Elliot Beck, Damian Kozbur and Michael Wolf
2023: Signature Trading: A Path-Dependent Extension of the Mean-Variance Framework with Exogenous Signals: Owen Futter, Blanka Horvath and Magnus Wiese
2023: Stochastic Variational Inference for GARCH Models: Hanwen Xuan, Luca Maestrini, Feng Chen and Clara Grazian
2023: Crowdsourced data indicates broadband has a positive impact on local business creation: Yifeng Philip Chen, Edward J. Oughton, Jakub Zagdanski, Maggie Mo Jia and Peter Tyler
2023: Equity Pay In Networked Teams: Krishna Dasaratha, Benjamin Golub and Anant Shah
2023: Managing Congestion in Two-Sided Platforms: The Case of Online Rentals: Caterina Calsamiglia, Laura Doval, Alejandro Robinson-Cort\'es and Matthew Shum
2023: Complementarities in childcare allocation under priorities: Ata Atay and Antonio Romero-Medina
2023: Breaking the Bank with ChatGPT: Few-Shot Text Classification for Finance: Lefteris Loukas, Ilias Stogiannidis, Prodromos Malakasiotis and Stavros Vassos
2023: Deep multi-step mixed algorithm for high dimensional non-linear PDEs and associated BSDEs: Daniel Bussell and Camilo Andr\'es Garc\'ia-Trillos
2023: Joint Calibration of Local Volatility Models with Stochastic Interest Rates using Semimartingale Optimal Transport: Benjamin Joseph, Gregoire Loeper and Jan Obloj
2023: Donut Regression Discontinuity Designs: Cladia Noack and Chistoph Rothe
2023: TimeTrail: Unveiling Financial Fraud Patterns through Temporal Correlation Analysis: Sushrut Ghimire
2023: Identification and Estimation of Demand Models with Endogenous Product Entry and Exit: Victor Aguirregabiria, Alessandro Iaria and Senay Sokullu
2023: Reputation Effects with Endogenous Records: Harry Pei
2023: Break-Point Date Estimation for Nonstationary Autoregressive and Predictive Regression Models: Christis Katsouris
2023: Self-Enforced Job Matching: Ce Liu, Ziwei Wang and Hanzhe Zhang
2023: Transaction fee mechanism for Proof-of-Stake protocol: Wenpin Tang and David D. Yao
2023: Solutions to Equilibrium HJB Equations for Time-Inconsistent Deterministic Linear Quadratic Control: Characterization and Uniqueness: Yunfei Peng and Wei Wei
2023: Multivariate Majorization in Principal-Agents Models: Nicholas C Bedard, Jacob K Goeree and Ningyi Sun
2023: Splash! Robustifying Donor Pools for Policy Studies: Jared Amani Greathouse, Mani Bayani and Jason Coupet
2023: The Potential of Quantum Techniques for Stock Price Prediction: Naman S, Gaurang B, Neel S and Aswath Babu H
2023: Choice Architecture, Privacy Valuations, and Selection Bias in Consumer Data: Tesary Lin and Avner Strulov-Shlain
2023: JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading: Sascha Frey, Kang Li, Peer Nagy, Silvia Sapora, Chris Lu, Stefan Zohren, Jakob Foerster and Anisoara Calinescu
2023: Parental Health Penalty on Adult Children's Employment: Gender Difference and Long-Term Consequence: Jiayi Wen and Haili Huang
2023: Occupational Retirement and Pension Reform: The Roles of Physical and Cognitive Health: Jiayi Wen
2023: Grover Search for Portfolio Selection: A. Ege Yilmaz, Stefan Stettler, Thomas Ankenbrand and Urs Rhyner
2023: Spatial and Spatiotemporal Volatility Models: A Review: Philipp Otto, Osman Do\u{g}an, S\"uleyman Ta\c{s}p{\i}nar, Wolfgang Schmid and Anil K. Bera
2023: Financial Inclusion and Monetary Policy: A Study on the Relationship between Financial Inclusion and Effectiveness of Monetary Policy in Developing Countries: Gautam Kumar Biswas and Faruque Ahamed
2023: Procurement in welfare programs: Evidence and implications from WIC infant formula contracts: Yonghong An, David Davis, Yizao Liu and Ruli Xiao
2023: American Stories: A Large-Scale Structured Text Dataset of Historical U.S. Newspapers: Melissa Dell, Jacob Carlson, Tom Bryan, Emily Silcock, Abhishek Arora, Zejiang Shen, Luca D'Amico-Wong, Quan Le, Pablo Querubin and Leander Heldring
2023: Recent Developments in Pandora's Box Problem: Variants and Applications: Hedyeh Beyhaghi and Linda Cai
2023: Learning to Learn Financial Networks for Optimising Momentum Strategies: Xingyue Pu, Stefan Zohren, Stephen Roberts and Xiaowen Dong
2023: Investigating Short-Term Dynamics in Green Bond Markets: Lorenzo Mercuri, Andrea Perchiazzo and Edit Rroji
2023: Retail Demand Forecasting: A Comparative Study for Multivariate Time Series: Md Sabbirul Haque, Md Shahedul Amin and Jonayet Miah
2023: Discrimination and Constraints: Evidence from The Voice: Anuar Assamidanov
2023: Nash Equilibrium Existence without Convexity: Conrad Kosowsky
2023: From Mundane to Meaningful: AI's Influence on Work Dynamics -- evidence from ChatGPT and Stack Overflow: Quentin Gallea
2023: Network Momentum across Asset Classes: Xingyue Pu, Stephen Roberts, Xiaowen Dong and Stefan Zohren
2023: Distorted optimal transport: Haiyan Liu, Bin Wang, Ruodu Wang and Sheng Chao Zhuang
2023: Approximate Core Allocations for Edge Cover Games: Tianhang Lu, Han Xian and Qizhi Fang
2023: Analysis of Optimal Portfolio Management Using Hierarchical Clustering: Kapil Panda
2023: Forecasting inflation using disaggregates and machine learning: Gilberto Boaretto and Marcelo Medeiros
2023: Classical Economics: Lost and Found: Sabiou Inoua and Vernon Smith
2023: Econometrics of Machine Learning Methods in Economic Forecasting: Andrii Babii, Eric Ghysels and Jonas Striaukas
2023: Simulation Experiments as a Causal Problem: Tyrel Stokes, Ian Shrier and Russell Steele
2023: Digital Real Estate in the Metaverse: An Empirical Analysis of Retail Investor Motivations: Lennart Ante, Friedrich-Philipp Wazinski and Aman Saggu
2023: Green or greedy: the relationship between perceived benefits and homeowners' intention to adopt residential low-carbon technologies: Fabian Scheller, Karyn Morrissey, Karsten Neuhoff and Dogan Keles
2023: Do We Price Happiness? Evidence from Korean Stock Market: HyeonJun Kim
2023: On the parametric description of log-growth rates of cities' sizes of four European countries and the USA: Till Massing, Miguel Puente-Ajov\'in and Arturo Ramos
2023: The Distribution of Strike Size:Empirical Evidence from Europe and North America in the 19th and 20th Centuries: Michele Campolieti and Arturo Ramos
2023: Student't mixture models for stock indices. A comparative study: Till Massing and Arturo Ramos
2023: Is there a universal parametric city size distribution? Empirical evidence for 70 countries: Miguel Puente-Ajov\'in, Arturo Ramos and Fernando Sanz-Gracia
2023: To the Moon: Analyzing Collective Trading Events on the Wings of Sentiment Analysis: Tim Matthies, Thomas L\"ohden, Stephan Leible and Jun-Patrick Raabe
2023: Paths to Influence: How Coordinated Influence Operations Affect the Prominence of Ideas: Darren L. Linvill and Patrick Warren
2023: Managers' Choice of Disclosure Complexity: Jeremy Bertomeu
2023: Wisdom of the Crowds or Ignorance of the Masses? A data-driven guide to WSB: Valentina Semenova, Dragos Gorduza, William Wildi, Xiaowen Dong and Stefan Zohren
2023: Endowments, patience types, and uniqueness in two-good HARA utility economies: Andrea Loi and Stefano Matta
2023: Closed-form approximations of moments and densities of continuous-time Markov models: Dennis Kristensen, Young Jun Lee and Antonio Mele
2023: Econometrics Modelling Approach to Examine the Effect of STEM Policy Changes on Asian Students Enrollment Decision in USA: Prathamesh Muzumdar, George Kurian, Ganga Prasad Basyal and Apoorva Muley
2023: Decarbonizing the European energy system in the absence of Russian gas: Hydrogen uptake and carbon capture developments in the power, heat and industry sectors: Goran Durakovic, Hongyu Zhang, Brage Rugstad Knudsen, Asgeir Tomasgard and Pedro Crespo del Granado
2023: IMM: An Imitative Reinforcement Learning Approach with Predictive Representation Learning for Automatic Market Making: Hui Niu, Siyuan Li, Jiahao Zheng, Zhouchi Lin, Jian Li, Jian Guo and Bo An
2023: Entrepreneurial Higher Education Education, Knowledge and Wealth Creation: Rahmat Ullah, Rashid Aftab, Saeed Siyal and Kashif Zaheer
2023: Large Language Models at Work in China's Labor Market: Qin Chen, Jinfeng Ge, Huaqing Xie, Xingcheng Xu and Yanqing Yang
2023: When to efficiently rebalance a portfolio: Masayuki Ando and Masaaki Fukasawa
2023: Detecting Financial Market Manipulation with Statistical Physics Tools: Haochen Li, Maria Polukarova and Carmine Ventre
2023: BIRP: Bitcoin Information Retrieval Prediction Model Based on Multimodal Pattern Matching: Minsuk Kim, Byungchul Kim, Junyeong Yong, Jeongwoo Park and Gyeongmin Kim
2023: AI-Assisted Investigation of On-Chain Parameters: Risky Cryptocurrencies and Price Factors: Abdulrezzak Zekiye, Semih Utku, Fadi Amroush and Oznur Ozkasap
2023: Recurrent Neural Networks with more flexible memory: better predictions than rough volatility: Damien Challet and Vincent Ragel
2023: Effects of Daily News Sentiment on Stock Price Forecasting: S. Srinivas, R. Gadela, R. Sabu, A. Das, G. Nath and V. Datla
2023: Testing Partial Instrument Monotonicity: Hongyi Jiang and Zhenting Sun
2023: Modified Verhulst-Solow model for long-term population and economic growths: Iram Gleriaa, Sergio Da Silvab, Leon Brenig, Tarc{\i}sio M. Rocha Filho and Annibal Figueiredo
2023: Computer vision-enriched discrete choice models, with an application to residential location choice: Sander van Cranenburgh and Francisco Garrido-Valenzuela
2023: Microstructure-Empowered Stock Factor Extraction and Utilization: Xianfeng Jiao, Zizhong Li, Chang Xu, Yang Liu, Weiqing Liu and Jiang Bian
2023: The Geometry of Constant Function Market Makers: Guillermo Angeris, Tarun Chitra, Theo Diamandis, Alex Evans and Kshitij Kulkarni
2023: On the unimportance of commitment for monetary policy: Juan Paez-Farrell
2023: Company Similarity using Large Language Models: Dimitrios Vamvourellis, M\'at\'e Toth, Snigdha Bhagat, Dhruv Desai, Dhagash Mehta and Stefano Pasquali
2023: Does courier gender matter? Exploring mode choice behaviour for E-groceries crowd-shipping in developing economies: Oleksandr Rossolov, Anastasiia Botsman, Serhii Lyfenko and Yusak O. Susilo
2023: Emerging Frontiers: Exploring the Impact of Generative AI Platforms on University Quantitative Finance Examinations: Rama K. Malladi
2023: Portfolio Selection via Topological Data Analysis: Petr Sokerin, Kristian Kuznetsov, Elizaveta Makhneva and Alexey Zaytsev
2023: Nested Multilevel Monte Carlo with Biased and Antithetic Sampling: Abdul-Lateef Haji-Ali and Jonathan Spence
2023: Optimizing B2B Product Offers with Machine Learning, Mixed Logit, and Nonlinear Programming: John V. Colias, Stella Park and Elizabeth Horn
2023: Reconstructing cryptocurrency processes via Markov chains: Tanya Ara\'ujo and Paulo Barbosa
2023: Serendipity in Science: Pyung Nahm, Raviv Murciano-Goroff, Michael Park and Russell J. Funk
2023: Impact of COVID-19 Lockdown Measures on Chinese Startups and Local Government Public Finance: Challenges and Policy Implications: Xin Sun
2023: Stochastic Optimal Investment Strategy for Net-Zero Energy Houses: Mengmou Li, Taichi Tanaka, A. Daniel Carnerero, Yasuaki Wasa, Kenji Hirata, Yasumasa Fujisaki, Yoshiaki Ushifusa and Takeshi Hatanaka
2023: Variations on the Reinforcement Learning performance of Blackjack: Avish Buramdoyal and Tim Gebbie
2023: Fault Tolerance in Euclidean Committee Selection: Chinmay Sonar, Subhash Suri and Jie Xue
2023: The Cycle of Value The Cycle of Value -- A Conservationist Approach to Economics: Nick Harkiolakis
2023: The four types of stablecoins: A comparative analysis: Matthias Hafner, Marco Henriques Pereira, Helmut Dietl and Juan Beccuti
2023: A discretization scheme for path-dependent FBSDEs: Jiuk Jang and Hyungbin Park
2023: Insurance pricing on price comparison websites via reinforcement learning: Tanut Treetanthiploet, Yufei Zhang, Lukasz Szpruch, Isaac Bowers-Barnard, Henrietta Ridley, James Hickey and Chris Pearce
2023: Generative Interpretation: Yonathan A. Arbel and David Hoffman
2023: Quantifying Outlierness of Funds from their Categories using Supervised Similarity: Dhruv Desai, Ashmita Dhiman, Tushar Sharma, Deepika Sharma, Dhagash Mehta and Stefano Pasquali
2023: Quantile Time Series Regression Models Revisited: Christis Katsouris
2023: "Zero Cost'' Majority Attacks on Permissionless Blockchains: Joshua Gans and Hanna Halaburda
2023: Loan portfolio management and Liquidity Risk: The impact of limited liability and haircut: Deb Narayan Barik and Siddhartha P. Chakrabarty
2023: Driver Heterogeneity in Willingness to Give Control to Conditional Automation: Muhammad Sajjad Ansar, Nael Alsaleh and Bilal Farooq
2023: A New Approach to Overcoming Zero Trade in Gravity Models to Avoid Indefinite Values in Linear Logarithmic Equations and Parameter Verification Using Machine Learning: Mikrajuddin Abdullah
2023: ChatGPT-based Investment Portfolio Selection: Oleksandr Romanko, Akhilesh Narayan and Roy H. Kwon
2023: An approach to extend Cross-Impact Balance method in multiple timespans: Chonghao Zhao
2023: Characterizing Correlation Matrices that Admit a Clustered Factor Representation: Chen Tong and Peter Hansen
2023: Solving equilibrium problems in economies with financial markets, home production, and retention: Julio Deride and Roger J-B Wets
2023: Amortized neural networks for agent-based model forecasting: Denis Koshelev, Alexey Ponomarenko and Sergei Seleznev
2023: Dynamic delegation in promotion contests: Th\'eo Durandard
2023: Solving the Forecast Combination Puzzle: David T. Frazier, Ryan Covey, Gael M. Martin and Donald Poskitt
2023: Financial Fraud Detection: A Comparative Study of Quantum Machine Learning Models: Nouhaila Innan, Muhammad Al-Zafar Khan and Mohamed Bennai
2023: SmartDCA superiority: Calvet, Emmanuel, Herranz-Celotti, Luca, Valimamode and Karim
2023: Interpolation of numerical series by the Fermat-Torricelli point construction method on the example of the numerical series of inflation in the Czech Republic in 2011-2021: Yekimov Sergey
2023: Statistical Decision Theory Respecting Stochastic Dominance: Charles Manski and Aleksey Tetenov
2023: The Mobilit\"at.Leben Study: a Year-Long Mobility-Tracking Panel: Allister Loder, Fabienne Cantner, Victoria Dahmen and Klaus Bogenberger
2023: A Guide to Impact Evaluation under Sample Selection and Missing Data: Teacher's Aides and Adolescent Mental Health: Simon Calmar Andersen, Louise Beuchert, Phillip Heiler and Helena Nielsen
2023: Methods for Acquiring and Incorporating Knowledge into Stock Price Prediction: A Survey: Liping Wang, Jiawei Li, Lifan Zhao, Zhizhuo Kou, Xiaohan Wang, Xinyi Zhu, Hao Wang, Yanyan Shen and Lei Chen
2023: Correlation-diversified portfolio construction by finding maximum independent set in large-scale market graph: Ryo Hidaka, Yohei Hamakawa, Jun Nakayama and Kosuke Tatsumura
2023: Instabilities of explicit finite difference schemes with ghost points on the diffusion equation: Fabien Le Floc'h
2023: Tropical Analysis: With an Application to Indivisible Goods: Nicholas C. Bedard and Jacob K. Goeree
2023: Efficient option pricing with unary-based photonic computing chip and generative adversarial learning: Hui Zhang, Lingxiao Wan, Sergi Ramos-Calderer, Yuancheng Zhan, Wai-Keong Mok, Hong Cai, Feng Gao, Xianshu Luo, Guo-Qiang Lo, Leong Chuan Kwek, Jos\'e Ignacio Latorre and Ai Qun Liu
2023: Extended mean-field control problems with multi-dimensional singular controls: Robert Denkert and Ulrich Horst
2023: Regularity in forex returns during financial distress: Evidence from India: Radhika Prosad Datta
2023: Options are also options on options: how to smile with Black-Scholes: Claude Martini and Arianna Mingone
2023: Threshold Regression in Heterogeneous Panel Data with Interactive Fixed Effects: Marco Barassi, Yiannis Karavias and Chongxian Zhu
2023: Ramifications of generalized Feller theory: Christa Cuchiero, Tonio M\"ollmann and Josef Teichmann
2023: Measuring income inequality via percentile relativities: Vytaras Brazauskas, Francesca Greselin and Ricardas Zitikis
2023: Uniqueness of equilibrium and redistributive policies: a geometric approach to efficiency: Andrea Loi, Stefano Matta and Daria Uccheddu
2023: DeRisk: An Effective Deep Learning Framework for Credit Risk Prediction over Real-World Financial Data: Yancheng Liang, Jiajie Zhang, Hui Li, Xiaochen Liu, Yi Hu, Yong Wu, Jinyao Zhang, Yongyan Liu and Yi Wu
2023: How to choose a Compatible Committee?: Ritu Dutta, Rajnish Kumnar and Surajit Borkotokey
2023: Weighted position value for Network games: Niharika Kakoty, Surajit Borkotokey, Rajnish Kumar and Abhijit Bora
2023: The Expected Shapley value on a class of probabilistic games: Surajit Borkotokey, Sujata Gowala and Rajnish Kumar
2023: El paradigma del marketing digital en la academia, el emprendimiento universitario y las empresas establecidas: Guillermo Jose Navarro del Toro
2023: Anomaly Detection in Global Financial Markets with Graph Neural Networks and Nonextensive Entropy: Kleyton da Costa
2023: Treatment Effects in Staggered Adoption Designs with Non-Parallel Trends: Brantly Callaway and Emmanuel Tsyawo
2023: From Statistical Physics to Social Sciences: The Pitfalls of Multi-disciplinarity: Jean-Philippe Bouchaud
2023: Fires and Local Labor Markets: Raphaelle G. Coulombe and Akhil Rao
2023: Hamilton-Jacobi-Bellman Equation Arising from Optimal Portfolio Selection Problem: Daniel Sevcovic and Cyril Izuchukwu Udeani
2023: AI exposure predicts unemployment risk: Morgan Frank, Yong-Yeol Ahn and Esteban Moro
2023: Matrix Completion When Missing Is Not at Random and Its Applications in Causal Panel Data Models: Jungjun Choi and Ming Yuan
2023: Game theoretic foundations of the Gately power measure for directed networks: Robert P. Gilles and Lina Mallozzi
2023: Statistically consistent term structures have affine geometry: Paul Kr\"uhner and Shijie Xu
2023: Should we trust web-scraped data?: Jens Foerderer
2023: A Non-Parametric Test of Risk Aversion: Jacob K Goeree and Bernardo Garcia-Pola
2023: Trading and wealth evolution in the Proof of Stake protocol: Wenpin Tang
2023: Repeated Bidding with Dynamic Value: Benjamin Heymann, Alexandre Gilotte and R\'emi Chan-Renous
2023: Quantifying Retrospective Human Responsibility in Intelligent Systems: Nir Douer and Joachim Meyer
2023: A Robust Method for Microforecasting and Estimation of Random Effects: Raffaella Giacomini, Sokbae (Simon) Lee and Silvia Sarpietro
2023: Path Shadowing Monte-Carlo: Rudy Morel, St\'ephane Mallat and Jean-Philippe Bouchaud
2023: A new probabilistic analysis of the yard-sale model: Christoph B\"orgers and Claude Greengard
2023: Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects: Chao Zhang, Xingyue Pu, Mihai Cucuringu and Xiaowen Dong
2023: Limit Theory under Network Dependence and Nonstationarity: Christis Katsouris
2023: A quantum double-or-nothing game: The Kelly Criterion for Spins: Bernhard K Meister and Henry C W Price
2023: Adaptive Collaborative Filtering with Personalized Time Decay Functions for Financial Product Recommendation: Ashraf Ghiye, Baptiste Barreau, Laurent Carlier and Michalis Vazirgiannis
2023: An optimal transport approach for the multiple quantile hedging problem: Cyril B\'en\'ezet, Jean-Fran\c{c}ois Chassagneux and Mohan Yang
2023: Quantitative statistical analysis of order-splitting behaviour of individual trading accounts in the Japanese stock market over nine years: Yuki Sato and Kiyoshi Kanazawa
2023: Bayesian framework for characterizing cryptocurrency market dynamics, structural dependency, and volatility using potential field: Anoop C, Neeraj Negi and Anup Aprem
2023: Incident-Specific Cyber Insurance: Wing Fung Chong, Daniel Linders, Zhiyu Quan and Linfeng Zhang
2023: Towards Climate Neutrality: A Comprehensive Overview of Sustainable Operations Management, Optimization, and Wastewater Treatment Strategies: Vasileios Alevizos, Ilias Georgousis and Anna-Maria Kapodistria
2023: SurveyLM: A platform to explore emerging value perspectives in augmented language models' behaviors: Steve J. Bickley, Ho Fai Chan, Bang Dao, Benno Torgler and Son Tran
2023: Testing for Threshold Effects in Presence of Heteroskedasticity and Measurement Error with an application to Italian Strikes: Francesco Angelini, Massimiliano Castellani, Simone Giannerini and Greta Goracci
2023: Exploiting the dynamics of commodity futures curves: Robert Bianchi, John Hua Fan, Joelle Miffre and Tingxi Zhang
2023: What's Logs Got to do With it: On the Perils of log Dependent Variables and Difference-in-Differences: Brendon McConnell
2023: It's Not Always the Leader's Fault: How Informed Followers Can Undermine Efficient Leadership: Panagiotis Kyriazis and Edmund Lou
2023: VolTS: A Volatility-based Trading System to forecast Stock Markets Trend using Statistics and Machine Learning: Ivan Letteri
2023: The Yule-Frisch-Waugh-Lovell Theorem for Linear Instrumental Variables Estimation: Deepankar Basu
2023: Horizontal and Vertical Differentiation: Approaching Endogenous Measurement in Intra-industry Trade: Sourish Dutta
2023: Thailand Asset Value Estimation Using Aerial or Satellite Imagery: Supawich Puengdang, Worawate Ausawalaithong, Phiratath Nopratanawong, Narongdech Keeratipranon and Chayut Wongkamthong
2023: Unraveling Coordination Problems: Roweno J. R. K. Heijmans
2023: Approximately optimal trade execution strategies under fast mean-reversion: David Evangelista and Yuri Thamsten
2023: Modeling evidential cooperation in large worlds: Johannes Treutlein
2023: A Massive Scale Semantic Similarity Dataset of Historical English: Emily Silcock and Melissa Dell
2023: Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components: Marcin W\k{a}torek, Maria Skupie\'n, Jaros{\l}aw Kwapie\'n and Stanis{\l}aw Dro\.zd\.z
2023: A lower bound for the volatility swap in the lognormal SABR model: E. Al\`os, F. Rolloos and K. Shiraya
2023: Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators: Lin Liu, Rajarshi Mukherjee and James M. Robins
2023: Abnormal Trading Detection in the NFT Market: Mingxiao Song, Yunsong Liu, Agam Shah and Sudheer Chava
2023: Buying Time: Latency Racing vs. Bidding in Transaction Ordering: Akaki Mamageishvili, Mahimna Kelkar, Jan Christoph Schlegel and Edward W. Felten
2023: Parameter Estimation Methods of Required Rate of Return: Battulga Gankhuu
2023: Large Banks and Systemic Risk: Insights from a Mean-Field Game Model: Yuanyuan Chang, Dena Firoozi and David Benatia
2023: ChatGPT and the Labor Market: Unraveling the Effect of AI Discussions on Students' Earnings Expectations: Samir Huseynov
2023: Modeling Interference Using Experiment Roll-out: Ari Boyarsky, Hongseok Namkoong and Jean Pouget-Abadie
2023: Optimal tie-breaking rules: Sumit Goel and Amit Goyal
2023: Convexity adjustments \`a la Malliavin: David Garc\'ia-Lorite and Raul Merino
2023: Particle MCMC in forecasting frailty correlated default models with expert opinion: Ha Nguyen
2023: Conditional Generative Models for Learning Stochastic Processes: Salvatore Certo, Anh Pham, Nicolas Robles and Andrew Vlasic
2023: With a Grain of Salt: Uncertain Veracity of External News and Firm Disclosures: Jonathan Libgober, Beatrice Michaeli and Elyashiv Wiedman
2023: GPTs are GPTs: An Early Look at the Labor Market Impact Potential of Large Language Models: Tyna Eloundou, Sam Manning, Pamela Mishkin and Daniel Rock
2023: DeFi Lending During The Merge: Lioba Heimbach, Eric Schertenleib and Roger Wattenhofer
2023: Learning to Incentivize Information Acquisition: Proper Scoring Rules Meet Principal-Agent Model: Siyu Chen, Jibang Wu, Yifan Wu and Zhuoran Yang
2023: The barriers to sustainable risk transfer in the cyber-insurance market: Henry Skeoch and Christos Ioannidis
2023: Dynamic and Stochastic Rational Behavior: Nail Kashaev, Victor Aguiar, Martin Pl\'avala and Charles Gauthier
2023: Axiomatization of Random Utility Model with Unobservable Alternatives: Haruki Kono, Kota Saito and Alec Sandroni
2023: Convergence of the Euler--Maruyama particle scheme for a regularised McKean--Vlasov equation arising from the calibration of local-stochastic volatility models: Christoph Reisinger and Maria Olympia Tsianni
2023: Auctions with Tokens: Monetary Policy as a Mechanism Design Choice: Andrea Canidio
2023: Can we infer microscopic financial information from the long memory in market-order flow?: a quantitative test of the Lillo-Mike-Farmer model: Yuki Sato and Kiyoshi Kanazawa
2023: Unbiased estimators for the Heston model with stochastic interest rates: Chao Zheng and Jiangtao Pan
2023: When do Default Nudges Work?: Carl Bonander, Mats Ekman and Niklas Jakobsson
2023: Relaxing Instrument Exogeneity with Common Confounders: Christian Tien
2023: Online learning techniques for prediction of temporal tabular datasets with regime changes: Thomas Wong and Mauricio Barahona
2023: E-commerce users' preferences for delivery options: Yuki Oyama, Daisuke Fukuda, Naoto Imura and Katsuhiro Nishinari
2023: Constrained monotone mean-variance problem with random coefficients: Ying Hu, Xiaomin Shi and Zuo Quan Xu
2023: Systemic robustness: a mean-field particle system approach: Erhan Bayraktar, Gaoyue Guo, Wenpin Tang and Yuming Paul Zhang
2023: Market Mechanisms for Low-Carbon Electricity Investments: A Game-Theoretical Analysis: Dongwei Zhao, Sarah Coyle, Apurba Sakti and Audun Botterud
2023: Sequential Cursed Equilibrium: Shani Cohen and Shengwu Li
2023: Formation of trade networks by economies of scale and product differentiation: Chengyuan Han, Malte Schr\"oder, Dirk Witthaut and Philipp C. B\"ottcher
2023: Option pricing under path-dependent stock models: Kiseop Lee, Seongje Lim and Hyungbin Park
2023: Robust Difference-in-differences Models: Kyunghoon Ban and D\'esir\'e K\'edagni
2023: Revealed Preferences of One-Sided Matching: Andrew Tai
2023: Variable population manipulations of reallocation rules in economies with single-peaked preferences: Agustín Bonifacio
2023: Towards Multi-Agent Reinforcement Learning driven Over-The-Counter Market Simulations: Nelson Vadori, Leo Ardon, Sumitra Ganesh, Thomas Spooner, Selim Amrouni, Jared Vann, Mengda Xu, Zeyu Zheng, Tucker Balch and Manuela Veloso
2023: Grid tariff designs coping with the challenges of electrification and their socio-economic impacts: Philipp Andreas Gunkel, Claire-Marie Bergaentzl\'e, Dogan Keles, Fabian Scheller and Henrik Klinge Jacobsen
2023: Learning from Viral Content: Krishna Dasaratha and Kevin He
2023: AI-Assisted Discovery of Quantitative and Formal Models in Social Science: Julia Balla, Sihao Huang, Owen Dugan, Rumen Dangovski and Marin Soljacic
2023: Nonparametric estimates of option prices via Hermite basis functions: Carlo Marinelli and Stefano d'Addona
2023: A stochastic volatility model for the valuation of temperature derivatives: Aur\'elien Alfonsi and Nerea Vadillo
2023: Solidarity in natural gas storage: A potential allocation mechanism of stored quantities among several players during times of crisis: D\'avid Csercsik and Anne Neumann
2023: What Impulse Response Do Instrumental Variables Identify?: Bonsoo Koo, Seojeong Lee and Myung Hwan Seo
2023: Valuation of general GMWB annuities in a low interest rate environment: Claudio Fontana and Francesco Rotondi
2023: Individual Claims Reserving using Activation Patterns: Marie Michaelides, Mathieu Pigeon and H\'el\`ene Cossette
2023: Gacha Game: When Prospect Theory Meets Optimal Pricing: Tan Gan
2023: Universal approximation theorems for continuous functions of c\`adl\`ag paths and L\'evy-type signature models: Christa Cuchiero, Francesca Primavera and Sara Svaluto-Ferro
2023: Parallel Trends and Dynamic Choices: Philip Marx, Elie Tamer and Xun Tang
2023: Cost-efficient Payoffs under Model Ambiguity: Carole Bernard, Gero Junike, Thibaut Lux and Steven Vanduffel
2023: Robust utility maximization with nonlinear continuous semimartingales: David Criens and Lars Niemann
2023: Fast Two-Stage Variational Bayesian Approach to Estimating Panel Spatial Autoregressive Models with Unrestricted Spatial Weights Matrices: Deborah Gefang, Stephen Hall and George Tavlas
2023: Agreement and Statistical Efficiency in Bayesian Perception Models: Yash Deshpande, Elchanan Mossel and Youngtak Sohn
2023: Influencing a Polarized and Connected Legislature: Ratul Das Chaudhury, C. Matthew Leister and Birendra Rai
2023: SoK: Blockchain Decentralization: Luyao Zhang, Xinshi Ma and Yulin Liu
2023: The Policy Implications of Economic Complexity: C\'esar A. Hidalgo
2023: Partially Linear Models under Data Combination: Xavier D'Haultf{\oe}uille, Christophe Gaillac and Arnaud Maurel
2023: Asymptotic Theory for Unit Root Moderate Deviations in Quantile Autoregressions and Predictive Regressions: Christis Katsouris
2023: Informational Autocrats, Diverse Societies: A. Arda Gitmez and Pooya Molavi
2023: Solvability of Differential Riccati Equations and Applications to Algorithmic Trading with Signals: Fay\c{c}al Drissi
2023: The Economics of Orbit Use: Open Access, External Costs, and Runaway Debris Growth: Akhil Rao and Giacomo Rondina
2023: Continuous-time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations: Ziheng Wang and Justin Sirignano
2023: Semiparametric Bayesian Estimation of Dynamic Discrete Choice Models: Andriy Norets and Kenichi Shimizu
2023: Term structure modelling with overnight rates beyond stochastic continuity: Claudio Fontana, Zorana Grbac and Thorsten Schmidt
2023: Mapping intra firm trade in the automotive sector: a network approach: Matthew Smith and Yasaman Sarabi
2023: Tit for Tattling: Cooperation, communication, and how each could stabilize the other: Victor Vikram Odouard and Michael Holton Price
2023: Safe Equilibrium: Sam Ganzfried
2023: Difference in Differences and Ratio in Ratios for Limited Dependent Variables: Myoung-jae Lee and Sanghyeok Lee
2023: Optimal Stratification of Survey Experiments: Max Cytrynbaum
2023: Effect or Treatment Heterogeneity? Policy Evaluation with Aggregated and Disaggregated Treatments: Phillip Heiler and Michael Knaus
2023: Bitcoin Volatility and Intrinsic Time Using Double Subordinated Levy Processes: Abootaleb Shirvani, Stefan Mittnik, W. Brent Lindquist and Svetlozar T. Rachev
2023: Robust Equilibria in General Competing Mechanism Games: Seungjin Han
2023: Persuasion with Ambiguous Receiver Preferences: Eitan Sapiro-Gheiler
2023: Scenario generation for market risk models using generative neural networks: Solveig Flaig and Gero Junike
2023: BDG inequalities and their applications for model-free continuous price paths with instant enforcement: Rafa{\l} M. {\L}ochowski
2023: Semiparametric Estimation of Treatment Effects in Randomized Experiments: Susan Athey, Peter J. Bickel, Aiyou Chen, Guido Imbens and Michael Pollmann
2023: Controlled Measure-Valued Martingales: a Viscosity Solution Approach: Alexander M. G. Cox, Sigrid K\"allblad, Martin Larsson and Sara Svaluto-Ferro
2023: A continuous space model of new economic geography with a quasi-linear log utility function: Kensuke Ohtake
2023: Why North Korean Refugees are Reluctant to Compete: The Roles of Cognitive Ability: Syngjoo Choi, Byung-Yeon Kim, Jungmin Lee and Sokbae (Simon) Lee
2023: Semiparametric Estimation of Long-Term Treatment Effects: Jiafeng Chen and David M. Ritzwoller
2023: Combining Machine Learning Classifiers for Stock Trading with Effective Feature Extraction: A. K. M. Amanat Ullah, Fahim Imtiaz, Miftah Uddin Md Ihsan, Md. Golam Rabiul Alam and Mahbub Majumdar
2023: Robust Misspecified Models and Paradigm Shifts: Cuimin Ba
2023: Conflicts, Assortative Matching, and the Evolution of Signaling Norms: Ethan Holdahl and Jiabin Wu
2023: Social contagion and asset prices: Reddit's self-organised bull runs: Valentina Semenova and Julian Winkler
2023: Selling Data to an Agent with Endogenous Information: Yingkai Li
2023: On-Demand Transit User Preference Analysis using Hybrid Choice Models: Nael Alsaleh, Bilal Farooq, Yixue Zhang and Steven Farber
2023: Exclusion of Extreme Jurors and Minority Representation: The Effect of Jury Selection Procedures: Andrea Moro and Martin Van der Linden
2023: Sharp Sensitivity Analysis for Inverse Propensity Weighting via Quantile Balancing: Jacob Dorn and Kevin Guo
2023: Optimal Trading with Signals and Stochastic Price Impact: Jean-Pierre Fouque, Sebastian Jaimungal and Yuri F. Saporito
2023: Deep Reinforcement Learning for Active High Frequency Trading: Antonio Briola, Jeremy Turiel, Riccardo Marcaccioli, Alvaro Cauderan and Tomaso Aste
2023: On regularized optimal execution problems and their singular limits: Max O. Souza and Yuri Thamsten
2023: Bias-Aware Inference in Regularized Regression Models: Timothy Armstrong, Michal Koles\'ar and Soonwoo Kwon
2023: Bandits in Matching Markets: Ideas and Proposals for Peer Lending: Soumajyoti Sarkar
2023: Weak Transport for Non-Convex Costs and Model-independence in a Fixed-Income Market: Beatrice Acciaio, Mathias Beiglboeck and Gudmund Pammer
2023: A Computational Approach to Identification of Treatment Effects for Policy Evaluation: Sukjin Han and Shenshen Yang
2023: How Flexible is that Functional Form? Quantifying the Restrictiveness of Theories: Drew Fudenberg, Wayne Gao and Annie Liang
2023: Understanding fluctuations through Multivariate Circulant Singular Spectrum Analysis: Juan B\'ogalo, Pilar Poncela and Eva Senra
2023: Multi-Purchase Behavior: Modeling, Estimation and Optimization: Theja Tulabandhula, Deeksha Sinha, Saketh Reddy Karra and Prasoon Patidar
2023: Role models and revealed gender-specific costs of STEM in an extended Roy model of major choice: Marc Henry, Romuald Méango and Ismael Mourifie
2023: Quality Selection in Two-Sided Markets: A Constrained Price Discrimination Approach: Bar Light, Ramesh Johari and Gabriel Weintraub
2023: Gift Contagion in Online Groups: Evidence From Virtual Red Packets: Yuan Yuan, Tracy Liu, Chenhao Tan, Qian Chen, Alex Pentland and Jie Tang
2023: Counterfactual Inference for Consumer Choice Across Many Product Categories: Rob Donnelly, Francisco R. Ruiz, David Blei and Susan Athey
2023: Local Polynomial Estimation of Time-Varying Parameters in Nonlinear Models: Dennis Kristensen and Young Jun Lee
2023: Computation of systemic risk measures: a mixed-integer programming approach: \c{C}a\u{g}{\i}n Ararat and Nurtai Meimanjan
2023: A Residual Bootstrap for Conditional Value-at-Risk: Eric Beutner, Alexander Heinemann and Stephan Smeekes
2023: Fixed Effects and the Generalized Mundlak Estimator: Dmitry Arkhangelsky and Guido Imbens
2023: Identifying the Effects of a Program Offer with an Application to Head Start: Vishal Kamat
2023: Diversifying an Index: Johannes Ruf
2023: Water Markets as a Coping Mechanism for Climate-Induced Water Changes on the Canadian Economy: A Computable General Equilibrium Approach: Jorge Garcia-Hernandez and Roy Brouwer
2023: An Ensemble Method of Deep Reinforcement Learning for Automated Cryptocurrency Trading: Shuyang Wang and Diego Klabjan
2023: PM-Gati Shakti: Advancing India's Energy Future through Demand Forecasting -- A Case Study: SujayKumar Reddy M and Gopakumar G
2023: Infodemia e pandemia: la cognitive warfare ai tempi del SARS-CoV-2: Francesco Saverio Bucci, Matteo Cristofaro and Pier Luigi Giardino
2023: Efficient Multi-Change Point Analysis to decode Economic Crisis Information from the S&P500 Mean Market Correlation: Martin He{\ss}ler, Tobias Wand and Oliver Kamps
2023: FinPT: Financial Risk Prediction with Profile Tuning on Pretrained Foundation Models: Yuwei Yin, Yazheng Yang, Jian Yang and Qi Liu
2023: Control and Spread of Contagion in Networks: John Higgins and Tarun Sabarwal
2023: Alpha-GPT: Human-AI Interactive Alpha Mining for Quantitative Investment: Saizhuo Wang, Hang Yuan, Leon Zhou, Lionel M. Ni, Heung-Yeung Shum and Jian Guo
2023: Bitcoin Gold, Litecoin Silver:An Introduction to Cryptocurrency's Valuation and Trading Strategy: Haoyang Yu, Yutong Sun, Yulin Liu and Luyao Zhang
2023: American Passport options in an exponential L\'evy model: Zakaria Marah
2023: A Common Shock Model for multidimensional electricity intraday price modelling with application to battery valuation: Thomas Deschatre and Xavier Warin
2023: The fiscal implications of stringent climate policy: Richard Tol
2023: Causal Inference for Banking Finance and Insurance A Survey: Satyam Kumar, Yelleti Vivek, Vadlamani Ravi and Indranil Bose
2023: Inference for Low-rank Completion without Sample Splitting with Application to Treatment Effect Estimation: Jungjun Choi, Hyukjun Kwon and Yuan Liao
2023: Towards Practical Robustness Auditing for Linear Regression: Daniel Freund and Samuel B. Hopkins
2023: Panel Data Models with Time-Varying Latent Group Structures: Yiren Wang, Peter Phillips and Liangjun Su
2023: Linear-quadratic Gaussian Games with Asymmetric Information: Belief Corrections Using the Opponents Actions: Ben Hambly, Renyuan Xu and Huining Yang
2023: Equilibria and incentives for illiquid auction markets: Joffrey Derchu, Dimitrios Kavvathas, Thibaut Mastrolia and Mathieu Rosenbaum
2023: Global air quality inequality over 2000-2020: Lutz Sager
2023: Fast but multi-partisan: Bursts of communication increase opinion diversity in the temporal Deffuant model: Fatemeh Zarei, Yerali Gandica and Luis Rocha
2023: Only-child matching penalty in the marriage market: Keisuke Kawata and Mizuki Komura
2023: Group-Heterogeneous Changes-in-Changes and Distributional Synthetic Controls: Songnian Chen and Junlong Feng
2023: Pairs Trading: An Optimal Selling Rule with Constraints: Ruyi Liu, Jingzhi Tie, Zhen Wu and Qing Zhang
2023: On the mathematics of the circular flow of economic activity with applications to the topic of caring for the vulnerable during pandemics: Aziz Guergachi and Javid Hakim
2023: Predictability Tests Robust against Parameter Instability: Christis Katsouris
2023: Machine Learning-powered Pricing of the Multidimensional Passport Option: Josef Teichmann and Hanna Wutte
2023: Exploration of legal implications of air and space travel for international and domestic travel and the Environment: Jayanthi Vajiram, Negha Senthil, Nean Adhith. P and Ritikaa. Vn
2023: The misuse of law by Women in India -Constitutionality of Gender Bias: Negha Senthil, Jayanthi Vajiram and Nirmala. V
2023: Long Tails, Automation and Labor: Nat Kausik
2023: Weak (Proxy) Factors Robust Hansen-Jagannathan Distance For Linear Asset Pricing Models: Lingwei Kong
2023: Bootstrapping Nonstationary Autoregressive Processes with Predictive Regression Models: Christis Katsouris
2023: Smoothing of numerical series by the triangle method on the example of hungarian gdp data 1992-2022 based on approximation by series of exponents: Yekimov Sergey
2023: Power relations in Game Theory: Daniele De Luca
2023: Capital Structure Theories and its Practice, A study with reference to select NSE listed public sectors banks, India: Kurada T S S Satyanarayana and Addada Narasimha Rao
2023: Using Probabilistic Stated Preference Analyses to Understand Actual Choices: Romuald Meango
2023: American options in time-dependent one-factor models: Semi-analytic pricing, numerical methods and ML support: Andrey Itkin and Dmitry Muravey
2023: The Core of Bayesian Persuasion: Laura Doval and Ran Eilat
2023: Multi-Factor Inception: What to Do with All of These Features?: Tom Liu and Stefan Zohren
2023: Sports Betting: an application of neural networks and modern portfolio theory to the English Premier League: V\'elez Jim\'enez, Rom\'an Alberto, Lecuanda Ontiveros, Jos\'e Manuel and Edgar Possani
2023: Source Condition Double Robust Inference on Functionals of Inverse Problems: Andrew Bennett, Nathan Kallus, Xiaojie Mao, Whitney Newey, Vasilis Syrgkanis and Masatoshi Uehara
2023: Dynamic Function Market Maker: Arman Abgaryan and Utkarsh Sharma
2023: Impact of Transportation Network Companies on Labor Supply and Wages for Taxi Drivers: Lu Ling, Xinwu Qian and Satish V. Ukkusuri
2023: Transfer Learning for Portfolio Optimization: Haoyang Cao, Haotian Gu, Xin Guo and Mathieu Rosenbaum
2023: Deep Reinforcement Learning for Robust Goal-Based Wealth Management: Tessa Bauman, Bruno Ga\v{s}perov, Stjepan Begu\v{s}i\'c and Zvonko Kostanj\v{c}ar
2023: Large sample properties of GMM estimators under second-order identification: Hugo Kruiniger
2023: Changes in Risk Appreciation, and Short Memory of House Buyers When the Market is Hot, a Case Study of Christchurch, New Zealand: Emil Mendoza, Fabian Dunker and Marco Reale
2023: Multilevel Large Language Models for Everyone: Yuanhao Gong
2023: Adversarial Deep Hedging: Learning to Hedge without Price Process Modeling: Masanori Hirano, Kentaro Minami and Kentaro Imajo
2023: Economic Analysis of Smart Roadside Infrastructure Sensors for Connected and Automated Mobility: Laurent Kloeker, Gregor Joeken and Lutz Eckstein
2023: Memory Effects, Multiple Time Scales and Local Stability in Langevin Models of the S&P500 Market Correlation: Tobias Wand, Martin He{\ss}ler and Oliver Kamps
2023: Identification Robust Inference for the Risk Premium in Term Structure Models: Frank Kleibergen and Lingwei Kong
2023: Cloud Cost Optimization: A Comprehensive Review of Strategies and Case Studies: Saurabh Deochake
2023: Indicator Choice in Pay-for-Performance: Majid Mahzoon, Ali Shourideh and Ariel Zetlin-Jones
2023: Microeconomics of nitrogen fertilization in boreal carbon forestry: Petri P. Karenlampi
2023: Unraveling the Trade-off between Sustainability and Returns: A Multivariate Utility Analysis: Marcos Escobar-Anel and Yiyao Jiao
2023: CFR-p: Counterfactual Regret Minimization with Hierarchical Policy Abstraction, and its Application to Two-player Mahjong: Shiheng Wang
2023: Scenario Sampling for Large Supermodular Games: Bryan S. Graham and Andrin Pelican
2023: ESG Reputation Risk Matters: An Event Study Based on Social Media Data: Maxime L. D. Nicolas, Adrien Desroziers, Fabio Caccioli and Tomaso Aste
2023: A Robust Site Selection Model under uncertainty for Special Hospital Wards in Hong Kong: Mohammad Heydari, Yanan Fan and Kin Keung Lai
2023: Functional Differencing in Networks: St\'ephane Bonhomme and Kevin Dano
2023: Optimal Bubble Riding with Price-dependent Entry: a Mean Field Game of Controls with Common Noise: Ludovic Tangpi and Shichun Wang
2023: Indicatori comuni del PNRR e framework SDGs: una proposta di indicatore composito: Fabio Bacchini, Lorenzo Di Biagio, Giampiero Gallo and Vincenzo Spinelli
2023: Fast and Furious: A High-Frequency Analysis of Robinhood Users' Trading Behavior: David Ardia, Cl\'ement Aymard and Tolga Cenesizoglu
2023: American Exchange option driven by a L\'evy process: Zakaria Marah
2023: Real-Time Detection of Local No-Arbitrage Violations: Torben Andersen, Viktor Todorov and Bo Zhou
2023: An Adaptive Dual-level Reinforcement Learning Approach for Optimal Trade Execution: Soohan Kim, Jimyeong Kim, Hong Kee Sul and Youngjoon Hong
2023: Dynamic Large Language Models on Blockchains: Yuanhao Gong
2023: Reinforcement Learning for Credit Index Option Hedging: Francesco Mandelli, Marco Pinciroli, Michele Trapletti and Edoardo Vittori
2023: Sig-Splines: universal approximation and convex calibration of time series generative models: Magnus Wiese, Phillip Murray and Ralf Korn
2023: The Impacts of Registration Regime Implementation on IPO Pricing Efficiency: Qi Deng, Linhong Zheng, Jiaqi Peng, Xu Li, Zhong-guo Zhou, Monica Hussein, Dingyi Chen and Mick Swartz
2023: The Great Deception: A Comprehensive Study of Execution Strategies in Corporate Share Buy-Backs: Michael Seigne and Joerg Osterrieder
2023: A Model of Competitive Assortment Planning Algorithm: Dipankar Das
2023: Risk Preference Types, Limited Consideration, and Welfare: Levon Barseghyan and Francesca Molinari
2023: Is Kyle's equilibrium model stable?: Umut Cetin and Kasper Larsen
2023: Company2Vec -- German Company Embeddings based on Corporate Websites: Christopher Gerling
2023: Socio-spatial Inequalities in a Context of "Great Economic Wealth". Case study of neighbourhoods of Luxembourg City: Natalia Zdanowska
2023: The Effect of COVID-19 on Cryptocurrencies and the Stock Market Volatility -- A Two-Stage DCC-EGARCH Model Analysis: Apostolos Ampountolas
2023: Estimation of an Order Book Dependent Hawkes Process for Large Datasets: Luca Mucciante and Alessio Sancetta
2023: Culture, Gender, and Labor Force Participation: Evidence from Colombia: Hector Galindo-Silva and Paula Herrera-Id\'arraga
2023: Comparative Analysis of Machine Learning, Hybrid, and Deep Learning Forecasting Models Evidence from European Financial Markets and Bitcoins: Apostolos Ampountolas
2023: Exploring Implied Certainty Equivalent Rates in Financial Markets: Empirical Analysis and Application to the Electric Vehicle Industry: Yifan He and Svetlozar Rachev
2023: Shannon entropy to quantify complexity in the financial market: Alexis Rodriguez Carranza, Jos\'e Luis Ponte Bejarano, Juan Carlos Ponte Bejarano and Segundo Eloy Soto Abanto
2023: Bayesian Forecasting of Stock Returns on the JSE using Simultaneous Graphical Dynamic Linear Models: Nelson Kyakutwika and Bruce Bartlett
2023: Global path preference and local response: A reward decomposition approach for network path choice analysis in the presence of locally perceived attributes: Yuki Oyama
2023: Temporal and Geographical Analysis of Real Economic Activities in the Bitcoin Blockchain: Rafael Ramos Tubino, Remy Cazabet, Natkamon Tovanich and Celine Robardet
2023: Datalism and Data Monopolies in the Era of A.I.: A Research Agenda: Catherine E. A. Mulligan and Phil Godsiff
2023: Privately Policing Dark Patterns: Gregory M. Dickinson
2023: Contrasting the efficiency of stock price prediction models using various types of LSTM models aided with sentiment analysis: Varun Sangwan, Vishesh Kumar Singh and Bibin Christopher
2023: Adjusting the nuclear reactor's neutron transport and diffusion theory for an alternative description and modelling of postage or supplies delivery processes: Nick P. Petropoulos
2023: Generative Meta-Learning Robust Quality-Diversity Portfolio: Kamer Ali Yuksel
2023: Optimal Queue Design: Yeon-Koo Che and Olivier Tercieux
2023: Evaluation of Deep Reinforcement Learning Algorithms for Portfolio Optimisation: Chung I Lu
2023: Supervised Dynamic PCA: Linear Dynamic Forecasting with Many Predictors: Zhaoxing Gao and Ruey S. Tsay
2023: Machine learning for option pricing: an empirical investigation of network architectures: Laurens Van Mieghem, Antonis Papapantoleon and Jonas Papazoglou-Hennig
2023: Contracting with Heterogeneous Researchers: Han Wang
2023: The Determinants of Foreign Direct Investment (FDI) A Panel Data Analysis for the Emerging Asian Economies: ATM Omor Faruq
2023: Optimal contract design via relaxation: application to the problem of brokerage fee for a client with private signal: Guillermo Alonso Alvarez and Sergey Nadtochiy
2023: Critical comparisons on deep learning approaches for foreign exchange rate prediction: Zhu Bangyuan
2023: Stochastic Delay Differential Games: Financial Modeling and Machine Learning Algorithms: Robert Balkin, Hector D. Ceniceros and Ruimeng Hu
2023: Quantile and expectile copula-based hidden Markov regression models for the analysis of the cryptocurrency market: Beatrice Foroni, Luca Merlo and Lea Petrella
2023: Real-time Trading System based on Selections of Potentially Profitable, Uncorrelated, and Balanced Stocks by NP-hard Combinatorial Optimization: Kosuke Tatsumura, Ryo Hidaka, Jun Nakayama, Tomoya Kashimata and Masaya Yamasaki
2023: S Equilibrium: A Synthesis of (Behavioral) Game Theory: Jacob K Goeree and Bernardo Garcia-Pola
2023: Identification in Multiple Treatment Models under Discrete Variation: Vishal Kamat, Samuel Norris and Matthew Pecenco
2023: Robust Impulse Responses using External Instruments: the Role of Information: Davide Brignone, Alessandro Franconi and Marco Mazzali
2023: Systemic risk indicator based on implied and realized volatility: Pawe{\l} Sakowski, Rafa{\l} Sieradzki and Robert Ślepaczuk
2023: Complete Conditional Type Structures (Extended Abstract): Nicodemo De Vito
2023: Exploring the Dynamics of the Specialty Insurance Market Using a Novel Discrete Event Simulation Framework: a Lloyd's of London Case Study: Sedar Olmez, Akhil Ahmed, Keith Kam, Zhe Feng and Alan Tua
2023: Decentralized Decision-Making in Retail Chains: Evidence from Inventory Management: Victor Aguirregabiria and Francis Guiton
2023: Deep Inception Networks: A General End-to-End Framework for Multi-asset Quantitative Strategies: Tom Liu, Stephen Roberts and Stefan Zohren
2023: A Robust and Efficient Optimization Model for Electric Vehicle Charging Stations in Developing Countries under Electricity Uncertainty: Mansur Arief, Yan Akhra and Iwan Vanany
2023: Transaction Fraud Detection via Spatial-Temporal-Aware Graph Transformer: Yue Tian and Guanjun Liu
2023: Selling Data to a Competitor (Extended Abstract): Ronen Gradwohl and Moshe Tennenholtz
2023: Resilient Information Aggregation: Itai Arieli, Ivan Geffner and Moshe Tennenholtz
2023: Portfolio Optimization: A Comparative Study: Jaydip Sen and Subhasis Dasgupta
2023: Epidemic Modeling with Generative Agents: Ross Williams, Niyousha Hosseinichimeh, Aritra Majumdar and Navid Ghaffarzadegan
2023: Measuring Cause-Effect with the Variability of the Largest Eigenvalue: Alejandro Rodriguez Dominguez, Irving Ramirez Carrillo and David Parraga Riquelme
2023: Importance Sampling for Minimization of Tail Risks: A Tutorial: Anand Deo and Karthyek Murthy
2023: A note on the induction of comonotonic additive risk measures from acceptance sets: Samuel Solgon Santos, Marlon Ruoso Moresco, Marcelo Righi and Eduardo de Oliveira Horta
2023: An analysis of least squares regression and neural networks approximation for the pricing of swing options: Christian Yeo
2023: Dynamics of the securities market in the information asymmetry context: developing a methodology for emerging securities markets: Kostyantyn Anatolievich Malyshenko, Majid Mohammad Shafiee, Vadim Anatolievich Malyshenko and Marina Viktorovna Anashkina
2023: A Belief-Based Characterization of Reduced-Form Auctions: Xu Lang
2023: Exploring Dynamic Asset Pricing within Bachelier Market Model: Nancy Asare Nyarko, Bhathiya Divelgama, Jagdish Gnawali, Blessing Omotade, Svetlozar Rachev and Peter Yegon
2023: Time-limited Metaheuristics for Cardinality-constrained Portfolio Optimisation: Alexander Nikiporenko
2023: dYdX: Liquidity Providers' Incentive Programme Review: Colin Chan
2023: A Regional Analysis of Electric LDV Portfolio Choices by Vehicle Manufacturers: Aditya Ramji and Hanif Tayarani
2023: Are there Dragon Kings in the Stock Market?: Jiong Liu, M. Dashti Moghaddam and R. A. Serota
2023: Climate Models Underestimate the Sensitivity of Arctic Sea Ice to Carbon Emissions: Francis Diebold and Glenn Rudebusch
2023: Dynamic Return and Star-Shaped Risk Measures via BSDEs: Roger Laeven, Emanuela Rosazza Gianin and Marco Zullino
2023: Markov Persuasion Processes with Endogenous Agent Beliefs: Krishnamurthy Iyer, Haifeng Xu and You Zu
2023: A cohort-based Partial Internal Model for demographic risk: Francesco Della Corte, Gian Paolo Clemente and Nino Savelli
2023: Does personality affect the allocation of resources within households?: Gast\'on P. Fern\'andez
2023: A Simple Linear Algebraic Approach to Capture the Dynamics of the Circular Flow of Income: Aziz Guergachi and Javid Hakim
2023: Panel Data Nowcasting: The Case of Price-Earnings Ratios: Andrii Babii, Ryan T. Ball, Eric Ghysels and Jonas Striaukas
2023: Proxy Selection in Transitive Proxy Voting: Jacqueline Harding
2023: Application of the Deffuant model in money exchange: Hsin-Lun Li
2023: Statistical Physics Perspective on Economic Inequality: Victor Yakovenko
2023: Policy Expectation Counts? The Impact of China's Delayed Retirement Announcement on Urban Households Savings Rates: Shun Zhang
2023: Algorithms, Incentives, and Democracy: Elizabeth Maggie Penn and John W. Patty
2023: Robust Hedging GANs: Yannick Limmer and Blanka Horvath
2023: Non-Concave Utility Maximization with Transaction Costs: Shuaijie Qian and Chen Yang
2023: Noise reduction for functional time series: Cees Diks and Bram Wouters
2023: On the Well-posedness of Hamilton-Jacobi-Bellman Equations of the Equilibrium Type: Qian Lei and Chi Seng Pun
2023: Over-the-Counter Market Making via Reinforcement Learning: Zhou Fang and Haiqing Xu
2023: Asymptotics for the Generalized Autoregressive Conditional Duration Model: Giuseppe Cavaliere, Thomas Mikosch, Anders Rahbek and Frederik Vilandt
2023: MOPO-LSI: A User Guide: Yong Zheng, Kumar Neelotpal Shukla, Jasmine Xu, David, Wang and Michael O'Leary
2023: A Scalable Reinforcement Learning-based System Using On-Chain Data for Cryptocurrency Portfolio Management: Zhenhan Huang and Fumihide Tanaka
2023: Emissions and Energy Impacts of the Inflation Reduction Act: John Bistline, Geoffrey Blanford, Maxwell Brown, Dallas Burtraw, Maya Domeshek, Jamil Farbes, Allen Fawcett, Anne Hamilton, Jesse Jenkins, Ryan Jones, Ben King, Hannah Kolus, John Larsen, Amanda Levin, Megan Mahajan, Cara Marcy, Erin Mayfield, James McFarland, Haewon McJeon, Robbie Orvis, Neha Patankar, Kevin Rennert, Christopher Roney, Nicholas Roy, Greg Schivley, Daniel Steinberg, Nadejda Victor, Shelley Wenzel, John Weyant, Ryan Wiser, Mei Yuan and Alicia Zhao
2023: Social media use among American Indians in South Dakota: Preferences and perceptions: Deepthi Kolady, Amrit Dumre, Weiwei Zhang, Kaiqun Fu, Marcia O'Leary and Laura Rose
2023: Nonparametric Estimation of Large Spot Volatility Matrices for High-Frequency Financial Data: Ruijun Bu, Degui Li, Oliver Linton and Hanchao Wang
2023: A maximal inequality for local empirical processes under weak dependence: Luis Alvarez and Cristine Pinto
2023: Some challenges of calibrating differentiable agent-based models: Arnau Quera-Bofarull, Joel Dyer, Anisoara Calinescu and Michael Wooldridge
2023: Doubly Robust Estimation of Direct and Indirect Quantile Treatment Effects with Machine Learning: Yu-Chin Hsu, Martin Huber and Yu-Min Yen
2023: Replication of financial derivatives under extreme market models given marginals: Tongseok Lim
2023: Quantifying Distributional Model Risk in Marginal Problems via Optimal Transport: Yanqin Fan, Hyeonseok Park and Gaoqian Xu
2023: Order preservation with dummies in the musseum pass problem: Ricardo Mart\'inez and Joaqu\'in S\'anchez-Soriano
2023: Pricing European Options with Google AutoML, TensorFlow, and XGBoost: Juan Esteban Berger
2023: Principal Component Analysis and Hidden Markov Model for Forecasting Stock Returns: Eugene W. Park
2023: The Classical Theory of Supply and Demand: Sabiou Inoua and Vernon Smith
2023: Adam Smith's Theory of Value: A Reappraisal of Classical Price Discovery: Sabiou Inoua and Vernon Smith
2023: A Classical Model of Speculative Asset Price Dynamics: Sabiou Inoua and Vernon Smith
2023: The Yule-Frisch-Waugh-Lovell Theorem: Deepankar Basu
2023: Local Eviction Moratoria and the Spread of COVID-19: Julia Hatamyar and Christopher F. Parmeter
2023: Discount Models: Damir Filipovic
2023: Data-driven Multiperiod Robust Mean-Variance Optimization: Xin Hai, Gregoire Loeper and Kihun Nam
2023: Divergence Based Quadrangle and Applications: Anton Malandii, Siddhartha Gupte, Cheng Peng and Stan Uryasev
2023: Expectile Quadrangle and Applications: Viktor Kuzmenko, Anton Malandii and Stan Uryasev
2023: A Nonparametric Test of $m$th-degree Inverse Stochastic Dominance: Hongyi Jiang, Zhenting Sun and Shiyun Hu
2023: Liquidity takers behavior representation through a contrastive learning approach: Ruihua Ruan, Emmanuel Bacry and Jean-Fran\c{c}ois Muzy
2023: Firm-quasi-stability and re-equilibration in matching markets with contracts: Yi-You Yang
2023: On random number generators and practical market efficiency: Ben Moews
2023: Revealed preferences for dynamically inconsistent models: Federico Echenique and Gerelt Tserenjigmid
2023: Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models: Christis Katsouris
2023: Climate uncertainty impacts on optimal mitigation pathways and social cost of carbon: Christopher J. Smith, Alaa Al Khourdajie, Pu Yang and Doris Folini
2023: Robust utility maximization with intractable claims: Yunhong Li, Zuo Quan Xu and Xun Yu Zhou
2023: Torch-Choice: A PyTorch Package for Large-Scale Choice Modelling with Python: Tianyu Du, Ayush Kanodia and Susan Athey
2023: IV Regressions without Exclusion Restrictions: Wayne Gao and Rui Wang
2023: Oracle Counterpoint: Relationships between On-chain and Off-chain Market Data: Zhimeng Yang, Ariah Klages-Mundt and Lewis Gudgeon
2023: Effects of extending residencies on the supply and quality of family medicine practitioners; difference-in-differences evidence from the implementation of mandatory family medicine residencies in Canada: Stephenson Strobel
2023: Economic Consequences of Online Tracking Restrictions: Evidence from Cookies: Klaus M. Miller and Bernd Skiera
2023: A fixed point approach for computing actuarially fair Pareto optimal risk-sharing rules: Fallou Niakh
2023: Combating Algorithmic Collusion: A Mechanism Design Approach: Soumen Banerjee
2023: Signalling for Electricity Demand Response: When is Truth Telling Optimal?: Rene Aid, Anupama Kowli and Ankur A. Kulkarni
2023: Revealing production networks from firm growth dynamics: Luca Mungo and Jos\'e Moran
2023: Asymptotically Optimal Fixed-Budget Best Arm Identification with Variance-Dependent Bounds: Masahiro Kato, Masaaki Imaizumi, Takuya Ishihara and Toru Kitagawa
2023: Commitment Against Front Running Attacks: Andrea Canidio and Vincent Danos
2023: Double free boundary problem for defaultable corporate bond with credit rating migration risks and their asymptotic behaviors: Yuchao Dong, Jin Liang and Claude-Michel Brauner
2023: Identification in a Binary Choice Panel Data Model with a Predetermined Covariate: St\'ephane Bonhomme, Kevin Dano and Bryan S. Graham
2023: Synergistic Small Worlds that Drive Technological Sophistication: Hardik Rajpal and Omar A Guerrero
2023: Feature Selection for Personalized Policy Analysis: Maria Nareklishvili, Nicholas Polson and Vadim Sokolov
2023: The Long-Term Effects of Teachers' Gender Stereotypes: Joan Martinez
2023: Amenity complexity and urban locations of socio-economic mixing: S\'andor Juh\'asz, Gerg\H{o} Pint\'er, \'Ad\'am Kov\'acs, Endre Borza, Gergely M\'onus, L\'aszl\'o L\H{o}rincz and Bal\'azs Lengyel
2023: AI Ethics on Blockchain: Topic Analysis on Twitter Data for Blockchain Security: Yihang Fu, Zesen Zhuang and Luyao Zhang
2023: Blockchain Network Analysis: A Comparative Study of Decentralized Banks: Yufan Zhang, Zichao Chen, Yutong Sun, Yulin Liu and Luyao Zhang
2023: Bayesian Forecasting in Economics and Finance: A Modern Review: Gael M. Martin, David T. Frazier, Worapree Maneesoonthorn, Ruben Loaiza-Maya, Florian Huber, Gary Koop, John Maheu, Didier Nibbering and Anastasios Panagiotelis
2023: A Novel Deep Reinforcement Learning Based Automated Stock Trading System Using Cascaded LSTM Networks: Jie Zou, Jiashu Lou, Baohua Wang and Sixue Liu
2023: Bounded arbitrage and nearly rational behavior: Leandro Nascimento
2023: Average Profits of Prejudiced Algorithms: David J. Jin
2023: Are Large Traders Harmed by Front-running HFTs?: Ziyi Xu and Xue Cheng
2023: On Estimation and Inference of Large Approximate Dynamic Factor Models via the Principal Component Analysis: Matteo Barigozzi
2023: Integrating multiple sources of ordinal information in portfolio optimization: Eranda \c{C}ela, Stephan Hafner, Roland Mestel and Ulrich Pferschy
2023: Flexible machine learning estimation of conditional average treatment effects: a blessing and a curse: Richard Post, Isabel van den Heuvel, Marko Petkovic and Edwin van den Heuvel
2023: Optimal Mechanism Design for Agents with DSL Strategies: The Case of Sybil Attacks in Combinatorial Auctions: Yotam Gafni and Moshe Tennenholtz
2023: Experimental observations of fractal landscape dynamics in a dense emulsion: Clary Rodriguez-Cruz, Mehdi Molaei, Amruthesh Thirumalaiswamy, Klebert Feitosa, Vinothan N. Manoharan, Shankar Sivarajan, Daniel H. Reich, Robert A. Riggleman and John C. Crocker
2023: Duality in optimal consumption--investment problems with alternative data: Kexin Chen and Hoi Ying Wong
2023: Minimax Optimal Kernel Operator Learning via Multilevel Training: Jikai Jin, Yiping Lu, Jose Blanchet and Lexing Ying
2023: Strategyproofness-Exposing Mechanism Descriptions: Yannai A. Gonczarowski, Ori Heffetz and Clayton Thomas
2023: The Signaling Role of Leaders in Global Games: Panagiotis Kyriazis and Edmund Lou
2023: Predicting Mutual Funds' Performance using Deep Learning and Ensemble Techniques: Nghia Chu, Binh Dao, Nga Pham, Huy Nguyen and Hien Tran
2023: Can Desegregation Close the Racial Gap in High School Coursework?: Ritika Sethi
2023: Gately Values of Cooperative Games: Robert P. Gilles and Lina Mallozzi
2023: Optimal Referral Auction Design: Rangeet Bhattacharyya, Parvik Dave, Palash Dey and Swaprava Nath
2023: Persuading Risk-Conscious Agents: A Geometric Approach: Jerry Anunrojwong, Krishnamurthy Iyer and David Lingenbrink
2023: Conformal Prediction Bands for Two-Dimensional Functional Time Series: Niccol\`o Ajroldi, Jacopo Diquigiovanni, Matteo Fontana and Simone Vantini
2023: On Existence of Berk-Nash Equilibria in Misspecified Markov Decision Processes with Infinite Spaces: Robert M. Anderson, Haosui Duanmu, Aniruddha Ghosh and M. Khan
2023: Scaling laws in global corporations as a benchmarking approach to assess environmental performance: Rossana Mastrandrea, Rob ter Burg, Yuli Shan, Klaus Hubacek and Franco Ruzzenenti
2023: Assessing Omitted Variable Bias when the Controls are Endogenous: Paul Diegert, Matthew Masten and Alexandre Poirier
2023: Most Equitable Voting Rules: Lirong Xia
2023: Externally Valid Policy Choice: Christopher Adjaho and Timothy Christensen
2023: Regulating stochastic clocks: Zhe Fei and Weixuan Xia
2023: The cost of strategy-proofness in school choice: Josue Ortega and Thilo Klein
2023: Retrieval from Mixed Sampling Frequency: Generic Identifiability in the Unit Root VAR: Philipp Gersing, Leopold Soegner and Manfred Deistler
2023: Rough volatility: fact or artefact?: Rama Cont and Purba Das
2023: Online Bipartite Matching via Smoothness: Jason Hartline
2023: A persistent-homology-based turbulence index & some applications of TDA on financial markets: Miguel A. Ruiz-Ortiz, Jos\'e Carlos G\'omez-Larra\~naga and Jes\'us Rodr\'iguez-Viorato
2023: Canonical Portfolios: Optimal Asset and Signal Combination: Nikan Firoozye, Vincent Tan and Stefan Zohren
2023: A Short Survey on Business Models of Decentralized Finance (DeFi) Protocols: Teng Andrea Xu and Jiahua Xu
2023: Buying Opinions: Mark Whitmeyer and Kun Zhang
2023: Cryptocurrency Valuation: An Explainable AI Approach: Yulin Liu and Luyao Zhang
2023: Unconditional Effects of General Policy Interventions: Julian Martinez-Iriarte, Gabriel Montes-Rojas and Yixiao Sun
2023: Polytope-form games and Index/Degree Theories for Extensive-form games: Lucas Pahl
2023: Non-homogeneous stochastic LQ control with regime switching and random coefficients: Ying Hu, Xiaomin Shi and Zuo Quan Xu
2023: A fast Monte Carlo scheme for additive processes and option pricing: Michele Azzone and Roberto Baviera
2023: Expert Aggregation for Financial Forecasting: Carl Remlinger, Bri\`ere Marie, Alasseur Cl\'emence and Joseph Mikael
2023: Quantum algorithm for stochastic optimal stopping problems with applications in finance: Jo\~ao F. Doriguello, Alessandro Luongo, Jinge Bao, Patrick Rebentrost and Miklos Santha
2023: Nonparametric estimator of the tail dependence coefficient: balancing bias and variance: Matthieu Garcin and Maxime L. D. Nicolas
2023: Correlation Estimation in Hybrid Systems: Baron Law
2023: Cubature Method for Stochastic Volterra Integral Equations: Qi Feng and Jianfeng Zhang
2023: Ignorance is Bliss: A Game of Regret: Claudia Cerrone, Francesco Feri and Philip R. Neary
2023: Unique Stable Matchings: Gregory Z. Gutin, Philip R. Neary and Anders Yeo
2023: Constrained Classification and Policy Learning: Toru Kitagawa, Shosei Sakaguchi and Aleksey Tetenov
2023: Crime and Mismeasured Punishment: Marginal Treatment Effect with Misclassification: Vitor Possebom
2023: Deep learning of transition probability densities for stochastic asset models with applications in option pricing: Haozhe Su, M. V. Tretyakov and David P. Newton
2023: Forecasting consumer confidence through semantic network analysis of online news: A. Fronzetti Colladon, F. Grippa, B. Guardabascio, G. Costante and Francesco Ravazzolo
2023: Valid Heteroskedasticity Robust Testing: Benedikt M. P\"otscher and David Preinerstorfer
2023: A change of variable formula with applications to multi-dimensional optimal stopping problems: Cheng Cai and Tiziano De Angelis
2023: Identification and Estimation in Many-to-one Two-sided Matching without Transfers: YingHua He, Shruti Sinha and Xiaoting Sun
2023: Purchase history and product personalization: Laura Doval and Vasiliki Skreta
2023: Optimal trade execution under small market impact and portfolio liquidation with semimartingale strategies: Ulrich Horst and Evgueni Kivman
2023: Nash equilibrium mapping vs Hamiltonian dynamics vs Darwinian evolution for some social dilemma games in the thermodynamic limit: Colin Benjamin and Arjun Krishnan U M
2023: Inference under Covariate-Adaptive Randomization with Imperfect Compliance: Federico Bugni and Mengsi Gao
2023: A Design-Based Perspective on Synthetic Control Methods: Lea Bottmer, Guido Imbens, Jann Spiess and Merrill Warnick
2023: Credit Freezes, Equilibrium Multiplicity, and Optimal Bailouts in Financial Networks: Matthew Jackson and Agathe Pernoud
2023: Nature-nurture interplay in educational attainment: Dilnoza Muslimova, Hans van Kippersluis, Cornelius A. Rietveld, Stephanie von Hinke and S. Fleur W. Meddens
2023: An Automatic Finite-Sample Robustness Metric: When Can Dropping a Little Data Make a Big Difference?: Tamara Broderick, Ryan Giordano and Rachael Meager
2023: McKean-Vlasov equations involving hitting times: blow-ups and global solvability: Erhan Bayraktar, Gaoyue Guo, Wenpin Tang and Yuming Zhang
2023: Exploring investor behavior in Bitcoin: a study of the disposition effect: J\"urgen E. Schatzmann and Bernhard Haslhofer
2023: On Statistical Discrimination as a Failure of Social Learning: A Multi-Armed Bandit Approach: Junpei Komiyama and Shunya Noda
2023: The direct and indirect effect of CAP support on farm income enhancement:a farm-based econometric analysis: Simone Severini and Luigi Biagini
2023: Forecasting financial markets with semantic network analysis in the COVID-19 crisis: A. Fronzetti Colladon, S. Grassi, Francesco Ravazzolo and Francesco Violante
2023: Optimal Rating Design under Moral Hazard: Maryam Saeedi and Ali Shourideh
2023: Fair Allocation of Vaccines, Ventilators and Antiviral Treatments: Leaving No Ethical Value Behind in Health Care Rationing: Parag Pathak, Tayfun S\"onmez, Utku Unver and M. Bumin Yenmez
2023: Failures of Contingent Thinking: Evan Piermont and Peio Zuazo-Garin
2023: An $\alpha$-Stable Approach to Modelling Highly Speculative Assets and Cryptocurrencies: Taurai Muvunza
2023: Comparative Companies' Stock Valuation through Financial Metrics and its Social Implications: Jack Colleran, Harris K. Kim, Benny C. Pickle and John Sun
2023: Algorithms for Competitive Division of Chores: Simina Br\^anzei and Fedor Sandomirskiy
2023: Averaging plus Learning Models and Their Asymptotics: Ionel Popescu and Tushar Vaidya
2023: Building arbitrage-free implied volatility: Sinkhorn's algorithm and variants: Hadrien De March and Pierre Henry-Labordere
2023: Change-Point Testing for Risk Measures in Time Series: Lin Fan, Peter W. Glynn and Markus Pelger
2023: Exploring the Nexus between Exhaustible Human Resources and Economic Development in China: An Application of the Hotelling Model: Zhiwei Yang
2023: Long-term Effects of Temperature Variations on Economic Growth: A Machine Learning Approach: Eugene Kharitonov, Oksana Zakharchuk and Lin Mei
2023: Mapping Global Value Chains at the Product Level: Lea Karbevska and C\'esar A. Hidalgo
2023: Deep Policy Gradient Methods in Commodity Markets: Jonas Hanetho
2023: An Empirical Study on the Holiday Effect of China's Time-Honored Companies: Xianyang Li, Jiayi Xu, Haoxuan Xu, Yunxuan Ma, Yu Zhong and Lei Wang
2023: Asian Option Pricing via Laguerre Quadrature: A Diffusion Kernel Approach: P. G. Morrison
2023: Power to the teens? A model of parents' and teens' collective labor supply: Jos\'e Alfonso Mu\~noz-Alvarado
2023: Deep Reinforcement Learning for ESG financial portfolio management: Eduardo C. Garrido-Merch\'an, Sol Mora-Figueroa-Cruz-Guzm\'an and Mar\'ia Coronado-Vaca
2023: Trend patterns statistics for assessing irreversibility in cryptocurrencies: time-asymmetry versus inefficiency: Jessica Morales Herrera and Ra\'ul Salgado-Garc\'ia
2023: The Chebyshev Polynomials Of The First Kind For Analysis Rates Shares Of Enterprises: Sergey Yekimov
2023: Harnessing the Potential of Volatility: Advancing GDP Prediction: Ali Lashgari
2023: From Portfolio Optimization to Quantum Blockchain and Security: A Systematic Review of Quantum Computing in Finance: Abha Naik, Esra Yeniaras, Gerhard Hellstern, Grishma Prasad and Sanjay Kumar Lalta Prasad Vishwakarma
2023: Two characterizations of the dense rank: Jos\'e Luis Garc\'ia-Lapresta and Miguel Mart\'inez-Panero
2023: On the Behavior of the Payoff Amounts in Simple Interest Loans in Arbitrage-Free Markets: Fausto Di Biase, Stefano Di Rocco, Alessandra Ortolano and Maurizio Parton
2023: A Comparison of Sequential Ranked-Choice Voting and Single Transferable Vote: David McCune, Erin Martin, Grant Latina and Kaitlyn Simms
2023: Triangle Fees: Rithvik Rao and Nihar Shah
2023: Retail Pricing Format and Rigidity of Regular Prices: Sourav Ray, Avichai Snir and Daniel Levy
2023: Integrating Tick-level Data and Periodical Signal for High-frequency Market Making: Jiafa He, Cong Zheng and Can Yang
2023: Optimal Execution Using Reinforcement Learning: Cong Zheng, Jiafa He and Can Yang
2023: Would Friedman Burn your Tokens?: Aggelos Kiayias, Philip Lazos and Jan Christoph Schlegel
2023: Endogenous Barriers to Learning: Olivier Compte
2023: Opinion dynamics in communities with major influencers and implicit social influence via mean-field approximation: Delia Coculescu, M\'ed\'eric Motte and Huy\^en Pham
2023: A closed form model-free approximation for the Initial Margin of option portfolios: Claude Martini and Arianna Mingone
2023: Application of spin glass ideas in social sciences, economics and finance: Jean-Philippe Bouchaud, Matteo Marsili and Jean-Pierre Nadal
2023: Analysis of Indian foreign exchange markets: A Multifractal Detrended Fluctuation Analysis (MFDFA) approach: R. P. Datta
2023: Non-parametric online market regime detection and regime clustering for multidimensional and path-dependent data structures: Zacharia Issa and Blanka Horvath
2023: Higher-order Graph Attention Network for Stock Selection with Joint Analysis: Yang Qiao, Yiping Xia, Xiang Li, Zheng Li and Yan Ge
2023: Robust Wasserstein Optimization and its Application in Mean-CVaR: Xin Hai and Kihun Nam
2023: Sea Change in Software Development: Economic and Productivity Analysis of the AI-Powered Developer Lifecycle: Thomas Dohmke, Marco Iansiti and Greg Richards
2023: Valuation of Equity Linked Securities with Guaranteed Return: David Xiao
2023: Identifying Socially Disruptive Policies: Eric Auerbach and Yong Cai
2023: An elementary proof of the dual representation of Expected Shortfall: Martin Herdegen and Cosimo Munari
2023: Hybrid unadjusted Langevin methods for high-dimensional latent variable models: Ruben Loaiza-Maya, Didier Nibbering and Dan Zhu
2023: Statistical electricity price forecasting: A structural approach: Raffaele Sgarlato
2023: Decarbonization patterns of residential building operations in China and India: Ran Yan, Nan Zhou, Wei Feng, Minda Ma, Xiwang Xiang and Chao Mao
2023: Heat increases experienced racial segregation in the United States: Till Baldenius, Nicolas Koch, Hannah Klauber and Nadja Klein
2023: Constructing Time-Series Momentum Portfolios with Deep Multi-Task Learning: Joel Ong and Dorien Herremans
2023: Does Environmental Attention by Governments Promote Carbon Reductions: Yichuan Tian
2023: Multivariate Simulation-based Forecasting for Intraday Power Markets: Modelling Cross-Product Price Effects: Simon Hirsch and Florian Ziel
2023: Fractal properties, information theory, and market efficiency: Xavier Brouty and Matthieu Garcin
2023: Armed Conflict and Early Human Capital Accumulation: Evidence from Cameroon's Anglophone Conflict: Hector Galindo-Silva and Guy Tchuente
2023: A Discrimination Report Card: Patrick Kline, Evan K. Rose and Christopher Walters
2023: Stock Price Prediction using Dynamic Neural Networks: David Noel
2023: Generic Forward Curve Dynamics for Commodity Derivatives: David Xiao
2023: Price elasticity of electricity demand: Using instrumental variable regressions to address endogeneity and autocorrelation of high-frequency time series: Silvana Tiedemann, Raffaele Sgarlato and Lion Hirth
2023: Conditional Generators for Limit Order Book Environments: Explainability, Challenges, and Robustness: Andrea Coletta, Joseph Jerome, Rahul Savani and Svitlana Vyetrenko
2023: The Power of Menus in Contract Design: Guru Guruganesh, Jon Schneider, Joshua Wang and Junyao Zhao
2023: Instruct-FinGPT: Financial Sentiment Analysis by Instruction Tuning of General-Purpose Large Language Models: Boyu Zhang, Hongyang Yang and Xiao-Yang Liu
2023: Efficient Solution of Portfolio Optimization Problems via Dimension Reduction and Sparsification: Cassidy K. Buhler and Hande Y. Benson
2023: Comparing Deep Learning Models for the Task of Volatility Prediction Using Multivariate Data: Wenbo Ge, Pooia Lalbakhsh, Leigh Isai, Artem Lensky and Hanna Suominen
2023: Successive one-sided Hodrick-Prescott filter with incremental filtering algorithm for nonlinear economic time series: Yuxia Liu, Qi Zhang, Wei Xiao and Tianguang Chu
2023: Using Internal Bar Strength as a Key Indicator for Trading Country ETFs: Aditya Pandey and Kunal Joshi
2023: The Impact of Customer Online Satisfaction on Stock Returns: Evidence from the E-commerce Reviews in China: Zhi Su, Danni Wu, Zhenkun Zhou, Junran Wu and Libo Yin
2023: The Pricing And Hedging Of Constant Function Market Makers: Richard Dewey and Craig Newbold
2023: Uniform taxation of electricity: incentives for flexibility and cost redistribution among household categories: Philipp Andreas Gunkel, Febin Kachirayil, Claire-Marie Bergaentzl\'e, Russell McKenna, Dogan Keles and Henrik Klinge Jacobsen
2023: Mind the Cap! -- Constrained Portfolio Optimisation in Heston's Stochastic Volatility Model: Marcos Escobar-Anel, Michel Kschonnek and Rudi Zagst
2023: Public Finance or Public Choice? The Scholastic Political Economy As an Essentialist Synthesis: Mohammadhosein Bahmanpour-Khalesi and Mohammadjavad Sharifzadeh
2023: Temporal Data Meets LLM -- Explainable Financial Time Series Forecasting: Xinli Yu, Zheng Chen, Yuan Ling, Shujing Dong, Zongyi Liu and Yanbin Lu
2023: Benchmarking Robustness of Deep Reinforcement Learning approaches to Online Portfolio Management: Marc Velay, Bich-Li\^en Doan, Arpad Rimmel, Fabrice Popineau and Fabrice Daniel
2023: On some semi-parametric estimates for European option prices: Carlo Marinelli
2023: The Illusive Slump of Disruptive Patents: Jeffrey T. Macher, Christian Rutzer and Rolf Weder
2023: Are Shortfall Systemic Risk Measures One Dimensional?: Alessandro Doldi, Marco Frittelli and Emanuela Rosazza Gianin
2023: Option Pricing for the Variance Gamma Model: A New Perspective: Yuanda Chen, Zailei Cheng and Haixu Wang
2023: Detecting Depegs: Towards Safer Passive Liquidity Provision on Curve Finance: Thomas N. Cintra and Maxwell P. Holloway
2023: Quantum computer based Feature Selection in Machine Learning: Gerhard Hellstern, Vanessa Dehn and Martin Zaefferer
2023: Machine Learning and Hamilton-Jacobi-Bellman Equation for Optimal Decumulation: a Comparison Study: Marc Chen, Mohammad Shirazi, Peter A. Forsyth and Yuying Li
2023: Formal Covariate Benchmarking to Bound Omitted Variable Bias: Deepankar Basu
2023: Testing for intrinsic multifractality in the global grain spot market indices: A multifractal detrended fluctuation analysis: Li Wang, Xing-Lu Gao and Wei-Xing Zhou
2023: Key predictors for climate policy support and political mobilization: The role of beliefs and preferences: Simon Montfort
2023: NFTs to MARS: Multi-Attention Recommender System for NFTs: Seonmi Kim, Youngbin Lee, Yejin Kim, Joohwan Hong and Yongjae Lee
2023: Marijuana on Main Streets? The Story Continues in Colombia: An Endogenous Three-part Model: A. Ramirez-Hassan, C. Gomez, S. Velasquez and K. Tangarife
2023: Robust Predictions in Games with Rational Inattention: Tommaso Denti and Doron Ravid
2023: CSREU: A Novel Dataset about Corporate Social Responsibility and Performance Indicators: Erion \c{C}ano and Xhesilda Vogli
2023: Perceived university support and environment as a factor of entrepreneurial intention: Evidence from Western Transdanubia Region: Attila Lajos Makai and Tibor D\H{o}ry
2023: House-Swapping with Objective Indifferences: Will Sandholtz and Andrew Tai
2023: Identifying key players in dark web marketplaces: Elohim Fonseca dos Reis, Alexander Teytelboym, Abeer ElBahraw, Ignacio De Loizaga and Andrea Baronchelli
2023: FLAIR: A Metric for Liquidity Provider Competitiveness in Automated Market Makers: Jason Milionis, Xin Wan and Austin Adams
2023: Asymptotics for the Laplace transform of the time integral of the geometric Brownian motion: Dan Pirjol and Lingjiong Zhu
2023: Migrant Laborer's Optimization Mechanism Under Employment Permit System(EPS): Introducing and Analyzing 'Skill-Relevance-Self Selection' Model: Kwonhyung Lee, Yejin Lim and Sunghyun Cho
2023: Optimal Portfolio Execution in a Regime-switching Market with Non-linear Impact Costs: Combining Dynamic Program and Neural Network: Xiaoyue Li and John M. Mulvey
2023: Local Labor Market Effects of Mergers and Acquisitions in Developing Countries: Evidence from Brazil: Vitor Costa
2023: The rise of the chaebol: A bibliometric analysis of business groups in South Korea: Artur F. Tomeczek
2023: A multi-agent targeted trading equilibrium with transaction costs: Jin Hyuk Choi, Jetlir Duraj and Kim Weston
2023: Germany's nationwide travel experiment in 2022: public transport for 9 Euro per month -- First findings of an empirical study: Allister Loder, Fabienne Cantner, Lennart Adenaw, Nico Nachtigall, David Ziegler, Felix Gotzler, Markus B. Siewert, Stefan Wurster, Sebastian Goerg, Markus Lienkamp and Klaus Bogenberger
2023: Intranational Skill-relevance Model of the Immigrant's Self-selection: Further Evidence of the Stylized Fact from the E-9 Employment Permit System (EPS): Kwonhyung Lee, Yejin Lim and Sunghyun Cho
2023: Response toward Public Health Policy Ambiguity and Insurance Decisions: Qiang Li
2023: Machine Learning for Zombie Hunting: Predicting Distress from Firms' Accounts and Missing Values: Falco J. Bargagli-Stoffi, Fabio Incerti, Massimo Riccaboni and Armando Rungi
2023: Model-Free Market Risk Hedging Using Crowding Networks: Vadim Zlotnikov, Jiayu Liu, Igor Halperin, Fei He and Lisa Huang
2023: Optimizing Investment Strategies with Lazy Factor and Probability Weighting: A Price Portfolio Forecasting and Mean-Variance Model with Transaction Costs Approach: Shuo Han, Yinan Chen and Jiacheng Liu
2023: Coordinated Dynamic Bidding in Repeated Second-Price Auctions with Budgets: Yurong Chen, Qian Wang, Zhijian Duan, Haoran Sun, Zhaohua Chen, Xiang Yan and Xiaotie Deng
2023: Making forecasting self-learning and adaptive -- Pilot forecasting rack: Shaun D'Souza, Dheeraj Shah, Amareshwar Allati and Parikshit Soni
2023: Auctioning Corporate Bonds: A Uniform-Price under Investment Mandates: Labrini Zarpala
2023: Instrument-based estimation of full treatment effects with movers: Didier Nibbering and Matthijs Oosterveen
2023: Combining Reinforcement Learning and Barrier Functions for Adaptive Risk Management in Portfolio Optimization: Zhenglong Li, Hejun Huang and Vincent Tam
2023: Centrality in Production Networks and International Technology Diffusion: Rinki Ito
2023: Surname Order and Revaccination Intentions: The Effect of Mixed-Gender Lists on Gender Differences during the COVID-19 Pandemic: Eiji Yamamura, Yoshiro Tsutsui and Fumio Ohtake
2023: Investigation User Reviews FRO to Determine the Level of Customer Loyalty Model Shahrvand Chain Stores: Mohammad Heydari, Matineh Moghaddam, Khadijeh Gholami and Habibollah Danai
2023: Learning Not to Spoof: David Byrd
2023: FinGPT: Open-Source Financial Large Language Models: Hongyang Yang, Xiao-Yang Liu and Christina Dan Wang
2023: An Empirical Analysis of the Effect of Ballot Truncation on Ranked-Choice Electoral Outcomes: Mallory Dickerson, Erin Martin and David McCune
2023: The Relationship Between Burnout Operators with the Functions of Family Tehran Banking Melli Iran Bank in 2015: Mohammad Heydari, Matineh Moghaddam and Habibollah Danai
2023: Interbank Decisions and Margins of Stability: an Agent-Based Stock-Flow Consistent Approach: Jessica Reale
2023: Causality between Sentiment and Cryptocurrency Prices: Lubdhak Mondal, Udeshya Raj, Abinandhan S, Began Gowsik S, Sarwesh P and Abhijeet Chandra
2023: Monte Carlo simulation for Barndorff-Nielsen and Shephard model under change of measure: Takuji Arai and Yuto Imai
2023: Random matrix theory and nested clustered portfolios on Mexican markets: Andr\'es Garc\'ia-Medina and Benito Rodrigu\'ez-Camejo
2023: Evaluating and Incentivizing Diverse Data Contributions in Collaborative Learning: Baihe Huang, Sai Praneeth Karimireddy and Michael I. Jordan
2023: Deep Attentive Survival Analysis in Limit Order Books: Estimating Fill Probabilities with Convolutional-Transformers: Alvaro Arroyo, Alvaro Cartea, Fernando Moreno-Pino and Stefan Zohren
2023: Matrix GARCH Model: Inference and Application: Cheng Yu, Dong Li, Feiyu Jiang and Ke Zhu
2023: Losing a Gold Mine?: Syed Abul Basher, Salim Rashid and Mohammad Riad Uddin
2023: Perspectives in closed-loop supply chains network design considering risk and uncertainty factors: Yang Hu
2023: Chevron's Sliding Scale in Wyeth v. Levine, 129 S. Ct. 1187 (2009): Gregory M. Dickinson
2023: Network-based Representations and Dynamic Discrete Choice Models for Multiple Discrete Choice Analysis: Hung Tran and Tien Mai
2023: Permutation invariant Gaussian matrix models for financial correlation matrices: George Barnes, Sanjaye Ramgoolam and Michael Stephanou
2023: International Spillovers of ECB Interest Rates: Monetary Policy & Information Effects: Santiago Camara
2023: Evaluating the Impact of Regulatory Policies on Social Welfare in Difference-in-Difference Settings: Dalia Ghanem, D\'esir\'e K\'edagni and Ismael Mourifi\'e
2023: Calibrating Chevron for Preemption: Gregory M. Dickinson
2023: An Empirical Study of Obstacle Preemption in the Supreme Court: Gregory M. Dickinson
2023: Dynamic Programming on a Quantum Annealer: Solving the RBC Model: Jes\'us Fern\'andez-Villaverde and Isaiah Hull
2023: Bachelier's Market Model for ESG Asset Pricing: Svetlozar Rachev, Nancy Asare Nyarko, Blessing Omotade and Peter Yegon
2023: Sustainability criterion implied externality pricing for resource extraction: Daniel Grainger
2023: Information aggregation with delegation of votes: Amrita Dhillon, Grammateia Kotsialou, Dilip Ravindran and Dimitrios Xefteris
2023: Forecasting the Performance of US Stock Market Indices During COVID-19: RF vs LSTM: Reza Nematirad, Amin Ahmadisharaf and Ali Lashgari
2023: Robust inference for the treatment effect variance in experiments using machine learning: Alejandro Sanchez-Becerra
2023: 'Ergodicity Economics' is Pseudoscience: Alexis Akira Toda
2023: Improving the accuracy of bubble date estimators under time-varying volatility: Eiji Kurozumi and Anton Skrobotov
2023: Rebooting Internet Immunity: Gregory M. Dickinson
2023: Toward Textual Internet Immunity: Gregory M. Dickinson
2023: Big Tech's Tightening Grip on Internet Speech: Gregory M. Dickinson
2023: HireVAE: An Online and Adaptive Factor Model Based on Hierarchical and Regime-Switch VAE: Zikai Wei, Anyi Rao, Bo Dai and Dahua Lin
2023: Explaining AI in Finance: Past, Present, Prospects: Barry Quinn
2023: Optimal Market Making in the Chinese Stock Market: A Stochastic Control and Scenario Analysis: Shiqi Gong, Shuaiqiang Liu and Danny D. Sun
2023: Physical energy cost serves as the ''invisible hand'' governing economic valuation: Direct evidence from biogeochemical data and the U.S. metal market: Zhicen Liu
2023: The Role of Twitter in Cryptocurrency Pump-and-Dumps: David Ardia and Keven Bluteau
2023: Individual Causal Inference Using Panel Data With Multiple Outcomes: Wei Tian
2023: The Synthetic Control Method with Nonlinear Outcomes: Estimating the Impact of the 2019 Anti-Extradition Law Amendments Bill Protests on Hong Kong's Economy: Wei Tian
2023: The disruption index is biased by citation inflation: Alexander M. Petersen, Felber Arroyave and Fabio Pammolli
2023: Rank-heterogeneous Preference Models for School Choice: Amel Awadelkarim, Arjun Seshadri, Itai Ashlagi, Irene Lo and Johan Ugander
2023: Load Asymptotics and Dynamic Speed Optimization for the Greenest Path Problem: A Comprehensive Analysis: Poulad Moradi, Joachim Arts and Josu\'e Vel\'azquez-Mart\'inez
2023: A systematic literature review on solution approaches for the index tracking problem in the last decade: Julio Cezar Soares Silva and Adiel Teixeira de Almeida Filho
2023: The shape of business cycles: a cross-country analysis of Friedman s plucking theory: Emanuel Kohlscheen, Richhild Moessner and Daniel Rees
2023: Social Interactions with Endogenous Group Formation: Shuyang Sheng and Xiaoting Sun
2023: The Dynamic Persistence of Economic Shocks: Jozef Baruník and Lukas Vacha
2023: Blockchain-based Decentralized Co-governance: Innovations and Solutions for Sustainable Crowdfunding: Bingyou Chen, Yu Luo, Jieni Li, Yujian Li, Ying Liu, Fan Yang, Junge Bo and Yanan Qiao
2023: The Cost of Misspecifying Price Impact: Natascha Hey, Jean-Philippe Bouchaud, Iacopo Mastromatteo, Johannes Muhle-Karbe and Kevin Webster
2023: Causal Estimation of User Learning in Personalized Systems: Evan Munro, David Jones, Jennifer Brennan, Roland Nelet, Vahab Mirrokni and Jean Pouget-Abadie
2023: Examination of Supernets to Facilitate International Trade for Indian Exports to Brazil: Evan Winter, Anupam Shah, Ujjwal Gupta, Anshul Kumar, Deepayan Mohanty, Juan Carlos Uribe, Aishwary Gupta and Mini P. Thomas
2023: Kinship can hinder cooperation in heterogeneous populations: Boyu Zhang, Yali Dong, Cheng-Zhong Qin and Sergey Gavrilets
2023: Exponential Utility Maximization in a Discrete Time Gaussian Framework: Yan Dolinsky and Or Zuk
2023: An Approximate Feasibility Assessment of Electric Vehicles Adoption in Nigeria: Forecast 2030: Qasim Ajao and Lanre Sadeeq
2023: Mean-variance dynamic portfolio allocation with transaction costs: a Wiener chaos expansion approach: Areski Cousin, J\'er\^ome Lelong and Tom Picard
2023: Hoarding without hoarders: unpacking the emergence of opportunity hoarding within schools: Jo\~ao M. Souto-Maior
2023: Study on Intelligent Forecasting of Credit Bond Default Risk: Kai Ren
2023: Measuring Consistency in Text-based Financial Forecasting Models: Linyi Yang, Yingpeng Ma and Yue Zhang
2023: Copula-Based Trading of Cointegrated Cryptocurrency Pairs: Masood Tadi and Ji\v{r}\'i Witzany
2023: Backward Hedging for American Options with Transaction Costs: Ludovic Gouden\`ege, Andrea Molent and Antonino Zanette
2023: The Direct and Spillover Effects of Large-scale Affirmative Action at an Elite Brazilian University: Cecilia Machado, Germ\'an Reyes and Evan Riehl
2023: Optimal tests following sequential experiments: Karun Adusumilli
2023: Collective dynamics, diversification and optimal portfolio construction for cryptocurrencies: Nick James and Max Menzies
2023: The presence of White students and the emergence of Black-White within-school inequalities: two interaction-based mechanisms: Jo\~ao M. Souto-Maior
2023: Sequential Cauchy Combination Test for Multiple Testing Problems with Financial Applications: Nabil Bouamara, S\'ebastien Laurent and Shuping Shi
2023: On the Existence and Information of Orthogonal Moments: Facundo Arga\~naraz and Juan Carlos Escanciano
2023: Building Floorspace in China: A Dataset and Learning Pipeline: Peter Egger, Susie Xi Rao and Sebastiano Papini
2023: The self-exciting nature of the bid-ask spread dynamics: Ruihua Ruan, Emmanuel Bacry and Jean-Fran\c{c}ois Muzy
2023: Variable Importance Matching for Causal Inference: Quinn Lanners, Harsh Parikh, Alexander Volfovsky, Cynthia Rudin and David Page
2023: The inverse Cox-Ingersoll-Ross process for parsimonious financial price modeling: Li Lin and Didier Sornette
2023: Quantiled conditional variance, skewness, and kurtosis by Cornish-Fisher expansion: Ningning Zhang and Ke Zhu
2023: Short Squeeze in DeFi Lending Market: Decentralization in Jeopardy?: Lioba Heimbach, Eric G. Schertenleib and Roger Wattenhofer
2023: In Search of Insights, Not Magic Bullets: Towards Demystification of the Model Selection Dilemma in Heterogeneous Treatment Effect Estimation: Alicia Curth and Mihaela van der Schaar
2023: Censorship Resistance in On-Chain Auctions: Elijah Fox, Mallesh Pai and Max Resnick
2023: Bounded (O(1)) Regret Recommendation Learning via Synthetic Controls Oracle: Enoch Hyunwook Kang and P. R. Kumar
2023: Heat and Worker Health: Andrew Ireland, David Johnston and Rachel Knott
2023: Simple Difference-in-Differences Estimation in Fixed-T Panels: Nicholas Brown, Kyle Butts and Joakim Westerlund
2023: An Optimal Control Strategy for Execution of Large Stock Orders Using LSTMs: A. Papanicolaou, H. Fu, P. Krishnamurthy, B. Healy and F. Khorrami
2023: Inference on quantile processes with a finite number of clusters: Andreas Hagemann
2023: Statistical Inference and A/B Testing for First-Price Pacing Equilibria: Luofeng Liao and Christian Kroer
2023: Single-Crossing Differences in Convex Environments: Navin Kartik, SangMok Lee and Daniel Rappoport
2023: Risk Sharing with Deep Neural Networks: Matteo Burzoni, Alessandro Doldi and Enea Monzio Compagnoni
2023: PAC-Bayesian Treatment Allocation Under Budget Constraints: Daniel F. Pellatt
2023: Arbitrage theory in a market of stochastic dimension: Erhan Bayraktar, Donghan Kim and Abhishek Tilva
2023: Bi-LSTM Price Prediction based on Attention Mechanism: Jiashu Lou, Leyi Cui and Ye Li
2023: Breaking Down the Lockdown: The Causal Effects of Stay-At-Home Mandates on Uncertainty and Sentiments During the COVID-19 Pandemic: C. Biliotti, F. J. Bargagli-Stoffi, Nicolò Fraccaroli, M. Puliga and M. Riccaboni
2023: Geographical balancing of wind power decreases storage needs in a 100% renewable European power sector: Alexander Roth and Wolf-Peter Schill
2023: A new encoding of implied volatility surfaces for their synthetic generation: Zheng Gong, Wojciech Frys, Renzo Tiranti, Carmine Ventre, John O'Hara and Yingbo Bai
2023: Peer Effects in Labor Market Training: Ulrike Unterhofer
2023: Variance of entropy for testing time-varying regimes with an application to meme stocks: Andrey Shternshis and Piero Mazzarisi
2023: Optimal Scoring Rules for Multi-dimensional Effort: Jason D. Hartline, Liren Shan, Yingkai Li and Yifan Wu
2023: Voter Coalitions and democracy in Decentralized Finance: Evidence from MakerDAO: Xiaotong Sun, Xi Chen, Charalampos Stasinakis and Georgios Sermpinis
2023: Efficient variational approximations for state space models: Rub\'en Loaiza-Maya and Didier Nibbering
2023: Never Say Never: Optimal Exclusion and Reserve Prices with Expectations-Based Loss-Averse Buyers: Benjamin Balzer and Antonio Rosato
2023: Inference on Extreme Quantiles of Unobserved Individual Heterogeneity: Vladislav Morozov
2023: A Structural Equation Modeling Approach to Understand User's Perceptions of Acceptance of Ride-Sharing Services in Dhaka City: Md. Mohaimenul Islam Sourav, Mohammed Russedul Islam, H M Imran Kays and Md. Hadiuzzaman
2023: Duality Theory for Exponential Utility--Based Hedging in the Almgren--Chriss Model: Yan Dolinsky
2023: Testing the Number of Components in Finite Mixture Normal Regression Model with Panel Data: Yu Hao and Hiroyuki Kasahara
2023: Fast and Slow Optimal Trading with Exogenous Information: Rama Cont, Alessandro Micheli and Eyal Neuman
2023: Shock propagation from the Russia-Ukraine conflict on international multilayer food production network determines global food availability: Moritz Laber, Peter Klimek, Martin Bruckner, Liuhuaying Yang and Stefan Thurner
2023: Equilibrium pricing of securities in the co-presence of cooperative and non-cooperative populations: Masaaki Fujii
2023: Modern Tontine with Transaction Costs: Lin He, Zongxia Liang and Sheng Wang
2023: The Shifting Attention of Political Leaders: Evidence from Two Centuries of Presidential Speeches: Oscar Calvo-Gonz\'alez, Axel Eizmendi and Germ\'an Reyes
2023: Inference on Strongly Identified Functionals of Weakly Identified Functions: Andrew Bennett, Nathan Kallus, Xiaojie Mao, Whitney Newey, Vasilis Syrgkanis and Masatoshi Uehara
2023: On Gale's Contribution in Revealed Preference Theory: Yuhki Hosoya
2023: Sensitivity of multiperiod optimization problems in adapted Wasserstein distance: Daniel Bartl and Johannes Wiesel
2023: Planning ride-pooling services with detour restrictions for spatially heterogeneous demand: A multi-zone queuing network approach: Yining Liu and Yanfeng Ouyang
2023: Trading under the Proof-of-Stake Protocol -- a Continuous-Time Control Approach: Wenpin Tang and David D. Yao
2023: Circulation of a digital community currency: Carolina E S Mattsson, Teodoro Criscione and Frank W Takes
2023: Optimal Private Payoff Manipulation against Commitment in Extensive-form Games: Yurong Chen, Xiaotie Deng and Yuhao Li
2023: Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice: Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models: Francis Diebold, Maximilian Goebel and Philippe Goulet Coulombe
2023: Superiority of Instantaneous Decisions in Thin Dynamic Matching Markets: Johannes B\"aumler, Martin Bullinger, Stefan Kober and Donghao Zhu
2023: Information Geometry of Risks and Returns: Andrei N. Soklakov
2023: Classes of Aggregation Rules for Ethical Decision Making in Automated Systems: Federico Fioravanti, Iyad Rahwan and Fernando Abel Tohm\'e
2023: The Forecasting performance of the Factor model with Martingale Difference errors: Luca Mattia Rolla and Alessandro Giovannelli
2023: Recent Contributions to Theories of Discrimination: Paula Onuchic
2023: Higher-order Expansions and Inference for Panel Data Models: Jiti Gao, Bin Peng and Yayi Yan
2023: Panoptic: the perpetual, oracle-free options protocol: Guillaume Lambert and Jesper Kristensen
2023: Scale Dependencies and Self-Similar Models with Wavelet Scattering Spectra: Rudy Morel, Gaspar Rochette, Roberto Leonarduzzi, Jean-Philippe Bouchaud and St\'ephane Mallat
2023: Calibrating distribution models from PELVE: Hirbod Assa, Liyuan Lin and Ruodu Wang
2023: Anytime-valid sequential testing for elicitable functionals via supermartingales: Philippe Casgrain, Martin Larsson and Johanna Ziegel
2023: Risk budget portfolios with convex Non-negative Matrix Factorization: Bruno Spilak and Wolfgang Karl H\"ardle
2023: Optimal reinsurance design under solvency constraints: Benjamin Avanzi, Hayden Lau and Mogens Steffensen
2023: Testing the identification of causal effects in observational data: Martin Huber and Jannis Kueck
2023: Automatic Debiased Machine Learning for Dynamic Treatment Effects and General Nested Functionals: Victor Chernozhukov, Whitney Newey, Rahul Singh and Vasilis Syrgkanis
2023: Detection and treatment of outliers for multivariate robust loss reserving: Benjamin Avanzi, Mark Lavender, Greg Taylor and Bernard Wong
2023: Inference in Linear Dyadic Data Models with Network Spillovers: Nathan Canen and Ko Sugiura
2023: Discovering Opportunities in New York City's Discovery Program: Disadvantaged Students in Highly Competitive Markets: Yuri Faenza, Swati Gupta and Xuan Zhang
2023: On the impact of outliers in loss reserving: Benjamin Avanzi, Mark Lavender, Greg Taylor and Bernard Wong
2023: Variational inference for large Bayesian vector autoregressions: Mauro Bernardi, Daniele Bianchi and Nicolas Bianco
2023: The Impact of a Coalition: Assessing the Likelihood of Voter Influence in Large Elections: Lirong Xia
2023: The Legacy of Authoritarianism in a Democracy: Pramod Sur
2023: Improving Estimation Efficiency via Regression-Adjustment in Covariate-Adaptive Randomizations with Imperfect Compliance: Liang Jiang, Oliver Linton, Haihan Tang and Yichong Zhang
2023: RiskNet: Neural Risk Assessment in Networks of Unreliable Resources: Krzysztof Rusek, Piotr Bory{\l}o, Piotr Jaglarz, Fabien Geyer, Albert Cabellos and Piotr Cho{\l}da
2023: The Benefits of Coarse Preferences: Joseph Y. Halpern, Yuval Heller and Eyal Winter
2023: Pricing Bermudan options using regression trees/random forests: Zineb El Filali Ech-Chafiq, Pierre Henry-Labordere and J\'er\^ome Lelong
2023: How Does Risk Hedging Impact Operations? Insights from a Price-Setting Newsvendor Model: Liao Wang, Jin Yao and Xiaowei Zhang
2023: Importance sampling for option pricing with feedforward neural networks: Aleksandar Arandjelovi\'c, Thorsten Rheinl\"ander and Pavel V. Shevchenko
2023: The Long-Run Impact of Electoral Violence on Health and Human Capital in Kenya: Roxana Guti\'errez-Romero
2023: Cross-Impact of Order Flow Imbalance in Equity Markets: Rama Cont, Mihai Cucuringu and Chao Zhang
2023: Heckman-Selection or Two-Part models for alcohol studies? Depends: Reka Sundaram-Stukel
2023: Uniform Convergence Results for the Local Linear Regression Estimation of the Conditional Distribution: Haitian Xie
2023: EmTract: Extracting Emotions from Social Media: Domonkos F. Vamossy and Rolf Skog
2023: Closed-Loop Nash Competition for Liquidity: Alessandro Micheli, Johannes Muhle-Karbe and Eyal Neuman
2023: Market making by an FX dealer: tiers, pricing ladders and hedging rates for optimal risk control: Alexander Barzykin, Philippe Bergault and Olivier Gu\'eant
2023: Factor-augmented tree ensembles: Filippo Pellegrino
2023: An Empirical Evaluation of the Impact of New York's Bail Reform on Crime Using Synthetic Controls: Angela Zhou, Andrew Koo, Nathan Kallus, Rene Ropac, Richard Peterson, Stephen Koppel and Tiffany Bergin
2023: The Local Economic Impact of Mineral Mining in Africa: Evidence from Four Decades of Satellite Imagery: Sandro Provenzano and Hannah Bull
2023: Efficiency, Fairness, and Stability in Non-Commercial Peer-to-Peer Ridesharing: Hoon Oh, Yanhan Tang, Zong Zhang, Alexandre Jacquillat and Fei Fang
2023: Rating transitions forecasting: a filtering approach: Areski Cousin, J\'er\^ome Lelong and Tom Picard
2023: Some Impossibility Results for Inference With Cluster Dependence with Large Clusters: Denis Kojevnikov and Kyungchul Song
2023: A Unified Frequency Domain Cross-Validatory Approach to HAC Standard Error Estimation: Zhihao Xu and Clifford Hurvich
2023: Characterizing the Top Cycle via Strategyproofness: Felix Brandt and Patrick Lederer
2023: Robustness and sensitivity analyses for rough Volterra stochastic volatility models: Jan Matas and Jan Posp\'i\v{s}il
2023: Inference for the proportional odds cumulative logit model with monotonicity constraints for ordinal predictors and ordinal response: Javier Espinosa-Brito and Christian Hennig
2023: Unifying Revealed Preference and Revealed Rational Inattention: Kunal Pattanayak and Vikram Krishnamurthy
2023: A data-driven approach to beating SAA out-of-sample: Jun-ya Gotoh, Michael Jong Kim and Andrew E. B. Lim
2023: Weak equilibria for time-inconsistent control: with applications to investment-withdrawal decisions: Zongxia Liang and Fengyi Yuan
2023: Difference-in-Differences Estimation with Spatial Spillovers: Kyle Butts
2023: Better Bunching, Nicer Notching: Marinho Bertanha, Andrew H. McCallum and Nathan Seegert
2023: Measuring Cognitive Abilities in the Wild: Validating a Population-Scale Game-Based Cognitive Assessment: Mads Kock Pedersen, Carlos Mauricio Casta\~no D\'iaz, Qian Janice Wang, Mario Alejandro Alba-Marrugo, Ali Amidi, Rajiv Vaid Basaiawmoit, Carsten Bergenholtz, Morten H. Christiansen, Miroslav Gajdacz, Ralph Hertwig, Byurakn Ishkhanyan, Kim Klyver, Nicolai Ladegaard, Kim Mathiasen, Christine Parsons, Janet Rafner, Anders Ryom Villadsen, Mikkel Wallentin, Blanka Zana and Jacob Friis Sherson
2023: Unveiling the directional network behind the financial statements data using volatility constraint correlation: Tomoshiro Ochiai and Jose C. Nacher
2023: Denise: Deep Robust Principal Component Analysis for Positive Semidefinite Matrices: Calypso Herrera, Florian Krach, Anastasis Kratsios, Pierre Ruyssen and Josef Teichmann
2023: Causal Inference on Networks under Continuous Treatment Interference: Laura Forastiere, Davide Del Prete and Valerio Leone Sciabolazza
2023: Scores for Multivariate Distributions and Level Sets: Xiaochun Meng, James W. Taylor, Souhaib Ben Taieb and Siran Li
2023: Equivariant online predictions of non-stationary time series: K\=osaku Takanashi and Kenichiro McAlinn
2023: Racial Disparities in Debt Collection: Jessica LaVoice and Domonkos F. Vamossy
2023: At What Level Should One Cluster Standard Errors in Paired and Small-Strata Experiments?: Clément de Chaisemartin and Jaime Ramirez-Cuellar
2023: Public goods in networks with constraints on sharing: Stefanie Gerke, Gregory Gutin, Sung-Ha Hwang and Philip Neary
2023: Orthogonal Statistical Learning: Dylan J. Foster and Vasilis Syrgkanis
2023: MALTS: Matching After Learning to Stretch: Harsh Parikh, Cynthia Rudin and Alexander Volfovsky
2023: Nuclear Norm Regularized Estimation of Panel Regression Models: Hyungsik Moon and Martin Weidner
2023: Hedging with physical or cash settlement under transient multiplicative price impact: Dirk Becherer and Todor Bilarev
2023: Short-Term Stock Price Forecasting using exogenous variables and Machine Learning Algorithms: Albert Wong, Steven Whang, Emilio Sagre, Niha Sachin, Gustavo Dutra, Yew-Wei Lim, Gaetan Hains, Youry Khmelevsky and Frank Zhang
2023: Duopoly insurers' incentives for data quality under a mandatory cyber data sharing regime: Carlos Barreto, Olof Reinert, Tobias Wiesinger and Ulrik Franke
2023: Towards Generalizable Reinforcement Learning for Trade Execution: Chuheng Zhang, Yitong Duan, Xiaoyu Chen, Jianyu Chen, Jian Li and Li Zhao
2023: Joint Latent Topic Discovery and Expectation Modeling for Financial Markets: Lili Wang, Chenghan Huang, Chongyang Gao, Weicheng Ma and Soroush Vosoughi
2023: Generating Synergistic Formulaic Alpha Collections via Reinforcement Learning: Shuo Yu, Hongyan Xue, Xiang Ao, Feiyang Pan, Jia He, Dandan Tu and Qing He
2023: Leveraging Machine Learning for Multichain DeFi Fraud Detection: Georgios Palaiokrassas, Sandro Scherrers, Iason Ofeidis and Leandros Tassiulas
2023: Gauge symmetries and the Higgs mechanism in Quantum Finance: Ivan Arraut
2023: Nash Equilibrium and Axiom of Choice Are Equivalent: Conrad Kosowsky
2023: Detecting Consumers' Financial Vulnerability using Open Banking Data: Evidence from UK Payday Loans: Victor Medina-Olivares and Raffaella Calabrese
2023: A Strong Sustainability Paradigm Based Analytical Hierarchy Process (SSP-AHP) Method to Evaluate Sustainable Healthcare Systems: Jaros{\l}aw W\k{a}tr\'obski, Aleksandra B\k{a}czkiewicz and Iga Rudawska
2023: SolarEV City Concept for Paris: A promising idea?: Paul Deroubaix, Takuro Kobashi, L\'ena Gurriaran, Fouzi Benkhelifa, Philippe Ciais and Katsumasa Tanaka
2023: Incorporating Domain Knowledge in Deep Neural Networks for Discrete Choice Models: Shadi Haj-Yahia, Omar Mansour and Tomer Toledo
2023: The climate niche of Homo Sapiens: Richard Tol
2023: Paradoxical Oddities in Two Multiwinner Elections from Scotland: Adam Graham-Squire and David McCune
2023: Modeling and evaluating conditional quantile dynamics in VaR forecasts: Fabrizio Cipollini, Giampiero Gallo and Alessandro Palandri
2023: Deep Neural Network Estimation in Panel Data Models: Ilias Chronopoulos, Katerina Chrysikou, George Kapetanios, James Mitchell and Aristeidis Raftapostolos
2023: Quasi-Score Matching Estimation for Spatial Autoregressive Model with Random Weights Matrix and Regressors: Xuan Liang and Tao Zou
2023: Deep into The Domain Shift: Transfer Learning through Dependence Regularization: Shumin Ma, Zhiri Yuan, Qi Wu, Yiyan Huang, Xixu Hu, Cheuk Hang Leung, Dongdong Wang and Zhixiang Huang
2023: Generalized Autoregressive Score Trees and Forests: Andrew Patton and Yasin Simsek
2023: Playing the system: address manipulation and access to schools: Andreas Bjerre-Nielsen, Lykke Sterll Christensen, Mikkel H{\o}st Gandil and Hans Henrik Sievertsen
2023: A Game of Competition for Risk: Louis Abraham
2023: Behavioral Causal Inference: Ran Spiegler
2023: Nonlinear Impulse Response Functions and Local Projections: Christian Gourieroux and Quinlan Lee
2023: Integrating Different Informations for Portfolio Selection: Yi Huang, Wei Zhu, Duan Li, Shushang Zhu and Shikun Wang
2023: Time-Varying Vector Error-Correction Models: Estimation and Inference: Jiti Gao, Bin Peng and Yayi Yan
2023: Reaching an equilibrium of prices and holdings of goods through direct buying and selling: J. Deride, A. Jofr\'e and R. T. Rockafellar
2023: A Comparative Analysis of Portfolio Optimization Using Mean-Variance, Hierarchical Risk Parity, and Reinforcement Learning Approaches on the Indian Stock Market: Jaydip Sen, Aditya Jaiswal, Anshuman Pathak, Atish Kumar Majee, Kushagra Kumar, Manas Kumar Sarkar and Soubhik Maji
2023: Macroeconomic Effects of Inflation Targeting: A Survey of the Empirical Literature: Goran Petrevski
2023: Financial misstatement detection: a realistic evaluation: Elias Zavitsanos, Dimitris Mavroeidis, Konstantinos Bougiatiotis, Eirini Spyropoulou, Lefteris Loukas and Georgios Paliouras
2023: Critical density for network reconstruction: Andrea Gabrielli, Valentina Macchiati and Diego Garlaschelli
2023: Using Limited Trial Evidence to Credibly Choose Treatment Dosage when Efficacy and Adverse Effects Weakly Increase with Dose: Charles Manski
2023: Local Sharing and Sociality Effects on Wealth Inequality in a Simple Artificial Society: John C. Stevenson
2023: The Economics of Augmented and Virtual Reality: Joshua Gans and Abhishek Nagaraj
2023: Fast and Order-invariant Inference in Bayesian VARs with Non-Parametric Shocks: Florian Huber and Gary Koop
2023: Green portfolio optimization: A scenario analysis and stress testing based novel approach for sustainable investing in the paradigm Indian markets: Shashwat Mishra, Rishabh Raj and Siddhartha P. Chakrabarty
2023: Zero is Not Hero Yet: Benchmarking Zero-Shot Performance of LLMs for Financial Tasks: Agam Shah and Sudheer Chava
2023: Causality between investor sentiment and the shares return on the Moroccan and Tunisian financial markets: Chniguir Mounira and Jamel Henchiri
2023: Credit Valuation Adjustment in Financial Networks: Irena Barja\v{s}i\'c, Stefano Battiston and Vinko Zlati\'c
2023: E2EAI: End-to-End Deep Learning Framework for Active Investing: Zikai Wei, Bo Dai and Dahua Lin
2023: Non-adversarial training of Neural SDEs with signature kernel scores: Zacharia Issa, Blanka Horvath, Maud Lemercier and Cristopher Salvi
2023: Hierarchical forecasting for aggregated curves with an application to day-ahead electricity price auctions: Paul Ghelasi and Florian Ziel
2023: Role of Neighbouring Wealth Preference in Kinetic Exchange model of market: Suchismita Banerjee
2023: More than Words: Twitter Chatter and Financial Market Sentiment: Travis Adams, Andrea Ajello, Diego Silva and Francisco Vazquez-Grande
2023: Modeling the Impact of Mentoring on Women's Work-LifeBalance: A Grounded Theory Approach: Parvaneh Bahrami, Saeed Nosratabadi, Khodayar Palouzian and Szilard Hegedus
2023: Social Sustainability of Digital Transformation: Empirical Evidence from EU-27 Countries: Saeed Nosratabadi, Thabit Atobishi and Szilard HegedHus
2023: Market Making with Deep Reinforcement Learning from Limit Order Books: Hong Guo, Jianwu Lin and Fanlin Huang
2023: Cautious Belief and Iterated Admissibility: Emiliano Catonini and Nicodemo De Vito
2023: Political Conflict and Economic Growth in Post-Independence Venezuela: Dorothy Kronick and Francisco Rodr\'iguez
2023: Quantifying Character Similarity with Vision Transformers: Xinmei Yang, Abhishek Arora, Shao-Yu Jheng and Melissa Dell
2023: Estimating causal effects of sanctions impacts: what role for country-level studies?: Francisco Rodr\'iguez
2023: Automated Market Making and Arbitrage Profits in the Presence of Fees: Jason Milionis, Ciamac C. Moallemi and Tim Roughgarden
2023: Reproducibility and Transparency versus Privacy and Confidentiality: Reflections from a Data Editor: Lars Vilhuber
2023: Stock and market index prediction using Informer network: Yuze Lu, Hailong Zhang and Qiwen Guo
2023: Predicting Stock Market Time-Series Data using CNN-LSTM Neural Network Model: Aadhitya A, Rajapriya R, Vineetha R S and Anurag M Bagde
2023: Support for Stock Trend Prediction Using Transformers and Sentiment Analysis: Harsimrat Kaeley, Ye Qiao and Nader Bagherzadeh
2023: Monetary Policy & Stock Market: Kian Tehranian
2023: The Quadratic Local Variance Gamma Model: an arbitrage-free interpolation of class $\mathcal{C}^3$ for option prices: Fabien Le Floc'h
2023: InProC: Industry and Product/Service Code Classification: Simerjot Kaur, Andrea Stefanucci and Sameena Shah
2023: Unimodal maps perturbed by heteroscedastic noise: an application to a financial systems: F. Lillo, G. Livieri, S. Marmi, A. Solomko and S. Vaienti
2023: Trustless Price Feeds of Cryptocurrencies: Pathfinder: Orhan Koc
2023: Complexity measure, kernel density estimation, bandwidth selection, and the efficient market hypothesis: Matthieu Garcin
2023: The Missing Link: Exploring the Relationship Between Transformational Leadership and Change in team members in Construction: M. R. Ibrahim
2023: The Key to Organizational and construction Excellence: A Study of Total Quality Management: M. R. Ibrahim, D. U. Muhammad, B. Muhammad, J. O. Alaezi and J. Agidani
2023: A Simulation Package in VBA to Support Finance Students for Constructing Optimal Portfolios: Abdulnasser Hatemi-J and Alan Mustafa
2023: The Influence of ChatGPT on Artificial Intelligence Related Crypto Assets: Evidence from a Synthetic Control Analysis: Aman Saggu and Lennart Ante
2023: Value-at-Risk-Based Portfolio Insurance: Performance Evaluation and Benchmarking Against CPPI in a Markov-Modulated Regime-Switching Market: Peyman Alipour and Ali Foroush Bastani
2023: Machine Learning for Socially Responsible Portfolio Optimisation: Taeisha Nundlall and Terence L Van Zyl
2023: The Federal Reserve's Response to the Global Financial Crisis and Its Long-Term Impact: An Interrupted Time-Series Natural Experimental Analysis: Arnaud Cedric Kamkoum
2023: Uniform Pricing vs Pay as Bid in 100%-Renewables Electricity Markets: A Game-theoretical Analysis: Dongwei Zhao, Audun Botterud and Marija Ilic
2023: Efficient Learning of Nested Deep Hedging using Multiple Options: Masanori Hirano, Kentaro Imajo, Kentaro Minami and Takuya Shimada
2023: Volatility jumps and the classification of monetary policy announcements: Giampiero Gallo, Demetrio Lacava and Edoardo Otranto
2023: Game-Theoretical Analysis of Reviewer Rewards in Peer-Review Journal Systems: Analysis and Experimental Evaluation using Deep Reinforcement Learning: Minhyeok Lee
2023: Identification and Estimation of Production Function with Unobserved Heterogeneity: Hiroyuki Kasahara, Paul Schrimpf and Michio Suzuki
2023: Judgments of research co-created by generative AI: experimental evidence: Pawe{\l} Niszczota and Paul Conway
2023: Trustworthy, responsible, ethical AI in manufacturing and supply chains: synthesis and emerging research questions: Alexandra Brintrup, George Baryannis, Ashutosh Tiwari, Svetan Ratchev, Giovanna Martinez-Arellano and Jatinder Singh
2023: The Global Governance of Artificial Intelligence: Next Steps for Empirical and Normative Research: Jonas Tallberg, Eva Erman, Markus Furendal, Johannes Geith, Mark Klamberg and Magnus Lundgren
2023: Artificial intelligence moral agent as Adam Smith's impartial spectator: Nikodem Tomczak
2023: Practical algorithms and experimentally validated incentives for equilibrium-based fair division (A-CEEI): Eric Budish, Ruiquan Gao, Abraham Othman, Aviad Rubinstein and Qianfan Zhang
2023: Online Learning in a Creator Economy: Banghua Zhu, Sai Praneeth Karimireddy, Jiantao Jiao and Michael I. Jordan
2023: Weighing Anchor on Credit Card Debt: Benedict Guttman-Kenney, Jesse Leary and Neil Stewart
2023: Precision versus Shrinkage: A Comparative Analysis of Covariance Estimation Methods for Portfolio Allocation: Sumanjay Dutta and Shashi Jain
2023: Context-Dependent Heterogeneous Preferences: A Comment on Barseghyan and Molinari (2023): Matias Cattaneo, Xinwei Ma and Yusufcan Masatlioglu
2023: Non-parametric cumulants approach for outlier detection of multivariate financial data: Francesco Cesarone, Rosella Giacometti and Jacopo Maria Ricci
2023: Best-Response Dynamics in Lottery Contests: Abheek Ghosh and Paul W. Goldberg
2023: Efficient inverse $Z$-transform: sufficient conditions: Svetlana Boyarchenko and Sergei Levendorski\u{i}
2023: A Counterexample in Ito Integration Theory: Lars Nielsen
2023: Gated Deeper Models are Effective Factor Learners: Jingjing Guo
2023: Option pricing under jump diffusion model: Qian Li and Li Wang
2023: A Short Note on Setting Swap Parameters: Nihar Shah, Lucas Baker, Suraj Srinivasan and Alex Toberoff
2023: Nowcasting with signature methods: Samuel N. Cohen, Silvia Lui, Will Malpass, Giulia Mantoan, Lars Nesheim, Aureo de Paula, Andrew Reeves, Craig Scott, Emma Small and Lingyi Yang
2023: Towards High-Value Datasets determination for data-driven development: a systematic literature review: Anastasija Nikiforova, Nina Rizun, Magdalena Ciesielska, Charalampos Alexopoulos and Andrea Mileti\v{c}
2023: Affective interdependence and welfare: Aviad Heifetz, Enrico Minelli and Herakles Polemarchakis
2023: Rational Dialogues: John Geanakoplos and Herakles Polemarchakis
2023: Improved Bounds for Single-Nomination Impartial Selection: Javier Cembrano, Felix Fischer and Max Klimm
2023: Embedding and correlation tensor for XRP transaction networks: Abhijit Chakraborty, Tetsuo Hatsuda and Yuichi Ikeda
2023: Emergent Growth of System Self-Organization & Self-Control: Jessie Henshaw
2023: Deep Learning for Solving and Estimating Dynamic Macro-Finance Models: Benjamin Fan, Edward Qiao, Anran Jiao, Zhouzhou Gu, Wenhao Li and Lu Lu
2023: Monitoring multicountry macroeconomic risk: Dimitris Korobilis and Maximilian Schr\"oder
2023: Executive Voiced Laughter and Social Approval: An Explorative Machine Learning Study: Niklas Mueller, Steffen Klug, Andreas Koenig, Alexander Kathan, Lukas Christ, Bjoern Schuller and Shahin Amiriparian
2023: Multivariate range Value-at-Risk and covariance risk measures for elliptical and log-elliptical distributions: Baishuai Zuo, Chuancun Yin and Jing Yao
2023: Grenander-type Density Estimation under Myerson Regularity: Haitian Xie
2023: Convex optimization over a probability simplex: James Chok and Geoffrey M. Vasil
2023: Semiparametrically Optimal Cointegration Test: Bo Zhou
2023: Copula Variational LSTM for High-dimensional Cross-market Multivariate Dependence Modeling: Jia Xu and Longbing Cao
2023: Temporal and Heterogeneous Graph Neural Network for Financial Time Series Prediction: Sheng Xiang, Dawei Cheng, Chencheng Shang, Ying Zhang and Yuqi Liang
2023: Efficient Semiparametric Estimation of Average Treatment Effects Under Covariate Adaptive Randomization: Ahnaf Rafi
2023: NYSE Price Correlations Are Abitrageable Over Hours and Predictable Over Years: William H. Press
2023: Robustness of Participatory Budgeting Outcomes: Complexity and Experiments: Niclas Boehmer, Piotr Faliszewski, {\L}ukasz Janeczko and Andrzej Kaczmarczyk
2023: Hybrid Quantum Algorithms integrating QAOA, Penalty Dephasing and Zeno Effect for Solving Binary Optimization Problems with Multiple Constraints: Ke Wan and Yiwen Liu
2023: Trillion Dollar Words: A New Financial Dataset, Task & Market Analysis: Agam Shah, Suvan Paturi and Sudheer Chava
2023: Social Surplus Maximization in Sponsored Search Auctions Requires Communication: Suat Evren
2023: PRIME: A Price-Reverting Impact Model of a cryptocurrency Exchange: Christopher J. Cho, Timothy J. Norman and Manuel Nunes
2023: Evaluating congestion pricing schemes using agent-based passenger and freight microsimulation: Peiyu Jing, Ravi Seshadri, Takanori Sakai, Ali Shamshiripour, Andre Romano Alho, Antonios Lentzakis and Moshe E. Ben-Akiva
2023: Hail Mary Pass: Contests with Stochastic Progress: Chang Liu
2023: Mortgage Securitization Dynamics in the Aftermath of Natural Disasters: A Reply: Amine Ouazad and Matthew Kahn
2023: Robust Equilibrium Strategy for Mean-Variance Portfolio Selection: Mengge Li, Shuaijie Qian and Chao Zhou
2023: Fair Price Discrimination: Siddhartha Banerjee, Kamesh Munagala, Yiheng Shen and Kangning Wang
2023: Band-Pass Filtering with High-Dimensional Time Series: Alessandro Giovannelli, Marco Lippi and Tommaso Proietti
2023: Multiple Adjusted Quantiles: Christopher Chambers and Alan Miller
2023: The Unified Framework for Modelling Credit Cycles with Marshall-Walras Price Formation Process And Systemic Risk Assessment: Kamil Fortuna and Janusz Szwabi\'nski
2023: Cost-benefit of green infrastructures for water management: A sustainability assessment of full-scale constructed wetlands in Northern and Southern Italy: Laura Garcia-Herrero, Stevo Lavrnic, Valentina Guerrieri, Attilio Toscano, Mirco Milani, Giuseppe Luigi Cirelli and Matteo Vittuari
2023: Yquilibrium: A Theory for (Non-) Convex Economies: Jacob K Goeree
2023: The price elasticity of Gleevec in patients with Chronic Myeloid Leukemia enrolled in Medicare Part D: Evidence from a regression discontinuity design: Samantha E. Clark, Ruth Etzioni, Jerry Radich, Zachary Marcum and Anirban Basu
2023: A spectral approach to stock market performance: Ignacio Escañuela Romana and Clara Escanuela Nieves
2023: What is mature and what is still emerging in the cryptocurrency market?: Stanis{\l}aw Dro\.zd\.z, Jaros{\l}aw Kwapie\'n and Marcin W\k{a}torek
2023: Proofs that the Gerber Statistic is Positive Semidefinite: S. Gerber, Harry Markowitz, P. Ernst, Y. Miao, B. Javid and P. Sargen
2023: Description Complexity of Regular Distributions: Renato Paes Leme, Balasubramanian Sivan, Yifeng Teng and Pratik Worah
2023: To AI or not to AI, to Buy Local or not to Buy Local: A Mathematical Theory of Real Price: Huan Cai, Catherine Xu and Weiyu Xu
2023: UQ for Credit Risk Management: A deep evidence regression approach: Ashish Dhiman
2023: Bauer's Maximum Principle for Quasiconvex Functions: Ian Ball
2023: Estimating the impact of supply chain network contagion on financial stability: Zlata Tabachov\'a, Christian Diem, Andr\'as Borsos, Csaba Burger and Stefan Thurner
2023: A greedy algorithm for habit formation under multiplicative utility: Snezhana Kirusheva and Thomas S. Salisbury
2023: Why Students Trade? The Analysis of Young Investors behavior: Jones Pontoh
2023: Well-being policy evaluation methodology based on WE pluralism: Takeshi Kato
2023: A Scoping Review of Internal Migration and Left-behind Children's Wellbeing in China: Jinkai Li
2023: A nation-wide experiment, part II: the introduction of a 49-Euro-per-month travel pass in Germany -- An empirical study on this fare innovation: Allister Loder, Fabienne Cantner, Lennart Adenaw, Markus B. Siewert, Sebastian Goerg and Klaus Bogenberger
2023: Private Experimentation, Data Truncation, and Verifiable Disclosure: Yichuan Lou
2023: Study on the Identification of Financial Risk Path Under the Digital Transformation of Enterprise Based on DEMATEL-ISM-MICMAC: Jie Dong
2023: Algorithmic Decision Processes: Carlo Baldassi, Fabio Maccheroni, Massimo Marinacci and Marco Pirazzini
2023: Disclosure and Incentives in Teams: Paula Onuchic and Jo\~ao Ramos
2023: The geometry of financial institutions -- Wasserstein clustering of financial data: Lorenz Riess, Mathias Beiglb\"ock, Johannes Temme, Andreas Wolf and Julio Backhoff
2023: Carbon Price Forecasting with Quantile Regression and Feature Selection: Tianqi Pang, Kehui Tan and Chenyou Fan
2023: Delegating to Multiple Agents: MohammadTaghi Hajiaghayi, Keivan Rezaei and Suho Shin
2023: Lemonade from Lemons: Information Design and Adverse Selection: Navin Kartik and Weijie Zhong
2023: Strategic flip-flopping in political competition: Gaëtan Fournier, Alberto Grillo and Yevgeny Tsodikovich
2023: Surveying Generative AI's Economic Expectations: Leland Bybee
2023: The Indoctrination Game: Lotem Ikan and David Lagziel
2023: Beneficence Signaling in AI Development Dynamics: Sarita Rosenstock
2023: Understand Waiting Time in Transaction Fee Mechanism: An Interdisciplinary Perspective: Luyao Zhang and Fan Zhang
2023: Why Not Borrow, Invest, and Escape Poverty?: Dagmara Celik Katreniak, Alexey Khazanov, Omer Moav, Zvika Neeman and Hosny Zoabi
2023: Market Making and Pricing of Financial Derivatives based on Road Travel Times: Ke Wan and Alain Kornhauser
2023: Dynamic star-shaped risk measures and $g$-expectations: Dejian Tian and Xunlian Wang
2023: Informing Innovation Management: Linking Leading R&D Firms and Emerging Technologies: Xian Gong, Claire McFarland, Paul McCarthy, Colin Griffith and Marian-Andrei Rizoiu
2023: Macroeconomic factors and Stock exchange return: A Statistical Analysis: Md. Fazlul Huq Khan and Md. Masum Billah
2023: A Mediation Analysis of the Relationship Between Land Use Regulation Stringency and Employment Dynamics: Uche Oluku and Shaoming Cheng
2023: Black-box Optimizers vs Taste Shocks: Yasin K\"ur\c{s}at \"Onder
2023: Don't Trust, Verify: Towards a Framework for the Greening of Bitcoin: Juan Ignacio Iba\~nez and Alexander Freier
2023: Optimal control problems for stochastic processes with absorbing regime: Yaacov Kopeliovich
2023: An Assignment Problem with Interdependent Valuations and Externalities: Tatiana Daddario, Richard McLean and Andrew Postlewaite
2023: Cooperation and Cognition in Social Networks: Edoardo Gallo, Joseph Lee, Yohanes Riyanto and Erwin Wong
2023: Random neural networks for rough volatility: Antoine Jacquier and Zan Zuric
2023: Disturbance Effects on Financial Timberland Returns in Austria: Petri P. Karenlampi
2023: Estimation and Inference in Threshold Predictive Regression Models with Locally Explosive Regressors: Christis Katsouris
2023: Optimum Output Long Short-Term Memory Cell for High-Frequency Trading Forecasting: Adamantios Ntakaris, Moncef Gabbouj and Juho Kanniainen
2023: Coarsened Bayesian VARs -- Correcting BVARs for Incorrect Specification: Florian Huber and Massimiliano Marcellino
2023: Neural Network Approach to Portfolio Optimization with Leverage Constraints:a Case Study on High Inflation Investment: Chendi Ni, Yuying Li and Peter A. Forsyth
2023: Stability and chaos of the duopoly model of Kopel: A study based on symbolic computations: Xiaoliang Li, Kongyan Chen, Wei Niu and Bo Huang
2023: Dynamical properties of volume at the spread in the Bitcoin/USD market: Roberto Mota Navarro, Francois Leyvraz and Hern\'an Larralde
2023: On the Benefit of Nonlinear Control for Robust Logarithmic Growth: Coin Flipping Games as a Demonstration Case: Anton Proskurnikov and B. Ross Barmish
2023: Characteristic Function of the Tsallis $q$-Gaussian and Its Applications in Measurement and Metrology: Viktor Witkovsk\'y
2023: Identifying an Earnings Process With Dependent Contemporaneous Income Shocks: Dan Ben-Moshe
2023: Green Hydrogen Cost-Potentials for Global Trade: David Franzmann, Heidi Heinrichs, Felix Lippkau, Thushara Addanki, Christoph Winkler, Patrick Buchenberg, Thomas Hamacher, Markus Blesl, Jochen Lin{\ss}en and Detlef Stolten
2023: Macroeconomic Forecasting using Dynamic Factor Models: The Case of Morocco: Daoui Marouane
2023: Pairwise counter-monotonicity: Jean-Gabriel Lauzier, Liyuan Lin and Ruodu Wang
2023: A Guide to Regression Discontinuity Designs in Medical Applications: Matias Cattaneo, Luke Keele and Rocio Titiunik
2023: f-Betas and Portfolio Optimization with f-Divergence induced Risk Measures: Rui Ding
2023: Approximate Functional Differencing: Geert Dhaene and Martin Weidner
2023: Resolving the Conflict on Conduct Parameter Estimation in Homogeneous Goods Markets between Bresnahan (1982) and Perloff and Shen (2012): Yuri Matsumura and Suguru Otani
2023: Optimal randomized multilevel Monte Carlo for repeatedly nested expectations: Yasa Syed and Guanyang Wang
2023: Diversification quotients based on VaR and ES: Xia Han, Liyuan Lin and Ruodu Wang
2023: An Effective Treatment Approach to Difference-in-Differences with General Treatment Patterns: Takahide Yanagi
2023: The quintic Ornstein-Uhlenbeck volatility model that jointly calibrates SPX & VIX smiles: Eduardo Abi Jaber, Camille Illand, Shaun and Li
2023: Information and Learning in Economic Theory: Annie Liang
2023: Why Does GDP Move Before G? It's all in the Measurement: Edoardo Briganti and Victor Sellemi
2023: Editing a Woman's Voice: Anna Costello, Ekaterina Fedorova, Zhijing Jin and Rada Mihalcea
2023: Extreme Changes in Changes: Yuya Sasaki and Yulong Wang
2023: The Sample Complexity of Online Contract Design: Banghua Zhu, Stephen Bates, Zhuoran Yang, Yixin Wang, Jiantao Jiao and Michael I. Jordan
2023: Projecting XRP price burst by correlation tensor spectra of transaction networks: Abhijit Chakraborty, Tetsuo Hatsuda and Yuichi Ikeda
2023: Inflexible Multi-Asset Hedging of incomplete market: Ruochen Xiao, Qiaochu Feng and Ruxin Deng
2023: Designing Universal Causal Deep Learning Models: The Case of Infinite-Dimensional Dynamical Systems from Stochastic Analysis: Luca Galimberti, Anastasis Kratsios and Giulia Livieri
2023: Exploring the stability of solar geoengineering agreements: Niklas V. Lehmann
2023: Neural variance reduction for stochastic differential equations: P. D. Hinds and M. V. Tretyakov
2023: Bayesian Modeling of TVP-VARs Using Regression Trees: Niko Hauzenberger, Florian Huber, Gary Koop and James Mitchell
2023: How many inner simulations to compute conditional expectations with least-square Monte Carlo?: Aur\'elien Alfonsi, Bernard Lapeyre and J\'er\^ome Lelong
2023: Integrated storage assignment for an e-grocery fulfilment centre: Accounting for day-of-week demand patterns: David Winkelmann, Frederik Tolkmitt, Matthias Ulrich and Michael R\"omer
2023: A risk measurement approach from risk-averse stochastic optimization of score functions: Marcelo Righi, Fernanda Maria M\"uller and Marlon Ruoso Moresco
2023: An agent-based modeling approach for real-world economic systems: Example and calibration with a Social Accounting Matrix of Spain: Martin Jaraiz
2023: An axiomatic theory for anonymized risk sharing: Zhanyi Jiao, Steven Kou, Yang Liu and Ruodu Wang
2023: Before and after default: information and optimal portfolio via anticipating calculus: Jos\'e A. Salmer\'on, Giulia Di Nunno and Bernardo D'Auria
2023: The effect of ambient air pollution on birth outcomes in Norway: Xiaoguang Ling
2023: Correlates of repeat abortions and their spacing: Evidence from registry data in Spain: Catia Nicodemo, Sonia Oreffice and Climent Quintana-Domeque
2023: Cylindrical stochastic integration and applications to financial term structure modeling: Johannes Assefa and Philipp Harms
2023: On the Distributional Robustness of Finite Rational Inattention Models: Emerson Melo
2023: Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market: Beatrice Franzolini, Alexandros Beskos, Maria De Iorio, Warrick Poklewski Koziell and Karolina Grzeszkiewicz
2023: Should Bank Stress Tests Be Fair?: Paul Glasserman and Mike Li
2023: Efficient numerical valuation of European options under the two-asset Kou jump-diffusion model: Karel in 't Hout and Pieter Lamotte
2023: A self-contained karma economy for the dynamic allocation of common resources: Ezzat Elokda, Saverio Bolognani, Andrea Censi, Florian D\"orfler and Emilio Frazzoli
2023: Conditionally Elicitable Dynamic Risk Measures for Deep Reinforcement Learning: Anthony Coache, Sebastian Jaimungal and \'Alvaro Cartea
2023: Estimating the Currency Composition of Foreign Exchange Reserves: Matthew Ferranti
2023: The Evolution Of Centralisation on Cryptocurrency Platforms: Carlo Campajola, Raffaele Cristodaro, Francesco Maria De Collibus, Tao Yan, Nicolo' Vallarano and Claudio J. Tessone
2023: Railroad Bailouts in the Great Depression: Lyndon Moore and Gertjan Verdickt
2023: Sparse modeling approach to the arbitrage-free interpolation of plain-vanilla option prices and implied volatilities: Daniel Guterding
2023: Stable Outcomes and Information in Games: An Empirical Framework: Paul S. Koh
2023: Neural Optimal Stopping Boundary: A. Max Reppen, H. Mete Soner and Valentin Tissot-Daguette
2023: Controlling for Latent Confounding with Triple Proxies: Ben Deaner
2023: GMM is Inadmissible Under Weak Identification: Isaiah Andrews and Anna Mikusheva
2023: Optimal Decision Rules when Payoffs are Partially Identified: Timothy Christensen, Hyungsik Roger Moon and Frank Schorfheide
2023: Reinforcement Learning Policy Recommendation for Interbank Network Stability: Alessio Brini, Gabriele Tedeschi and Daniele Tantari
2023: Tuning Parameter-Free Nonparametric Density Estimation from Tabulated Summary Data: Ji Hyung Lee, Yuya Sasaki, Alexis Akira Toda and Yulong Wang
2023: Non-equilibrium phase transitions in competitive markets caused by network effects: Andrew Lucas
2023: Kernel-weighted specification testing under general distributions: Sid Kankanala and Victoria Zinde-Walsh
2023: Decomposition of Differences in Distribution under Sample Selection and the Gender Wage Gap: Santiago Pereda-Fern\'andez
2023: When Will Arctic Sea Ice Disappear? Projections of Area, Extent, Thickness, and Volume: Francis Diebold, Glenn Rudebusch, Maximilian Goebel, Philippe Goulet Coulombe and Boyuan Zhang
2023: A reverse ES (CVaR) optimization formula: Yuanying Guan, Zhanyi Jiao and Ruodu Wang
2023: The attachment of adult women to the Italian labour market in the shadow of COVID-19: Davide Fiaschi and Cristina Tealdi
2023: Stable and metastable contract networks: Vladimir I. Danilov and Alexander Karzanov
2023: Equilibria of Attacker-Defender Games: Zsombor Z. M\'eder, Carsten K. W. de Dreu and J\"org Gross
2023: MicroVelocity: rethinking the Velocity of Money for digital currencies: Carlo Campajola, Marco D'Errico and Claudio J. Tessone
2023: Continuous-time Markowitz's mean-variance model under different borrowing and saving rates: Chonghu Guan, Xiaomin Shi and Zuo Quan Xu
2023: Rainbow Options under Bayesian MS-VAR Process: Battulga Gankhuu
2023: Distance Functions and Generalized Means: Duality and Taxonomy: Walter Briec
2023: Optimal consumption and portfolio selection with Epstein-Zin utility under general constraints: Zixin Feng and Dejian Tian
2023: High-dimensional Inference for Dynamic Treatment Effects: Jelena Bradic, Weijie Ji and Yuqian Zhang
2023: bqror: An R package for Bayesian Quantile Regression in Ordinal Models: Prajual Maheshwari and Mohammad Arshad Rahman
2023: Modeling and Analysis of Discrete Response Data: Applications to Public Opinion on Marijuana Legalization in the United States: Mohit Batham, Soudeh Mirghasemi, Mohammad Arshad Rahman and Manini Ojha
2023: A C\`adl\`ag Rough Path Foundation for Robust Finance: Andrew L. Allan, Chong Liu and David J. Pr\"omel
2023: Incentives for Collective Innovation: Gregorio Curello
2023: Auctions and Peer Prediction for Academic Peer Review: Siddarth Srinivasan and Jamie Morgenstern
2023: Double Machine Learning and Automated Confounder Selection -- A Cautionary Tale: Paul H\"unermund, Beyers Louw and Itamar Caspi
2023: Inferring Economic Condition Uncertainty from Electricity Big Data: Haoqi Qian, Zhengyu Shi and Libo Wu
2023: Mind the Income Gap: Bias Correction of Inequality Estimators in Small-Sized Samples: Silvia De Nicol\`o, Maria Ferrante and Silvia Pacei
2023: Political Power and Market Power: Bo Cowgill, Andrea Prat and Tommaso Valletti
2023: Entitled to Property: How Breaking the Gender Barrier Improves Child Health in India: Md Shahadath Hossain and Plamen Nikolov
2023: Active labour market policies for the long-term unemployed: New evidence from causal machine learning: Daniel Goller, Tamara Harrer, Michael Lechner and Joachim Wolff
2023: Reservoir optimization and Machine Learning methods: Xavier Warin
2023: Linear Classifiers Under Infinite Imbalance: Paul Glasserman and Mike Li
2023: Direct Implementation with Evidence: Soumen Banerjee, Yi-Chun Chen and Yifei Sun
2023: Deep Reinforcement Trading with Predictable Returns: Alessio Brini and Daniele Tantari
2023: Performance of Empirical Risk Minimization for Linear Regression with Dependent Data: Christian Brownlees and Gu{\dh}mundur Stef\'an Gu{\dh}mundsson
2023: Advisors with Hidden Motives: Paula Onuchic
2023: A conditional version of the second fundamental theorem of asset pricing in discrete time: Lars Niemann and Thorsten Schmidt
2023: Efficient Estimation for Staggered Rollout Designs: Jonathan Roth and Pedro Sant'Anna
2023: Strength in Numbers: Robust Mechanisms for Public Goods with Many Agents: Jin Xi and Haitian Xie
2023: Weighting-Based Treatment Effect Estimation via Distribution Learning: Dongcheng Zhang and Kunpeng Zhang
2023: Social distancing in networks: A web-based interactive experiment: Edoardo Gallo, Darija Barak and Alastair Langtry
2023: Social Diversity and Spread of Pandemic: Evidence from India: Upasak Das, Udayan Rathore and Prasenjit Sarkhel
2023: Calibrating Local Volatility Models with Stochastic Drift and Diffusion: Orcan Ogetbil, Narayan Ganesan and Bernhard Hientzsch
2023: Deep Dynamic Factor Models: Paolo Andreini, Cosimo Izzo and Giovanni Ricco
2023: Simplified calculus for semimartingales: Multiplicative compensators and changes of measure: Ale\v{s} \v{C}ern\'y and Johannes Ruf
2023: Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods: Niko Hauzenberger, Florian Huber and Gary Koop
2023: Epstein-Zin Utility Maximization on a Random Horizon: Joshua Aurand and Yu-Jui Huang
2023: Simple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments: JoonHwan Cho and Thomas M. Russell
2023: A theory for combinations of risk measures: Marcelo Righi
2023: Efficient Discovery of Heterogeneous Quantile Treatment Effects in Randomized Experiments via Anomalous Pattern Detection: Edward McFowland, Sriram Somanchi and Daniel B. Neill
2023: A default system with overspilling contagion: Delia Coculescu and Gabriele Visentin
2023: A new Mertens decomposition of $\mathscr{Y}^{g,\xi}$-submartingale systems. Application to BSDEs with weak constraints at stopping times: Roxana Dumitrescu, Romuald Elie, Wissal Sabbagh and Chao Zhou
2023: A Simple Measure of Economic Complexity: Sabiou Inoua
2023: Assessing the role of small farmers and households in agriculture and the rural economy and measures to support their sustainable development: Oleg Nivievskyi, Pavlo Iavorskyi and Oleksandr Donchenko
2023: Study of the problem of reducing greenhouse gas emissions in agricultural production Czech Republic: Yekimov Sergiy
2023: Dissertation on Applied Microeconomics of Freemium Pricing Strategies in Mobile App Market: Naixin Zhu
2023: Probabilistic Forecast-based Portfolio Optimization of Electricity Demand at Low Aggregation Levels: Jungyeon Park, Est\^ev\~ao Alvarenga, Jooyoung Jeon, Ran Li, Fotios Petropoulos, Hokyun Kim and Kwangwon Ahn
2023: Searching for the "Holy Grail" of sponsorship-linked marketing: A generalizable sponsorship ROI model: Jonathan A. Jensen
2023: Systematic Review on Reinforcement Learning in the Field of Fintech: Nadeem Malibari, Iyad Katib and Rashid Mehmood
2023: Predicting the Price Movement of Cryptocurrencies Using Linear Law-based Transformation: Marcell Kurbucz, P\'eter P\'osfay and Antal Jakov\'ac
2023: An Empirical Study of Capital Asset Pricing Model based on Chinese A-share Trading Data: Kai Ren
2023: Financial Hedging and Risk Compression, A journey from linear regression to neural network: Ali Shirazi and Fereshteh Sadeghi Naieni Fard
2023: Construct sparse portfolio with mutual fund's favourite stocks in China A share market: Ke Zhang
2023: Non-refunding of VAT to soybean exporters or economic impact of Soybean amendments: Oleg Nivievskyi, Roman Neyter, Olha Halytsia, Pavlo Martyshev and Oleksandr Donchenko
2023: Carbon Emission Reduction Effect of RMB Appreciation: Empirical Evidence from 283 Prefecture-Level Cities of China: Chen Fengxian and Lv Xiaoyao
2023: Agricultural Policy in Ukraine: Oleg Nivievskyi, Pavlo Martyshev and Sergiy Kvasha
2023: Prospects of BRICS currency dominance in international trade: C\'elestin Coquid\'e, Jos\'e Lages and Dima L. Shepelyansky
2023: Non-decreasing martingale couplings: Benjamin Jourdain and Kexin Shao
2023: A Stationary Mean-Field Equilibrium Model of Irreversible Investment in a Two-Regime Economy: Ren\'e Aid, Matteo Basei and Giorgio Ferrari
2023: The optimal reinsurance strategy with price-competition between two reinsurers: Liyuan Lin, Fangda Liu and Jingzhen Liu abd Luyang Yu
2023: Learning, Diversity and Adaptation in Changing Environments: The Role of Weak Links: Daron Acemoglu, Asuman Ozdaglar and Sarath Pattathil
2023: Industry Classification Using a Novel Financial Time-Series Case Representation: Rian Dolphin, Barry Smyth and Ruihai Dong
2023: Calibration of Local Volatility Models with Stochastic Interest Rates using Optimal Transport: Gregoire Loeper, Jan Obloj and Benjamin Joseph
2023: Hedonic Prices and Quality Adjusted Price Indices Powered by AI: Patrick Bajari, Zhihao Cen, Victor Chernozhukov, Manoj Manukonda, Suhas Vijaykumar, Jin Wang, Ramon Huerta, Junbo Li, Ling Leng, George Monokroussos and Shan Wan
2023: Social Preferences and Deliberately Stochastic Behavior: Yosuke Hashidate and Keisuke Yoshihara
2023: Political Strategies to Overcome Climate Policy Obstructionism: Sugandha Srivastav and Ryan Rafaty
2023: Greening our Laws: Revising Land Acquisition Law for Coal Mining in India: Sugandha Srivastav and Tanmay Singh
2023: Gain-Loss Hedging and Cumulative Prospect Theory: Lorenzo Bastianello, Alain Chateauneuf and Bernard Cornet
2023: Nontransitive Preferences and Stochastic Rationalizability: A Behavioral Equivalence: Mogens Fosgerau and John Rehbeck
2023: Assessing Text Mining and Technical Analyses on Forecasting Financial Time Series: Ali Lashgari
2023: Convexity Not Required: Estimation of Smooth Moment Condition Models: Jean-Jacques Forneron and Liang Zhong
2023: Monetary policy and the joint distribution of income and wealth: The heterogeneous case of the euro area: Anna Stelzer
2023: Optimal Covariance Cleaning for Heavy-Tailed Distributions: Insights from Information Theory: Christian Bongiorno and Marco Berritta
2023: Modeling the Complexity of City Logistics Systems for Sustainability: Taiwo Adetiloye and Anjali Awasthi
2023: Racial and income-based affirmative action in higher education admissions: lessons from the Brazilian experience: Rodrigo Zeidan, Silvio Luiz de Almeida, In\'acio B\'o and Neil Lewis
2023: A universal model for the Lorenz curve with novel applications for datasets containing zeros and/or exhibiting extreme inequality: Thitithep Sitthiyot and Kanyarat Holasut
2023: Selecting Sustainable Optimal Stock by Using Multi-Criteria Fuzzy Decision-Making Approaches Based on the Development of the Gordon Model: A case study of the Toronto Stock Exchange: Mohsen Mortazavi
2023: Maximum Implied Variance Slope -- Practical Aspects: Fabien Le Floc'h and Winfried Koller
2023: Estimation of Characteristics-based Quantile Factor Models: Liang Chen, Juan Jose Dolado, Jesus Gonzalo and Haozi Pan
2023: Common Correlated Effects Estimation of Nonlinear Panel Data Models: Liang Chen and Minyuan Zhang
2023: The structure of strategy-proof rules: Jorge Alcalde-Unzu and Marc Vorsatz
2023: The Ordinary Least Eigenvalues Estimator: Yassine Sbai Sassi
2023: Long memory, fractional integration and cointegration analysis of real convergence in Spain: Mariam Kamal and Josu Arteche
2023: Communication in the Infinitely Repeated Prisoner's Dilemma: Theory and Experiments: Maximilian Andres
2023: Matching markets with farsighted couples: Ata Atay, Sylvain Funck, Ana Mauleon and Vincent Vannetelbosch
2023: Inferring comparative advantage via entropy maximization: Matteo Bruno, Dario Mazzilli, Aurelio Patelli, Tiziano Squartini and Fabio Saracco
2023: From Misalignment to Synergy: Analysis of Patents from Indian Universities & Research Institutions: Shoyeb Khan, Satyendra Kumar Sharma and Arnab Kumar Laha
2023: Determination of the effective cointegration rank in high-dimensional time-series predictive regressions: Puyi Fang, Zhaoxing Gao and Ruey S. Tsay
2023: On suspicious tracks: machine-learning based approaches to detect cartels in railway-infrastructure procurement: Hannes Wallimann and Silvio Sticher
2023: Recurrent neural network based parameter estimation of Hawkes model on high-frequency financial data: Kyungsub Lee
2023: Portfolio Optimization using Predictive Auxiliary Classifier Generative Adversarial Networks with Measuring Uncertainty: Jiwook Kim and Minhyeok Lee
2023: Policy Learning under Biased Sample Selection: Lihua Lei, Roshni Sahoo and Stefan Wager
2023: Choice Structures in Games: Paolo Galeazzi and Johannes Marti
2023: An optimal control problem with state constraints in a spatio-temporal economic growth model on networks: Alessandro Calvia, Fausto Gozzi, Marta Leocata, Georgios I. Papayiannis, Anastasios Xepapadeas and Athanasios N. Yannacopoulos
2023: Breaking the general election effect. The impact of the 2020 US presidential election on Chinese economy and counter strategies: Junjie Zhao
2023: Compatibility between stability and strategy-proofness with single-peaked preferences on trees: Pinaki Mandal
2023: A bounded rationality account of dependency length minimization in Hindi: Sidharth Ranjan and Titus von der Malsburg
2023: Invariance properties of maximal extractable value: Alan Guo
2023: How 'one-size-fits-all' public works contract does it better? An assessment of infrastructure provision in Italy: Massimo Finocchiaro Castroa, Calogero Guccio and Ilde Rizzo
2023: A Partial Order for Strictly Positive Coalitional Games and a Link from Risk Aversion to Cooperation: Jian Yang
2023: Partition-based Stability of Coalitional Games: Jian Yang
2023: The quality of school track assignment decisions by teachers: Joppe de Ree, Matthijs Oosterveen and Dinand Webbink
2023: The Estimation Risk in Extreme Systemic Risk Forecasts: Yannick Hoga
2023: The impact of the AI revolution on asset management: Michael Kopp
2023: Robust Market Potential Assessment: Designing optimal policies for low-carbon technology adoption in an increasingly uncertain world: Tom Savage, Antonio del Rio Chanona and Gbemi Oluleye
2023: Equilibrium-Invariant Embedding, Metric Space, and Fundamental Set of $2\times2$ Normal-Form Games: Luke Marris, Ian Gemp and Georgios Piliouras
2023: The Pie: How Has Human Evolution Distributed Non-Financial Wealth?: Dave Costenaro
2023: Bitcoin: A life in crises: Jevgeni Tarassov and Nicolas Houli\'e
2023: Stock Price Predictability and the Business Cycle via Machine Learning: Li Rong Wang, Hsuan Fu and Xiuyi Fan
2023: Identifying Trades Using Technical Analysis and ML/DL Models: Aayush Shah, Mann Doshi, Meet Parekh, Nirmit Deliwala and Pramila M. Chawan
2023: The Impact of Industrial Zone:Evidence from China's National High-tech Zone Policy: Li Han
2023: An innovative Deep Learning Based Approach for Accurate Agricultural Crop Price Prediction: Mayank Ratan Bhardwaj, Jaydeep Pawar, Abhijnya Bhat, Deepanshu, Inavamsi Enaganti, Kartik Sagar and Y. Narahari
2023: An extension of martingale transport and stability in robust finance: Benjamin Jourdain and Gudmund Pammer
2023: The Economics of Partisan Gerrymandering: Anton Kolotilin and Alexander Wolitzky
2023: The Unintended Consequences of Censoring Digital Technology -- Evidence from Italy's ChatGPT Ban: David H. Kreitmeir and Paul Raschky
2023: A hybrid model for day-ahead electricity price forecasting: Combining fundamental and stochastic modelling: Mira Watermeyer, Thomas M\"obius, Oliver Grothe and Felix M\"usgens
2023: Doubly Robust Estimators with Weak Overlap: Yukun Ma, Pedro Sant'Anna, Yuya Sasaki and Takuya Ura
2023: Parameterized Neural Networks for Finance: Daniel Oeltz, Jan Hamaekers and Kay F. Pilz
2023: Optimal moral-hazard-free reinsurance under extended distortion premium principles: Zhuo Jin, Zuo Quan Xu and Bin Zou
2023: Risks and opportunities in arbitrage and market-making in blockchain-based currency markets. Part 1: Risks: Vittorio Astarita
2023: Structured Multifractal Scaling of the Principal Cryptocurrencies: Examination using a Self-Explainable Machine Learning: Foued Sa\^adaoui
2023: Credit Risk and Financial Performance of Commercial Banks: Evidence from Vietnam: Ha Nguyen
2023: Economic consequences of the spatial and temporal variability of climate change: Francisco Estrada, Richard Tol and Wouter Botzen
2023: Economic Origins of the Sicilian Mafia: A Simulation Feedback Model: Oleg V. Pavlov and Jason M. Sardell
2023: Penalized Likelihood Inference with Survey Data: Joann Jasiak and Purevdorj Tuvaandorj
2023: Study on the tea market in India: Adit Vinod Nair, Adarsh Damani, Devansh Khandelwal, Harshita Sachdev and Sreayans Jain
2023: The Impact of Automation on Income Inequality: A Cross-Country Analysis: Asuna Gilfoyle
2023: Optimal Investment and Consumption Strategies with General and Linear Transaction Costs under CRRA Utility: Yingting Miao and Qiang Zhang
2023: Data, Competition, and Digital Platforms: Dirk Bergemann and Alessandro Bonatti
2023: Game theoretical models of geopolitical processes. Part I: O. A. Malafeyev, N. D. Redinskikh and V. F. Bogachev
2023: Equivalence of inequality indices: Three dimensions of impact revisited: Lucio Bertoli-Barsotti, Marek Gagolewski, Grzegorz Siudem and Barbara \.Zoga{\l}a-Siudem
2023: Simulating Gaussian vectors via randomized dimension reduction and PCA: Nabil Kahale
2023: Generalized Automatic Least Squares: Efficiency Gains from Misspecified Heteroscedasticity Models: Bulat Gafarov
2023: Low-carbon Lithium Extraction Makes Deep Geothermal Plants Cost-competitive in Energy Systems: Jann Michael Weinand, Ganga Vandenberg, Stanley Risch, Johannes Behrens, Noah Pflugradt, Jochen Lin{\ss}en and Detlef Stolten
2023: Detection and Estimation of Structural Breaks in High-Dimensional Functional Time Series: Degui Li, Runze Li and Han Lin Shang
2023: Efficient Estimation in Extreme Value Regression Models of Hedge Fund Tail Risks: Julien Hambuckers, Marie Kratz and Antoine Usseglio-Carleve
2023: Why Topological Data Analysis Detects Financial Bubbles?: Samuel W. Akingbade, Marian Gidea, Matteo Manzi and Vahid Nateghi
2023: Predictive Incrementality by Experimentation (PIE) for Ad Measurement: Brett R. Gordon, Robert Moakler and Florian Zettelmeyer
2023: Comment on Matsushima, Miyazaki, and Yagi (2010) "Role of Linking Mechanisms in Multitask Agency with Hidden Information": Ian Ball and Deniz Kattwinkel
2023: Managing Portfolio for Maximizing Alpha and Minimizing Beta: Soumyadip Sarkar
2023: Systemic risk measured by systems resiliency to initial shocks: Luka Klin\v{c}i\'c, Vinko Zlati\'c, Guido Caldarelli and Hrvoje \v{S}tefan\v{c}i\'c
2023: Payroll Tax Incidence: Evidence from Unemployment Insurance: Audrey Guo
2023: Time-frequency co-movements between commodities and economic policy uncertainty across different crises: M. Bel\'en Arouxet, Aurelio Fernandez Bariviera, Ver\'onica Pastor and Victoria Vampa
2023: A Note on Cursed Sequential Equilibrium and Sequential Cursed Equilibrium: Meng-Jhang Fong, Po-Hsuan Lin and Thomas R. Palfrey
2023: The Wall Street Neophyte: A Zero-Shot Analysis of ChatGPT Over MultiModal Stock Movement Prediction Challenges: Qianqian Xie, Weiguang Han, Yanzhao Lai, Min Peng and Jimin Huang
2023: Adapting to Disruptions: Flexibility as a Pillar of Supply Chain Resilience: Ambra Amico, Luca Verginer, Giona Casiraghi, Giacomo Vaccario and Frank Schweitzer
2023: Mapping job complexity and skills into wages: Sabrina Aufiero, Giordano De Marzo, Angelica Sbardella and Andrea Zaccaria
2023: Towards systematic intraday news screening: a liquidity-focused approach: Jianfei Zhang and Mathieu Rosenbaum
2023: Generative modeling for time series via Schr{\"o}dinger bridge: Mohamed Hamdouche, Pierre Henry-Labordere and Huy\^en Pham
2023: Five guidelines to improve context-aware process selection: an Australian banking perspective: Nigel Adams, Adriano Augusto, Michael Davern and Marcello La Rosa
2023: On heavy-tailed risks under Gaussian copula: the effects of marginal transformation: Bikramjit Das and Vicky Fasen-Hartmann
2023: Contingent Fees in Order Flow Auctions: Max Resnick
2023: Regulatory Markets: The Future of AI Governance: Gillian K. Hadfield and Jack Clark
2023: Financial Time Series Forecasting using CNN and Transformer: Zhen Zeng, Rachneet Kaur, Suchetha Siddagangappa, Saba Rahimi, Tucker Balch and Manuela Veloso
2023: Adjust factor with volatility model using MAXFLAT low-pass filter and construct portfolio in China A share market: Ke Zhang
2023: On the state-space model of unawareness: Alex A. T. Rathke
2023: Robust optimized certainty equivalents and quantiles for loss positions with distribution uncertainty: Weiwei Li and Dejian Tian
2023: Symmetric positive semi-definite Fourier estimator of instantaneous variance-covariance matrix: Jiro Akahori, Nien-Lin Liu, Maria Elvira Mancino, Tommaso Mariotti and Yukie Yasuda
2023: Asymmetric networks, clientelism and their impacts: households' access to workfare employment in rural India: Anindya Bhattacharya, Anirban Kar and Alita Nandi
2023: Waiting for Fake News: Raphael Boleslavsky
2023: OFTER: An Online Pipeline for Time Series Forecasting: Nikolas Michael, Mihai Cucuringu and Sam Howison
2023: Idaho Blacks: Quiet Economic Triumph of Enduring Champions: Rama K. Malladi and Phillip Thompson
2023: Distributed VC Firms: The Next Iteration of Venture Capital: Mohib Jafri and Andy Wu
2023: Echo disappears: momentum term structure and cyclic information in turnover: Haoyu Wang, Junpeng Di and Yuegu Xie
2023: The Dynamics of Leverage and the Belief Distribution of Wealth: Bikramaditya Datta and Rajiv Sethi
2023: Leveraging policy instruments and financial incentives to reduce embodied carbon in energy retrofits: Haonan Zhang
2023: Adaptive Student's t-distribution with method of moments moving estimator for nonstationary time series: Jarek Duda
2023: Modelling customer lifetime-value in the retail banking industry: Greig Cowan, Salvatore Mercuri and Raad Khraishi
2023: Measuring Discrete Risks on Infinite Domains: Theoretical Foundations, Conditional Five Number Summaries, and Data Analyses: Daoping Yu, Vytaras Brazauskas and Ricardas Zitikis
2023: Portuguese Households Savings in Times of Pandemic: A Way to Better Resist the Escalating Inflation?: Ana Lucia Luis, Natalia Teixeira and Rui Braz
2023: A Comparative Study of Inter-Regional Intra-Industry Disparity: Samidh Pal
2023: A network-based strategy of price correlations for optimal cryptocurrency portfolios: Ruixue Jing and Luis Rocha
2023: Optimal Trading in Automatic Market Makers with Deep Learning: Sebastian Jaimungal, Yuri F. Saporito, Max O. Souza and Yuri Thamsten
2023: Causes of Excess Capacity: Samidh Pal
2023: Inequality and Growth: A Two-Player Dynamic Game with Production and Appropriation: Julio Huato
2023: With great power (prices) comes great tail pipe emissions? \\ A natural experiment of electricity prices and electric car adoption: Johannes Mauritzen
2023: The Economic Effect of Gaining a New Qualification Later in Life: Finn Lattimore, Daniel M. Steinberg and Anna Zhu
2023: Testing for idiosyncratic Treatment Effect Heterogeneity: Jaime Ramirez-Cuellar
2023: Artificial neural networks and time series of counts: A class of nonlinear INGARCH models: Malte Jahn
2023: Testing and Identifying Substitution and Complementarity Patterns: Rui Wang
2023: Implicit Bias against a Capitalistic Society Predicts Market Earnings: Syngjoo Choi, Kyu Sup Hahn, Byung-Yeon Kim, Eungik Lee, Jungmin Lee and Sokbae (Simon) Lee
2023: The Story about One Island and Four Cities. The Socio-Economic Soft Matter Model - Based Report: Agata Angelika Rzoska and Aleksandra Drozd-Rzoska
2023: Unemployment and Endogenous Reallocation over the Business Cycle: Carlos Carrillo-Tudela and Ludo Visschers
2023: The short- and long-term determinants of fertility in Uruguay: Zuleika Ferre, Patricia Triunfo and Jos\'e-Ignacio Ant\'on
2023: The Tech Decoupling: Monika Baloda
2023: Reduction of Excess Capacity with Response of Capital Intensity: Samidh Pal
2023: Immigrant assimilation in health care utilisation in Spain: Zuleika Ferre, Patricia Triunfo and Jos\'e-Ignacio Ant\'on
2023: Life cycle costing analysis of deep energy retrofits of a mid-rise building to understand the impact of energy conservation measures: Haonan Zhang
2023: The Focal Quantal Response Equilibrium: Matthew Kovach and Gerelt Tserenjigmid
2023: Mastering Pair Trading with Risk-Aware Recurrent Reinforcement Learning: Weiguang Han, Jimin Huang, Qianqian Xie, Boyi Zhang, Yanzhao Lai and Min Peng
2023: Company Competition Graph: Yanci Zhang, Yutong Lu, Haitao Mao, Jiawei Huang, Cien Zhang, Xinyi Li and Rui Dai
2023: Machine Learning for Economics Research: When What and How?: Ajit Desai
2023: Inference on eigenvectors of non-symmetric matrices: Jerome R. Simons
2023: Feature Engineering Methods on Multivariate Time-Series Data for Financial Data Science Competitions: Thomas Wong and Mauricio Barahona
2023: Study on the risk-informed heuristic of decision-making on the restoration of defaulted corporation networks: Jiajia Xia
2023: Mean-variance hybrid portfolio optimization with quantile-based risk measure: Weiping Wu, Yu Lin, Jianjun Gao and Ke Zhou
2023: On the failure of the bootstrap for Chatterjee's rank correlation: Zhexiao Lin and Fang Han
2023: Superhuman Artificial Intelligence Can Improve Human Decision Making by Increasing Novelty: Minkyu Shin, Jin Kim, Bas van Opheusden and Thomas L. Griffiths
2023: Robust Social Welfare Maximization via Information Design in Linear-Quadratic-Gaussian Games: Furkan Sezer and Ceyhun Eksin
2023: Complementarity in Demand-side Variables and Educational Participation: Anjan Ray Chaudhury, Dipankar Das and Sreemanta Sarkar
2023: The Economics of the DeLend Project: Agent-based Simulations: Frederico Dutilh Novaes, Gabriel Madeira and Aurimar Cerqueira
2023: Quantifying dimensional change in stochastic portfolio theory: Erhan Bayraktar, Donghan Kim and Abhishek Tilva
2023: Factor Exposure Heterogeneity in Green and Brown Stocks: David Ardia, Keven Bluteau, Gabriel Lortie-Cloutier and Thien-Duy Tran
2023: Complexity-Approximation Trade-offs in Exchange Mechanisms: AMMs vs. LOBs: Jason Milionis, Ciamac C. Moallemi and Tim Roughgarden
2023: Comparison Shopping: Learning Before Buying From Duopolists: Brian Albrecht and Mark Whitmeyer
2023: Cursed Sequential Equilibrium: Meng-Jhang Fong, Po-Hsuan Lin and Thomas R. Palfrey
2023: Black-Scholes without stochastics or PDEs: Richard J. Martin
2023: Fundamental theorem for quantum asset pricing: Jinge Bao and Patrick Rebentrost
2023: The Simple Economics of Optimal Bundling: Frank Yang
2023: Price & Choose: Federico Echenique and Mat\'ias N\'u\~nez
2023: Unified Container Shipping Industry Data From 1966: Freight Rate, Shipping Quantity, Newbuilding, Secondhand, and Scrap Price: Takuma Matsuda and Suguru Otani
2023: Efficient and Accurate Calibration to FX Market Skew with Fully Parameterized Local Volatility Model: Dongli Wu, Bufan Zhang and Xiao Lin
2023: Assessing the difference between integrated quantiles and integrated cumulative distribution functions: Yunran Wei and Ricardas Zitikis
2023: Credible Decentralized Exchange Design via Verifiable Sequencing Rules: Matheus V. X. Ferreira and David C. Parkes
2023: High order approximations of the Cox-Ingersoll-Ross process semigroup using random grids: Aur\'elien Alfonsi and Edoardo Lombardo
2023: Multidimensional Economic Complexity and Inclusive Green Growth: Viktor Stojkoski, Philipp Koch and C\'esar A. Hidalgo
2023: On the Trail of Lost Pennies: player-funded tug-of-war on the integers: Alan Hammond
2023: Stability of the Epstein-Zin problem: Michael Monoyios and Oleksii Mostovyi
2023: Testing for homogeneous treatment effects in linear and nonparametric instrumental variable models: Jad Beyhum, Jean-Pierre Florens, Elia Lapenta and Ingrid Van Keilegom
2023: Towards a Theory of Maximal Extractable Value I: Constant Function Market Makers: Kshitij Kulkarni, Theo Diamandis and Tarun Chitra
2023: A Conditional Linear Combination Test with Many Weak Instruments: Dennis Lim, Wenjie Wang and Yichong Zhang
2023: Symmetric reduced form voting: Xu Lang and Debasis Mishra
2023: Origin of power laws and their spatial fractal structure for city-size distributions: Tomoya Mori, Takashi Akamatsu, Yuki Takayama and Minoru Osawa
2023: csa2sls: A complete subset approach for many instruments using Stata: Seojeong Lee, Siha Lee, Julius Owusu and Youngki Shin
2023: q-Learning in Continuous Time: Yanwei Jia and Xun Yu Zhou
2023: Detection and Forecasting of Extreme event in Stock Price Triggered by Fundamental, Technical, and External Factors: Anish Rai, Salam Rabindrajit Luwang, Md Nurujjaman, Chittaranjan Hens, Pratyay Kuila and Kanish Debnath
2023: Liquidity Risks in Lending Protocols: Evidence from Aave Protocol: Xiaotong Sun, Charalampos Stasinakis and Georgios Sermpinis
2023: Making heads or tails of systemic risk measures: Aleksy Leeuwenkamp
2023: Variable importance without impossible data: Masayoshi Mase, Art B. Owen and Benjamin B. Seiler
2023: Average Adjusted Association: Efficient Estimation with High Dimensional Confounders: Sung Jae Jun and Sokbae (Simon) Lee
2023: Identification of Auction Models Using Order Statistics: Yao Luo and Ruli Xiao
2023: Estimation and Inference for High Dimensional Factor Model with Regime Switching: Giovanni Urga and Fa Wang
2023: Subgeometrically ergodic autoregressions with autoregressive conditional heteroskedasticity: Mika Meitz and Pentti Saikkonen
2023: Predicting Choice from Information Costs: Elliot Lipnowski and Doron Ravid
2023: Sequence-Based Target Coin Prediction for Cryptocurrency Pump-and-Dump: Sihao Hu, Zhen Zhang, Shengliang Lu, Bingsheng He and Zhao Li
2023: The Cost of Influence: How Gifts to Physicians Shape Prescriptions and Drug Costs: Melissa Newham and Marica Valente
2023: Universal approximation of credit portfolio losses using Restricted Boltzmann Machines: Giuseppe Genovese, Ashkan Nikeghbali, Nicola Serra and Gabriele Visentin
2023: Sequential Veto Bargaining with Incomplete Information: S. Nageeb Ali, Navin Kartik and Andreas Kleiner
2023: Bayesian Imputation with Optimal Look-Ahead-Bias and Variance Tradeoff: Jose Blanchet, Fernando Hernandez, Viet Anh Nguyen, Markus Pelger and Xuhui Zhang
2023: Fat Tails and Optimal Liability Driven Portfolios: Jan Rosenzweig
2023: Who Increases Emergency Department Use? New Insights from the Oregon Health Insurance Experiment: Augustine Denteh and Helge Liebert
2023: How easy is it for investment managers to deploy their talent in green and brown stocks?: David Ardia, Keven Bluteau and Thien Duy Tran
2023: Empirical Analysis of EIP-1559: Transaction Fees, Waiting Time, and Consensus Security: Yulin Liu, Yuxuan Lu, Kartik Nayak, Fan Zhang, Luyao Zhang and Yinhong Zhao
2023: Dissecting the explanatory power of ESG features on equity returns by sector, capitalization, and year with interpretable machine learning: J\'er\'emi Assael, Laurent Carlier and Damien Challet
2023: Bidding in Multi-Unit Auctions under Limited Information: Bernhard Kasberger and Kyle Woodward
2023: Inefficient Peace or Preventive War?: Liqun Liu, Tusi and Wen
2023: A transformer-based model for default prediction in mid-cap corporate markets: Kamesh Korangi, Christophe Mues and Cristi\'an Bravo
2023: The Politics of (No) Compromise: Information Acquisition, Policy Discretion, and Reputation: Liqun Liu
2023: Infinite utility: counterparts and ultimate locations: Adam Jonsson
2023: A Partial Order on Preference Profiles: Wayne Gao
2023: The Rising Entropy of English in the Attention Economy: Charlie Pilgrim, Weisi Guo and Thomas T. Hills
2023: Federated Causal Inference in Heterogeneous Observational Data: Ruoxuan Xiong, Allison Koenecke, Michael Powell, Zhu Shen, Joshua T. Vogelstein and Susan Athey
2023: Peace through bribing: Jingfeng Lu, Zongwei Lu and Christian Riis
2023: Stability of backward stochastic differential equations: the general case: Antonis Papapantoleon, Dylan Possama\"i and Alexandros Saplaouras
2023: Identifying Wisdom (of the Crowd): A Regression Approach: Jonathan Libgober
2023: A Pricing Mechanism to Jointly Mitigate Market Power and Environmental Externalities in Electricity Markets: Lamia Varawala, Mohammad Reza Hesamzadeh, Gy\"orgy D\'an, Derek Bunn and Juan Rosell\'on
2023: Parameterised-Response Zero-Intelligence Traders: Dave Cliff
2023: Competition in Costly Talk: Federico Vaccari
2023: Welfare v. Consent: On the Optimal Penalty for Harassment: Ratul Das Chaudhury, Birendra Rai, Liang Wang and Dyuti Banerjee
2023: Local Dominance: Emiliano Catonini and Jingyi Xue
2023: Two-way Fixed Effects and Differences-in-Differences Estimators with Several Treatments: Clément de Chaisemartin and Xavier D'Haultf{\oe}uille
2023: Sharp Bounds in the Latent Index Selection Model: Philip Marx
2023: Mathematical Game Theory: A New Approach: Ulrich Faigle
2023: Functional Principal Component Analysis for Cointegrated Functional Time Series: Won-Ki Seo
2023: Treatment Allocation with Strategic Agents: Evan Munro
2023: Sparse time-varying parameter VECMs with an application to modeling electricity prices: Niko Hauzenberger, Michael Pfarrhofer and Luca Rossini
2023: Optimal Portfolio Using Factor Graphical Lasso: Tae Hwy Lee and Ekaterina Seregina
2023: Identification of multi-valued treatment effects with unobserved heterogeneity: Koki Fusejima
2023: Electoral Accountability and Selection with Personalized Information Aggregation: Anqi Li and Lin Hu
2023: Inference in Difference-in-Differences with Few Treated Units and Spatial Correlation: Luis Alvarez and Bruno Ferman
2023: Specification tests for generalized propensity scores using double projections: Pedro Sant'Anna and Xiaojun Song
2023: Cointegration without Unit Roots: James A. Duffy and Jerome R. Simons
2023: How Advance Sales can Reduce Profits: When to Buy, When to Sell, and What Price to Charge: Amihai Glazer, Refael Hassin and Irit Nowik
2023: Robust Inference on Infinite and Growing Dimensional Time Series Regression: Abhimanyu Gupta and Myung Hwan Seo
2023: Sampling Distributions of Optimal Portfolio Weights and Characteristics in Low and Large Dimensions: Taras Bodnar, Holger Dette, Nestor Parolya and Erik Thors\'en
2023: Behavioral Biases and Nonadditive Dynamics in Risk Taking: An Experimental Investigation: Jos\'e Cl\'audio do Nascimento
2023: To Infinity and Beyond: A General Framework for Scaling Economic Theories: Yannai A. Gonczarowski, Scott Kominers and Ran I. Shorrer
2023: Sketching a Model on Fisheries Enforcement and Compliance -- A Survey: Manuel Coelho, Jos\'e Ant\'onio Filipe and Manuel Alberto M. Ferreira
2023: A More Informed Sender Benefits the Receiver When the Sender Has Transparent Motives: Mark Whitmeyer
2023: Patents and intellectual property assets as non-fungible tokens: key technologies and challenges: Seyed Mojtaba Hosseini Bamakan, Nasim Nezhadsistani, Omid Bodaghi and Qiang Qu
2023: Online Ensemble of Models for Optimal Predictive Performance with Applications to Sector Rotation Strategy: Jiaju Miao and Pawel Polak
2023: Exploring Gender and Race Biases in the NFT Market: Howard Zhong and Mark Hamilton
2023: Exploring the Determinants of Capital Adequacy in Commercial Banks: A Study of Bangladesh's Banking Sector: Md Shah Naoaj
2023: TM-vector: A Novel Forecasting Approach for Market stock movement with a Rich Representation of Twitter and Market data: Faraz Sasani, Ramin Mousa, Ali Karkehabadi, Samin Dehbashi and Ali Mohammadi
2023: Egyptian Ratscrew: Discovering Dominant Strategies with Computational Game Theory: Justin Diamond and Ben Garcia
2023: Reconstructing firm-level input-output networks from partial information: Andrea Bacilieri and Pablo Austudillo-Estevez
2023: Anonymity in sharing the revenues from broadcasting sports leagues: Gustavo Bergantinos and Juan Moreno-Ternero
2023: Taureau: A Stock Market Movement Inference Framework Based on Twitter Sentiment Analysis: Nicholas Milikich and Joshua Johnson
2023: Coskewness under dependence uncertainty: Carole Bernard, Jinghui Chen, Ludger Ruschendorf and Steven Vanduffel
2023: Capitalising the Network Externalities of New Land Supply in the Metaverse: Kanis Saengchote, Voraprapa Nakavachara and Yishuang Xu
2023: Entrepreneurial Capability And Engagement Of Persons With Disabilities Toward A Framework For Inclusive Entrepreneurship: Xavier Lawrence D. Mendoza
2023: Liquidity Constraints, Cash Windfalls, and Entrepreneurship: Evidence from Administrative Data on Lottery Winners: Hsuan-Hua Huang, Hsing-Wen Han, Kuang-Ta Lo and Tzu-Ting Yang
2023: Option pricing using a skew random walk pricing tree: Yuan Hu, W. Brent Lindquist, Svetlozar T. Rachev and Frank J. Fabozzi
2023: Peer Prediction for Peer Review: Designing a Marketplace for Ideas: Alexander Ugarov
2023: The inverse Black-Scholes problem in Radon measures space revisited: towards a new measure of market uncertainty: Nizar Riane
2023: Critical Thinking Via Storytelling: Theory and Social Media Experiment: Brian Jabarian and Elia Sartori
2023: Complexity of Equilibria in First-Price Auctions under General Tie-Breaking Rules: Xi Chen and Binghui Peng
2023: Dark Matter in (Volatility and) Equity Option Risk Premiums: Gurdip Bakshi, John Crosby and Xiaohui Gao
2023: Entropy of financial time series due to the shock of war: Ewa A. Drzazga-Szcz\c{e}\'sniak, Piotr Szczepanik, Adam Z. Kaczmarek and Dominik Szcz\c{e}\'sniak
2023: Optimal Cross-Correlation Estimates from Asynchronous Tick-by-Tick Trading Data: William H. Press
2023: Forecasting Large Realized Covariance Matrices: The Benefits of Factor Models and Shrinkage: Rafael Alves, Diego S. de Brito, Marcelo Medeiros and Ruy M. Ribeiro
2023: Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning: Davood Pirayesh Neghab, Mucahit Cevik and M. I. M. Wahab
2023: Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach: Rasoul Amirzadeh, Asef Nazari, Dhananjay Thiruvady and Mong Shan Ee
2023: Redeeming Falsifiability?: Mark Whitmeyer and Kun Zhang
2023: Inflation forecasting with attention based transformer neural networks: Maximilian Tschuchnig, Petra Tschuchnig, Cornelia Ferner and Michael Gadermayr
2023: Under-Identification of Structural Models Based on Timing and Information Set Assumptions: Daniel Ackerberg, Garth Frazer, Kyoo il Kim, Yao Luo and Yingjun Su
2023: On the Connection between Temperature and Volatility in Ideal Agent Systems: Christoph J. B\"orner, Ingo Hoffmann and John H. Stiebel
2023: How creative versus technical constraints affect individual learning in an online innovation community: Victor P. Seidel and Christoph Riedl
2023: Mitigating Decentralized Finance Liquidations with Reversible Call Options: Kaihua Qin, Jens Ernstberger, Liyi Zhou, Philipp Jovanovic and Arthur Gervais
2023: Economics-Inspired Neural Networks with Stabilizing Homotopies: Marlon Azinovic and Jan \v{Z}emli\v{c}ka
2023: Specific investments under negotiated transfer pricing: effects of different surplus sharing parameters on managerial performance: An agent-based simulation with fuzzy Q-learning agents: Christian Mitsch
2023: Exposure to War and Its Labor Market Consequences over the Life Cycle: Sebastian Braun and Jan Stuhler
2023: Related or Unrelated Diversification: What is Smart Specialization?: \"Onder Nomaler and Bart Verspagen
2023: Foreign participation in federal biddings: A quantitative approach using the procurement panel: Carlos Ferreira
2023: A New Production Function Approach: Samidh Pal
2023: The effect of the Austrian-German bidding zone split on unplanned cross-border flows: Theresa Graefe
2023: sparseDFM: An R Package to Estimate Dynamic Factor Models with Sparse Loadings: Luke Mosley, Tak-Shing Chan and Alex Gibberd
2023: Dynamic Combinatorial Assignment: Th\`anh Nguyen, Alexander Teytelboym and Shai Vardi
2023: State space decomposition and classification of term structure shapes in the two-factor Vasicek model: Martin Keller-Ressel and Felix Sachse
2023: Pitman's Theorem, Black-Scholes Equation, and Derivative Pricing for Fundraisers: Yukihiro Tsuzuki
2023: Point Identification of LATE with Two Imperfect Instruments: Rui Wang
2023: The State of Food Systems Worldwide: Counting Down to 2030: Kate Schneider, Jessica Fanzo, Lawrence Haddad, Mario Herrero, Jose Rosero, Anna Herforth, Roseline Reman, Alejandro Guarin, Danielle Resnick, Namukolo Covic, Christophe B\'en\'e, Andrea Cattaneo, Nancy Aburto, Ramya Ambikapathi, Destan Aytekin, Simon Barquera, Jane Battersby-Lennard, Ty Beal, Paulina Bizzoto Molina, Carlo Cafiero, Christine Campeau, Patrick Caron, Piero Conforti, Kerstin Damerau, Michael DiGirolamo, Fabrice DeClerck, Deviana Dewi, Ismahane Elouafi, Carola Fabi, Pat Foley, Ty Frazier, Jessica Gephart, Christopher Golden, Carlos Gonzalez Fischer, Sheryl Hendriks, Maddalena Honorati, Jikun Huang, Gina Kennedy, Amos Laar, Rattan Lal, Preetmoninder Lidder, Brent Loken, Quinn Marshall, Yuta Masuda, Rebecca McLaren, Lais Miachon, Hern\'an Mu\~noz, Stella Nordhagen, Naina Qayyum, Michaela Saisana, Diana Suhardiman, Rashid Sumaila, Maximo Torrero Cullen, Francesco Tubiello, Jose-Luis Vivero-Pol, Patrick Webb and Keith Wiebe
2023: Accurate solution of the Index Tracking problem with a hybrid simulated annealing algorithm: \'Alvaro Rubio-Garc\'ia, Samuel Fern\'andez-Lorenzo, Juan Jos\'e Garc\'ia-Ripoll and Diego Porras
2023: Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure: Xiaorong Yang, Jia Chen, Degui Li and Runze Li
2023: Pricing Transition Risk with a Jump-Diffusion Credit Risk Model: Evidences from the CDS market: Giulia Livieri, Davide Radi and Elia Smaniotto
2023: Portfolio Optimization with Relative Tail Risk: Young Shin Kim
2023: Non-Market Allocation Mechanisms: Optimal Design and Investment Incentives: Victor Augias and Eduardo Perez
2023: Style Miner: Find Significant and Stable Explanatory Factors in Time Series with Constrained Reinforcement Learning: Dapeng Li, Feiyang Pan, Jia He, Zhiwei Xu, Dandan Tu and Guoliang Fan
2023: Cost of Implementation of Basel III reforms in Bangladesh -- A Panel data analysis: Dipti Rani Hazra, Md. Shah Naoaj, Mohammed Mahinur Alam and Abdul Kader
2023: Model-free Hedging of Impermanent Loss in Geometric Mean Market Makers: Masaaki Fukasawa, Basile Maire and Marcus Wunsch
2023: Network log-ARCH models for forecasting stock market volatility: Raffaele Mattera and Philipp Otto
2023: Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets: Yun-Shi Dai, Peng-Fei Dai and Wei-Xing Zhou
2023: Venture Capital Portfolio Construction and the Main Factors Impacting the Optimal Strategy: Francesco Farina, Mike Arpaia, Harpal Khing and Jonas Vetterle
2023: Financial Structure, Firm Size and Financial Growth of Non-Financial Firms Listed at the Nairobi Securities Exchange: David Haritone Shikumo, Oluoch Oluoch and Joshua Matanda Wepukhulu
2023: Proxy Forecasting to Avoid Stochastic Decision Rules in Decision Markets: Wenlong Wang and Thomas Pfeiffer
2023: Bifurcation analysis of the Keynesian cross model: Xinyu Li
2023: A Re-Examination of the Foundations of Cost of Capital for Regulatory Purposes: Darryl Biggar
2023: On Robustness of Double Linear Policy with Time-Varying Weights: Xin-Yu Wang and Chung-Han Hsieh
2023: School-based malaria chemoprevention as a cost-effective approach to improve cognitive and educational outcomes: a meta-analysis: Noam Angrist, Matthew C. H. Jukes, Sian Clarke, R. Matthew Chico, Charles Opondo, Donald Bundy and Lauren M. Cohee
2023: Predictive Optimized Model on Money Markets Instruments With Capital Market and Bank Rates Ratio: Bilal Hungund and Shilpa Rastogi
2023: Standard errors when a regressor is randomly assigned: Denis Chetverikov, Jinyong Hahn, Zhipeng Liao and Andres Santos
2023: Optimal liquidation with temporary and permanent price impact, an application to cryptocurrencies: Hugo E. Ramirez and Juli\'an Fernando Sanchez
2023: Portfolio Optimization with Allocation Constraints and Stochastic Factor Market Dynamics: Marcos Escobar-Anel, Michel Kschonnek and Rudi Zagst
2023: Dynamic Information Provision: Rewarding the Past and Guiding the Future: Ian Ball
2023: Optimal Delegation in Markets for Matching with Signaling: Seungjin Han, Alex Sam and Youngki Shin
2023: Improving CNN-base Stock Trading By Considering Data Heterogeneity and Burst: Keer Yang, Guanqun Zhang, Chuan Bi, Qiang Guan, Hailu Xu and Shuai Xu
2023: Stock Price Prediction Using Temporal Graph Model with Value Chain Data: Chang Liu and Sandra Paterlini
2023: Main Concepts and Principles of Political Economy -- Production and Values, Distribution and Prices, Reproduction and Profits: Christian Flamant
2023: Cryptocurrency Price Prediction using Twitter Sentiment Analysis: Haritha Gb and Sahana N. B
2023: Portfolio Volatility Estimation Relative to Stock Market Cross-Sectional Intrinsic Entropy: Claudiu Vinte and Marcel Ausloos
2023: Stock Trend Prediction: A Semantic Segmentation Approach: Shima Nabiee and Nader Bagherzadeh
2023: Physics Breakthrough Disproves Fundamental Assumptions of the Chicago School: Cortelyou C. Kenney
2023: Real Options Technique as a Tool of Strategic Risk Management: Volodymyr Savchuk
2023: Economics of In-Space Industry and Competitiveness of Lunar-Derived Rocket Propellant: Philip Metzger
2023: A parsimonious neural network approach to solve portfolio optimization problems without using dynamic programming: Pieter M. van Staden, Peter A. Forsyth and Yuying Li
2023: The Effects of the Pandemic on Market Power and Profitability: Juan Andres Espinosa-Torres and Jaime Ramirez-Cuellar
2023: Deep Calibration With Artificial Neural Network: A Performance Comparison on Option Pricing Models: Young Shin Kim, Hyangju Kim and Jaehyung Choi
2023: Classification and calibration of affine models driven by independent L\'evy processes: Micha{\l} Barski and Rafa{\l} {\L}ochowski
2023: Are high school degrees and university diplomas equally heritable in the US? A new measure of relative intergenerational mobility: Anna Naszodi and Liliana Cuccu
2023: Linking Alternative Fuel Vehicles Adoption with Socioeconomic Status and Air Quality Index: Anuradha Singh, Jyoti Yadav, Sarahana Shrestha and Aparna S. Varde
2023: Mean field game of mutual holding with defaultable agents, and systemic risk: Mao Fabrice Djete, Gaoyue Guo and Nizar Touzi
2023: Relative performance criteria of multiplicative form in complete markets: Anastasiya Tanana
2023: A Commons-Compatible Implementation of the Sharing Economy: Blockchain-Based Open Source Mediation: Petra Tschuchnig, Manfred Mayr, Maximilian Tschuchnig and Peter Haber
2023: Axiomatic characterization of pointwise Shapley decompositions: Marcus C Christiansen
2023: Ruin probability for the quota share model with~phase-type distributed claims: Krzysztof Burnecki, Zbigniew Palmowski, Marek Teuerle and Aleksandra Wilkowska
2023: A Unified Theorem of the Alternative: Ian Ball
2023: The Dynamics of Instability: C\'esar Barilla and Duarte Gon\c{c}alves
2023: The Stock Price Relationship between Holding Companies and Subsidiaries: A Case study of Indonesia Multiholding Companies: Muhammad Aufaristama
2023: Are consumers ready to pay extra for crowd-shipping e-groceries and why? A hybrid choice analysis for developing economies: Oleksandr Rossolov and Yusak O. Susilo
2023: Counterfactual Copula and Its Application to the Effects of College Education on Intergenerational Mobility: Tsung-Chih Lai and Jiun-Hua Su
2023: Redesigning the US Army's Branching Process: A Case Study in Minimalist Market Design: Kyle Greenberg, Parag Pathak and Tayfun S\"onmez
2023: Inertial Updating: Adam Dominiak, Matthew Kovach and Gerelt Tserenjigmid
2023: The Nobel Family: Richard Tol
2023: Academic Freedom and Innovation: A Research Note: David Audretsch, Christian Fisch, Chiara Franzoni, Paul P. Momtaz and Silvio Vismara
2023: NFT Bubbles: Andrea Barbon and Angelo Ranaldo
2023: Ranked Choice Bedlam in a 2022 Oakland School Director Election: David McCune
2023: What do surveys say about the historical trend of inequality and the applicability of two table-transformation methods?: Anna Naszodi
2023: A Distributionally Robust Random Utility Model: David M\"uller, Emerson Melo and Ruben Schlotter
2023: Research on CPI Prediction Based on Natural Language Processing: Xiaobin Tang and Nuo Lei
2023: The Financial Market of Indices of Socioeconomic Wellbeing: Thilini V. Mahanama, Abootaleb Shirvani and Svetlozar Rachev
2023: The iterative proportional fitting algorithm and the NM-method: solutions for two different sets of problems: Anna Naszodi
2023: The Impact of Feature Selection and Transformation on Machine Learning Methods in Determining the Credit Scoring: Oguz Koc, Omur Ugur and A. Sevtap Kestel
2023: Preferences and Attitudes towards Debt Collection: A Cross-Generational Investigation: Minou Goetze, Christina Herdt, Ricarda Conrad and Stephan Stricker
2023: Distributional Vector Autoregression: Eliciting Macro and Financial Dependence: Yunyun Wang, Tatsushi Oka and Dan Zhu
2023: Direct comparison or indirect comparison via a series of counterfactual decompositions?: Anna Naszodi
2023: Socioeconomics of Urban Travel in the U.S.: Evidence from the 2017 NHTS: Xize Wang and John L. Renne
2023: Forecasting the movements of Bitcoin prices: an application of machine learning algorithms: Hakan Pabuccu, Serdar Ongan and Ayse Ongan
2023: Application of supervised learning models in the Chinese futures market: Fuquan Tang
2023: A Note on Invariant Extensions of Preorders: Peter Caradonna and Christopher Chambers
2023: Optimal investment with insurable background risk and nonlinear portfolio allocation frictions: Hugo E. Ramirez and Rafael Serrano
2023: Financing Costs, Per-Shipment Costs and Shipping Frequency: Firm-Level Evidence from Bangladesh: Md Deluair Hossen
2023: Exchange Rate Pass-Through and Data Frequency: Firm-Level Evidence from Bangladesh: Md Deluair Hossen
2023: Government Guarantees and Banks' Income Smoothing: Manuela M. Dantas, Kenneth J. Merkley and Felipe B. G. Silva
2023: Enlargement of Filtrations: An Exposition of Core Ideas with Financial Examples: Karen Grigorian and Robert Jarrow
2023: Optimal Engagement-Diversity Tradeoffs in Social Media: Fabian Baumann, Daniel Halpern, Ariel D. Procaccia, Iyad Rahwan, Itai Shapira and Manuel Wuthrich
2023: Complex Systems of Secrecy: The Offshore Networks of Oligarchs: Ho-Chun Herbert Chang, Brooke Harrington, Feng Fu and Daniel Rockmore
2023: Social herding in mean field games: Deepanshu Vasal
2023: Both eyes open: Vigilant Incentives help Regulatory Markets improve AI Safety: Paolo Bova, Alessandro Di Stefano and The Anh Han
2023: Monetary Policy and Economic Growth in Developing Countries: A Literature Review: Marouane Daoui
2023: A neural network based model for multi-dimensional nonlinear Hawkes processes: Sobin Joseph and Shashi Jain
2023: Censored Quantile Regression with Many Controls: Seoyun Hong
2023: The Economic Costs of the Russia-Ukraine War: A Synthetic Control Study of (Lost) Entrepreneurship: David Audretsch, Paul P. Momtaz, Hanna Motuzenko and Silvio Vismara
2023: On Data-Driven Drawdown Control with Restart Mechanism in Trading: Chung-Han Hsieh
2023: Electricity Virtual Bidding Strategy Via Entropy-Regularized Stochastic Control Method: Zhou Fang
2023: Continuous-Time Path-Dependent Exploratory Mean-Variance Portfolio Construction: Zhou Fang
2023: Finding the Optimal Currency Composition of Foreign Exchange Reserves with a Quantum Computer: Martin Vesely
2023: Revisiting the effect of search frictions on market concentration: Jules Depersin and B\'ereng\`ere Patault
2023: Optimal probabilistic forecasts for risk management: Yuru Sun, Worapree Maneesoonthorn, Ruben Loaiza-Maya and Gael M. Martin
2023: Time-inconsistent contract theory: Camilo Hern\'andez and Dylan Possama\"i
2023: Robust portfolio selection under Recovery Average Value at Risk: Cosimo Munari, Justin Pl\"uckebaum and Stefan Weber
2023: How will Language Modelers like ChatGPT Affect Occupations and Industries?: Ed Felten, Manav Raj and Robert Seamans
2023: Predicting Stock Price Movement as an Image Classification Problem: Matej Steinbacher
2023: Mr.Keynes and the... Complexity! A suggested agent-based version of the General Theory of Employment, Interest and Money: Alessio Emanuele Biondo
2023: $21^{st}$ Century Statistical Disclosure Limitation: Motivations and Challenges: John Abowd and Michael B Hawes
2023: Generalized Cumulative Shrinkage Process Priors with Applications to Sparse Bayesian Factor Analysis: Sylvia Fr\"uhwirth-Schnatter
2023: A Deep Reinforcement Learning Trader without Offline Training: Boian Lazov
2023: Why Do Students Lie and Should We Worry? An Analysis of Non-truthful Reporting: Emil Chrisander and Andreas Bjerre-Nielsen
2023: A rational measure of irrationality: Davide Carpentiere, Alfio Giarlotta and Stephen Watson
2023: Elicitability of Return Risk Measures: M\"ucahit Ayg\"un, Fabio Bellini and Roger Laeven
2023: Preparing random state for quantum financing with quantum walks: Yen-Jui Chang, Wei-Ting Wang, Hao-Yuan Chen, Shih-Wei Liao and Ching-Ray Chang
2023: Liquidity Providers Greeks and Impermanent Gain: Niccol\`o Bardoscia and Alessandro Nodari
2023: LP-Duality Theory and the Cores of Games: Vijay V. Vazirani
2023: Control of Emerging-Market Target, Abnormal Stock Return: Evidence in Vietnam: Quyen Van and Vy Tran
2023: Decentralized Exchanges: The Profitability Frontier of Constant Product Market Makers: Tobias Bitterli and Fabian Sch\"ar
2023: Dynamic Programming for Pure-Strategy Subgame Perfection in an Arbitrary Game: Peter Streufert
2023: Being at the core: firm product specialisation: Filippo Bontadini, Mercedes Campi and Marco Due\~nas
2023: PRUDEX-Compass: Towards Systematic Evaluation of Reinforcement Learning in Financial Markets: Shuo Sun, Molei Qin, Xinrun Wang and Bo An
2023: Factor Model of Mixtures: Cheng Peng and Stanislav Uryasev
2023: An Examination of Ranked Choice Voting in the United States, 2004-2022: Adam Graham-Squire and David McCune
2023: Model Based Reinforcement Learning with Non-Gaussian Environment Dynamics and its Application to Portfolio Optimization: Huifang Huang, Ting Gao, Pengbo Li, Jin Guo, Peng Zhang and Nan Du
2023: Endogenous Labour Flow Networks: Kathyrn R. Fair and Omar A. Guerrero
2023: Auctions without commitment in the auto-bidding world: Aranyak Mehta and Andres Perlroth
2023: Testing for the appropriate level of clustering in linear regression models: James MacKinnon, Morten Nielsen and Matthew Webb
2023: Inference for Large Panel Data with Many Covariates: Markus Pelger and Jiacheng Zou
2023: Efficient Market Design with Distributional Objectives: Isa E. Hafalir, Fuhito Kojima and M. Bumin Yenmez
2023: Functional Expansions: Bruno Dupire and Valentin Tissot-Daguette
2023: Global LCOEs of decentralized off-grid renewable energy systems: Jann Michael Weinand, Maximilian Hoffmann, Jan G\"opfert, Tom Terlouw, Julian Sch\"onau, Patrick Kuckertz, Russell McKenna, Leander Kotzur, Jochen Lin{\ss}en and Detlef Stolten
2023: Prediction of Auto Insurance Risk Based on t-SNE Dimensionality Reduction: Joseph Levitas, Konstantin Yavilberg, Oleg Korol and Genadi Man
2023: Quantum classical hybrid neural networks for continuous variable prediction: Prateek Jain and Alberto Garcia Garcia
2023: Educational Inequality of Opportunity and Mobility in Europe: Jo\"el Terschuur
2023: Dynamic and static fund separations and their stability for long-term optimal investments: Hyungbin Park and Heejun Yeo
2023: ETF construction on CRIX: Konstantin H\"ausler
2023: Motif-aware temporal GCN for fraud detection in signed cryptocurrency trust networks: Song Li, Jiandong Zhou, Chong Mo, Jin Li, Geoffrey K. F. Tso and Yuxing Tian
2023: Boosted p-Values for High-Dimensional Vector Autoregression: Xiao Huang
2023: Genuine multifractality in time series is due to temporal correlations: Jaros{\l}aw Kwapie\'n, Pawel Blasiak, Stanis{\l}aw Dro\.zd\.z and Pawe{\l} O\'swi\k{e}cimka
2023: Distortion risk measures in random environments: construction and axiomatic characterization: Shuo Gong, Yijun Hu and Linxiao Wei
2023: $1/f$ noise from the sequence of nonoverlapping rectangular pulses: Aleksejus Kononovicius and Bronislovas Kaulakys
2023: The Kind of Silence: Managing a Reputation for Voluntary Disclosure in Financial Markets: Miles B. Gietzmann and Adam J. Ostaszewski
2023: Identifying Dominant Industrial Sectors in Market States of the S&P 500 Financial Data: Tobias Wand, Martin He{\ss}ler and Oliver Kamps
2023: pystacked: Stacking generalization and machine learning in Stata: Achim Ahrens, Christian Hansen and Mark Schaffer
2023: Impossibility theorems involving weakenings of expansion consistency and resoluteness in voting: Wesley H. Holliday, Chase Norman, Eric Pacuit and Saam Zahedian
2023: Simultaneity in Binary Outcome Models with an Application to Employment for Couples: Bo E. Honor\'e, Luojia Hu, Aikaterini Kyriazidou and Martin Weidner
2023: Nobel begets Nobel: Richard Tol
2023: An optimal transport based characterization of convex order: Johannes Wiesel and Erica Zhang
2023: Regulating Matching Markets with Constraints: Data-driven Taxation: Akira Matsushita, Kei Ikegami, Kyohei Okumura, Yoji Tomita and Atsushi Iwasaki
2023: Do price trajectory data increase the efficiency of market impact estimation?: Fengpei Li, Vitalii Ihnatiuk, Ryan Kinnear, Anderson Schneider and Yuriy Nevmyvaka
2023: Static Replication of Impermanent Loss for Concentrated Liquidity Provision in Decentralised Markets: Jun Deng, Hua Zong and Yun Wang
2023: Robust Distortion Risk Measures: Carole Bernard, Silvana M. Pesenti and Steven Vanduffel
2023: Multivariate ordered discrete response models: Tatiana Komarova and William Matcham
2023: Transient impact from the Nash equilibrium of a permanent market impact game: Francesco Cordoni and Fabrizio Lillo
2023: Data Provision to an Informed Seller: Shota Ichihashi and Alex Smolin
2023: Forecasting Cryptocurrency Returns from Sentiment Signals: An Analysis of BERT Classifiers and Weak Supervision: Duygu Ider and Stefan Lessmann
2023: Decentralization illusion in Decentralized Finance: Evidence from tokenized voting in MakerDAO polls: Xiaotong Sun, Charalampos Stasinakis and Georgios Sermpinis
2023: Estimating Nonlinear Network Data Models with Fixed Effects: David Hughes
2023: Modelplasticity and Abductive Decision Making: Subhadeep and Mukhopadhyay
2023: Tail-GAN: Learning to Simulate Tail Risk Scenarios: Rama Cont, Mihai Cucuringu, Renyuan Xu and Chao Zhang
2023: Cyber Loss Model Risk Translates to Premium Mispricing and Risk Sensitivity: Gareth W. Peters, Matteo Malavasi, Georgy Sofronov, Pavel V. Shevchenko, Stefan Tr\"uck and Jiwook Jang
2023: Preference Learning in School Choice Problems: SangMok Lee
2023: A constraint on the dynamics of wealth concentration: Valerio Astuti
2023: Designing Universal Causal Deep Learning Models: The Geometric (Hyper)Transformer: Beatrice Acciaio, Anastasis Kratsios and Gudmund Pammer
2023: Labor market conditions and college graduation: evidence from Brazil: Lucas Finamor
2023: Monitoring the Economy in Real Time: Trends and Gaps in Real Activity and Prices: Thomas Hasenzagl, Filippo Pellegrino, Lucrezia Reichlin and Giovanni Ricco
2023: Cleaning the covariance matrix of strongly nonstationary systems with time-independent eigenvalues: Christian Bongiorno, Damien Challet and Gr\'egoire Loeper
2023: Optimal index insurance and basis risk decomposition: an application to Kenya: Matthieu Stigler and David Lobell
2023: Information Spillover in Multiple Zero-sum Games: Lucas Pahl
2023: Bridging the short-term and long-term dynamics of economic structural change: James McNerney, Yang Li, Andres Gomez-Lievano and Frank Neffke
2023: Detecting long-range dependence for time-varying linear models: Lujia Bai and Weichi Wu
2023: Partial Identification of Marginal Treatment Effects with discrete instruments and misreported treatment: Santiago Acerenza
2023: Approximate Factor Models with Weaker Loadings: Jushan Bai and Serena Ng
2023: Estimating Endogenous Coalitional Mergers: Merger Costs and Assortativeness of Size and Specialization: Suguru Otani
2023: Adaptive Gradient Descent Methods for Computing Implied Volatility: Yixiao Lu, Yihong Wang and Tinggan Yang
2023: Stable and extremely unequal: Alfred Galichon, Octavia Ghelfi and Marc Henry
2023: Bounded rationality for relaxing best response and mutual consistency: The Quantal Hierarchy model of decision-making: Benjamin Patrick Evans and Mikhail Prokopenko
2023: Intergenerational risk sharing in a Defined Contribution pension system: analysis with Bayesian optimization: An Chen, Motonobu Kanagawa and Fangyuan Zhang
2023: Reference Dependence and Random Attention: Matthew Kovach and Elchin Suleymanov
2023: Trading with the Crowd: Eyal Neuman and Moritz Vo{\ss}
2023: Learning Treatment Effects in Panels with General Intervention Patterns: Vivek F. Farias, Andrew A. Li and Tianyi Peng
2023: SoK: Decentralized Exchanges (DEX) with Automated Market Maker (AMM) Protocols: Jiahua Xu, Krzysztof Paruch, Simon Cousaert and Yebo Feng
2023: Causal inference with misspecified exposure mappings: separating definitions and assumptions: Fredrik S\"avje
2023: Correlated Choice: Christopher Chambers, Yusufcan Masatlioglu and Christopher Turansick
2023: A nonparametric algorithm for optimal stopping based on robust optimization: Bradley Sturt
2023: Ambiguity and Partial Bayesian Updating: Matthew Kovach
2023: Optimal Intervention in Economic Networks using Influence Maximization Methods: Ariah Klages-Mundt and Andreea Minca
2023: Moving Away from the Joneses to Move Ahead: Migration, Information Gap and Signalling: Shihas Abdul-Razak, Upasak Das and Rupayan Pal
2023: Mining the Relationship Between COVID-19 Sentiment and Market Performance: Ziyuan Xia, Jeffery Chen and Anchen Sun
2023: Kernel Methods for Unobserved Confounding: Negative Controls, Proxies, and Instruments: Rahul Singh
2023: The Variational Method of Moments: Andrew Bennett and Nathan Kallus
2023: Evolution of Risk-Taking Behaviour and Status Preferences in Anti-Coordination Games: Manuel Staab
2023: Mixed--frequency quantile regressions to forecast Value--at--Risk and Expected Shortfall: Vincenzo Candila, Giampiero Gallo and Lea Petrella
2023: Learning in a Small/Big World: Benson Tsz Kin Leung
2023: "Near" Weighted Utilitarian Characterizations of Pareto Optima: Yeon-Koo Che, Jinwoo Kim, Fuhito Kojima and Christopher Thomas Ryan
2023: Necessary and Sufficient Conditions for Inverse Reinforcement Learning of Bayesian Stopping Time Problems: Kunal Pattanayak and Vikram Krishnamurthy
2023: Sparse Quantile Regression: Le-Yu Chen and Sokbae (Simon) Lee
2023: New robust inference for predictive regressions: Rustam Ibragimov, Jihyun Kim and Anton Skrobotov
2023: Reactive Global Minimum Variance Portfolios with $k-$BAHC covariance cleaning: Christian Bongiorno and Damien Challet
2023: Equilibrium Selection in Data Markets: Multiple-Principal, Multiple-Agent Problems with Non-Rivalrous Goods: Samir Wadhwa and Roy Dong
2023: Semi-metric portfolio optimization: a new algorithm reducing simultaneous asset shocks: Nick James, Max Menzies and Jennifer Chan
2023: Causal Inference and Data Fusion in Econometrics: Paul H\"unermund and Elias Bareinboim
2023: Singular Perturbation Expansion for Utility Maximization with Order-$\epsilon$ Quadratic Transaction Costs: Andrew Papanicolaou and Shiva Chandra
2023: Tail Option Pricing Under Power Laws: Nassim Nicholas Taleb, Brandon Yarckin, Chitpuneet Mann, Damir Delic and Mark Spitznagel
2023: Analysis of a Dynamic Voluntary Contribution Mechanism Public Good Game: Dmytro Bogatov
2023: NFT Wash Trading Detection: Derek Liu, Francesco Piccoli, Katie Chen, Adrina Tang and Victor Fang
2023: Decentralized Finance (DeFi): Mansur Bestas
2023: Simplifying and Improving: Revisiting Bulgaria's Revenue Forecasting Models: Fabio Ashtar Telarico
2023: A Deep Dive into NFT Whales: A Longitudinal Study of the NFT Trading Ecosystem: Na Hyeon Park, Hanna Kim, Chanhee Lee, Changhoon Yoon, Seunghyeon Lee, Youngjin Jin and Seungwon Shin
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2023: Portfolio Optimization on Multivariate Regime Switching GARCH Model with Normal Tempered Stable Innovation: Cheng Peng, Young Shin Kim and Stefan Mittnik
2023: Generalized Lee Bounds: Vira Semenova
2023: The Time Function of Stock Price: Shengfeng Mei and Hong Gao
2023: COVID-19 and Digital Resilience: Evidence from Uber Eats: Manav Raj, Arun Sundararajan and Calum You
2023: Extensions of Dupire Formula: Stochastic Interest Rates and Stochastic Local Volatility: Orcan Ogetbil and Bernhard Hientzsch
2023: Identifying Preferences when Households are Financially Constrained: Andreas Tryphonides
2023: Local Lipschitz Bounds of Deep Neural Networks: Calypso Herrera, Florian Krach and Josef Teichmann
2023: Equal Predictive Ability Tests Based on Panel Data with Applications to OECD and IMF Forecasts: Oguzhan Akgun, Alain Pirotte, Giovanni Urga and Zhenlin Yang
2023: Supply Network Formation and Fragility: Matthew Elliott, Benjamin Golub and Matthew V. Leduc
2023: Permutation inference with a finite number of heterogeneous clusters: Andreas Hagemann
2023: The Cost of Information: The Case of Constant Marginal Costs: Luciano Pomatto, Philipp Strack and Omer Tamuz
2023: Treatment Effect Models with Strategic Interaction in Treatment Decisions: Tadao Hoshino and Takahide Yanagi
2023: Fund Characteristics and Performances of Socially Responsible Mutual Funds: Do ESG Ratings Play a Role?: Nandita Das, Bernadette Ruf, Swarnankur Chatterjee and Aman Sunder
2023: Optimal Investment in a Dual Risk Model: Arash Fahim and Lingjiong Zhu
2023: A State-Dependent Dual Risk Model: Lingjiong Zhu
2023: Invoice discounting using kelly criterion by automated market makers-like implementations: Peplluis R. Esteva and Alberto Ballesteros Rodr\'iguez
2023: DSE Stock Price Prediction using Hidden Markov Model: Raihan Tanvir, Md Tanvir Rouf Shawon and Md. Golam Rabiul Alam
2023: Silkswap: An asymmetric automated market maker model for stablecoins: Nicola Cantarutti, Alex Harker and Carter Woetzel
2023: Does higher capital maintenance drive up banks cost of equity? Evidence from Bangladesh: Md Shah Naoaj and Mir Md Moyazzem Hosen
2023: Real Estate Property Valuation using Self-Supervised Vision Transformers: Mahdieh Yazdani and Maziar Raissi
2023: The Optimality of Constant Mark-Up Pricing: Dirk Bergemann, Tibor Heumann and Stephen Morris
2023: On Using The Two-Way Cluster-Robust Standard Errors: Harold D Chiang and Yuya Sasaki
2023: Bridging the Covid-19 Data and the Epidemiological Model using Time-Varying Parameter SIRD Model: Cem Cakmakli and Yasin Simsek
2023: View fusion vis-\`a-vis a Bayesian interpretation of Black-Litterman for portfolio allocation: Trent Spears, Stefan Zohren and Stephen Roberts
2023: Utility-based indifference pricing of pure endowments in a Markov-modulated market model: Alessandra Cretarola and Benedetta Salterini
2023: Certification Design for a Competitive Market: Andreas A. Haupt, Nicole Immorlica and Brendan Lucier
2023: Multi-Channel Auction Design in the Autobidding World: Gagan Aggarwal, Andres Perlroth and Junyao Zhao
2023: Opaque Contracts: Andreas Haupt and Zoe Hitzig
2023: Quantum Boltzmann Machines: Applications in Quantitative Finance: Cameron Perot
2023: Wavelet Analysis for Time Series Financial Signals via Element Analysis: Nathan Zavanelli
2023: Forex Trading Strategy That Might Be Executed Due to the Popularity of Gotobi Anomaly: Hiroki Bessho, Takanari Sugimoto and Tomoya Suzuki
2023: Future of Supply Chain: Challenges, Trends, and Prospects: Cristiana L. Lara and John Wassick
2023: Prediction of Customer Churn in Banking Industry: Sina Esmaeilpour Charandabi
2023: Royal Processions: Incentives, Efficiency and Fairness in Two-sided Matching: Sophie Bade and Joseph Root
2023: DeFi: data-driven characterisation of Uniswap v3 ecosystem & an ideal crypto law for liquidity pools: Deborah Miori and Mihai Cucuringu
2023: Machine Learning with High-Cardinality Categorical Features in Actuarial Applications: Benjamin Avanzi, Greg Taylor, Melantha Wang and Bernard Wong
2023: Equilibria and their stability in an asymmetric duopoly model of Kopel: Xiaoliang Li and Kongyan Chen
2023: A Note on the Estimation of Job Amenities and Labor Productivity: Arnaud Dupuy and Alfred Galichon
2023: Multidimensional dynamic factor models: Matteo Barigozzi and Filippo Pellegrino
2023: Conditional generalized quantiles based on expected utility model and equivalent characterization of properties: Qinyu Wu, Fan Yang and Ping Zhang
2023: Long-Term Modeling of Financial Machine Learning for Active Portfolio Management: Kazuki Amagai and Tomoya Suzuki
2023: The impact of surplus sharing on the outcomes of specific investments under negotiated transfer pricing: An agent-based simulation with fuzzy Q-learning agents: Christian Mitsch
2023: Informational Diversity and Affinity Bias in Team Growth Dynamics: Hoda Heidari, Solon Barocas, Jon Kleinberg and Karen Levy
2023: 'Good job!' The impact of positive and negative feedback on performance: Daniel Goller and Maximilian Sp\"ath
2023: Matching of Everyday Power Supply and Demand with Dynamic Pricing: Problem Formalisation and Conceptual Analysis: Thibaut Th\'eate, Antonio Sutera and Damien Ernst
2023: Recovering utility: Christopher Chambers, Federico Echenique and Nicolas S. Lambert
2023: The effect of primary school education on preventive behaviours during COVID-19 in Japan: Eiji Yamamura, Yoshiro Tsutsui and Fumio Ohtake
2023: Customer Momentum: Mykola Pinchuk
2023: Contextualizing Emerging Trends in Financial News Articles: Nhu Khoa Nguyen, Thierry Delahaut, Emanuela Boros, Antoine Doucet and Ga\"el Lejeune
2023: Inflation targeting strategy and its credibility: Carlos Posada
2023: Measuring Regulatory Barriers Using Annual Reports of Firms: Haosen Ge
2023: Adults in the room? The auditor and dividends in small firms: Evidence from a natural experiment: Hakim Lyngstad{\aa}s and Johannes Mauritzen
2023: New developments in econophysics: Option pricing formulas: Moawia Alghalith
2023: The Probability Conflation: A Reply: Nassim Nicholas Taleb, Ron Richman, Marcos Carreira and James Sharpe
2023: A Framework of Transaction Packaging in High-throughput Blockchains: Yuxuan Lu, Qian Qi and Xi Chen
2023: Valuation of the Convertible Bonds under Penalty TF model using Finite Element Method: Rakhymzhan Kazbek, Yogi Erlangga, Yerlan Amanbek and Dongming Wei
2023: Pain or Anxiety? The Health Consequences of Rising Robot Adoption in China: Qiren Liu, Sen Luo and Robert Seamans
2023: Early life exposure to measles and later-life outcomes: Evidence from the introduction of a vaccine: Gerard J. van den Berg, Stephanie von Hinke and Nicolai Vitt
2023: Sequential Bayesian Learning for Hidden Semi-Markov Models: Patrick Aschermayr and Konstantinos Kalogeropoulos
2023: Aggregating heavy-tailed random vectors: from finite sums to L\'evy processes: Bikramjit Das and Vicky Fasen-Hartmann
2023: Research on the Impact of Innovative City and Smart City Construction on Digital Economy: Evidence from China: Zhanpeng Huang
2023: Leveraging Vision-Language Models for Granular Market Change Prediction: Christopher Wimmer and Navid Rekabsaz
2023: Sequential Graph Attention Learning for Predicting Dynamic Stock Trends (Student Abstract): Tzu-Ya Lai, Wen Jung Cheng and Jun-En Ding
2023: Bitcoin Does Not Hedge Inflation: Mykola Pinchuk
2023: Constructing Copulas Using Corrected Hermite Polynomial Expansion for Estimating Cross Foreign Exchange Volatility: Kenichiro Shiraya and Tomohisa Yamakami
2023: Prenatal Sugar Consumption and Late-Life Human Capital and Health: Analyses Based on Postwar Rationing and Polygenic Scores: Gerard J. van den Berg, Stephanie von Hinke and R. Adele H. Wang
2023: Impact of the Ukrainian crisis on the global food security: Jean Cyrus de Gourcuff, David Makowski, Philippe Ciais and Marc Barthelemy
2023: Macroeconomic forecasting and sovereign risk assessment using deep learning techniques: Anastasios Petropoulos, Vassilis Siakoulis, Konstantinos P. Panousis, Loukas Papadoulas and Sotirios Chatzis
2023: Processes analogous to ecological interactions and dispersal shape the dynamics of economic activities: Victor Boussange, Didier Sornette, Heike Lischke and Lo\"ic Pellissier
2023: Approximations of multi-period liability values by simple formulas: Nils Engler and Filip Lindskog
2023: Composite distributions in the social sciences: A comparative empirical study of firms' sales distribution for France, Germany, Italy, Japan, South Korea, and Spain: Arturo Ramos, Till Massing, Atushi Ishikawa, Shouji Fujimoto and Takayuki Mizuno
2023: The Combinational Mutation Strategy of Differential Evolution Algorithm for Pricing Vanilla Options and Its Implementation on Data during Covid-19 Pandemic: Werry Febrianti, Kuntjoro Adji Sidarto and Novriana Sumarti
2023: Labor Income Risk and the Cross-Section of Expected Returns: Mykola Pinchuk
2023: Decarbonization of financial markets: a mean-field game approach: Pierre Lavigne and Peter Tankov
2023: Cutting a Cake Fairly for Groups Revisited: Erel Segal-Halevi and Warut Suksompong
2023: Corporate Culture and Organizational Fragility: Matthew Elliott, Benjamin Golub and Matthieu V. Leduc
2023: Learning Production Process Heterogeneity Across Industries: Implications of Deep Learning for Corporate M&A Decisions: Jongsub Lee and Hayong Yun
2023: Modeling COVID-19 pandemic with financial markets models: The case of Ja\'en (Spain): Julio Guerrero, Maria del Carmen Galiano and Giuseppe Orlando
2023: About constant-product automated market makers: Th\'eodore Conrad, Arthur Vinciguerra and Guillaume M\'erou\'e
2023: Environmentally-Extended Input-Output analyses efficiently sketch large-scale environmental transition plans -- illustration by Canada's road industry: Anne de Bortoli and Maxime Agez
2023: Efficient Pricing and Hedging of High Dimensional American Options Using Recurrent Networks: Andrew Na and Justin Wan
2023: Input-Output Analysis: New Results From Markov Chain Theory: Nizar Riane and Claire David
2023: Agent-based Integrated Assessment Models: Alternative Foundations to the Environment-Energy-Economics Nexus: Karl Naumann-Woleske
2023: Algorithmic Writing Assistance on Jobseekers' Resumes Increases Hires: Emma van Inwegen, Zanele Munyikwa and John J. Horton
2023: From prosumer to flexumer: Case study on the value of flexibility in decarbonizing the multi-energy system of a manufacturing company: Markus Fleschutz, Markus Bohlayer, Marco Braun and Michael D. Murphy
2023: Fixed-point iterative algorithm for SVI model: Shuzhen Yang and Wenqing Zhang
2023: L\'evy bandits under Poissonian decision times: Jos\'e-Luis P\'erez and Kazutoshi Yamazaki
2023: An MCMC Approach to Classical Estimation: Victor Chernozhukov and Han Hong
2023: Optimal Transport for Counterfactual Estimation: A Method for Causal Inference: Arthur Charpentier, Emmanuel Flachaire and Ewen Gallic
2023: Navigating the energy trilemma during geopolitical and environmental crises: Richard Tol
2023: Large Language Models as Simulated Economic Agents: What Can We Learn from Homo Silicus?: John J. Horton
2023: Adversarial AI in Insurance: Pervasiveness and Resilience: Elisa Luciano, Matteo Cattaneo and Ron Kenett
2023: Turkish Inflation, Private Debt & how to overcome it: Mahmood Abdullah
2023: Monotonicity for AI ethics and society: An empirical study of the monotonic neural additive model in criminology, education, health care, and finance: Dangxing Chen and Luyao Zhang
2023: Generalizing Impermanent Loss on Decentralized Exchanges with Constant Function Market Makers: Rohan Tangri, Peter Yatsyshin, Elisabeth A. Duijnstee and Danilo Mandic
2023: Statistical inference for the logarithmic spatial heteroskedasticity model with exogenous variables: Bing Su, Fukang Zhu and Ke Zhu
2023: Robust M-Estimation for Additive Single-Index Cointegrating Time Series Models: Chaohua Dong, Jiti Gao, Yundong Tu and Bin Peng
2023: Sensitivities of Asian options in the Black-Scholes model: Dan Pirjol and Lingjiong Zhu
2023: A delayed dual risk model: Lingjiong Zhu
2023: When it counts -- Econometric identification of the basic factor model based on GLT structures: Sylvia Fr\"uhwirth-Schnatter, Darjus Hosszejni and Hedibert Freitas Lopes
2023: Doubly-Robust Inference for Conditional Average Treatment Effects with High-Dimensional Controls: Adam Baybutt and Manu Navjeevan
2023: Efficiency in Collective Decision-Making via Quadratic Transfers: Jon Eguia, Nicole Immorlica, Steven P. Lalley, Katrina Ligett, Glen Weyl and Dimitrios Xefteris
2023: Stable Probability Weighting: Large-Sample and Finite-Sample Estimation and Inference Methods for Heterogeneous Causal Effects of Multivalued Treatments Under Limited Overlap: Ganesh Karapakula
2023: Stock market forecasting using DRAGAN and feature matching: Fateme Shahabi Nejad and Mohammad Mehdi Ebadzadeh
2023: Non-Stochastic CDF Estimation Using Threshold Queries: Princewill Okoroafor, Vaishnavi Gupta, Robert Kleinberg and Eleanor Goh
2023: Filtering Down to Size: A Theory of Consideration: Tonna Emenuga
2023: Acceptable Bilateral Gamma Parameters: Yoshihiro Shirai
2023: Deep Reinforcement Learning for Asset Allocation: Reward Clipping: Jiwon Kim, Moon-Ju Kang, KangHun Lee, HyungJun Moon and Bo-Kwan Jeon
2023: Non-linear correlation analysis in financial markets using hierarchical clustering: J. E. Salgado-Hern\'andez and Manan Vyas
2023: European baskets in discrete-time continuous-binomial market models: Jarek K\k{e}dra, Assaf Libman and Victoria Steblovskaya
2023: Measuring Corporate Digital Divide with web scraping: Evidence from Italy: Mazzoni Leonardo, Pinelli Fabio and Riccaboni Massimo
2023: Testing for Coefficient Randomness in Local-to-Unity Autoregressions: Mikihito Nishi
2023: A Framework for Generalization and Transportation of Causal Estimates Under Covariate Shift: Apoorva Lal, Wenjing Zheng and Simon Ejdemyr
2023: Optimal Impartial Correspondences: Javier Cembrano, Felix Fischer and Max Klimm
2023: Utilizing Technical Data to Discover Similar Companies in Dhaka Stock Exchange: Tashreef Muhammad, Tahsin Aziz and Mohammad Shafiul Alam
2023: Uniform Inference in Linear Error-in-Variables Models: Divide-and-Conquer: Tom Boot and Art\=uras Juodis
2023: Elastic Cash: Anup Rao
2023: Optimal social security timing: A. Y. Aydemir
2023: Disrupted Routines Anticipate Musical Exploration: Khwan Kim, Noah Askin and James A. Evans
2023: CSRCZ: A Dataset About Corporate Social Responsibility in Czech Republic: Xhesilda Vogli and Erion \c{C}ano
2023: Action needed to make carbon offsets from tropical forest conservation work for climate change mitigation: Thales A. P. West, Sven Wunder, Erin O. Sills, Jan B\"orner, Sami W. Rifai, Alexandra N. Neidermeier and Andreas Kontoleon
2023: How effective are covid-19 vaccine health messages in reducing vaccine skepticism? Heterogeneity in messages effectiveness by just world beliefs: Juliane Wiese and Nattavudh Powdthavee
2023: Strategic Environmental Corporate Social Responsibility (ECSR) Certification and Endogenous Market Structure: Ajay Sharma and Siddhartha Rastogi
2023: Long-Term Returns Estimation of Leveraged Indexes and ETFs: Hayden Brown
2023: Removing Non-Stationary Knowledge From Pre-Trained Language Models for Entity-Level Sentiment Classification in Finance: Guijin Son, Hanwool Lee, Nahyeon Kang and Moonjeong Hahm
2023: The COVID-19 vaccination, preventive behaviors and pro-social motivation: panel data analysis from Japan: Eiji Yamamura, Yoshiro Tsutsui and Fumio Ohtake
2023: Inflation and Value Creation: An Economic and Philosophic Investigation: Gennady Shkliarevsky
2023: Quantile Autoregression-based Non-causality Testing: Weifeng Jin
2023: Option pricing under the normal SABR model with Gaussian quadratures: Jaehyuk Choi and Byoung Ki Seo
2023: Health Wearables, Gamification, and Healthful Activity: Muhammad Hydari, Idris Adjerid and Aaron D. Striegel
2023: On Frequency-Based Optimal Portfolio with Transaction Costs: Chung-Han Hsieh and Yi-Shan Wong
2023: A responsibility value for digraphs: Rosa van den Ende and Dylan Laplace Mermoud
2023: Preferences on Ranked-Choice Ballots: Brian Duricy
2023: Isotonic Recalibration under a Low Signal-to-Noise Ratio: Mario V. W\"uthrich and Johanna Ziegel
2023: Climate change heterogeneity: A new quantitative approach: Maria Dolores Gadea and Jesus Gonzalo
2023: Cognitive Endurance, Talent Selection, and the Labor Market Returns to Human Capital: Germ\'an Reyes
2023: Regret theory, Allais' Paradox, and Savage's omelet: Vardan G. Bardakhchyan and Armen E. Allahverdyan
2023: Cryptocurrency co-investment network: token returns reflect investment patterns: Luca Mungo, Silvia Bartolucci and Laura Alessandretti
2023: Corrupted by Algorithms? How AI-generated and Human-written Advice Shape (Dis)honesty: Margarita Leib, Nils K\"obis, Rainer Michael Rilke, Marloes Hagens and Bernd Irlenbusch
2023: A Quantum-Inspired Binary Optimization Algorithm for Representative Selection: Anna G. Hughes, Jack S. Baker and Santosh Kumar Radha
2023: fintech-kMC: Agent based simulations of financial platforms for design and testing of machine learning systems: Isaac Tamblyn, Tengkai Yu and Ian Benlolo
2023: Complex dynamics of knowledgeable monopoly models with gradient mechanisms: Xiaoliang Li, Jiacheng Fu and Wei Niu
2023: Measuring tail risk at high-frequency: An $L_1$-regularized extreme value regression approach with unit-root predictors: Julien Hambuckers, Li Sun and Luca Trapin
2023: Analytic RFR Option Pricing with Smile and Skew: Colin Turfus and Aurelio Romero-Berm\'udez
2023: Gender Diversity in Ownership and Firm Innovativeness in Emerging Markets. The Mediating Roles of R&D Investments and External Capital: Vartuhi Tonoyan and Christopher Boudreaux
2023: On the causality-preservation capabilities of generative modelling: Yves-C\'edric Bauwelinckx, Jan Dhaene, Tim Verdonck and Milan van den Heuvel
2023: Fitting mixed logit random regret minimization models using maximum simulated likelihood: Ziyue Zhu, \'Alvaro A. Guti\'errez-Vargas and Martina Vandebroek
2023: A Bertrand duopoly game with differentiated products reconsidered: Xiaoliang Li and Bo Li
2023: Historical Patterns and Recent Impacts of Chinese Investors in United States Real Estate: Kevin Sun
2023: Fast Barrier Option Pricing by the COS BEM Method in Heston Model: A. Aimi, C. Guardasoni, L. Ortiz-Gracia and S. Sanfelici
2023: Time-Varying Coefficient DAR Model and Stability Measures for Stablecoin Prices: An Application to Tether: Antoine Djobenou, Emre Inan and Joann Jasiak
2023: Local Inequities in the Relative Production of and Exposure to Vehicular Air Pollution in Los Angeles: Geoff Boeing, Yougeng Lu and Clemens Pilgram
2023: Designing organizations for bottom-up task allocation: The role of incentives: Stephan Leitner
2023: Inference on Time Series Nonparametric Conditional Moment Restrictions Using General Sieves: Xiaohong Chen, Yuan Liao and Weichen Wang
2023: Langevin algorithms for Markovian Neural Networks and Deep Stochastic control: Pierre Bras and Gilles Pag\`es
2023: Strategic Observational Learning: Dimitri Migrow
2023: Economic impacts of AI-augmented R&D: Tamay Besiroglu, Nicholas Emery-Xu and Neil Thompson
2023: Multi-Agent Dynamic Pricing in a Blockchain Protocol Using Gaussian Bandits: Alexis Asseman, Tomasz Kornuta, Anirudh Patel, Matt Deible and Sam Green
2023: Toxic Liquidation Spirals: Jakub Warmuz, Amit Chaudhary and Daniele Pinna
2023: Nostradamus: Weathering Worth: Alapan Chaudhuri, Zeeshan Ahmed, Ashwin Rao, Shivansh Subramanian, Shreyas Pradhan and Abhishek Mittal
2023: On regression-adjusted imputation estimators of the average treatment effect: Zhexiao Lin and Fang Han
2023: On Blockchain We Cooperate: An Evolutionary Game Perspective: Luyao Zhang and Xinyu Tian
2023: An Ellsberg paradox for ambiguity aversion: Christoph Kuzmics, Brian W. Rogers and Xiannong Zhang
2023: A Rigorous Proof of the Index Theorem for Economists: Yuhki Hosoya
2023: Multiple Structural Breaks in Interactive Effects Panel Data and the Impact of Quantitative Easing on Bank Lending: Jan Ditzen, Yiannis Karavias and Joakim Westerlund
2023: On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness: Francis Diebold and Kamil Yilmaz
2023: On Existence of alpha-Core Solutions for Games with Finite or Infinite Players: Qi-Qing Song and Min Guo
2023: Predictive Crypto-Asset Automated Market Making Architecture for Decentralized Finance using Deep Reinforcement Learning: Tristan Lim
2023: Powering Up a Slow Charging Market: How Do Government Subsidies Affect Charging Station Supply?: Zunian Luo
2023: Setting Interim Deadlines to Persuade: Maxim Senkov
2023: Empirical Bayes Selection for Value Maximization: Dominic Coey and Kenneth Hung
2023: Working With Convex Responses: Antifragility From Finance to Oncology: Nassim Nicholas Taleb and Jeffrey West
2023: Best Arm Identification with Contextual Information under a Small Gap: Masahiro Kato, Masaaki Imaizumi, Takuya Ishihara and Toru Kitagawa
2023: Representations of cones and applications to decision theory: Paolo Leonetti and Giulio Principi
2023: Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest Overfitting: Berend Jelmer Dirk Gort, Xiao-Yang Liu, Xinghang Sun, Jiechao Gao, Shuaiyu Chen and Christina Dan Wang
2023: What does machine learning say about the drivers of inflation?: Emanuel Kohlscheen
2023: Competition, Alignment, and Equilibria in Digital Marketplaces: Meena Jagadeesan, Michael I. Jordan and Nika Haghtalab
2023: Panacea or Placebo? Exploring Causal Effects of Nonlocal Vehicle Driving Restriction Policies on Traffic Congestion Using Difference-in-differences Approach: Yuan Liang, Quan Yuan, Daoge Wang, Yong Feng, Pengfei Xu and Jiangping Zhou
2023: Generic catastrophic poverty when selfish investors exploit a degradable common resource: Claudius Gros
2023: The IPCC and the challenge of ex post policy evaluation: Richard Tol
2023: Reputation Effects under Short Memories: Harry Pei
2023: Gender gaps in frontier entrepreneurship? Evidence from 1901 Oklahoma land lottery winners: Jason Poulos
2023: Markov Decision Processes under Model Uncertainty: Ariel Neufeld, Julian Sester and Mario \v{S}iki\'c
2023: Gamma and Vega Hedging Using Deep Distributional Reinforcement Learning: Jay Cao, Jacky Chen, Soroush Farghadani, John Hull, Zissis Poulos, Zeyu Wang and Jun Yuan
2023: Automatic Adjoint Differentiation for special functions involving expectations: Jos\'e Brito, Andrei Goloubentsev and Evgeny Goncharov
2023: Stochastic volatility modeling of high-frequency CSI 300 index and dynamic jump prediction driven by machine learning: Xianfei Hui, Baiqing Sun, Indranil SenGupta, Yan Zhou and Hui Jiang
2023: Capturing positive network attributes during the estimation of recursive logit models: A prism-based approach: Yuki Oyama
2023: The Impact of Geopolitical Conflicts on Trade, Growth, and Innovation: Carlos G\'oes and Eddy Bekkers
2023: Innovation Diffusion among Case-based Decision-makers: Benson Tsz Kin Leung
2023: Bayesian Bilinear Neural Network for Predicting the Mid-price Dynamics in Limit-Order Book Markets: Martin Magris, Mostafa Shabani and Alexandros Iosifidis
2023: Caplet pricing in affine models for alternative risk-free rates: Claudio Fontana
2023: Dynamic Heterogeneous Distribution Regression Panel Models, with an Application to Labor Income Processes: Ivan Fernandez-Val, Wayne Gao, Yuan Liao and Francis Vella
2023: Pricing Time-to-Event Contingent Cash Flows: A Discrete-Time Survival Analysis Approach: Jackson P. Lautier, Vladimir Pozdnyakov and Jun Yan
2023: Pricing European Options under Stochastic Volatility Models: Case of five-Parameter Variance-Gamma Process: A. H. Nzokem
2023: Buy Now, Pay Later (BNPL)...On Your Credit Card: Benedict Guttman-Kenney, Christopher Firth and John Gathergood
2023: What's Trending in Difference-in-Differences? A Synthesis of the Recent Econometrics Literature: Jonathan Roth, Pedro Sant'Anna, Alyssa Bilinski and John Poe
2023: Estimating a Continuous Treatment Model with Spillovers: A Control Function Approach: Tadao Hoshino
2023: Adaptive Transit Design: Optimizing Fixed and Demand Responsive Multi-Modal Transportation via Continuous Approximation: Giovanni Calabro', Andrea Araldo, Simon Oh, Ravi Seshadri, Giuseppe Inturri and Moshe Ben-Akiva
2023: Visual Inference and Graphical Representation in Regression Discontinuity Designs: Christina Korting, Carl Lieberman, Jordan Matsudaira, Zhuan Pei and Yi Shen
2023: Funding liquidity, credit risk and unconventional monetary policy in the Euro area: A GVAR approach: Graziano Moramarco
2023: Evolutionary Foundation for Heterogeneity in Risk Aversion: Yuval Heller and Ilan Nehama
2023: Numeraire-invariant quadratic hedging and mean--variance portfolio allocation: Ale\v{s} \v{C}ern\'y, Christoph Czichowsky and Jan Kallsen
2023: The elastic origins of tail asymmetry: Satoshi Nakano and Kazuhiko Nishimura
2023: Solving Multistage Stochastic Linear Programming via Regularized Linear Decision Rules: An Application to Hydrothermal Dispatch Planning: Felipe Nazare and Alexandre Street
2023: Coulomb-like Model for International Trade Flow and Derivation of Distribution Function for Trade Flow Strength: Mikrajuddin Abdullah
2023: Auctioning with Strategically Reticent Bidders: Jibang Wu, Ashwinkumar Badanidiyuru and Haifeng Xu
2023: Nested Pseudo Likelihood Estimation of Continuous-Time Dynamic Discrete Games: Jason Blevins and Minhae Kim
2023: Optimality of threshold strategies for spectrally negative Levy processes and a positive terminal value at creeping ruin: Chongrui Zhu
2023: Inference for Low-Rank Models: Victor Chernozhukov, Christian Hansen, Yuan Liao and Yinchu Zhu
2023: Empirical Framework for Cournot Oligopoly with Private Information: Gaurab Aryal and Federico Zincenko
2023: Sectoral portfolio optimization by judicious selection of financial ratios via PCA: Vrinda Dhingra, Amita Sharma and Shiv K. Gupta
2023: Cupid's Invisible Hand: Social Surplus and Identification in Matching Models: Alfred Galichon and Bernard Salani\'e
2023: Credibility in Second-Price Auctions: An Experimental Test: Ahrash Dianat and Mikhail Freer
2023: Deep Reinforcement Learning in a Monetary Model: Mingli Chen, Andreas Joseph, Michael Kumhof, Xinlei Pan and Xuan Zhou
2023: Demand-pull, technology-push, and the direction of technological change: Kerstin H\"otte
2023: Universal Prediction Band via Semi-Definite Programming: Tengyuan Liang
2023: Kernel regression analysis of tie-breaker designs: Dan M. Kluger and Art B. Owen
2023: Design and analysis of momentum trading strategies: Richard J. Martin
2023: The Impact of Corona Populism: Empirical Evidence from Austria and Theory: Patrick Mellacher
2023: Estimation of Large Financial Covariances: A Cross-Validation Approach: Vincent Tan and Stefan Zohren
2023: A Semi-Parametric Bayesian Generalized Least Squares Estimator: Ruochen Wu and Melvyn Weeks
2023: Identifying Causal Effects in Experiments with Spillovers and Non-compliance: Francis J. DiTraglia, Camilo Garcia-Jimeno, Rossa O'Keeffe-O'Donovan and Alejandro Sanchez-Becerra
2023: Causal Inference for Spatial Treatments: Michael Pollmann
2023: The Competition for Partners in Matching Markets: Yash Kanoria, Seungki Min and Pengyu Qian
2023: Evaluating Policies Early in a Pandemic: Bounding Policy Effects with Nonrandomly Missing Data: Brantly Callaway and Tong Li
2023: Network Structure and Collective Intelligence in the Diffusion of Innovation: Joshua Becker
2023: Testing Many Restrictions Under Heteroskedasticity: Stanislav Anatolyev and Mikkel S{\o}lvsten
2023: Fast Complete Algorithm for Multiplayer Nash Equilibrium: Sam Ganzfried
2023: Dynamic Information Design with Diminishing Sensitivity Over News: Jetlir Duraj and Kevin He
2023: Deep Curve-dependent PDEs for affine rough volatility: Antoine Jacquier and Mugad Oumgari
2023: A Sieve-SMM Estimator for Dynamic Models: Jean-Jacques Forneron
2023: A proof that artificial neural networks overcome the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations: Philipp Grohs, Fabian Hornung, Arnulf Jentzen and Philippe von Wurstemberger
2023: Dynamic Adaptive Mixture Models: Leopoldo Catania
2023: Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances: Leopoldo Catania and Anna Gloria Bill\'e

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