Papers

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2022: The Effects of Hofstede's Cultural Dimensions on Pro-Environmental Behaviour: How Culture Influences Environmentally Conscious Behaviour: Szabolcs Nagy and Csilla Konyha Molnarne
2022: The Impact of National Culture on Innovation A Comparative Analysis between Developed and Developing Nations during the Pre and Post Crisis Period 2007_2021: Han-Sol Lee, Sergey U. Chernikov, Szabolcs Nagy and Ekaterina A. Degtereva
2022: Achieving a Given Financial Goal with Optimal Deferred Term Insurance Purchasing Policy: Yuqi Li and Lihua Zhang
2022: Quant 4.0: Engineering Quantitative Investment with Automated, Explainable and Knowledge-driven Artificial Intelligence: Jian Guo, Saizhuo Wang, Lionel M. Ni and Heung-Yeung Shum
2022: The relationship between content marketing and the traditional marketing communication tools: Szabolcs Nagy and Gergo Hajdu
2022: Students Perceptions of Sustainable Universities in Hungary. An Importance-Performance Analysis: Szabolcs Nagy and Mariann Veresne Somosi
2022: Consumer acceptance of the use of artificial intelligence in online shopping: evidence from Hungary: Szabolcs Nagy and Noemi Hajdu
2022: On the notion of measurable utility on a connected and separable topological space: an order isomorphism theorem: Gianmarco Caldini
2022: Assessment of creditworthiness models privacy-preserving training with synthetic data: Ricardo Mu\~noz-Cancino, Cristi\'an Bravo, Sebasti\'an A. R\'ios and Manuel Gra\~na
2022: Large-Scale 3D Printing -- Market Analysis: Razan Abdelazim Idris Alzain
2022: Nowcasting Stock Implied Volatility with Twitter: Thomas Dierckx, Jesse Davis and Wim Schoutens
2022: Design on Matroids: Diversity vs. Meritocracy: Isa E. Hafalir, Fuhito Kojima, M. Bumin Yenmez and Koji Yokote
2022: Democratization of Retail Trading: Can Reddit's WallStreetBets Outperform Investment Bank Analysts?: Tolga Buz and Gerard de Melo
2022: Wealth Redistribution and Mutual Aid: Comparison using Equivalent/Nonequivalent Exchange Models of Econophysics: Takeshi Kato
2022: Cross-Domain Shopping and Stock Trend Analysis: Aditya Pandey, Haseeba Fathiya and Nivedita Patel
2022: Multi-step-ahead Stock Price Prediction Using Recurrent Fuzzy Neural Network and Variational Mode Decomposition: Hamid Nasiri and Mohammad Mehdi Ebadzadeh
2022: Hierarchical Deep Reinforcement Learning for VWAP Strategy Optimization: Xiaodong Li, Pangjing Wu, Chenxin Zou and Qing Li
2022: A Novel Experts Advice Aggregation Framework Using Deep Reinforcement Learning for Portfolio Management: MohammadAmin Fazli, Mahdi Lashkari, Hamed Taherkhani and Jafar Habibi
2022: Deep Runge-Kutta schemes for BSDEs: Jean-Fran\c{c}ois Chassagneux, Junchao Chen and Noufel Frikha
2022: Optimal Robust Mechanism in Bilateral Trading: Komal Malik
2022: A Stackelberg reinsurance-investment game under $\alpha$-maxmin mean-variance criterion and stochastic volatility: Guohui Guan, Zongxia Liang and Yilun Song
2022: What Estimators Are Unbiased For Linear Models?: Lihua Lei and Jeffrey Wooldridge
2022: Supermartingale Brenier's Theorem with full-marginals constraint: Erhan Bayraktar, Shuoqing Deng and Dominykas Norgilas
2022: Innovation in times of Covid-19: Torsten Heinrich and Jangho Yang
2022: Robustifying Markowitz: Wolfgang Karl H\"ardle, Yegor Klochkov, Alla Petukhina and Nikita Zhivotovskiy
2022: What is expected for China's SARS-CoV-2 epidemic?: Carlos Hernandez-Suarez and Efren Murillo-Zamora
2022: Motivations and locational factors of FDI in CIS countries: Empirical evidence from South Korean FDI in Kazakhstan, Russia, and Uzbekistan: Han-Sol Lee, Sergey U. Chernikov and Szabolcs Nagy
2022: The relationship between social innovation and digital economy and society: Szabolcs Nagy and Mariann Veresne Somosi
2022: The Impact of the Pharmaceutical Industry on the Innovation Performance of European Countries: Szabolcs Nagy, Sergey U. Chernikov and Ekaterina Degtereva
2022: A Statistical Inquiry into Gender-Based Income Inequality in Canada: Ali R. Kaazempur-Mofrad
2022: Hidden costs of La Mancha's production model and drivers of change: M\'aximo Flor\'in and Rafael U. Gos\'alvez
2022: Measuring an artificial intelligence agent's trust in humans using machine incentives: Tim Johnson and Nick Obradovich
2022: Spectral and post-spectral estimators for grouped panel data models: Denis Chetverikov and Elena Manresa
2022: An Axiomatic Viewpoint on the Rogers--Veraart and Suzuki--Elsinger Models of Systemic Risk: Yuri Kabanov and Arthur Sidorenko
2022: The fate of the American dream: A first passage under resetting approach to income dynamics: Petar Jolakoski, Arnab Pal, Trifce Sandev, Ljupco Kocarev, Ralf Metzler and Viktor Stojkoski
2022: Orthogonal Series Estimation for the Ratio of Conditional Expectation Functions: Kazuhiko Shinoda and Takahiro Hoshino
2022: Analysis of the Driving Factors of Implementing Green Supply Chain Management in SME in the City of Semarang: Nanang Adie Setyawan, Hadiahti Utami, Bayu Setyo Nugroho, Mellasanti Ayuwardani and Suharmanto
2022: Vulnerable European and American Options in a Market Model with Optional Hazard Process: Libo Li, Ruyi Liu and Marek Rutkowski
2022: Well-posedness and penalization schemes for generalized BSDEs and reflected generalized BSDEs: Libo Li, Ruyi Liu and Marek Rutkowski
2022: New trends in South-South migration: The economic impact of COVID-19 and immigration enforcement: Roxana Guti\'errez-Romero and Nayeli Salgado
2022: Violence in Guatemala pushes adults and children to seek work in Mexico: Roxana Guti\'errez-Romero
2022: Knowledge Management in Management of Social and Economic Development of Municipalities: Highlights: Maria A. Shishanina and Anatoly A. Sidorov
2022: Designing Autonomous Markets for Stablecoin Monetary Policy: Ariah Klages-Mundt and Steffen Schuldenzucker
2022: CDO calibration via Magnus Expansion and Deep Learning: Marco Di Francesco and Kevin Kamm
2022: The Effects of Just-in-time Delivery on Social Engagement: A Cluster Analysis: Mois\'es Ram\'irez, Raziel Ru\'iz and Nathan Klarer
2022: The connection between Arrow theorem and Sperner lemma: Nikita Miku
2022: emIAM v1.0: an emulator for Integrated Assessment Models using marginal abatement cost curves: Weiwei Xiong, Katsumasa Tanaka, Philippe Ciais, Daniel J. A. Johansson and Mariliis Lehtveer
2022: Benchmarking Machine Learning Models to Predict Corporate Bankruptcy: Emmanuel Alanis, Sudheer Chava and Agam Shah
2022: Design interpretable experience of dynamical feed forward machine learning model for forecasting NASDAQ: Pouriya Khalilian, Sara Azizi, Mohammad Hossein Amiri and Javad T. Firouzjaee
2022: Convergence of particles and tree based scheme for singular FBSDEs: Jean-Fran\c{c}ois Chassagneux and Mohan Yang
2022: Strategic energy flows in input-output relations: a temporal multilayer approach: Gian Paolo Clemente, Alessandra Cornaro, Rosanna Grassi and Giorgio Rizzini
2022: Enhancing Resilience: Model-based Simulations: d'Artis Kancs
2022: The Quantitative Finance Aspects of Automated Market Markers in DeFi: Stefan Loesch
2022: Greenhouse gases emissions: estimating corporate non-reported emissions using interpretable machine learning: Jeremi Assael, Thibaut Heurtebize, Laurent Carlier and Fran\c{c}ois Soup\'e
2022: Inference for Model Misspecification in Interest Rate Term Structure using Functional Principal Component Analysis: Kaiwen Hou
2022: DeFi Risk Transfer: Towards A Fully Decentralized Insurance Protocol: Matthias Nadler, Felix Bekemeier and Fabian Sch\"ar
2022: Multi-asset market making under the quadratic rough Heston: Mathieu Rosenbaum and Jianfei Zhang
2022: Dynamic spending and portfolio decisions with a soft social norm: Knut Anton Mork, Fabian Andsem Harang, Haakon Andreas Tr{\o}nnes and Vegard Skonseng Bjerketvedt
2022: Beyond Surrogate Modeling: Learning the Local Volatility Via Shape Constraints: Marc Chataigner, Areski Cousin, St\'ephane Cr\'epey, Matthew Dixon and Djibril Gueye
2022: Sanctions and Imports of Essential Goods: A Closer Look at the Equipo Anova (2021) Results: Francisco Rodr\'iguez
2022: Quantifying fairness and discrimination in predictive models: Arthur Charpentier
2022: Expected Growth Criterion: An Axiomatization: Joshua Lawson
2022: Risk Theory and Pricing of "Pay-for-Performance" Business Models: Roger Knecktys, Henrik Bette, R\"udiger Kiesel and Thomas Guhr
2022: Graph theoretical models and algorithms of portfolio compression: Mih\'aly P\'eter Hanics
2022: Understanding the food component of inflation: Emanuel Kohlscheen
2022: Optimal pricing for carbon dioxide removal under inter-regional leakage: Max Franks, Matthias Kalkuhl and Kai Lessmann
2022: Using Intermarket Data to Evaluate the Efficient Market Hypothesis with Machine Learning: N'yoma Diamond and Grant Perkins
2022: A smooth transition autoregressive model for matrix-variate time series: Andrea Bucci
2022: Moate Simulation of Stochastic Processes: Michael E. Mura
2022: Pricing Bermudan Swaption under Two Factor Hull-White Model with Fast Gauss Transform: Tomohisa Yamakami and Yuki Takeuchi
2022: A Flexible Commodity Skew Model with Maturity Effects: Orcan Ogetbil and Bernhard Hientzsch
2022: Variable Clustering via Distributionally Robust Nodewise Regression: Kaizheng Wang, Xiao Xu and Xun Yu Zhou
2022: Order routing and market quality: Who benefits from internalisation?: Umut \c{C}etin and Alaina Danilova
2022: Reconstructing Volatility: Pricing of Index Options under Rough Volatility: Peter K. Friz and Thomas Wagenhofer
2022: Naive Markowitz Policies: Lin Chen and Xun Yu Zhou
2022: Limited Farsightedness in Priority-Based Matching: Ata Atay, Ana Mauleon and Vincent Vannetelbosch
2022: The finite sample performance of instrumental variable-based estimators of the Local Average Treatment Effect when controlling for covariates: Hugo Bodory, Martin Huber and Michael Lechner
2022: Smoothing volatility targeting: Mauro Bernardi, Daniele Bianchi and Nicolas Bianco
2022: Influence of rationality levels on dynamics of heterogeneous Cournot duopolists with quadratic costs: Xiaoliang Li and Yihuo Jiang
2022: School Choice with Farsighted Students: Ata Atay, Ana Mauleon and Vincent Vannetelbosch
2022: Research on The Cultivation Path of Craftsman Spirit in Higher Vocational Education Based on Survey Data: Yufei Xie, Jing Cui and Mengdie Wang
2022: Data-Driven Prediction and Evaluation on Future Impact of Energy Transition Policies in Smart Regions: Chunmeng Yang, Siqi Bu, Yi Fan, Wayne Wan, Ruoheng Wang and Aoife Foley
2022: Multi-Target Decision Making under Conditions of Severe Uncertainty: Christoph Jansen, Georg Schollmeyer and Thomas Augustin
2022: Demand-side policies for power generation in response to the energy crisis: a model analysis for Italy: Alice Di Bella and Massimo Tavoni
2022: Identifying the regional drivers of influenza-like illness in Nova Scotia with dominance analysis: Yigit Aydede and Jan Ditzen
2022: IT companies: the specifics of social networks valuation: K. V. Yupatova, O. A. Malafeyev, Vitalii Lipatnikov and V. Y. Bezrukikh
2022: NETpred: Network-based modeling and prediction of multiple connected market indices: Alireza Jafari and Saman Haratizadeh
2022: A machine learning approach to support decision in insider trading detection: Piero Mazzarisi, Adele Ravagnani, Paola Deriu, Fabrizio Lillo, Francesca Medda and Antonio Russo
2022: Research on College Students' Innovation and Entrepreneurship Education from The Perspective of Artificial Intelligence Knowledge-Based Crowdsourcing: Yufei Xie, Xiang Liu and Qizhong Yuan
2022: Dominant Drivers of National Inflation: Jan Ditzen and Francesco Ravazzolo
2022: Decentralized lending and its users: Insights from Compound: Kanis Saengchote
2022: Saddle-Point Approach to Large-Time Volatility Smile: Chun Yat Yeung and Ali Hirsa
2022: Robust Inference in High Dimensional Linear Model with Cluster Dependence: Ng Cheuk Fai
2022: Time Series Analysis in American Stock Market Recovering in Post COVID-19 Pandemic Period: Weilin Fu, Zhuoran Li, Yupeng Zhang and Xingyou Zhou
2022: Estimation and Application of the Convergence Bounds for Nonlinear Markov Chains: Kaichen Xu
2022: Exploring non-residential technology adoption: an empirical analysis of factors associated with the adoption of photovoltaic systems by municipal authorities in Germany: Maren Springsklee and Fabian Scheller
2022: Optimal Systemic Risk Bailout: A PGO Approach Based on Neural Network: Shuhua Xiao, Jiali Ma, Li Xia and Shushang Zhu
2022: Understanding stock market instability via graph auto-encoders: Dragos Gorduza, Xiaowen Dong and Stefan Zohren
2022: Robust asymptotic insurance-finance arbitrage: Katharina Oberpriller, Moritz Ritter and Thorsten Schmidt
2022: Monetary Uncertainty as a Determinant of the Response of Stock Market to Macroeconomic News: Mykola Pinchuk
2022: Explicit Caplet Implied Volatilities for Quadratic Term-Structure Models: Matthew Lorig and Natchanon Suaysom
2022: Lie detection algorithms attract few users but vastly increase accusation rates: Alicia von Schenk, Victor Klockmann, Jean-Fran\c{c}ois Bonnefon, Iyad Rahwan and Nils K\"obis
2022: A probabilistic autoencoder for causal discovery: Matthias Feiler
2022: A Characterization of Maximum Nash Welfare for Indivisible Goods: Warut Suksompong
2022: Optimal Model Selection in RDD and Related Settings Using Placebo Zones: Nathan Kettlewell and Peter Siminski
2022: Utility-Based Communication Requirements for Stable Matching in Large Markets: Naveen Durvasula
2022: Semiparametric Distribution Regression with Instruments and Monotonicity: Dominik Wied
2022: The unequal effects of the health-economy tradeoff during the COVID-19 pandemic: Marco Pangallo, Alberto Aleta, R. Maria del Rio Chanona, Anton Pichler, David Mart\'in-Corral, Matteo Chinazzi, Fran\c{c}ois Lafond, Marco Ajelli, Esteban Moro, Yamir Moreno, Alessandro Vespignani and J. Farmer
2022: The impact of CAP subsidies on the productivity of cereal farms in six European countries: Luigi Biagini, Federico Antonioli and Simone Severini
2022: Fallen Angel Bonds Investment and Bankruptcy Predictions Using Manual Models and Automated Machine Learning: Harrison Mateika, Juannan Jia, Linda Lillard, Noah Cronbaugh and Will Shin
2022: The Rise of Age-Friendly Jobs: Daron Acemoglu, Nicolaj S{\o}ndergaard M\"uhlbach and Andrew J. Scott
2022: The long-term effect of childhood exposure to technology using surrogates: Sylvia Klosin and Nicolaj S{\o}ndergaard M\"uhlbach
2022: Applications of Machine Learning for the Ratemaking in Agricultural Insurances: Luigi Biagini
2022: Which products activate a product? An explainable machine learning approach: Massimiliano Fessina, Giambattista Albora, Andrea Tacchella and Andrea Zaccaria
2022: Can Machine Learning discover the determining factors in participation in insurance schemes? A comparative analysis: Luigi Biagini and Simone Severini
2022: A Time Series Approach to Explainability for Neural Nets with Applications to Risk-Management and Fraud Detection: Marc Wildi and Branka Hadji Misheva
2022: Structural transformation and environmental externalities: Teevrat Garg, Maulik Jagnani and Hemant Pullabhotla
2022: Identification of Unobservables in Observations: Yingyao Hu
2022: Why do investors buy shares of actively managed equity mutual funds? Considering the Correct Reference Portfolio from an Uninformed Investor's Perspective 1, 2: Radu Burlacu, Patrice Fontaine and Sonia Jimenez-Garc\`es
2022: Bayesian Reconciliation of Return Predictability: Borys Koval, Sylvia Fr\"uhwirth-Schnatter and Leopold S\"ogner
2022: A Data Fusion Approach for Ride-sourcing Demand Estimation: A Discrete Choice Model with Sampling and Endogeneity Corrections: Rico Krueger, Michel Bierlaire and Prateek Bansal
2022: Digital leisure and the gig economy: a two-sector model of growth: Francesco Angelini, Luca V. Ballestra and Massimiliano Castellani
2022: Counterfactual Learning with General Data-generating Policies: Yusuke Narita, Kyohei Okumura, Akihiro Shimizu and Kohei Yata
2022: Axial-LOB: High-Frequency Trading with Axial Attention: Damian Kisiel and Denise Gorse
2022: A comprehensive study of cotton price fluctuations using multiple Econometric and LSTM neural network models: Morteza Tahami Pour Zarandi, Mehdi Ghasemi Meymandi and Mohammad Hemami
2022: Compacter networks as a defensive mechanism: How firms clustered during 2015 Financial Crisis in China: Yujue Wang
2022: Short-term shock, long-lasting payment: Evidence from the Lushan Earthquake: Yujue Wang
2022: Brazilian listed options with discrete dividends and the fast Laplace transform: Maikon Araujo
2022: Who Controls the Agenda Controls the Polity: S. Nageeb Ali, B. Douglas Bernheim, Alexander W. Bloedel and Silvia Console Battilana
2022: Last passage American cancellable option in L\'evy models: Zbigniew Palmowski and Pawe{\l} St\k{e}pniak
2022: Shifting to Telework and Firms' Location: Does Telework Make Our Society Efficient?: Kazufumi Tsuboi
2022: Quantity restrictions and price discounts on Russian oil: Henrik Wachtmeister, Johan Gars and Daniel Spiro
2022: 3 Lessons from Hyperinflationary Periods: Mark Bergen, Thomas Bergen, Daniel Levy and Rose Semenov
2022: Economics of NFTs: The Value of Creator Royalties: Brett Hemenway Falk, Gerry Tsoukalas and Niuniu Zhang
2022: Deep learning and American options via free boundary framework: Chinonso Nwankwo, Nneka Umeorah, Tony Ware and Weizhong Dai
2022: A multi-asset, agent-based approach applied to DeFi lending protocol modelling: Amit Chaudhary and Daniele Pinna
2022: A Residuals-Based Nonparametric Variance Ratio Test for Cointegration: Karsten Reichold
2022: Evaluating Impact of Social Media Posts by Executives on Stock Prices: Anubhav Sarkar, Swagata Chakraborty, Sohom Ghosh and Sudip Kumar Naskar
2022: Spectral Representation Learning for Conditional Moment Models: Ziyu Wang, Yucen Luo, Yueru Li, Jun Zhu and Bernhard Sch\"olkopf
2022: Measuring Transition Risk in Investment Funds: Ricardo Crisóstomo
2022: Pricing and Electric Vehicle Charging Equilibria: Trivikram Dokka, Jorge Bruno, Sonali SenGupta and Chowdhury Mohammad S Anwar
2022: Multivariate Optimized Certainty Equivalent Risk Measures and their Numerical Computation: Sarah Kaakai, Anis Matoussi and Achraf Tamtalini
2022: Concentration inequalities of MLE and robust MLE: Xiaowei Yang, Xinqiao Liu and Haoyu Wei
2022: Reap the Harvest on Blockchain: A Survey of Yield Farming Protocols: Jiahua Xu and Yebo Feng
2022: Inserting or Stretching Points in Finite Difference Discretizations: Jherek Healy
2022: Bikeability and the induced demand for cycling: Mogens Fosgerau, Miroslawa Lukawska, Mads Paulsen and Thomas Kj{\ae}r Rasmussen
2022: Reconciling econometrics with continuous maximum-entropy network models: Marzio Di Vece, Diego Garlaschelli and Tiziano Squartini
2022: Sentiment Analysis on Inflation after Covid-19: Xinyu Li and Zihan Tang
2022: Modeling and Pricing Cyber Insurance -- Idiosyncratic, Systematic, and Systemic Risks: Kerstin Awiszus, Thomas Knispel, Irina Penner, Gregor Svindland, Alexander Vo{\ss} and Stefan Weber
2022: Index Tracking via Learning to Predict Market Sensitivities: Yoonsik Hong, Yanghoon Kim, Jeonghun Kim and Yongmin Choi
2022: Application of Convolutional Neural Networks with Quasi-Reversibility Method Results for Option Forecasting: Zheng Cao, Wenyu Du and Kirill V. Golubnichiy
2022: Deep Weighted Monte Carlo: A hybrid option pricing framework using neural networks: S\'andor Kuns\'agi-M\'at\'e, G\'abor F\'ath, Istv\'an Csabai and G\'abor Moln\'ar-S\'aska
2022: Personalized Recommendations in EdTech: Evidence from a Randomized Controlled Trial: Keshav Agrawal, Susan Athey, Ayush Kanodia and Emil Palikot
2022: Large Volatility Matrix Analysis Using Global and National Factor Models: Sung Hoon Choi and Donggyu Kim
2022: Delta Hedging Liquidity Positions on Automated Market Makers: Adam Khakhar and Xi Chen
2022: The Econometrics of Financial Duration Modeling: Giuseppe Cavaliere, Thomas Mikosch, Anders Rahbek and Frederik Vilandt
2022: A Learning and Control Perspective for Microfinance: Christian Kurniawan, Xiyu Deng, Adhiraj Chakraborty, Assane Gueye, Niangjun Chen and Yorie Nakahira
2022: Ballot Length in Instant Runoff Voting: Kiran Tomlinson, Johan Ugander and Jon Kleinberg
2022: Systemic-risk and evolutionary stable strategies in a financial network: Indrajit Saha and Veeraruna Kavitha
2022: Distributional neural networks for electricity price forecasting: Grzegorz Marcjasz, Micha{\l} Narajewski, Rafał Weron and Florian Ziel
2022: AlphaMLDigger: A Novel Machine Learning Solution to Explore Excess Return on Investment: Jimei Shen, Zhehu Yuan and Yifan Jin
2022: On the closed-form expected NPVs of double barrier strategies for regular diffusions: Chongrui Zhu
2022: Clustering coefficients as measures of the complex interactions in a directed weighted multilayer network: Paolo Bartesaghi, Gian Paolo Clemente and Rosanna Grassi
2022: Mean Field Portfolio Games with Consumption: Guanxing Fu
2022: Can Mobile Technology Improve Female Entrepreneurship? Evidence from Nepal: Conner Mullally, Sarah Janzen, Nicholas Magnan, Shruti Sharma and Bhola Shrestha
2022: Confidentiality Protection in the 2020 US Census of Population and Housing: John Abowd and Michael B Hawes
2022: Dependency structures in cryptocurrency market from high to low frequency: Antonio Briola and Tomaso Aste
2022: Quasi Black-Box Variational Inference with Natural Gradients for Bayesian Learning: Martin Magris, Mostafa Shabani and Alexandros Iosifidis
2022: Machine Learning based Framework for Robust Price-Sensitivity Estimation with Application to Airline Pricing: Ravi Kumar, Shahin Boluki, Karl Isler, Jonas Rauch and Darius Walczak
2022: Predictor Selection for Synthetic Controls: Jaume Vives-i-Bastida
2022: The Gerber-Shiu discounted penalty function: A review from practical perspectives: Yue He, Reiichiro Kawai, Yasutaka Shimizu and Kazutoshi Yamazaki
2022: Portfolio Optimization based on Neural Networks Sensitivities from Assets Dynamics respect Common Drivers: Alejandro Rodriguez Dominguez
2022: On the Asymptotic Performance of Affirmative Actions in School Choice: Di Feng and Yun Liu
2022: Minimum Wages and Optimal Redistribution: Dami\'an Vergara
2022: New Characterizations of Core Imputations of Matching and $b$-Matching Games: Vijay V. Vazirani
2022: Instrumental variable estimation of dynamic treatment effects on a duration outcome: Jad Beyhum, Samuele Centorrino, Jean-Pierre Florens and Ingrid Van Keilegom
2022: Optimal measure preserving derivatives revisited: Brendan Beare
2022: Optimal Best Arm Identification in Two-Armed Bandits with a Fixed Budget under a Small Gap: Masahiro Kato, Kaito Ariu, Masaaki Imaizumi, Masahiro Nomura and Chao Qin
2022: Robust Estimation of Average Treatment Effects from Panel Data: Sayoni Roychowdhury, Indrila Ganguly and Abhik Ghosh
2022: Hedging Cryptocurrency Options: Jovanka Matic, Natalie Packham and Wolfgang Karl H\"ardle
2022: A collective blueprint, not a crystal ball: How expectations and participation shape long-term energy scenarios: Leonard G\"oke, Jens Weibezahn and Christian von Hirschhausen
2022: Orthogonal Policy Learning Under Ambiguity: Riccardo D'Adamo
2022: Bounds for Treatment Effects in the Presence of Anticipatory Behavior: Aibo Gong
2022: Deep Learning Algorithms for Hedging with Frictions: Xiaofei Shi, Daran Xu and Zhanhao Zhang
2022: A General Revealed Preference Test for Quasilinear Preferences: Theory and Experiments: Mikhail Freer and Marco Castillo
2022: Ask "Who", Not "What": Bitcoin Volatility Forecasting with Twitter Data: M. Eren Akbiyik, Mert Erkul, Killian Kaempf, Vaiva Vasiliauskaite and Nino Antulov-Fantulin
2022: Computing the Probability of a Financial Market Failure: A New Measure of Systemic Risk: Robert Jarrow, Philip Protter and Alejandra Quintos
2022: One Instrument to Rule Them All: The Bias and Coverage of Just-ID IV: Joshua Angrist and Michal Koles\'ar
2022: Scaling Blockchains: Can Committee-Based Consensus Help?: Alon Benhaim, Brett Hemenway Falk and Gerry Tsoukalas
2022: Towards Robust Representation of Limit Orders Books for Deep Learning Models: Yufei Wu, Mahmoud Mahfouz, Daniele Magazzeni and Manuela Veloso
2022: Dyadic double/debiased machine learning for analyzing determinants of free trade agreements: Harold D Chiang, Yukun Ma, Joel Rodrigue and Yuya Sasaki
2022: Characterizing and Computing the Set of Nash Equilibria via Vector Optimization: Zachary Feinstein and Birgit Rudloff
2022: Narratives in economics: Michael Roos and Matthias Reccius
2022: Inference in high-dimensional regression models without the exact or $L^p$ sparsity: Jooyoung Cha, Harold D. Chiang and Yuya Sasaki
2022: No free lunch for markets with multiple num\'eraires: Laurence Carassus
2022: Estimation and Inference in Factor Copula Models with Exogenous Covariates: Alexander Mayer and Dominik Wied
2022: Algorithmic market making in dealer markets with hedging and market impact: Alexander Barzykin, Philippe Bergault and Olivier Gu\'eant
2022: Theoretically Motivated Data Augmentation and Regularization for Portfolio Construction: Liu Ziyin, Kentaro Minami and Kentaro Imajo
2022: Unbiased Optimal Stopping via the MUSE: Zhengqing Zhou, Guanyang Wang, Jose Blanchet and Peter W. Glynn
2022: Algorithmic Insurance: Dimitris Bertsimas and Agni Orfanoudaki
2022: From banks to DeFi: the evolution of the lending market: Jiahua Xu and Nikhil Vadgama
2022: Monte Carlo algorithm for the extrema of tempered stable processes: Jorge Ignacio Gonz\'alez C\'azares and Aleksandar Mijatovi\'c
2022: Moving from Linear to Conic Markets for Electricity: Anubhav Ratha, Pierre Pinson, H\'el\`ene Le Cadre, Ana Virag and Jalal Kazempour
2022: Robust Orthogonal Machine Learning of Treatment Effects: Yiyan Huang, Cheuk Hang Leung, Qi Wu and Xing Yan
2022: A deep learning approach to data-driven model-free pricing and to martingale optimal transport: Ariel Neufeld and Julian Sester
2022: Price Discrimination in International Airline Markets: Gaurab Aryal, Charles Murry and Jonathan W. Williams
2022: Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach: Rui Fan, Ji Hyung Lee and Youngki Shin
2022: Weak Identification with Bounds in a Class of Minimum Distance Models: Gregory Cox
2022: Robust discrete choice models with t-distributed kernel errors: Rico Krueger, Michel Bierlaire, Thomas Gasos and Prateek Bansal
2022: Local Projection Inference is Simpler and More Robust Than You Think: Jos\'e Luis Montiel Olea and Mikkel Plagborg-M{\o}ller
2022: Are low frequency macroeconomic variables important for high frequency electricity prices?: Claudia Foroni, Francesco Ravazzolo and Luca Rossini
2022: Do Pension Benefits Accelerate Cognitive Decline in Late Adulthood? Evidence from Rural China: Plamen Nikolov and Md Shahadath Hossain
2022: Pay Transparency and Gender Equality: Emma Duchini, Stefania Simion, Arthur Turrell and Jack Blundell
2022: Deep xVA solver -- A neural network based counterparty credit risk management framework: Alessandro Gnoatto, Athena Picarelli and Christoph Reisinger
2022: A Social Network Analysis of Occupational Segregation: Ioan Sebastian Buhai and Marco van der Leij
2022: Reselling Information: S. Nageeb Ali, Ayal Chen-Zion and Erik Lillethun
2022: What Matters to Individual Investors: Price Setting in Online Auctions of P2P Consumer Loans: Andreas Dietrich and Reto Rey
2022: Priority to unemployed immigrants? A causal machine learning evaluation of training in Belgium: Bart Cockx, Michael Lechner and Joost Bollens
2022: Temporal-Difference estimation of dynamic discrete choice models: Karun Adusumilli and Dita Eckardt
2022: Clustering and External Validity in Randomized Controlled Trials: Antoine Deeb and Clément de Chaisemartin
2022: Information Disclosure and Promotion Policy Design for Platforms: Yonatan Gur, Gregory Macnamara, Ilan Morgenstern and Daniela Saban
2022: Inference for Linear Conditional Moment Inequalities: Isaiah Andrews, Jonathan Roth and Ariel Pakes
2022: Double Robustness for Complier Parameters and a Semiparametric Test for Complier Characteristics: Rahul Singh and Liyang Sun
2022: Nonparametric Instrumental Variables Estimation Under Misspecification: Ben Deaner
2022: Debiased Machine Learning of Set-Identified Linear Models: Vira Semenova
2022: Asymptotic Analysis for Optimal Dividends in a Dual Risk Model: Arash Fahim and Lingjiong Zhu
2022: The Relationship between Consumption and Economic Growth of Chinese Urban and Rural Residents since Reform and Opening-up -- An Empirical Analysis Based on Econometrics Models: Zhiheng Yi
2022: Methods in Econophysics: Estimating the Probability Density and Volatility: Moawia Alghalith
2022: Barcelona in the face of globalization, how to think of the city through the organization and evaluation of major events?: Patrice Ballester
2022: Macro carbon price prediction with support vector regression and Paris accord targets: Jinhui Li
2022: The Impact of Regulation Regime Changes on ChiNext IPOs: Effects of 2013 and 2020 Reforms on Pricing and Overreaction: Qi Deng, Lunge Dai, Zixin Yang, Zhong-guo Zhou, Monica Hussein, Dingyi Chen and Mick Swartz
2022: Long bet will lose: demystifying seemingly fair gambling via two-armed Futurity bandit: Zengjing Chen, Huaijin Liang, Wei Wang and Xiaodong Yan
2022: Predicting Companies' ESG Ratings from News Articles Using Multivariate Timeseries Analysis: Tanja Aue, Adam Jatowt and Michael F\"arber
2022: Holder Recommendations using Graph Representation Learning & Link Prediction: Rachna Saxena, Abhijeet Kumar and Mridul Mishra
2022: Macroeconomic evaluation of the growth of the UK economy over the period 2000 to 2019: Laurence Francis Lacey
2022: Understanding Cryptocoins Trends Correlations: Pasquale De Rosa and Valerio Schiavoni
2022: mCube: Multinomial Micro-level reserving Model: Emmanuel Jordy Menvouta, Jolien Ponnet, Robin Van Oirbeek and Tim Verdonck
2022: Ranking Critical Tools in the Implementation of Lean Six Sigma as an Integrated Management System in Portugal: David Ferreira and Pedro Cunha
2022: ESG In Corporate Filings: An AI Perspective: Irene Aldridge and Payton Martin
2022: Impact of Business Analytics and Decision Support Systems on e-commerce in SMEs: Shah J Miah
2022: A partial stochastic equilibrium model and its limiting behaviour: Alessandro Prosperi
2022: Maximum Likelihood Estimation for a Markov-Modulated Jump-Diffusion Model: Laura Eslava, Fernando Baltazar-Larios and Bor Reynoso
2022: Metaheuristic Approach to Solve Portfolio Selection Problem: Taylan Kabbani
2022: Trust and Time Preference: Measuring a Causal Effect in a Random-Assignment Experiment: Linas Nasvytis
2022: Pathwise CVA Regressions With Oversimulated Defaults: Lokman Abbas-Turki, St\'ephane Cr\'epey and Bouazza Saadeddine
2022: Crowdfunding as Entrepreneurial Investment: The Role of Local Knowledge Spillover: Filippo Marchesani and Francesca Masciarelli
2022: Repeat Voting: Two-Vote May Lead More People To Vote: Sergiu Hart
2022: Mechanism of information transmission from a spot rate market to crypto-asset markets: Takeshi Yoshihara and Taisei Kaizoji
2022: Business-cycles and Cash-on-Market: Pre-money Startup Valuation in the Macroeconomic Environment: Max Berre and Benjamin Le Pendeven
2022: Text Representation Enrichment Utilizing Graph based Approaches: Stock Market Technical Analysis Case Study: Sara Salamat, Nima Tavassoli, Behnam Sabeti and Reza Fahmi
2022: Robustness of Hilbert space-valued stochastic volatility models: Fred Espen Benth and Heidar Eyjolfsson
2022: Optimizing Stock Option Forecasting with the Assembly of Machine Learning Models and Improved Trading Strategies: Zheng Cao, Raymond Guo, Wenyu Du, Jiayi Gao and Kirill V. Golubnichiy
2022: Ergodic robust maximization of asymptotic growth under stochastic volatility: David Itkin, Benedikt Koch, Martin Larsson and Josef Teichmann
2022: A model-free approach to continuous-time finance: Henry Chiu and Rama Cont
2022: How to Prepare for the Next Pandemic -- Investigation of Correlation Between Food Prices and COVID-19 From Global and Local Perspectives: Y. Zhao, C. Huang and J. Luo
2022: Uncovering the Dynamics of the Wealth Distribution: Thomas Blanchet
2022: Synthetic Principal Component Design: Fast Covariate Balancing with Synthetic Controls: Yiping Lu, Jiajin Li, Lexing Ying and Jose Blanchet
2022: Back to the Surplus: An Unorthodox Neoclassical Model of Growth, Distribution and Unemployment with Technical Change: Juan E. Jacobo
2022: QLAMMP: A Q-Learning Agent for Optimizing Fees on Automated Market Making Protocols: Dev Churiwala and Bhaskar Krishnamachari
2022: Parameter Estimation of the Heston Volatility Model with Jumps in the Asset Prices: Jaros{\l}aw Gruszka and Janusz Szwabi\'nski
2022: Who is Gambling? Finding Cryptocurrency Gamblers Using Multi-modal Retrieval Methods: Zhengjie Huang, Zhenguang Liu, Jianhai Chen, Qinming He, Shuang Wu, Lei Zhu and Meng Wang
2022: Familiarity Facilitates Adoption: Evidence from Electric Vehicles: Jonathan Libgober and Ruozi Song
2022: Machine Learning Algorithms for Time Series Analysis and Forecasting: Rameshwar Garg, Shriya Barpanda, Girish Rao Salanke N S and Ramya S
2022: A Design-Based Approach to Spatial Correlation: Ruonan Xu and Jeffrey Wooldridge
2022: On a Moving Average with Internal Degrees of Freedom: Linda Boudjemila, Alexander Bobyl, Vadim Davydov and Vladislav Malyshkin
2022: Confidence Interval Construction for Multivariate time series using Long Short Term Memory Network: Aryan Bhambu and Arabin Kumar Dey
2022: Zero-Sum Stochastic Stackelberg Games: Denizalp Goktas, Jiayi Zhao and Amy Greenwald
2022: Spectral estimation for mixed causal-noncausal autoregressive models: Alain Hecq and Daniel Velasquez-Gaviria
2022: Strategyproofness and Proportionality in Party-Approval Multiwinner Elections: Th\'eo Delemazure, Tom Demeulemeester, Manuel Eberl, Jonas Israel and Patrick Lederer
2022: The Correlation: minimum wage - unemployment in the conditions of transition to digital economy: Shteryo Nozharov and Petya Koralova-Nozharova
2022: Investor base and idiosyncratic volatility of cryptocurrencies: Amin Izadyar and Shiva Zamani
2022: Interpreting Instrumental Variable Estimands with Unobserved Treatment Heterogeneity: The Effects of College Education: Clint Harris
2022: On the Empirical Association between Trade Network Complexity and Global Gross Domestic Product: Mayank Kejriwal and Yuesheng Luo
2022: Simulation-based Forecasting for Intraday Power Markets: Modelling Fundamental Drivers for Location, Shape and Scale of the Price Distribution: Simon Hirsch and Florian Ziel
2022: The Impact of US Medical Product Regulatory Complexity on Innovation: Preliminary Evidence of Interdependence, Early Acceleration, and Subsequent Inversion: Iraj Daizadeh
2022: Revenue Comparisons of Auctions with Ambiguity Averse Sellers: Sosung Baik and Sung-Ha Hwang
2022: Vanna-Volga pricing for single and double barrier FX options: J. Mart\'in Ovejero
2022: Spatial-temporal dynamics of employment shocks in declining coal mining regions and potentialities of the 'just transition': Ebba Mark, Ryan Rafaty and Moritz Schwarz
2022: The impact of moving expenses on social segregation: a simulation with RL and ABM: Xinyu Li
2022: Macroeconomic Effects of Active Labour Market Policies: A Novel Instrumental Variables Approach: Ulrike Unterhofer and Conny Wunsch
2022: Early Warning Signals for Cryptocurrency Market States: Vishwas Kukreti
2022: Asymptotic Properties of the Synthetic Control Method: Xiaomeng Zhang, Wendun Wang and Xinyu Zhang
2022: Financing Urban Infrastructure through Land Leasing: Evidence from Bahir Dar City, Ethiopia: Wudu Muluneh and Tadesse Amsalu
2022: Contextual Bandits in a Survey Experiment on Charitable Giving: Within-Experiment Outcomes versus Policy Learning: Susan Athey, Undral Byambadalai, Vitor Hadad, Sanath Kumar Krishnamurthy, Weiwen Leung and Joseph Jay Williams
2022: Birth Order and Son Preference to Determine the Children of Shandong Province So Tall: Zhu Xiaoxu, Fan Kecai, He Hai and Zhang Ziyu
2022: A Misuse of Specification Tests: Naoya Sueishi
2022: Structural Modelling of Dynamic Networks and Identifying Maximum Likelihood: Christian Gourieroux and Joann Jasiak
2022: DSLOB: A Synthetic Limit Order Book Dataset for Benchmarking Forecasting Algorithms under Distributional Shift: Defu Cao, Yousef El-Laham, Loc Trinh, Svitlana Vyetrenko and Yan Liu
2022: Influence of Economic Decoupling in assessing carbon budget quotas for the European Union: Ilaria Perissi and Aled Jones
2022: Revealing Robust Oil and Gas Company Macro-Strategies using Deep Multi-Agent Reinforcement Learning: Dylan Radovic, Lucas Kruitwagen, Christian Schroeder de Witt, Ben Caldecott, Shane Tomlinson and Mark Workman
2022: Borrowing Constraints in Emerging Markets: Santiago Camara and Maximo Sangiacomo
2022: Optimal performance of a tontine overlay subject to withdrawal constraints: Peter A. Forsyth, Kenneth R. Vetzal and G. Westmacott
2022: A nation-wide experiment: fuel tax cuts and almost free public transport for three months in Germany -- Report 5 Insights into four months of mobility tracking: Lennart Adenaw, David Ziegler, Nico Nachtigall, Felix Gotzler, Allister Loder, Markus B. Siewert, Markus Lienkamp and Klaus Bogenberger
2022: Fractional integration and cointegration: Javier Hualde and Morten Nielsen
2022: On the Bachelier implied volatility at extreme strikes: Fabien Le Floc'h
2022: The Texas Shootout under Uncertainty: Gerrit Bauch and Frank Riedel
2022: Personal Privacy Protection Problems in the Digital Age: Zhiheng Yi and Xiaoli Chen
2022: On the Role of the Zero Conditional Mean Assumption for Causal Inference in Linear Models: Federico Crudu, Michael Knaus, Giovanni Mellace and Joeri Smits
2022: Achieving Social Optimality for Energy Communities via Dynamic NEM Pricing: Ahmed S. Alahmed and Lang Tong
2022: Russian Agricultural Industry under Sanction Wars: Alexandra Lukyanova and Ayaz Zeynalov
2022: Estimating Dynamic Spillover Effects along Multiple Networks in a Linear Panel Model: Clemens Possnig, Andreea Rot\u{a}rescu and Kyungchul Song
2022: Efficient implementation of portfolio strategies involving cryptocurrencies and VIX INDEX and Gold: Jiahao Cui, Qiushi Li and Yuezhi Pen
2022: The impact of access to credit on energy efficiency: Jun Zhou, Zhichao Yin and Pengpeng Yue
2022: Composite Consensus-Building Process: Permissible Meeting Analysis and Compromise Choice Exploration: Yasuhiro Asa, Takeshi Kato and Ryuji Mine
2022: Robust estimation for Threshold Autoregressive Moving-Average models: Greta Goracci, Davide Ferrari, Simone Giannerini and Francesco Ravazzolo
2022: Relevance of financial development and fiscal stability in dealing with disasters in Emerging Economies: Valeria Terrones and Richard Tol
2022: HGV4Risk: Hierarchical Global View-guided Sequence Representation Learning for Risk Prediction: Youru Li, Zhenfeng Zhu, Xiaobo Guo, Shaoshuai Li, Yuchen Yang and Yao Zhao
2022: Identification and Auto-debiased Machine Learning for Outcome Conditioned Average Structural Derivatives: Zequn Jin, Lihua Lin and Zhengyu Zhang
2022: Credit Default Swaps and the mixed-fractional CEV model: Axel A. Araneda
2022: Collective models and the marriage market: Simon Weber
2022: Model of spatial competition on discrete markets: Andrea Civilini and Vito Latora
2022: Efficient Integration of Multi-Order Dynamics and Internal Dynamics in Stock Movement Prediction: Thanh Trung Huynh, Minh Hieu Nguyen, Thanh Tam Nguyen, Phi Le Nguyen, Matthias Weidlich, Quoc Viet Hung Nguyen and Karl Aberer
2022: FinBERT-LSTM: Deep Learning based stock price prediction using News Sentiment Analysis: Shayan Halder
2022: Designing Efficient Pair-Trading Strategies Using Cointegration for the Indian Stock Market: Jaydip Sen
2022: Elementary Bitcoin economics: from production and transaction demand to values: Misha Perepelitsa
2022: The Stackelberg Game: responses to regular strategies: Thomas Byrne
2022: A Multimodal Embedding-Based Approach to Industry Classification in Financial Markets: Rian Dolphin, Barry Smyth and Ruihai Dong
2022: Testing the free-rider hypothesis in climate policy: Robert C. Schmidt, Moritz Drupp, Frikk Nesje and Hendrik Hoegen
2022: Gambling on Momentum: Marius \"Otting, Christian Deutscher, Carl Singleton and Luca De Angelis
2022: The $\kappa$-core and the $\kappa$-balancedness of TU games: David Bartl and Mikl\'os Pint\'er
2022: Regional Disparities and Economic Growth in Ukraine: Khrystyna Huk and Ayaz Zeynalov
2022: Nash implementation by stochastic mechanisms: a simple full characterization: Siyang Xiong
2022: Relative growth rate optimization under behavioral criterion: Jing Peng, Pengyu Wei and Zuo Quan Xu
2022: Optimal growth strategies for a representative agent in a continuous-time asset market: Mikhail Zhitlukhin
2022: Optimal consumption-investment with coupled constraints on consumption and investment strategies in a regime switching market with random coefficients: Ying Hu, Xiaomin Shi and Zuo Quan Xu
2022: Macroeconomic performance of oil price shocks in Russia: Ayaz Zeynalov and Kristina Tiron
2022: The Golden City on the Edge: Economic Geography and Jihad over Centuries: Masahiro Kubo and Shunsuke Tsuda
2022: Liquidity Costs, Idiosyncratic Volatility and Expected Stock Returns: M. Reza Bradrania, Maurice Peat and Stephen Satchell
2022: Conditional divergence risk measures: Giulio Principi and Fabio Maccheroni
2022: Learning to Price Supply Chain Contracts against a Learning Retailer: Xuejun Zhao, Ruihao Zhu and William B. Haskell
2022: Crises Do Not Cause Lower Short-Term Growth: Kaiwen Hou, David Hou, Yang Ouyang, Lulu Zhang and Aster Liu
2022: Digital Transformation of Nature Tourism: Raul Enrique Rodriguez Luna and Jose Luis Rosenstiehl Martinez
2022: The Optimal Size and Progressivity of Old-Age Social Security: Francisco Cabezon
2022: Dynamic Estimates Of The Arrow-Pratt Absolute And Relative Risk Aversion Coefficients: George Samartzis and Nikitas Pittis
2022: Shadow prices and optimal cost in economic applications: Nikolay Khabarov, Alexey Smirnov and Michael Obersteiner
2022: Coordination through ambiguous language: Michele Crescenzi
2022: Prospects and Challenges for Sustainable Tourism: Evidence from South Asian Countries: Janifar Alam, Quazi Nur Alam and Abu Kalam
2022: Strategies in deterministic totally-ordered-time games: Tomohiko Kawamori
2022: Institutional ownership and liquidity commonality: evidence from Australia: Reza Bradrania, Robert Elliott and Winston Wu
2022: Arbitrage from a Bayesian's Perspective: Ayan Bhattacharya
2022: Logistic forecasting of GDP competitiveness: Arnab K. Ray
2022: FinRL-Meta: Market Environments and Benchmarks for Data-Driven Financial Reinforcement Learning: Xiao-Yang Liu, Ziyi Xia, Jingyang Rui, Jiechao Gao, Hongyang Yang, Ming Zhu, Christina Dan Wang, Zhaoran Wang and Jian Guo
2022: Discovery through Trial Balloons: Eitan Sapiro-Gheiler
2022: The debt aversion survey module: An experimentally validated tool to measure individual debt aversion: David Albrecht and Thomas Meissner
2022: A weak MLMC scheme for L\'evy-copula-driven SDEs with applications to the pricing of credit, equity and interest rate derivatives: Aleksandar Mijatovi\'c and Romain Palfray
2022: Computing Economic Chaos: Richard H. Day and Oleg V. Pavlov
2022: Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments: Eric Gautier and Christiern Rose
2022: (Machine) Learning from the COVID-19 Lockdown about Electricity Market Performance with a Large Share of Renewables: Christoph Graf, Federico Quaglia and Frank A. Wolak
2022: Carbon Monitor Europe, near-real-time daily CO$_2$ emissions for 27 EU countries and the United Kingdom: Piyu Ke, Zhu Deng, Biqing Zhu, Bo Zheng, Yilong Wang, Olivier Boucher, Simon Ben Arous, Chuanlong Zhou, Xinyu Dou, Taochun Sun, Zhao Li, Feifan Yan, Duo Cui, Yifan Hu, Da Huo, Jean Pierre, Richard Engelen, Steven J. Davis, Philippe Ciais and Zhu Liu
2022: Are Synthetic Control Weights Balancing Score?: Harsh Parikh
2022: A Systematic Paradigm for Detecting, Surfacing, and Characterizing Heterogeneous Treatment Effects (HTE): John Cai and Weinan Wang
2022: A New Test for Market Efficiency and Uncovered Interest Parity: Richard T. Baillie, Francis Diebold, George Kapetanios and Kun Ho Kim
2022: On The Equivalence Of The Mean Variance Criterion And Stochastic Dominance Criteria: George Samartzis and Nikitas Pittis
2022: A Data-driven Case-based Reasoning in Bankruptcy Prediction: Wei Li, Wolfgang Karl H\"ardle and Stefan Lessmann
2022: Effects of syndication network on specialisation and performance of venture capital firms: Qing Yao, Shaodong Ma, Jing Liang, Kim Christensen, Wanru Jing and Ruiqi Li
2022: State-dependent Asset Allocation Using Neural Networks: Reza Bradrania and Davood Pirayesh Neghab
2022: A novel approach to quantify volatility prediction: Suchetana Sadhukhan, Shiv Manjaree Gopaliya and Pushpdant Jain
2022: Can maker-taker fees prevent algorithmic cooperation in market making?: Bingyan Han
2022: Optimal Liquidation with Signals: the General Propagator Case: Eduardo Abi Jaber and Eyal Neuman
2022: Population and Technological Growth: Evidence from Roe v. Wade: John T. H. Wong, Matthias Hei Man and Alex Li Cheuk Hung
2022: Rating Triggers for Collateral-Inclusive XVA via Machine Learning and SDEs on Lie Groups: Kevin Kamm and Michelle Muniz
2022: Uncertainty Aware Trader-Company Method: Interpretable Stock Price Prediction Capturing Uncertainty: Yugo Fujimoto, Kei Nakagawa, Kentaro Imajo and Kentaro Minami
2022: Multiresolution Signal Processing of Financial Market Objects: Ioana Boier
2022: Predicting the State of Synchronization of Financial Time Series using Cross Recurrence Plots: Mostafa Shabani, Martin Magris, George Tzagkarakis, Juho Kanniainen and Alexandros Iosifidis
2022: Liquidity based modeling of asset price bubbles via random matching: Francesca Biagini, Andrea Mazzon, Thilo Meyer-Brandis and Katharina Oberpriller
2022: Seller-buyer networks in NFT art are driven by preferential ties: Giovanni Colavizza
2022: Collaborative knowledge exchange promotes innovation: Tomoya Mori, Jonathan Newton and Shosei Sakaguchi
2022: Timely pandemic countermeasures reduce both health damage and economic loss: Generality of the exact solution: Tsuyoshi Hondou
2022: Heterogeneous earning responses to inheritance: new event-study evidence from Norway: Xiaoguang Ling
2022: Statistical Treatment Rules under Social Interaction: Seungjin Han, Julius Owusu and Youngki Shin
2022: Measuring Tail Risks: Kan Chen and Tuoyuan Cheng
2022: Cores of Games via Total Dual Integrality, with Applications to Perfect Graphs and Polymatroids: Vijay V. Vazirani
2022: A Mathematical Analysis of the 2022 Alaska Special Election for US House: Adam Graham-Squire and David McCune
2022: Do diverse and inclusive workplaces benefit investors? An Empirical Analysis on Europe and the United States: Karoline Bax
2022: Exploring Price Accuracy on Uniswap V3 in Times of Distress: Lioba Heimbach, Eric Schertenleib and Roger Wattenhofer
2022: A mean-variance optimized portfolio constructed for investment in a reference security, for an investor with a preference towards an accepted set of securities: Sidharth Mallik
2022: Doubly Robust Estimation of Local Average Treatment Effects Using Inverse Probability Weighted Regression Adjustment: Tymon S{\l}oczy\'nski, S. Derya Uysal and Jeffrey Wooldridge
2022: Phase-type representations of stochastic interest rates with applications to life insurance: Jamaal Ahmad and Mogens Bladt
2022: Queueing games with an endogenous number of machines: Ata Atay and Christian Trudeau
2022: On Market Clearing of Day Ahead Auctions for European Power Markets: Cost Minimisation versus Social Welfare Maximisation: Ioan Alexandru Puiu and Raphael Andreas Hauser
2022: Temperature and Mental Health: Evidence from Helpline Calls: Benedikt Janzen
2022: Equilibria in Network Constrained Energy Markets: Leonardo Massai, Giacomo Como and Fabio Fagnani
2022: A Two-Ball Ellsberg Paradox: An Experiment: Brian Jabarian and Simon Lazarus
2022: Household and individual economic responses to different health shocks: The role of medical innovations: Volha Lazuka
2022: False Consensus, Information Theory, and Prediction Markets: Yuqing Kong and Grant Schoenebeck
2022: Debiased Machine Learning without Sample-Splitting for Stable Estimators: Qizhao Chen, Vasilis Syrgkanis and Morgane Austern
2022: What's the Harm? Sharp Bounds on the Fraction Negatively Affected by Treatment: Nathan Kallus
2022: A general framework for optimising cost-effectiveness of pandemic response under partial intervention measures: Quang Dang Nguyen and Mikhail Prokopenko
2022: Is climate change time reversible?: Francesco Giancaterini, Alain Hecq and Claudio Morana
2022: On learning agent-based models from data: Corrado Monti, Marco Pangallo, Gianmarco De Francisci Morales and Francesco Bonchi
2022: Second-order accuracy metrics for scoring models and their practical use: M. V. Pomazanov
2022: Two-step estimation in linear regressions with adaptive learning: Alexander Mayer
2022: Local volatility under rough volatility: Florian Bourgey, Stefano De Marco, Peter K. Friz and Paolo Pigato
2022: Consumption-investment decisions with endogenous reference point and drawdown constraint: Zongxia Liang, Xiaodong Luo and Fengyi Yuan
2022: Performative Power: Moritz Hardt, Meena Jagadeesan and Celestine Mendler-D\"unner
2022: Representation for martingales living after a random time with applications: Tahir Choulli and Ferdoos Alharbi
2022: Fictitious Play with Maximin Initialization: Sam Ganzfried
2022: Belief identification with state-dependent utilities: Elias Tsakas
2022: Multivariate Stochastic Volatility Models and Large Deviation Principles: Archil Gulisashvili
2022: Honest calibration assessment for binary outcome predictions: Timo Dimitriadis, Lutz Duembgen, Alexander Henzi, Marius Puke and Johanna Ziegel
2022: High-Resolution Peak Demand Estimation Using Generalized Additive Models and Deep Neural Networks: Jonathan Berrisch, Micha{\l} Narajewski and Florian Ziel
2022: Machine Learning Simulates Agent-Based Model Towards Policy: Bernardo Furtado and Gustavo Onofre Andre\~ao
2022: Optimal Execution with Multiplicative Price Impact and Incomplete Information on the Return: Felix Dammann and Giorgio Ferrari
2022: Probability equivalent level of Value at Risk and higher-order Expected Shortfalls: Matyas Barczy, Fanni K. Ned\'enyi and L\'aszl\'o S\"ut\H{o}
2022: Synthetic Control As Online Linear Regression: Jiafeng Chen
2022: von Mises-Fisher distributions and their statistical divergence: Toru Kitagawa and Jeff Rowley
2022: Fair allocation of a multiset of indivisible items: Pranay Gorantla, Kunal Marwaha and Santhoshini Velusamy
2022: Equilibria of Time-inconsistent Stopping for One-dimensional Diffusion Processes: Erhan Bayraktar, Zhenhua Wang and Zhou Zhou
2022: Deep Learning and Linear Programming for Automated Ensemble Forecasting and Interpretation: Lars Lien Ankile and Kjartan Krange
2022: Reinforcement Learning with Dynamic Convex Risk Measures: Anthony Coache and Sebastian Jaimungal
2022: Role of Variable Renewable Energy Penetration on Electricity Price and its Volatility Across Independent System Operators in the United States: Olukunle O. Owolabi, Toryn L. J. Schafer, Georgia E. Smits, Sanhita Sengupta, Sean E. Ryan, Lan Wang, David S. Matteson, Mila Getmansky Sherman and Deborah A. Sunter
2022: A level-set approach to the control of state-constrained McKean-Vlasov equations: application to renewable energy storage and portfolio selection: Maximilien Germain, Huy\^en Pham and Xavier Warin
2022: Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture: Kieran Wood, Sven Giegerich, Stephen Roberts and Stefan Zohren
2022: 30.000 ways to reach 55% decarbonization of the European electricity sector: Tim T. Pedersen, Mikael Skou Andersen, Marta Victoria and Gorm B. Andresen
2022: Data-driven integration of norm-penalized mean-variance portfolios: Andrew Butler and Roy H. Kwon
2022: Social Sourcing: Incorporating Social Networks Into Crowdsourcing Contest Design: Qi Shi and Dong Hao
2022: Gaussian Process Vector Autoregressions and Macroeconomic Uncertainty: Niko Hauzenberger, Florian Huber, Massimiliano Marcellino and Nico Petz
2022: Neural network stochastic differential equation models with applications to financial data forecasting: Luxuan Yang, Ting Gao, Yubin Lu, Jinqiao Duan and Tao Liu
2022: Foundations of Transaction Fee Mechanism Design: Hao Chung and Elaine Shi
2022: A Reactive Power Market for the Future Grid: Adam Potter, Rabab Haider, Giulio Ferro, Michela Robba and Anuradha M. Annaswamy
2022: Does Foreign Debt Contribute to Economic Growth?: Tomoo Kikuchi and Satoshi Tobe
2022: Cost-Benefit Analysis of Kaptai Dam in Rangamati District, Chittagong, Bangladesh: Mohammad Nur Nobi
2022: Estimating the Environmental Cost of Shrimp Farming in Coastal Areas of Chittagong and Coxs bazaar in Bangladesh: Mohammad Nur Nobi and A N M Moinul Islam
2022: The multilayer architecture of the global input-output network and its properties: Rosanna Grassi, Paolo Bartesaghi, Gian Paolo Clemente and Duc Thi Luu
2022: The global polarisation of remote work: Fabian Braesemann, Fabian Stephany, Ole Teutloff, Otto K\"assi, Mark Graham and Vili Lehdonvirta
2022: Reference Class Selection in Similarity-Based Forecasting of Sales Growth: Etienne Theising, Dominik Wied and Daniel Ziggel
2022: Making Auctions Robust to Aftermarkets: Moshe Babaioff, Nicole Immorlica, Yingkai Li and Brendan Lucier
2022: Risk contributions of lambda quantiles: Akif Ince, Ilaria Peri and Silvana Pesenti
2022: Multi-activity Influence and Intervention: Ryan Kor and Junjie Zhou
2022: Incorporating Social Welfare in Program-Evaluation and Treatment Choice: Debopam Bhattacharya and Tatiana Komarova
2022: Policy Learning with Adaptively Collected Data: Ruohan Zhan, Zhimei Ren, Susan Athey and Zhengyuan Zhou
2022: Feasible IV Regression without Excluded Instruments: Emmanuel Tsyawo
2022: Optimism and Pessimism in Strategic Interactions under Ignorance: Pierfrancesco Guarino and Gabriel Ziegler
2022: Two-sided Singular Control of an Inventory with Unknown Demand Trend (Extended Version): Salvatore Federico, Giorgio Ferrari and Neofytos Rodosthenous
2022: Integrating prediction in mean-variance portfolio optimization: Andrew Butler and Roy H. Kwon
2022: No-harm principle, rationality, and Pareto optimality in games: Shaun Hargreaves Heap and Mehmet S. Ismail
2022: Relief and Stimulus in A Cross-sector Multi-product Scarce Resource Supply Chain Network: Xiaowei Hu and Peng Li
2022: Best-response dynamics, playing sequences, and convergence to equilibrium in random games: Torsten Heinrich, Yoojin Jang, Luca Mungo, Marco Pangallo, Alex Scott, Bassel Tarbush and Samuel Wiese
2022: Generalized Feynman-Kac Formula under volatility uncertainty: Bahar Akhtari, Francesca Biagini, Andrea Mazzon and Katharina Oberpriller
2022: Inference in mixed causal and noncausal models with generalized Student's t-distributions: Francesco Giancaterini and Alain Hecq
2022: Accountability and Motivation: Liqun Liu
2022: Policy evaluation of waste pricing programs using heterogeneous causal effect estimation: Marica Valente
2022: Insurance-Finance Arbitrage: Philippe Artzner, Karl-Theodor Eisele and Thorsten Schmidt
2022: A Correlated Random Coefficient Panel Model with Time-Varying Endogeneity: Louise Laage
2022: Interpretable Personalization via Policy Learning with Linear Decision Boundaries: Zhaonan Qu, Isabella Qian and Zhengyuan Zhou
2022: Statistical Consequences of Fat Tails: Real World Preasymptotics, Epistemology, and Applications: Nassim Nicholas Taleb
2022: A theoretical analysis of Guyon's toy volatility model: Ofelia Bonesini, Antoine Jacquier and Chloe Lacombe
2022: Two-Step Estimation of a Strategic Network Formation Model with Clustering: Geert Ridder and Shuyang Sheng
2022: The Politics of Personalized News Aggregation: Lin Hu, Anqi Li and Ilya Segal
2022: Optimal Investment with Correlated Stochastic Volatility Factors: Maxim Bichuch and Jean-Pierre Fouque
2022: Product Aesthetic Design: A Machine Learning Augmentation: Alex Burnap, John R. Hauser and Artem Timoshenko
2022: Inference in a class of optimization problems: Confidence regions and finite sample bounds on errors in coverage probabilities: Joel L. Horowitz and Sokbae (Simon) Lee
2022: Identifying the Effect of Persuasion: Sung Jae Jun and Sokbae (Simon) Lee
2022: A Time-Varying Network for Cryptocurrencies: Li Guo, Wolfgang Karl H\"ardle and Yubo Tao
2022: Learning from Neighbors about a Changing State: Krishna Dasaratha, Benjamin Golub and Nir Hak
2022: Mean-variance portfolio selection with nonlinear wealth dynamics and random coefficients: Shaolin Ji, Hanqing Jin and Xiaomin Shi
2022: Joint News, Attention Spillover,and Market Returns: Li Guo, Lin Peng, Yubo Tao and Jun Tu
2022: Describing the effect of influential spreaders on the different sectors of Indian market: a complex networks perspective: Anwesha Sengupta, Shashankaditya Upadhyay, Indranil Mukherjee and Prasanta K. Panigrahi
2022: Cap or No Cap? What Can Governments Do to Promote EV Sales?: Zunian Luo
2022: Forecasting Bitcoin volatility spikes from whale transactions and CryptoQuant data using Synthesizer Transformer models: Dorien Herremans and Kah Wee Low
2022: Efficient evaluation of double-barrier options and joint cpdf of a L\'evy process and its two extrema: Svetlana Boyarchenko and Sergei Levendorski\u{i}
2022: Poverty, Unemployment and Displacement in Ukraine: three months into the war: Maksym Obrizan
2022: Graph-Regularized Tensor Regression: A Domain-Aware Framework for Interpretable Multi-Way Financial Modelling: Yao Lei Xu, Kriton Konstantinidis and Danilo P. Mandic
2022: Mod-Poisson approximation schemes: Applications to credit risk: Pierre-Lo\"ic M\'eliot, Ashkan Nikeghbali and Gabriele Visentin
2022: Creating an Optimal Portfolio of Crops Using Price Forecasting to Increase ROI for Indian Farmers: Akshai Gaddam, Sravan Malla, Sandhya Dasari, Narayana Darapaneni and Mukesh Kumar Shukla
2022: Stock Trading Volume Prediction with Dual-Process Meta-Learning: Ruibo Chen, Wei Li, Zhiyuan Zhang, Ruihan Bao, Keiko Harimoto and Xu Sun
2022: Incorporating High-Frequency Weather Data into Consumption Expenditure Predictions: Anders Christensen, Joel Ferguson and Sim\'on Ram\'irez Amaya
2022: Spatio-temporal Event Studies for Air Quality Assessment under Cross-sectional Dependence: Paolo Maranzano and Matteo Pelagatti
2022: A unified approach to informed trading via Monge-Kantorovich duality: Reda Chhaibi, Ibrahim Ekren, Eunjung Noh and Lu Vy
2022: Assignment games with population monotonic allocation schemes: Tamás Solymosi
2022: Dynamic Inventory Management with Mean-Field Competition: Ryan Donnelly and Zi Li
2022: Stock price reaction to power outages following extreme weather events: Evidence from Texas power outage: Sherry Hu, Kose John and Balbinder Singh Gill
2022: Understanding the Maker Protocol: Jason Chen, Kathy Fogel and Kose John
2022: Rationalization of indecisive choice behavior by majoritarian ballots: Jos\'e Carlos R. Alcantud, Domenico Cantone, Alfio Giarlotta and Stephen Watson
2022: DeFi vs TradFi: Valuation Using Multiples and Discounted Cash Flow: Teng Andrea Xu, Jiahua Xu and Kristof Lommers
2022: Monitoring the Dynamic Networks of Stock Returns: Elena Farahbakhsh Touli, Hoang Nguyen and Olha Bodnar
2022: "Rust Belt" Across America: An Application of a Nationwide, Block-Group-Level Deprivation Index: Scott Hegerty
2022: Intelligence and Global Bias in the Stock Market: Kazuo Sano
2022: Eigenvalue tests for the number of latent factors in short panels: Alain-Philippe Fortin, Patrick Gagliardini and Olivier Scaillet
2022: Information Design in Allocation with Costly Verification: Yi-Chun Chen, Gaoji Hu and Xiangqian Yang
2022: Newton Raphson Emulation Network for Highly Efficient Computation of Numerous Implied Volatilities: Geon Lee, Tae-Kyoung Kim, Hyun-Gyoon Kim and Jeonggyu Huh
2022: Incorporating Interactive Facts for Stock Selection via Neural Recursive ODEs: Qiang Gao, Xinzhu Zhou, Kunpeng Zhang, Li Huang, Siyuan Liu and Fan Zhou
2022: The Unequal Incidence of Payroll Taxes with Imperfect Competition: Theory and Evidence: Felipe Lobel
2022: Post trade allocation: how much are bunched orders costing your performance?: Ali Hirsa and Massoud Heidari
2022: Approximate Pricing of Derivatives Under Fractional Stochastic Volatility Model: Yuecai Han and Xudong Zheng
2022: Change of measure in a Heston-Hawkes stochastic volatility model: David R. Ba\~nos, Salvador Ortiz-Latorre and Oriol Zamora Font
2022: The Art NFTs and Their Marketplaces: Lanqing Du, Michelle Kim and Jinwook Lee
2022: The Information Bottleneck Principle in Corporate Hierarchies: Cameron Gordon
2022: Model of work motivation based on happiness: pandemic related study: Joanna Nie\.zurawska, Rados{\l}aw A. Kycia, Iveta Ludviga and Agnieszka Niemczynowicz
2022: The Influence of Payment Method: Do Consumers Pay More with Mobile Payment?: Yizhao Jiang
2022: Which Factors Matter Most? Can Startup Valuation be Micro-Targeted?: Max Berre
2022: The Economy's Potential: Duality and Equilibrium: Jacob K Goeree
2022: Learning Better Intent Representations for Financial Open Intent Classification: Xianzhi Li, Will Aitken, Xiaodan Zhu and Stephen W. Thomas
2022: Hedonic Models of Real Estate Prices: GAM and Environmental Factors: Jason R. Bailey, Davide Lauria, W. Brent Lindquist, Stefan Mittnik and Svetlozar T. Rachev
2022: Modelling the Bitcoin prices and the media attention to Bitcoin via the jump-type processes: Ekaterina Morozova and Vladimir Panov
2022: Reliability of Ideal Indexes: Gholamreza Hajargasht
2022: A Theory of Stable Market Segmentations: Nima Haghpanah and Ron Siegel
2022: A Control Theoretic Approach to Infrastructure-Centric Blockchain Tokenomics: Oguzhan Akcin, Robert P. Streit, Benjamin Oommen, Sriram Vishwanath and Sandeep Chinchali
2022: Choosing The Best Incentives for Belief Elicitation with an Application to Political Protests: Nathan Canen and Anujit Chakraborty
2022: Factor Investing with a Deep Multi-Factor Model: Zikai Wei, Bo Dai and Dahua Lin
2022: The rough Hawkes Heston stochastic volatility model: Alessandro Bondi, Sergio Pulido and Simone Scotti
2022: BIM can help decarbonize the construction sector: life cycle evidence from Pavement Management Systems: Anne de Bortoli, Yacine Baouch and Mustapha Masdan
2022: Obvious manipulations of tops-only voting rules: R. Pablo Arribillaga and Agustín Bonifacio
2022: DNN-ForwardTesting: A New Trading Strategy Validation using Statistical Timeseries Analysis and Deep Neural Networks: Ivan Letteri, Giuseppe Della Penna, Giovanni De Gasperis and Abeer Dyoub
2022: On the Financing of Climate Change Adaptation in Developing Countries: Francis Diebold
2022: Exploring Causes, Effects, and Solutions to Financial Illiteracy and Exclusion among Minority Demographic Groups: Abhinav Shanbhag
2022: Allowing for weak identification when testing GARCH-X type models: Philipp Ketz
2022: New financial ratios based on the compositional data methodology: Salvador Linares-Mustar\'os, Maria \`Angels Farreras-Noguer, N\'uria Arimany-Serrat and Germà Coenders
2022: Low-rank Panel Quantile Regression: Estimation and Inference: Yiren Wang, Liangjun Su and Yichong Zhang
2022: Synthetic Blip Effects: Generalizing Synthetic Controls for the Dynamic Treatment Regime: Anish Agarwal and Vasilis Syrgkanis
2022: Beyond capacity: contractual form in electricity reliability obligations: Han Shu and Jacob Mays
2022: Public Good Provision with a Distributor: Chowdhury Mohammad S Anwar, Alexander Matros and Sonali SenGupta
2022: A nation-wide experiment: fuel tax cuts and almost free public transport for three months in Germany -- Report 4 Third wave results: Allister Loder, Fabienne Cantner, Andrea Cadavid, Markus B. Siewert, Stefan Wurster, Sebastian Goerg and Klaus Bogenberger
2022: Deep neural network expressivity for optimal stopping problems: Lukas Gonon
2022: Optimal investment and reinsurance under exponential forward preferences: Katia Colaneri, Alessandra Cretarola and Benedetta Salterini
2022: Expectations Formation with Fat-tailed Processes: Evidence from Sales Forecasts: Eugene Larsen-Hallock, Adam Rej and David Thesmar
2022: Dialogue system with humanoid robot: Koki Inoue, Shuichiro Ogake, Hayato Kawamura and Naoki Igo
2022: Housing Forecasts via Stock Market Indicators: Varun Mittal and Laura P. Schaposnik
2022: Cryptocurrency, Sanctions and Agricultural Prices: An empirical study on the negative implications of sanctions and how decentralized technologies affect the agriculture futures market in developing countries: Agni Rajinikanth
2022: Linear Regression with Centrality Measures: Yong Cai
2022: Research of an optimization model for servicing a network of ATMs and information payment terminals: G. A. Nigmatulin and O. B. Chaganova
2022: Electricity grid tariffs for electrification in households: Bridging the gap between cross-subsidies and fairness: Claire-Marie Bergaentzl\'e, Philipp Andreas Gunkel, Mohammad Ansarin, Yashar Ghiassi-Farrokhfal and Henrik Klinge Jacobsen
2022: Sector-wise analysis of Indian stock market: Long and short-term risk and stability analysis: Suchetana Sadhukhan and Poulomi Sadhukhan
2022: Measure-valued processes for energy markets: Christa Cuchiero, Luca Di Persio, Francesco Guida and Sara Svaluto-Ferro
2022: Large gender and age differences in hand disinfection behavior during the COVID-19 pandemic: Field data from Swiss retail stores: Frauke von Bieberstein, Anna-Corinna Kulle and Stefanie Schumacher
2022: Climate uncertainty, financial frictions and constrained efficient carbon taxation: Felix K\"ubler
2022: Modified Wilcoxon-Mann-Whitney tests of stochastic dominance: Brendan Beare and Jackson D. Clarke
2022: Welfare estimations from imagery. A test of domain experts ability to rate poverty from visual inspection of satellite imagery: Wahab Ibrahim and Ola Hall
2022: A Design-Based Riesz Representation Framework for Randomized Experiments: Christopher Harshaw, Fredrik S\"avje and Yitan Wang
2022: Fair Effect Attribution in Parallel Online Experiments: Alexander Buchholz, Vito Bellini, Giuseppe Di Benedetto, Yannik Stein, Matteo Ruffini and Fabian Moerchen
2022: A Group Public Goods Game with Position Uncertainty: Chowdhury Mohammad S Anwar, Jorge Bruno and Sonali SenGupta
2022: DyFEn: Agent-Based Fee Setting in Payment Channel Networks: Kiana Asgari, Aida Afshar Mohammadian and Mojtaba Tefagh
2022: A New Method for Generating Random Correlation Matrices: Ilya Archakov, Peter Hansen and Yiyao Luo
2022: Impact of WACC on Firm Profitability: Evidence from Food and Allied Industry of Bangladesh: Farhana Rahman
2022: TechRank: Anita Mezzetti, Lo\"ic Mar\'echal, Dimitri Percia David, William Lacube, S\'ebastien Gillard, Michael Tsesmelis, Thomas Maillart and Alain Mermoud
2022: Conditional Likelihood Ratio Test with Many Weak Instruments: Sreevidya Ayyar, Yukitoshi Matsushita and Taisuke Otsu
2022: Non-fungible token transactions: data and challenges: Jason B. Cho, Sven Serneels and David S. Matteson
2022: Human Behavioral Models Using Utility Theory and Prospect Theory: Anuradha M. Annaswamy and Vineet Jagadeesan Nair
2022: Forecast Hedging and Calibration: Dean P. Foster and Sergiu Hart
2022: Fast Estimation of Bayesian State Space Models Using Amortized Simulation-Based Inference: Ramis Khabibullin and Sergei Seleznev
2022: Smooth Calibration, Leaky Forecasts, Finite Recall, and Nash Dynamics: Dean P. Foster and Sergiu Hart
2022: Economic incentives for capacity reductions on interconnectors in the day-ahead market: E. Ruben van Beesten and Daan Hulshof
2022: Proximity, Similarity, and Friendship Formation: Theory and Evidence: A. Arda Gitmez and Rom\'an Andr\'es Z\'arate
2022: Sample Constrained Treatment Effect Estimation: Raghavendra Addanki, David Arbour, Tung Mai, Cameron Musco and Anup Rao
2022: General Manipulability Theorem for a Matching Model: Paola Manasero and Jorge Oviedo
2022: Retirement spending problem under Habit Formation Model: S. Kirusheva, H. Huang and T. S. Salisbury
2022: Estimating Option Pricing Models Using a Characteristic Function-Based Linear State Space Representation: H. Peter Boswijk, Roger Laeven and Evgenii Vladimirov
2022: Potential Applications of Quantum Computing for the Insurance Industry: Michael Adam
2022: Monte-Carlo Estimation of CoVaR: Weihuan Huang, Nifei Lin and L. Jeff Hong
2022: Zero-Knowledge Optimal Monetary Policy under Stochastic Dominance: David Cerezo S\'anchez
2022: The Design and Regulation of Exchanges: A Formal Approach: Mohit Garg and Suneel Sarswat
2022: On estimating Armington elasticities for Japan's meat imports: Satoshi Nakano and Kazuhiko Nishimura
2022: Classification based credit risk analysis: The case of Lending Club: Aadi Gupta, Priya Gulati and Siddhartha P. Chakrabarty
2022: Online Resource Allocation with Samples: Negin Gorlezaei, Patrick Jaillet and Zijie Zhou
2022: FX Resilience around the World: Fighting Volatile Cross-Border Capital Flows: Louisa Chen, Estelle Xue Liu and Zijun Liu
2022: Market Directional Information Derived From (Time, Execution Price, Shares Traded) Sequence of Transactions. On The Impact From The Future: Vladislav Gennadievich Malyshkin and Mikhail Gennadievich Belov
2022: Optimal Execution with Identity Optionality: Rene Carmona and Claire Zeng
2022: Innovation with and without patents: Josef Taalbi
2022: A solution for external costs beyond negotiation and taxation: Alexandre Magno de Melo Faria and Helde A. D. Hdom
2022: A Clustering Algorithm for Correlation Quickest Hub Discovery Mixing Time Evolution and Random Matrix Theory: Alejandro Rodriguez Dominguez and David Stynes
2022: Design and Analysis of Optimized Portfolios for Selected Sectors of the Indian Stock Market: Jaydip Sen and Abhishek Dutta
2022: Power in the Pipeline: Quentin Gallea, Massimo Morelli and Dominic Rohner
2022: Order Statistics Approaches to Unobserved Heterogeneity in Auctions: Yao Luo, Peijun Sang and Ruli Xiao
2022: Stable Dividends under Linear-Quadratic Optimization: Benjamin Avanzi, Debbie Kusch Falden and Mogens Steffensen
2022: Algorithmic Trading Using Continuous Action Space Deep Reinforcement Learning: Naseh Majidi, Mahdi Shamsi and Farokh Marvasti
2022: Universal Quantum Speedup for Branch-and-Bound, Branch-and-Cut, and Tree-Search Algorithms: Shouvanik Chakrabarti, Pierre Minssen, Romina Yalovetzky and Marco Pistoia
2022: Agenda manipulation-proofness, stalemates, and redundant elicitation in preference aggregation. Exposing the bright side of Arrow's theorem: Stefano Vannucci
2022: From Rules to Regs: A Structural Topic Model of Collusion Research: Wolfgang Schmal
2022: Shannon entropy: an econophysical approach to cryptocurrency portfolios: Noe Rodriguez-Rodriguez and Octavio Miramontes
2022: Regression discontinuity design with right-censored survival data: Emil Aas Stoltenberg
2022: Boundary-safe PINNs extension: Application to non-linear parabolic PDEs in counterparty credit risk: Joel P. Villarino, \'Alvaro Leitao and Jos\'e A. Garc\'ia-Rodr\'iguez
2022: Stock Volatility Prediction using Time Series and Deep Learning Approach: Ananda Chatterjee, Hrisav Bhowmick and Jaydip Sen
2022: Inverse Game Theory for Stackelberg Games: the Blessing of Bounded Rationality: Jibang Wu, Weiran Shen, Fei Fang and Haifeng Xu
2022: Revealing Unobservables by Deep Learning: Generative Element Extraction Networks (GEEN): Yingyao Hu, Yang Liu and Jiaxiong Yao
2022: Wetland Quality as a Determinant of Economic Value of Ecosystem Services: an Exploration: Hongyan Chen, Pushpam Kumar and Tom Barker
2022: Digital financial services and open banking innovation: are banks becoming invisible?: Valeria Stefanelli, Francesco Manta and Pierluigi Toma
2022: A Comparative Study of Hierarchical Risk Parity Portfolio and Eigen Portfolio on the NIFTY 50 Stocks: Jaydip Sen and Abhishek Dutta
2022: Optimal consumption-investment choices under wealth-driven risk aversion: Ruoxin Xiao
2022: Portfolio optimization with discrete simulated annealing: \'Alvaro Rubio-Garc\'ia, Juan Jos\'e Garc\'ia-Ripoll and Diego Porras
2022: Sentiment Analysis of ESG disclosures on Stock Market: Sudeep R. Bapat, Saumya Kothari and Rushil Bansal
2022: Optimin achieves super-Nash performance: Mehmet S. Ismail
2022: Zero-Ending Prices, Cognitive Convenience, and Price Rigidity: Avichai Snir, Haipeng, Chen and Daniel Levy
2022: Large-Scale Allocation of Personalized Incentives: Lucas Javaudin, Andrea Araldo and Andr\'e de Palma
2022: Anomaly Detection on Financial Time Series by Principal Component Analysis and Neural Networks: St\'ephane Cr\'epey, Lehdili Noureddine, Nisrine Madhar and Maud Thomas
2022: Causal Effect Estimation with Global Probabilistic Forecasting: A Case Study of the Impact of Covid-19 Lockdowns on Energy Demand: Ankitha Nandipura Prasanna, Priscila Grecov, Angela Dieyu Weng and Christoph Bergmeir
2022: A Structural Model for Detecting Communities in Networks: Alex Centeno
2022: "Calibeating": Beating Forecasters at Their Own Game: Dean P. Foster and Sergiu Hart
2022: Singular Secular Kuznets-like Period Realized Amid Industrial Transformation in US FDA Medical Devices: A Perspective on Innovation from 1976 to 2020: Iraj Daizadeh
2022: Bidirectional coupling of a long-term integrated assessment model REMIND v3.0.0 with an hourly power sector model DIETER v1.0.2: Chen Chris Gong, Falko Ueckerdt, Robert Pietzcker, Adrian Odenweller, Wolf-Peter Schill, Martin Kittel and Gunnar Luderer
2022: Instrumental variables with unordered treatments: Theory and evidence from returns to fields of study: Eskil Heinesen, Christian Hvid, Lars Kirkeb{\o}en, Edwin Leuven and Magne Mogstad
2022: Quantifying the Role of Interest Rates, the Dollar and Covid in Oil Prices: Emanuel Kohlscheen
2022: Pricing Stocks with Trading Volumes: Ben Duan, Yutian Li, Dawei Lu, Yang Lu and Ran Zhang
2022: The explosive value of the networks: Antonio Scala and Marco Delmastro
2022: Experience of the COVID-19 pandemic in Wuhan leads to a lasting increase in social distancing: Darija Barak, Edoardo Gallo, Ke Rong, Ke Tang and Wei Du
2022: Weak convergence to derivatives of fractional Brownian motion: Soren Johansen and Morten Nielsen
2022: Same Root Different Leaves: Time Series and Cross-Sectional Methods in Panel Data: Dennis Shen, Peng Ding, Jasjeet Sekhon and Bin Yu
2022: Stable Matching with Mistaken Agents: Georgy Artemov, Yeon-Koo Che and YingHua He
2022: Greedy Allocations and Equitable Matchings: Quitz\'e Valenzuela-Stookey
2022: The Lepto-Variance of Stock Returns: Vassilis Polimenis
2022: Supervised similarity learning for corporate bonds using Random Forest proximities: Jerinsh Jeyapaulraj, Dhruv Desai, Peter Chu, Dhagash Mehta, Stefano Pasquali and Philip Sommer
2022: Modeling Randomly Walking Volatility with Chained Gamma Distributions: Di Zhang, Qiang Niu and Youzhou Zhou
2022: Recursive Overbetting of a Satellite Investment Account: Alex Garivaltis
2022: Fast Instrument Learning with Faster Rates: Ziyu Wang, Yuhao Zhou and Jun Zhu
2022: A New Central Limit Theorem for the Augmented IPW Estimator: Variance Inflation, Cross-Fit Covariance and Beyond: Kuanhao Jiang, Rajarshi Mukherjee, Subhabrata Sen and Pragya Sur
2022: Revealed Incomplete Preferences: Kirby Nielsen and Luca Rigotti
2022: The Impact of the Social Security Reforms on Welfare: Who benefits and Who loses across Generations, Gender, and Employment Type?: Hirokuni Iiboshi and Daisuke Ozaki
2022: A Market for Trading Forecasts: A Wagering Mechanism: Aitazaz Ali Raja, Pierre Pinson, Jalal Kazempour and Sergio Grammatico
2022: Heterogeneous Treatment Effects for Networks, Panels, and other Outcome Matrices: Eric Auerbach and Yong Cai
2022: Modeling dynamic volatility under uncertain environment with fuzziness and randomness: Xianfei Hui, Baiqing Sun, Hui Jiang and Yan Zhou
2022: Inspection-L: Self-Supervised GNN Node Embeddings for Money Laundering Detection in Bitcoin: Wai Weng Lo, Gayan K. Kulatilleke, Mohanad Sarhan, Siamak Layeghy and Marius Portmann
2022: Incentive Compatibility in Two-Stage Repeated Stochastic Games: Bharadwaj Satchidanandan and Munther A. Dahleh
2022: Volterra square-root process: Stationarity and regularity of the law: Martin Friesen and Peng Jin
2022: Structure of international trade hypergraphs: Sudo Yi and Deok-Sun Lee
2022: A general characterization of optimal tie-breaker designs: Harrison H. Li and Art B. Owen
2022: Fast variational Bayes methods for multinomial probit models: Rub\'en Loaiza-Maya and Didier Nibbering
2022: Sequential asset ranking in nonstationary time series: Gabriel Borrageiro
2022: Agricultural Windfalls and the Seasonality of Political Violence in Africa: David Ubilava, Justin V. Hastings and Kadir Atalay
2022: scpi: Uncertainty Quantification for Synthetic Control Methods: Matias Cattaneo, Yingjie Feng, Filippo Palomba and Rocio Titiunik
2022: Are Fairness Perceptions Shaped by Income Inequality? Evidence from Latin America: Leonardo Gasparini and Germ\'an Reyes
2022: Dependence model assessment and selection with DecoupleNets: Marius Hofert, Avinash Prasad and Mu Zhu
2022: Understanding European Integration with Bipartite Networks of Comparative Advantage: Riccardo Di Clemente, Bal\'azs Lengyel, Lars F. Andersson and Rikard Eriksson
2022: 2T-POT Hawkes model for left- and right-tail conditional quantile forecasts of financial log-returns: out-of-sample comparison of conditional EVT models: Matthew F. Tomlinson, David Greenwood and Marcin Mucha-Kruczynski
2022: Measuring poverty in India with machine learning and remote sensing: Adel Daoud, Felipe Jordan, Makkunda Sharma, Fredrik Johansson, Devdatt Dubhashi, Sourabh Paul and Subhashis Banerjee
2022: A New Perspective on Impartial and Unbiased Apportionment: Ross Hyman and Nicolaus Tideman
2022: Microeconomic Foundations of Decentralised Organisations: Mauricio Jacobo Romero and Andr\'e Freitas
2022: Close Enough? A Large-Scale Exploration of Non-Experimental Approaches to Advertising Measurement: Brett R. Gordon, Robert Moakler and Florian Zettelmeyer
2022: Pricing principle via Tsallis relative entropy in incomplete market: Dejian Tian
2022: A Taxonomy of Non-dictatorial Unidimensional Domains: Shurojit Chatterji and Huaxia Zeng
2022: Multi-modal Attention Network for Stock Movements Prediction: Shwai He and Shi Gu
2022: Non-linear shrinkage of the price return covariance matrix is far from optimal for portfolio optimisation: Christian Bongiorno and Damien Challet
2022: Cooperation, Retaliation and Forgiveness in Revision Games: Dong Hao, Qi Shi, Jinyan Su and Bo An
2022: Optimal incentives in a limit order book: a SPDE control approach: Bastien Baldacci and Philippe Bergault
2022: Investing in crypto: speculative bubbles and cyclic stochastic price pumps: Misha Perepelitsa
2022: Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem: Christa Cuchiero, Christoph Reisinger and Stefan Rigger
2022: Persuasion by Dimension Reduction: Semyon Malamud and Andreas Schrimpf
2022: Efficient Estimation in NPIV Models: A Comparison of Various Neural Networks-Based Estimators: Jiafeng Chen, Xiaohong Chen and Elie Tamer
2022: Can an AI agent hit a moving target?: Rui and Shi
2022: Model-free Portfolio Theory: A Rough Path Approach: Andrew L. Allan, Christa Cuchiero, Chong Liu and David J. Pr\"omel
2022: Expected Values for Variable Network Games: Subhadip Chakrabarti, Loyimee Gogoi, Robert P Gilles, Surajit Borkotokey and Rajnish Kumar
2022: Sparse Temporal Disaggregation: Luke Mosley, Idris Eckley and Alex Gibberd
2022: Reduced-form framework for multiple ordered default times under model uncertainty: Francesca Biagini, Andrea Mazzon and Katharina Oberpriller
2022: R&D Heterogeneity and Countercyclical Productivity Dispersion: Shuowen Chen and Yang Ming
2022: Inverse and Quanto Inverse Options in a Black-Scholes World: Carol Alexander, Ding Chen and Arben Imeraj
2022: Micro-level dynamics in hidden action situations with limited information: Stephan Leitner and Friederike Wall
2022: Waiting to Borrow From a 457(b) Plan: Alex Garivaltis
2022: Pseudo-Model-Free Hedging for Variable Annuities via Deep Reinforcement Learning: Wing Fung Chong, Haoen Cui and Yuxuan Li
2022: Rational Pricing of Leveraged ETF Expense Ratios: Alex Garivaltis
2022: Two Price Regimes in Limit Order Books: Liquidity Cushion and Fragmented Distant Field: Sebastian M. Krause, Edgar Jungblut and Thomas Guhr
2022: Universal Risk Budgeting: Alex Garivaltis
2022: Deep Learning Statistical Arbitrage: Jorge Guijarro-Ordonez, Markus Pelger and Greg Zanotti
2022: A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting: Chao Wang and Richard Gerlach
2022: A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees: Victor Chernozhukov, Whitney Newey and Rahul Singh
2022: Policy Evaluation during a Pandemic: Brantly Callaway and Tong Li
2022: Optimal Epidemic Control in Equilibrium with Imperfect Testing and Enforcement: Thomas Phelan and Alexis Akira Toda
2022: A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity: Patrik Guggenberger, Frank Kleibergen and Sophocles Mavroeidis
2022: Simultaneous Decorrelation of Matrix Time Series: Yuefeng Han, Rong Chen, Cun-Hui Zhang and Qiwei Yao
2022: Online Learning with Radial Basis Function Networks: Gabriel Borrageiro, Nikan Firoozye and Paolo Barucca
2022: Algorithmic subsampling under multiway clustering: Harold D. Chiang, Jiatong Li and Yuya Sasaki
2022: Contextual Standard Auctions with Budgets: Revenue Equivalence and Efficiency Guarantees: Santiago Balseiro, Christian Kroer and Rachitesh Kumar
2022: Generalised correlated batched bandits via the ARC algorithm with application to dynamic pricing: Samuel Cohen and Tanut Treetanthiploet
2022: On the Computational Properties of Obviously Strategy-Proof Mechanisms: Louis Golowich and Shengwu Li
2022: Optimal Consumption under a Habit-Formation Constraint: the Deterministic Case: Bahman Angoshtari, Erhan Bayraktar and Virginia R. Young
2022: mlOSP: Towards a Unified Implementation of Regression Monte Carlo Algorithms: Mike Ludkovski
2022: Information Design in Optimal Auctions: Yi-Chun Chen and Xiangqian Yang
2022: Kernel Methods for Causal Functions: Dose, Heterogeneous, and Incremental Response Curves: Rahul Singh, Liyuan Xu and Arthur Gretton
2022: Proportional Participatory Budgeting with Additive Utilities: Dominik Peters, Grzegorz Pierczy\'nski and Piotr Skowron
2022: Kyle-Back Models with risk aversion and non-Gaussian Beliefs: Shreya Bose and Ibrahim Ekren
2022: An Adversarial Approach to Structural Estimation: Tetsuya Kaji, Elena Manresa and Guillaume Pouliot
2022: Is there a Golden Parachute in Sannikov's principal-agent problem?: Dylan Possama\"i and Nizar Touzi
2022: Structural Gaussian mixture vector autoregressive model with application to the asymmetric effects of monetary policy shocks: Savi Virolainen
2022: Learning Utilities and Equilibria in Non-Truthful Auctions: Hu Fu and Tao Lin
2022: Path-dependent Kyle equilibrium model: Jos\'e M. Corcuera and Giulia Di Nunno
2022: Subjective Complexity Under Uncertainty: Quitz\'e Valenzuela-Stookey
2022: Contingent Convertible Obligations and Financial Stability: Zachary Feinstein and T. R. Hurd
2022: Information Design for Congested Social Services: Optimal Need-Based Persuasion: Jerry Anunrojwong, Krishnamurthy Iyer and Vahideh Manshadi
2022: Non-asymptotic convergence rates for the plug-in estimation of risk measures: Daniel Bartl and Ludovic Tangpi
2022: Simple Mechanisms for Agents with Non-linear Utilities: Yiding Feng, Jason Hartline and Yingkai Li
2022: Assessing Inference Methods: Bruno Ferman
2022: Proportionality and the Limits of Welfarism: Dominik Peters and Piotr Skowron
2022: Uniform inference for value functions: Sergio Firpo, Antonio Galvao and Thomas Parker
2022: Speculative Trading, Prospect Theory and Transaction Costs: Alex S. L. Tse and Harry Zheng
2022: Horse race of weekly idiosyncratic momentum strategies with respect to various risk metrics: Evidence from the Chinese stock market: Huai-Long Shi and Wei-Xing Zhou
2022: A Note on Universal Bilinear Portfolios: Alexander Garivaltis
2022: Long Run Feedback in the Broker Call Money Market: Alexander Garivaltis
2022: Game-Theoretic Optimal Portfolios in Continuous Time: Alexander Garivaltis
2022: Two Resolutions of the Margin Loan Pricing Puzzle: Alexander Garivaltis
2022: The Laws of Motion of the Broker Call Rate in the United States: Alexander Garivaltis
2022: Deep Q-Learning for Nash Equilibria: Nash-DQN: Philippe Casgrain, Brian Ning and Sebastian Jaimungal
2022: A long-term alternative formula for a stochastic stock price model: Takuya Okabe and Jin Yoshimura
2022: Cover's Rebalancing Option With Discrete Hindsight Optimization: Alexander Garivaltis
2022: Game-Theoretic Optimal Portfolios for Jump Diffusions: Alexander Garivaltis
2022: Multilinear Superhedging of Lookback Options: Alexander Garivaltis
2022: Super-Replication of the Best Pairs Trade in Hindsight: Alexander Garivaltis
2022: Automatic Debiased Machine Learning of Causal and Structural Effects: Victor Chernozhukov, Whitney Newey and Rahul Singh
2022: De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representers: Victor Chernozhukov, Whitney Newey and Rahul Singh
2022: Newly Developed Flexible Grid Trading Model Combined ANN and SSO algorithm: Wei-Chang Yeh, Yu-Hsin Hsieh and Chia-Ling Huang
2022: Learning to simulate realistic limit order book markets from data as a World Agent: Andrea Coletta, Aymeric Moulin, Svitlana Vyetrenko and Tucker Balch
2022: Title Redacted: Alvarez-Telena Sergio and Diez-Fernandez Marta
2022: MetaTrader: An Reinforcement Learning Approach Integrating Diverse Policies for Portfolio Optimization: Hui Niu, Siyuan Li and Jian Li
2022: The Empirical Reality of IT Project Cost Overruns: Discovering A Power-Law Distribution: Bent Flyvbjerg, Alexander Budzier, Jong Seok Lee, Mark Keil, Daniel Lunn and Dirk W. Bester
2022: Forecasting Cryptocurrencies Log-Returns: a LASSO-VAR and Sentiment Approach: Federico D'Amario and Milos Ciganovic
2022: Embedding-based neural network for investment return prediction: Jianlong Zhu, Dan Xian, Fengxiao and Yichen Nie
2022: Multiclass Sentiment Prediction for Stock Trading: Marshall R. McCraw
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2022: Carbon Monitor-Power: near-real-time monitoring of global power generation on hourly to daily scales: Biqing Zhu, Xuanren Song, Zhu Deng, Wenli Zhao, Da Huo, Taochun Sun, Piyu Ke, Duo Cui, Chenxi Lu, Haiwang Zhong, Chaopeng Hong, Jian Qiu, Steven J. Davis, Pierre Gentine, Philippe Ciais and Zhu Liu
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2022: Moral Hazard on Productivity Among Work-From-Home Workers Amid the COVID-19 Pandemic: Jieun Lee
2022: Impact of interpersonal influences on Employee engagement and Psychological contract: Effects of guanxi, wasta, jeitinho, blat and pulling strings: Elizabeth Kassab Sfeir
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2022: A nation-wide experiment: fuel tax cuts and almost free public transport for three months in Germany -- Report 3 Second wave results: Allister Loder, Fabienne Cantner, Andrea Cadavid, Markus B. Siewert, Stefan Wurster, Sebastian Goerg and Klaus Bogenberger
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2022: Job Prospects and Labour Mobility in China: Huaxin Wang-Lu and Octasiano Miguel Valerio Mendoza
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2022: Bitcoin Returns and Public Attention to COVID-19: Do Timing and Individualism Matter?: Huaxin Wang-Lu
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2022: Correlation scenarios and correlation stress testing: N. Packham and F. Woebbeking
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2022: Collaborative Insurance Sustainability and Network Structure: Arthur Charpentier, Lariosse Kouakou, Matthias L\"owe, Philipp Ratz and Franck Vermet
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2022: Regression-Adjusted Estimation of Quantile Treatment Effects under Covariate-Adaptive Randomizations: Liang Jiang, Peter Phillips, Yubo Tao and Yichong Zhang
2022: Fixed-k Tail Regression: New Evidence on Tax and Wealth Inequality from Forbes 400: Ji Hyung Lee, Yuya Sasaki, Alexis Akira Toda and Yulong Wang
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2022: Fixed Effects Binary Choice Models with Three or More Periods: Laurent Davezies, Xavier D'Haultfoeuille and Martin Mugnier
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2022: Decomposing Identification Gains and Evaluating Instrument Identification Power for Partially Identified Average Treatment Effects: Lina Zhang, David T. Frazier, Donald Poskitt and Xueyan Zhao
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2022: Multi-item Non-truthful Auctions Achieve Good Revenue: Constantinos Daskalakis, Maxwell Fishelson, Brendan Lucier, Vasilis Syrgkanis and Santhoshini Velusamy
2022: Mathematical Foundations of Regression Methods for the approximation of the Forward Initial Margin: Lucia Cipolina Kun, Simone Caenazzo and Ksenia Ponomareva
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2022: Markov risk mappings and risk-sensitive optimal prediction: Tomasz Kosmala, Randall Martyr and John Moriarty
2022: Inference in Difference-in-Differences: How Much Should We Trust in Independent Clusters?: Bruno Ferman
2022: Random Forest Estimation of the Ordered Choice Model: Michael Lechner and Gabriel Okasa
2022: Size matters for OTC market makers: general results and dimensionality reduction techniques: Philippe Bergault and Olivier Gu\'eant
2022: Treatment Effect Estimation with Noisy Conditioning Variables: Kenichi Nagasawa
2022: Closed-form approximations in multi-asset market making: Philippe Bergault, David Evangelista, Olivier Gu\'eant and Douglas Vieira
2022: When Should You Adjust Standard Errors for Clustering?: Alberto Abadie, Susan Athey, Guido Imbens and Jeffrey Wooldridge
2022: Towards a Better Microcredit Decision: Mengnan Song, Jiasong Wang and Suisui Su
2022: Optimal portfolio selection of many players under relative performance criteria in the market model with random coefficients: Jeong Yin Park
2022: The Sign of Risk for Present Value of Future Losses: Brian P. Hanley and Steve Keen
2022: Predict stock prices with ARIMA and LSTM: Ruochen Xiao, Yingying Feng, Lei Yan and Yihan Ma
2022: The Emergence of League and Sub-League Structure in the Population Lotto Game: Giovanni Artiglio, Aiden Youkhana and Joel Nishimura
2022: 150 Years of Return Predictability Around the World: A Holistic View: Yang Bai
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2022: Globalisation and the Decoupling of Inflation from Domestic Labour Costs: Emanuel Kohlscheen and Richhild Moessner
2022: Changing Electricity Markets: Quantifying the Price Effects of Greening the Energy Matrix: Emanuel Kohlscheen and Richhild Moessner
2022: Combinatorial Procurement Auction in Social Networks: Yuhang Guo, Dong Hao and Bin Li
2022: Optimal dynamic insurance contracts: Vitor Farinha Luz
2022: Does robotization affect job quality? Evidence from European regional labour markets: Jos\'e-Ignacio Ant\'on, Rudolf Winter-Ebmer and Enrique Fern\'andez-Mac\'ias
2022: Understanding intra-day price formation process by agent-based financial market simulation: calibrating the extended chiarella model: Kang Gao, Perukrishnen Vytelingum, Stephen Weston, Wayne Luk and Ce Guo
2022: A fundamental Game Theoretic model and approximate global Nash Equilibria computation for European Spot Power Markets: Ioan Alexandru Puiu and Raphael Andreas Hauser
2022: A Quantitative and Qualitative Analysis of the Robustness of (Real-World) Election Winners: Niclas Boehmer, Robert Bredereck, Piotr Faliszewski and Rolf Niedermeier
2022: High-frequency financial market simulation and flash crash scenarios analysis: an agent-based modelling approach: Kang Gao, Perukrishnen Vytelingum, Stephen Weston, Wayne Luk and Ce Guo
2022: Stock Market Prediction using Natural Language Processing -- A Survey: Om Mane and Saravanakumar Kandasamy
2022: Comparing Stochastic Volatility Specifications for Large Bayesian VARs: Joshua Chan
2022: A Descriptive Method of Firm Size Transition Dynamics Using Markov Chain: Boyang You and Kerry Papps
2022: A restricted eigenvalue condition for unit-root non-stationary data: Etienne Wijler
2022: Out-of-Model Adjustments of Variable Annuities: Zhiyi Shen
2022: Strategy-proof aggregation rules in median semilattices with applications to preference aggregation: Ernesto Savaglio and Stefano Vannucci
2022: On Randomization of Affine Diffusion Processes with Application to Pricing of Options on VIX and S&P 500: Lech Grzelak
2022: A statistical test of market efficiency based on information theory: Xavier Brouty and Matthieu Garcin
2022: Optimal Delegation in a Multidimensional World: Andreas Kleiner
2022: Will the last be the first? School closures and educational outcomes: Michele Battisti and Giuseppe Maggio
2022: Financial Index Tracking via Quantum Computing with Cardinality Constraints: Samuel Palmer, Konstantinos Karagiannis, Adam Florence, Asier Rodriguez, Roman Orus, Harish Naik and Samuel Mugel
2022: Next-Year Bankruptcy Prediction from Textual Data: Benchmark and Baselines: Henri Arno, Klaas Mulier, Joke Baeck and Thomas Demeester
2022: Investment in the common good: free rider effect and the stability of mixed strategy equilibria: Youngsoo Kim and H. Dharma Kwon
2022: Equilibrium selection: a geometric approach: Andrea Loi, Stefano Matta and Daria Uccheddu
2022: Limit Orders and Knightian Uncertainty: Michael Greinecker and Christoph Kuzmics
2022: Robust control problems of BSDEs coupled with value functions: Zhou Yang, Jing Zhang and Chao Zhou
2022: An intelligent algorithmic trading based on a risk-return reinforcement learning algorithm: Boyi Jin
2022: Comparing and quantifying tail dependence: Karl Friedrich Siburg, Christopher Strothmann and Gregor Wei{\ss}
2022: Fair pricing and hedging under small perturbations of the num\'eraire on a finite probability space: William Busching, Delphine Hintz, Oleksii Mostovyi and Alexey Pozdnyakov
2022: On mechanism design with expressive preferences: an aspect of the social choice of Brexit: Anindya Bhattacharya and Debapriya Sen
2022: Gradient Descent Ascent in Min-Max Stackelberg Games: Denizalp Goktas and Amy Greenwald
2022: Coordinating charging request allocation between self-interested navigation service platforms: Marianne Guillet and Maximilian Schiffer
2022: Deep Learning for Choice Modeling: Zhongze Cai, Hanzhao Wang, Kalyan Talluri and Xiaocheng Li
2022: The Interactions of Social Norms about Climate Change: Science, Institutions and Economics: Antonio Cabrales, Manu Garc\'ia, David Ramos Mu\~noz and Angel S\'anchez
2022: Understanding Volatility Spillover Relationship Among G7 Nations And India During Covid-19: Avik Das and Devanjali Nandi Das
2022: On the Estimation of Peer Effects for Sampled Networks: Mamadou Yauck
2022: Integrated modelling approaches for sustainable agri-economic growth and environmental improvement: Examples from Canada, Greece, and Ireland: Jorge A. Garcia and Angelos Alamanos
2022: Neural Payoff Machines: Predicting Fair and Stable Payoff Allocations Among Team Members: Daphne Cornelisse, Thomas Rood, Mateusz Malinowski, Yoram Bachrach and Tal Kachman
2022: Choquet regularization for reinforcement learning: Xia Han, Ruodu Wang and Xun Yu Zhou
2022: Stock Prices as Janardan Galton Watson Process: Ali Saeb
2022: Marginal stochastic choice: Yaron Azrieli and John Rehbeck
2022: Peculiaridades de la Economia islandesa en los albores del siglo XXI: I. Martin-de-Santos
2022: Ban The Box? Information, Incentives, and Statistical Discrimination: John W. Patty and Elizabeth Maggie Penn
2022: Algorithmic Fairness and Statistical Discrimination: John W. Patty and Elizabeth Maggie Penn
2022: Transformer-Based Deep Learning Model for Stock Price Prediction: A Case Study on Bangladesh Stock Market: Tashreef Muhammad, Anika Bintee Aftab, Md. Mainul Ahsan, Maishameem Meherin Muhu, Muhammad Ibrahim, Shahidul Islam Khan and Mohammad Shafiul Alam
2022: Time is limited on the road to asymptopia: Ivonne Schwartz and Mark Kirstein
2022: Characterizing M-estimators: Timo Dimitriadis, Tobias Fissler and Johanna Ziegel
2022: Mental health concerns prelude the Great Resignation: Evidence from Social Media: R. Maria del Rio-Chanona, Alejandro Hermida-Carrillo, Melody Sepahpour-Fard, Luning Sun, Renata Topinkova and Ljubica Nedelkoska
2022: Why Economic Theories and Policies Fail? Unnoticed Variables and Overlooked Economics: Victor Olkhov
2022: G3Ms:Generalized Mean Market Makers: Daniel Z. Zanger
2022: New drugs and stock market: how to predict pharma market reaction to clinical trial announcements: Semen Budennyy, Alexey Kazakov, Elizaveta Kovtun and Leonid Zhukov
2022: Distributional Correlation--Aware Knowledge Distillation for Stock Trading Volume Prediction: Lei Li, Zhiyuan Zhang, Ruihan Bao, Keiko Harimoto and Xu Sun
2022: Assessing the Impact of Patent Attributes on the Value of Discrete and Complex Innovations: Mohd Shadab Danish, Pritam Ranjan and Ruchi Sharma
2022: Is the NFL's franchise tag fair to players?: Darwin Zhou
2022: Do Investors Hedge Against Green Swans? Option-Implied Risk Aversion to Wildfires: Amine Ouazad
2022: The Growing US-Mexico Natural Gas Trade and Its Regional Economic Impacts in Mexico: Haoying Wang and Rafael Garduño Rivera
2022: On spatial majority voting with an even (vis-a-vis odd) number of voters: a note: Anindya Bhattacharya and Francesco Ciardiello
2022: From the historical Roman road network to modern infrastructure in Italy: Luca De Benedictis, Vania Licio and Anna Pinna
2022: $g$-Expectation of Distributions: Mingyu Xu, Zuo Quan Xu and Xun Yu Zhou
2022: Assessments in Education: Hans Henrik Sievertsen
2022: Pandora's Ballot Box: Electoral Politics of Direct Democracy: Peter Buisseret and Richard Van Weelden
2022: Selecting Valid Instrumental Variables in Linear Models with Multiple Exposure Variables: Adaptive Lasso and the Median-of-Medians Estimator: Xiaoran Liang, Eleanor Sanderson and Frank Windmeijer
2022: Measuring Race in US Economic Statistics: What Do We Know?: Sonya Ravindranath Waddell, John Abowd, Camille Busette and Mark Hugo Lopez
2022: Conditions for none to be whipped by `Rank and Yank' under the majority rule: Fujun Hou
2022: Endogeneity in Weakly Separable Models without Monotonicity: Songnian Chen, Shakeeb Khan and Xun Tang
2022: Patronage and power in rural India: a study based on interaction networks: Anindya Bhattacharya, Anirban Kar, Sunil Kumar and Alita Nandi
2022: Costly Evidence and Discretionary Disclosure: Mark Whitmeyer and Kun Zhang
2022: The economic cost of social distancing during a pandemic: an optimal control approach in the SVIR model: Alessandro Ramponi and Maria Elisabetta Tessitore
2022: The Nexus between Job Burnout and Emotional Intelligence on Turnover Intention in Oil and Gas Companies in the UAE: Anas Abudaqa, Mohd Faiz Hilmi and Norziani Dahalan
2022: Quantum Finance: a tutorial on quantum computing applied to the financial market: Askery Canabarro, Taysa M. Mendon\c{c}a, Ranieri Nery, George Moreno, Anton S. Albino, Gleydson F. de Jesus and Rafael Chaves
2022: Strategic differences between regional investments into graphene technology and how corporations and universities manage patent portfolios: Ai Linh Nguyen, Wenyuan Liu, Khiam Aik Khor, Andrea Nanetti and Siew Ann Cheong
2022: Learning Financial Networks with High-frequency Trade Data: Kara Karpman, Sumanta Basu and David Easley
2022: Potterian Economics: Daniel Levy and Avichai Snir
2022: Recurrence measures and transitions in stock market dynamics: Krishnadas M., K. P. Harikrishnan and G. Ambika
2022: Estimation of Historical volatility and Allocation strategies using Variance Swaps: Lucio Fiorin
2022: Modeling Price Elasticity for Occupancy Prediction in Hotel Dynamic Pricing: Fanwei Zhu, Wendong Xiao, Yao Yu, Ziyi Wang, Zulong Chen, Quan Lu, Zemin Liu, Minghui Wu and Shenghua Ni
2022: Subgame perfect Nash equilibrium for dynamic pricing competition with finite planning horizon: Niloofar Fadavi
2022: A Hawkes model with CARMA(p,q) intensity: Lorenzo Mercuri, Andrea Perchiazzo and Edit Rroji
2022: Pricing zero-coupon CAT bonds using the enlargement of ltration theory: a general framework: Zied Chaieb and Djibril Gueye
2022: Estimation of growth in fund models: Constantinos Kardaras, Hyeng Keun Koo and Johannes Ruf
2022: Ordered Surprises and Conditional Probability Systems: Adam Dominiak, Matthew Kovach and Gerelt Tserenjigmid
2022: Difference-in-Differences with a Misclassified Treatment: Akanksha Negi and Digvijay Negi
2022: Child Care Provider Survival Analysis: Phillip Sherlock, Herman T. Knopf, Robert Chapman, Maya Schreiber and Courtney K. Blackwell
2022: Bayesian ranking and selection with applications to field studies, economic mobility, and forecasting: Dillon Bowen
2022: Merton's Default Risk Model for Private Company: Battulga Gankhuu
2022: Weak Instruments, First-Stage Heteroskedasticity, the Robust F-Test and a GMM Estimator with the Weight Matrix Based on First-Stage Residuals: Frank Windmeijer
2022: The Impact of Retail Investors Sentiment on Conditional Volatility of Stocks and Bonds: Elroi Hadad and Haim Kedar-Levy
2022: Risk in Network Economies: Victor Sellemi
2022: Multifractal cross-correlations of bitcoin and ether trading characteristics in the post-COVID-19 time: Marcin W\k{a}torek, Jaros{\l}aw Kwapie\'n and Stanis{\l}aw Dro\.zd\.z
2022: Review of Energy Transition Policies in Singapore, London, and California: Chunmeng Yang, Siqi Bu, Yi Fan, Wayne Wan, Ruoheng Wang and Aoife Foley
2022: Pricing commodity index options: Alberto Manzano, Emanuele Nastasi, Andrea Pallavicini and Carlos V\'azquez
2022: Simple models predict behavior at least as well as behavioral scientists: Dillon Bowen
2022: A penalized two-pass regression to predict stock returns with time-varying risk premia: Gaetan Bakalli, St\'ephane Guerrier and Olivier Scaillet
2022: Optimal Allocation of Limited Funds in Quadratic Funding: Ricardo A. Pasquini
2022: Tangential Wasserstein Projections: Florian Gunsilius, Meng Hsuan Hsieh and Myung Jin Lee
2022: A meta-analysis of the total economic impact of climate change: Richard Tol
2022: Dimensional Reduction of Solvency Contagion Dynamics on Financial Networks: Gianmarco Ricciardi, Guido Montagna, Guido Caldarelli and Giulio Cimini
2022: Malliavin differentiability of fractional Heston-type model and applications to option pricing: Marc Mukendi Mpanda
2022: Sensitivities and Hedging of the Collateral Choice Option: Griselda Deelstra, Lech Grzelak and Felix L. Wolf
2022: Promotheus: An End-to-End Machine Learning Framework for Optimizing Markdown in Online Fashion E-commerce: Eleanor Loh, Jalaj Khandelwal, Brian Regan and Duncan A. Little
2022: Minimal Kullback-Leibler Divergence for Constrained L\'evy-It\^o Processes: Sebastian Jaimungal, Silvana M. Pesenti and Leandro S\'anchez-Betancourt
2022: Persuasion with Non-Linear Preferences: Anton Kolotilin, Roberto Corrao and Alexander Wolitzky
2022: To What Extent Do Disadvantaged Neighborhoods Mediate Social Assistance Dependency? Evidence from Sweden: Cheng Lin, Adel Daoud and Maria Branden
2022: The influence of color on prices of abstract paintings: Maksim Borisov, Valeria Kolycheva, Alexander Semenov and Dmitry Grigoriev
2022: Relative cluster entropy for power-law correlated sequences: A. Carbone and L. Ponta
2022: Can I invest in Metaverse? The effect of obtained information and perceived risk on purchase intention by the perspective of the information adoption model: \.Ibrahim Halil Efendio\u{g}lu
2022: The effect of the brand in the decision to purchase the mobile phone a research on Y generation consumers: \.Ibrahim Halil Efendio\u{g}lu, Adnan Talha Mutlu and Yakup Durmaz
2022: The impact of conspicuous consumption in social Media on purchasing intentions: \.Ibrahim Halil Efendio\u{g}ku
2022: The role of investor attention in global asset price variation during the invasion of Ukraine: Martina Halouskov\'a, Daniel Sta\v{s}ek and Mat\'u\v{s} Horv\'ath
2022: Distributionally Robust Policy Learning with Wasserstein Distance: Daido Kido
2022: Portfolio Construction with Gaussian Mixture Returns and Exponential Utility via Convex Optimization: Eric Luxenberg and Stephen Boyd
2022: Dynamic demand for differentiated products with fixed-effects unobserved heterogeneity: Victor Aguirregabiria
2022: Heterogeneous rarity patterns drive price dynamics in NFT collections: Amin Mekacher, Alberto Bracci, Matthieu Nadini, Mauro Martino, Laura Alessandretti, Luca Maria Aiello and Andrea Baronchelli
2022: Semantics meets attractiveness: Choice by salience: Alfio Giarlotta, Angelo Petralia and Stephen Watson
2022: Feature-based intermittent demand forecast combinations: bias, accuracy and inventory implications: Li Li, Yanfei Kang, Fotios Petropoulos and Feng Li
2022: Neyman allocation is minimax optimal for best arm identification with two arms: Karun Adusumilli
2022: GCNET: graph-based prediction of stock price movement using graph convolutional network: Alireza Jafari and Saman Haratizadeh
2022: Keeping up with "The Joneses": reference dependent choice with social comparisons: Alastair Langtry
2022: Efficiency in Random Resource Allocation and Social Choice: Federico Echenique, Joseph Root and Fedor Sandomirskiy
2022: On the surplus management of funds with assets and liabilities in presence of solvency requirements: Benjamin Avanzi, Ping Chen, Lars Frederik Brandt Henriksen and Bernard Wong
2022: Gene-Environment Interplay in the Social Sciences: Rita Dias Pereira, Pietro Biroli, Titus Galama, Stephanie von Hinke, Hans van Kippersluis, Cornelius A. Rietveld and Kevin Thom
2022: The classification of preordered spaces in terms of monotones: complexity and optimization: Pedro Hack, Daniel A. Braun and Sebastian Gottwald
2022: A Unified Nonparametric Test of Transformations on Distribution Functions with Nuisance Parameters: Xingyu Li, Xiaojun Song and Zhenting Sun
2022: Choosing an algorithmic fairness metric for an online marketplace: Detecting and quantifying algorithmic bias on LinkedIn: YinYin Yu and Guillaume Saint-Jacques
2022: New Collectivity Measures for Financial Covariances and Correlations: Anton J. Heckens and Thomas Guhr
2022: DeepScalper: A Risk-Aware Reinforcement Learning Framework to Capture Fleeting Intraday Trading Opportunities: Shuo Sun, Wanqi Xue, Rundong Wang, Xu He, Junlei Zhu, Jian Li and Bo An
2022: Volatility in the Relative Standard Deviation of Target Fulfilment as Key Performance Indicator (KPI): Andreas Bauer and Jasna Omeragic
2022: Referral Hiring and Social Network Structure: Yoshitaka Ogisu
2022: Fractional SDE-Net: Generation of Time Series Data with Long-term Memory: Kohei Hayashi and Kei Nakagawa
2022: Mechanism Design with Informational Punishment: Benjamin Balzer and Johannes Schneider
2022: Thirty Years of Academic Finance: David Ardia, Keven Bluteau and Mohammad Abbas Meghani
2022: Learning in Random Utility Models Via Online Decision Problems: Emerson Melo
2022: Will enterprise digital transformation affect diversification strategy?: Ge-zhi Wu and Da-ming You
2022: Optimal order execution under price impact: A hybrid model: Marina Di Giacinto, Claudio Tebaldi and Tai-Ho Wang
2022: Exploration of the Parameter Space in Macroeconomic Agent-Based Models: Karl Naumann-Woleske, Max Sina Knicker, Michael Benzaquen and Jean-Philippe Bouchaud
2022: Testing the monocentric standard urban model in a global sample of cities: Charlotte Liotta, Vincent Vigui\'e and Quentin Lepetit
2022: Wealth heterogeneity in a closed pooled annuity fund: Thomas Bernhardt and Ge Qu
2022: Covariate Balancing Methods for Randomized Controlled Trials Are Not Adversarially Robust: Hossein Babaei, Sina Alemohammad and Richard Baraniuk
2022: Covariate Adjustment in Regression Discontinuity Designs: Matias Cattaneo, Luke Keele and Rocio Titiunik
2022: Heat and Economic Preferences: Michelle Escobar Carias, David Johnston, Rachel Knott and Rohan Sweeney
2022: Linear Panel Regressions with Two-Way Unobserved Heterogeneity: Hugo Freeman and Martin Weidner
2022: Deviation-Based Learning: Training Recommender Systems Using Informed User Choice: Junpei Komiyama and Shunya Noda
2022: Costly Multidimensional Screening: Frank Yang
2022: Deep Signature FBSDE Algorithm: Qi Feng, Man Luo and Zhaoyu Zhang
2022: A Maximum Entropy Copula Model for Mixed Data: Representation, Estimation, and Applications: Subhadeep and Mukhopadhyay
2022: Moral-hazard-free insurance: mean-variance premium principle and rank-dependent utility theory: Zuo Quan Xu
2022: On simulation of rough Volterra stochastic volatility models: Jan Matas and Jan Posp\'i\v{s}il
2022: A New Attempt to Identify Long-term Precursors for Endogenous Financial Crises in the Market Correlation Structures: Anton J. Heckens and Thomas Guhr
2022: Empirical evidence on the Euler equation for investment in the US: Guido Ascari, Qazi Haque, Leandro Magnusson and Sophocles Mavroeidis
2022: Semi-Random Impossibilities of Condorcet Criterion: Lirong Xia
2022: Geographic Spillover Effects of Prescription Drug Monitoring Programs (PDMPs): Daniel Guth and Shiyu Zhang
2022: Markov-Modulated Affine Processes: Kevin Kurt and R\"udiger Frey
2022: Testing Monotonicity of Mean Potential Outcomes in a Continuous Treatment with High-Dimensional Data: Yu-Chin Hsu, Martin Huber, Ying-Ying Lee and Chu-An Liu
2022: Estimates of the social cost of carbon have increased over time: Richard Tol
2022: Decreasing Impatience: Christopher Chambers, Federico Echenique and Alan Miller
2022: A Bayesian approach for estimation of weight matrices in spatial autoregressive models: Tamás Krisztin and Philipp Piribauer
2022: Consistent specification testing under spatial dependence: Abhimanyu Gupta and Xi Qu
2022: Kicking You When You're Already Down: The Multipronged Impact of Austerity on Crime: Corrado Giulietti and Brendon McConnell
2022: Early systems change necessary for catalyzing long-term sustainability in a post-2030 agenda: Enayat A. Moallemi, Sibel Eker, Lei Gao, Michalis Hadjikakou, Qi Liu, Jan Kwakkel, Patrick M. Reed, Michael Obersteiner, Zhaoxia Guo and Brett A. Bryan
2022: Production Networks and War: Vasily Korovkin and Alexey Makarin
2022: Discrimination in the Venture Capital Industry: Evidence from Field Experiments: Ye Zhang
2022: L2-Relaxation: With Applications to Forecast Combination and Portfolio Analysis: Zhentao Shi, Liangjun Su and Tian Xie
2022: Regional Synchronization during Economic Contraction: The Case of the U.S. and Japan: Makoto Muto, Tamotsu Onozaki and Yoshitaka Saiki
2022: Synchronization analysis between exchange rates on the basis of purchasing power parity using the Hilbert transform: Makoto Muto and Yoshitaka Saiki
2022: The Large Core of College Admission Markets: Theory and Evidence: P\'eter Bir\'o, Avinatan Hassidim, Assaf Romm, Ran I. Shorrer and S\'andor S\'ov\'ag\'o
2022: A Robust Score-Driven Filter for Multivariate Time Series: Enzo D'Innocenzo, Alessandra Luati and Mario Mazzocchi
2022: Minimal Quantile Functions Subject to Stochastic Dominance Constraints: Xiangyu Wang, Jianming Xia, Zuo Quan Xu and Zhou Yang
2022: Making Decisions under Model Misspecification: Simone Cerreia-Vioglio, Lars Hansen, Fabio Maccheroni and Massimo Marinacci
2022: Mixed Logit Models and Network Formation: Harsh Gupta and Mason A. Porter
2022: What Drives Inflation and How: Evidence from Additive Mixed Models Selected by cAIC: Philipp F. M. Baumann, Enzo Rossi and Alexander Volkmann
2022: The importance of being discrete: on the inaccuracy of continuous approximations in auction theory: Itzhak Rasooly and Carlos Gavidia-Calderon
2022: Bayesian Optimization of Hyperparameters from Noisy Marginal Likelihood Estimates: Oskar Gustafsson, Mattias Villani and P\"ar Stockhammar
2022: Contextual Search in the Presence of Adversarial Corruptions: Akshay Krishnamurthy, Thodoris Lykouris, Chara Podimata and Robert Schapire
2022: Minimax Semiparametric Learning With Approximate Sparsity: Jelena Bradic, Victor Chernozhukov, Whitney Newey and Yinchu Zhu
2022: High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing: Alexandre Belloni, Mingli Chen, Oscar Hernan Madrid Padilla, Zixuan and Wang
2022: Synthetic learner: model-free inference on treatments over time: Davide Viviano and Jelena Bradic
2022: Self-respecting worker in the precarious gig economy: A dynamic principal-agent model: Zsolt Bihary, P\'eter Cs\'oka, P\'eter Ker\'enyi and Alexander Szimayer
2022: Constrained Information Design: Laura Doval and Vasiliki Skreta
2022: Interpreting and predicting the economy flows: A time-varying parameter global vector autoregressive integrated the machine learning model: Yukang Jiang, Xueqin Wang, Zhixi Xiong, Haisheng Yang and Ting Tian
2022: Assessing the different aspects of consuming fashion and the role of self-confidence on the buying behaviour of fashion consumers in the clothing market as a mediator: Milad Zam, Mohammadhosein Tavakoli, Hasan Ramezanian and Amin Rezasoltani
2022: Quasi-Logconvex Measures of Risk: Roger Laeven and Emanuela Rosazza Gianin
2022: Stock Performance Evaluation for Portfolio Design from Different Sectors of the Indian Stock Market: Jaydip Sen, Arpit Awad, Aaditya Raj, Gourav Ray, Pusparna Chakraborty, Sanket Das and Subhasmita Mishra
2022: Deep Reinforcement Learning Approach for Trading Automation in The Stock Market: Taylan Kabbani and Ekrem Duman
2022: A Hybrid Approach on Conditional GAN for Portfolio Analysis: Jun Lu and Danny Ding
2022: Asset Allocation: From Markowitz to Deep Reinforcement Learning: Ricard Durall
2022: Computable Contracts in the Financial Services Industry: Vinay K Chaudhri
2022: Solving the optimal stopping problem with reinforcement learning: an application in financial option exercise: Leonardo Kanashiro Felizardo, Elia Matsumoto and Emilio Del-Moral-Hernandez
2022: Input-Output Tables and Some Theory of Defective Matrices: Mohit Arora and Deepankar Basu
2022: How Covid mobility restrictions modified the population of investors in Italian stock markets: Paola Deriu, Fabrizio Lillo, Piero Mazzarisi, Francesca Medda, Adele Ravagnani and Antonio Russo
2022: Compact representations of structured BFGS matrices: Johannes J. Brust, Zichao, Di, Sven Leyffer and Cosmin G. Petra
2022: Analysis of VIX-linked fee incentives in variable annuities via continuous-time Markov chain approximation: Zhenyu Cui, Anne MacKay and Marie-Claude Vachon
2022: On Balanced Games with Infinitely Many Players: Revisiting Schmeidler's Result: David Bartl and Mikl\'os Pint\'er
2022: Loss aversion in strategy-proof school-choice mechanisms: Vincent Meisner and Jonas von Wangenheim
2022: Sixth-Order Compact Differencing with Staggered Boundary Schemes and 3(2) Bogacki-Shampine Pairs for Pricing Free-Boundary Options: Chinonso Nwankwo and Weizhong Dai
2022: Identification and Inference with Min-over-max Estimators for the Measurement of Labor Market Fairness: Karthik Rajkumar
2022: Bartlett's Delta revisited: Variance-optimal hedging in the lognormal SABR and in the rough Bergomi model: Martin Keller-Ressel
2022: Interrogation of A Bubble in the Indian Market: Ganapathy G Gangadharan and N. Suresh
2022: Signature-based models: theory and calibration: Christa Cuchiero, Guido Gazzani and Sara Svaluto-Ferro
2022: Indian Derivatives Market Evolution and Challenge: Shruthi B. C. and N. Suresh
2022: An Axiomatic Framework for Cost-Benefit Analysis: Ganesh Karapakula
2022: Skill requirements in job advertisements: A comparison of skill-categorization methods based on explanatory power in wage regressions: Ziqiao Ao, Gergely Horvath, Chunyuan Sheng, Yifan Song and Yutong Sun
2022: Differentially Private Estimation via Statistical Depth: Ryan Cumings-Menon
2022: Natural Disasters, Entrepreneurship Activity, and the Moderating Role of Country Governance: Christopher Boudreaux, Anand Jha and Monica Escaleras
2022: Forecasting euro area inflation using a huge panel of survey expectations: Florian Huber, Luca Onorante and Michael Pfarrhofer
2022: Time-constrained Dynamic Mechanisms for College Admissions: Li Chen, Juan Pereyra and Min Zhu
2022: Sparse Bayesian State-Space and Time-Varying Parameter Models: Sylvia Fr\"uhwirth-Schnatter and Peter Knaus
2022: Misclassification in Difference-in-differences Models: Augustine Denteh and D\'esir\'e K\'edagni
2022: Pandemics Depress the Economy, Public Health Interventions Do Not: Evidence from the 1918 Flu: Sergio Correia, Stephan Luck and Emil Verner
2022: A Scalable Bayesian Persuasion Framework for Epidemic Containment on Heterogeneous Networks: Shraddha Pathak and Ankur A. Kulkarni
2022: Augmented Bilinear Network for Incremental Multi-Stock Time-Series Classification: Mostafa Shabani, Dat Thanh Tran, Juho Kanniainen and Alexandros Iosifidis
2022: Linear and Nonlinear Partial Integro-Differential Equations arising from Finance: Jose Cruz, Maria Grossinho, Daniel Sevcovic and Cyril Izuchukwu Udeani
2022: Detecting common bubbles in multivariate mixed causal-noncausal models: Gianluca Cubadda, Alain Hecq and Elisa Voisin
2022: A Study on Impact of Downsizing on Profitability of Construction Industries listed in Bombay Stock Exchange (BSE) India: D Reshma, Sudharani R and Suresh N
2022: Learning to Sell a Focal-ancillary Combination: Hanzhao Wang, Xiaocheng Li and Kalyan Talluri
2022: Time Series Prediction under Distribution Shift using Differentiable Forgetting: Stefanos Bennett and Jase Clarkson
2022: Learn Continuously, Act Discretely: Hybrid Action-Space Reinforcement Learning For Optimal Execution: Feiyang Pan, Tongzhe Zhang, Ling Luo, Jia He and Shuoling Liu
2022: Time-Varying Poisson Autoregression: Giovanni Angelini, Giuseppe Cavaliere, Enzo D'Innocenzo and Luca De Angelis
2022: Quantum-inspired variational algorithms for partial differential equations: Application to financial derivative pricing: Tianchen Zhao, Chuhao Sun, Asaf Cohen, James Stokes and Shravan Veerapaneni
2022: Exploring Financial Networks Using Quantile Regression and Granger Causality: Kara Karpman, Samriddha Lahiry, Diganta Mukherjee and Sumanta Basu
2022: Modeling Bike Share Station Activity: Effects of Nearby Businesses and Jobs on Trips to and from Stations: Xize Wang, Greg Lindsey, Jessica E. Schoner and Andrew Harrison
2022: Estimating value at risk: LSTM vs. GARCH: Weronika Ormaniec, Marcin Pitera, Sajad Safarveisi and Thorsten Schmidt
2022: Efficiency of the Moscow Stock Exchange before 2022: Andrey Shternshis, Piero Mazzarisi and Stefano Marmi
2022: Forward start volatility swaps in rough volatility models: Elisa Al\`os, Frido Rolloos and Kenichiro Shiraya
2022: Learning Underspecified Models: Inkoo Cho and Jonathan Libgober
2022: Testing for a Threshold in Models with Endogenous Regressors: Mario Rothfelder and Otilia Boldea
2022: Deep Reinforcement Learning for Market Making Under a Hawkes Process-Based Limit Order Book Model: Bruno Ga\v{s}perov and Zvonko Kostanj\v{c}ar
2022: Do school reforms shape study behavior at university? Evidence from an instructional time reform: Jakob Schwerter, Nicolai Netz and Nicolas H\"ubner
2022: Economics and Optimal Investment Policies of Attackers and Defenders in Cybersecurity: Austin Ebel and Debasis Mitra
2022: The role of the geometric mean in case-control studies: Amanda Coston and Edward H. Kennedy
2022: Bias correction and uniform inference for the quantile density function: Grigory Franguridi
2022: A Game-theoretic Model of the Consumer Behavior Under Pay-What-You-Want Pricing Strategy: Vahid Ashrafimoghari and Jordan W. Suchow
2022: Star-Shaped deviations: Marcelo Righi and Marlon Ruoso Moresco
2022: Testing for explosive bubbles: a review: Anton Skrobotov
2022: Simultaneous Contests with Equal Sharing Allocation of Prizes: Computational Complexity and Price of Anarchy: Edith Elkind, Abheek Ghosh and Paul W. Goldberg
2022: Adoption of Sustainable Agricultural Practices among Kentucky Farmers and Their Perception about Farm Sustainability: Bijesh Mishra
2022: Optimal Strategic Mining Against Cryptographic Self-Selection in Proof-of-Stake: Matheus V. X. Ferreira, Ye Lin Sally Hahn, S. Matthew Weinberg and Catherine Yu
2022: The Roads One Must Walk Down: Commute and Depression for Beijing's Residents: Xize Wang and Tao Liu
2022: Home-made blues: Residential crowding and mental health in Beijing, China: Xize Wang and Tao Liu
2022: Characterization of Group-Fair Social Choice Rules under Single-Peaked Preferences: Gogulapati Sreedurga, Soumyarup Sadhukhan, Souvik Roy and Yadati Narahari
2022: Strategic Asset Allocation with Illiquid Alternatives: Eric Luxenberg, Stephen Boyd, Mykel Kochenderfer, Misha van Beek, Wen Cao, Steven Diamond, Alex Ulitsky, Kunal Menda and Vidy Vairavamurthy
2022: Debt Aversion: Theory and Measurement: Thomas Meissner and David Albrecht
2022: Deep Hedging: Continuous Reinforcement Learning for Hedging of General Portfolios across Multiple Risk Aversions: Phillip Murray, Ben Wood, Hans Buehler, Magnus Wiese and Mikko S. Pakkanen
2022: Pattern Analysis of Money Flow in the Bitcoin Blockchain: Natkamon Tovanich and R\'emy Cazabet
2022: Assessing the Affordability of Nutrient-Adequate Diets: Kate R. Schneider, Luc Christiaensen, Patrick Webb and William Masters
2022: A Study on Impact of Dividend Policy on Initial Public Offering Price Performance: S. Meghna, N. Suresh and J. C. Usha
2022: Assortment Optimization with Customer Choice Modeling in a Crowdfunding Setting: Fatemeh Nosrat
2022: Learning Embedded Representation of the Stock Correlation Matrix using Graph Machine Learning: Bhaskarjit Sarmah, Nayana Nair, Dhagash Mehta and Stefano Pasquali
2022: Scoring Aave Accounts for Creditworthiness: Will Wolf, Aaron Henry, Hamza Al Fadel, Xavier Quintuna and Julian Gay
2022: Effect of Demonetisation of on Indian High Denomination Currencies on Indian Stock Market and its Relationship with Foreign Exchange Rate: N. Suresh and N. R. Bharathi
2022: Adjacencies on random ordering polytopes and flow polytopes: Jean-Paul Doignon and Kota Saito
2022: Monotone Comparative Statics for Equilibrium Problems: Alfred Galichon, Larry Samuelson and Lucas Vernet
2022: StockBot: Using LSTMs to Predict Stock Prices: Shaswat Mohanty, Anirudh Vijay and Nandagopan Gopakumar
2022: Parametric quantile regression for income data: Helton Saulo, Roberto Vila, Giovanna V. Borges and Marcelo Bourguignon
2022: Volatility Based Kernels and Moving Average Means for Accurate Forecasting with Gaussian Processes: Gregory Benton, Wesley J. Maddox and Andrew Gordon Wilson
2022: Information Design for Vehicle-to-Vehicle Communication: Brendan T. Gould and Philip N. Brown
2022: Does DeFi remove the need for trust? Evidence from a natural experiment in stablecoin lending: Kanis Saengchote, Talis Putni\c{n}\v{s} and Krislert Samphantharak
2022: Understanding Unfairness in Fraud Detection through Model and Data Bias Interactions: Jos\'e Pombal, Andr\'e F. Cruz, Jo\~ao Bravo, Pedro Saleiro, M\'ario A. T. Figueiredo and Pedro Bizarro
2022: Journal of Economic Literature codes classification system (JEL): Jussi Heikkilä
2022: Two-stage differences in differences: John Gardner
2022: Detecting Anti-dumping Circumvention: A Network Approach: Luca Barbaglia, Christophe Croux and Ines Wilms
2022: The Inverse Problem of Linear-Quadratic Differential Games: When is a Control Strategies Profile Nash?: Yunhan Huang, Tao Zhang and Quanyan Zhu
2022: Learning Mutual Fund Categorization using Natural Language Processing: Dimitrios Vamvourellis, Mate Attila Toth, Dhruv Desai, Dhagash Mehta and Stefano Pasquali
2022: Roughness of the Implied Volatility: Fabien Le Floc'h
2022: A note on VIX for postprocessing quantitative strategies: Jun Lu and Minhui Wu
2022: Variations on two-parameter families of forecasting functions: seasonal/nonseasonal Models, comparison to the exponential smoothing and ARIMA models, and applications to stock market data: Nabil Kahouadji
2022: LASSO Principal Component Averaging -- a fully automated approach for point forecast pooling: Bartosz Uniejewski and Katarzyna Maciejowska
2022: Mechanisms that Incentivize Data Sharing in Federated Learning: Sai Praneeth Karimireddy, Wenshuo Guo and Michael I. Jordan
2022: A Forward Propagation Algorithm for Online Optimization of Nonlinear Stochastic Differential Equations: Ziheng Wang and Justin Sirignano
2022: Strategic Choices of Migrants and Smugglers in the Central Mediterranean Sea: Katherine Hoffmann Pham and Junpei Komiyama
2022: A proposal for measuring the structure of economic ecosystems: a mathematical and complex network analysis approach: M. S. Tedesco, M. A. Nunez-Ochoa, F. Ramos, O. Medrano and K Beuchot
2022: Identification and Inference for Welfare Gains without Unconfoundedness: Undral Byambadalai
2022: Model diagnostics of discrete data regression: a unifying framework using functional residuals: Zewei Lin and Dungang Liu
2022: Spatial Econometrics for Misaligned Data: Guillaume Allaire Pouliot
2022: Pairwise and high-order dependencies in the cryptocurrency trading network: Tomas Scagliarini, Giuseppe Pappalardo, Alessio Emanuele Biondo, Alessandro Pluchino, Andrea Rapisarda and Sebastiano Stramaglia
2022: Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis: Joshua Chan, Eric Eisenstat and Xuewen Yu
2022: An introduction to rating triggers for collateral-inclusive XVA in an ICTMC framework: Kevin Kamm
2022: Non-linear Affine Processes with Jumps: Francesca Biagini, Georg Bollweg and Katharina Oberpriller
2022: The Future of Traditional Fuel Vehicles (TFV) and New Energy Vehicles (NEV): Creative Destruction or Co-existence?: Zhaojia Huang, Liang Zhang and Tianhao Zhi
2022: Minimizing the Repayment Cost of Federal Student Loans: Paolo Guasoni and Yu-Jui Huang
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2022: Financial fire sales as continuous-state complex contagion: Tomokatsu Onaga, Fabio Caccioli and Teruyoshi Kobayashi
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2022: Degrees of Freedom and Information Criteria for the Synthetic Control Method: Guillaume Allaire Pouliot and Zhen Xie
2022: Homo economicus to model human behavior is ethically doubtful and mathematically inconsistent: M. Lunkenheimer, A. Kracklauer, G. Klinkova and M. Grabinski
2022: Private Information Acquisition and Preemption: a Strategic Wald Problem: Guo Bai
2022: Mortgage-Rate-Adjusted Home Prices: Honggao Cao
2022: Efficient inverse $Z$-transform and pricing barrier and lookback options with discrete monitoring: Svetlana Boyarchenko and Sergei Levendorski\u{i}
2022: A multi-task network approach for calculating discrimination-free insurance prices: Mathias Lindholm, Ronald Richman, Andreas Tsanakas and Mario V. W\"uthrich
2022: Reforming an Envy-Free Matching: Takehiro Ito, Yuni Iwamasa, Naonori Kakimura, Naoyuki Kamiyama, Yusuke Kobayashi, Yuta Nozaki, Yoshio Okamoto and Kenta Ozeki
2022: Reinforcement Learning Portfolio Manager Framework with Monte Carlo Simulation: Jungyu Ahn, Sungwoo Park, Jiwoon Kim and Ju-hong Lee
2022: L\'evy models amenable to efficient calculations: Svetlana Boyarchenko and Sergei Levendorski\u{i}
2022: Balancing India's 2030 Electricity Grid Needs Management of Time Granularity and Uncertainty: Insights from a Parametric Model: Rahul Tongia
2022: Climate-Contingent Finance: John Nay
2022: Optimal Multi-Dimensional Auctions: Conjectures and Simulations: Alexey Kushnir and James Michelson
2022: Quantum Computation for Pricing Caps using the LIBOR Market Model: Hao Tang, Wenxun Wu and Xian-Min Jin
2022: Using contextual sentence analysis models to recognize ESG concepts: Elvys Linhares Pontes, Mohamed Benjannet, Jose G. Moreno and Antoine Doucet
2022: Pricing multi-asset derivatives by variational quantum algorithms: Kenji Kubo, Koichi Miyamoto, Kosuke Mitarai and Keisuke Fujii
2022: ETF Portfolio Construction via Neural Network trained on Financial Statement Data: Jinho Lee, Sungwoo Park, Jungyu Ahn and Jonghun Kwak
2022: Government Intervention in Catastrophe Insurance Markets: A Reinforcement Learning Approach: Menna Hassan, Nourhan Sakr and Arthur Charpentier
2022: Static Hedging of Freight Risk under Model Uncertainty: Georgios I. Papayiannis
2022: Capital Market Performance and Macroeconomic Dynamics in Nigeria: Oladapo Fapetu, Segun Michael Ojo, Adekunle Alexander Balogun and Adeoba Adepoju Asaolu
2022: Deep Learning for Systemic Risk Measures: Yichen Feng, Ming Min and Jean-Pierre Fouque
2022: A Study on the Impact of Human Resource Accounting on Firms Value with Respect to Companies Listed in National Stock Exchange: Anil S, Sudharani R and Suresh N
2022: A Study on Impact of Capital Structure on Profitability of Companies Listed in Indian Stock Exchange with respect to Automobile Industry: P. Aishwarya, Sudharani R and Suresh N
2022: A Study on Impact of Environmental Accounting on Profitability of Companies listed in Bombay Stock Exchange: Nandini E. S, Sudharani R and Suresh N
2022: A study on Determinants of Dividend Policy and its Impact on Financial Performances: A Panel Data Analysis for Indian Listed Firms: Suresh N and Pooja M
2022: A Comparison of Methods for Adaptive Experimentation: Samantha Horn and Sabina J. Sloman
2022: Economic Consequences of the COVID-19 Pandemic on Sub-Saharan Africa: A historical perspective: Anthony Akinlo and Segun Michael Ojo
2022: Solving barrier options under stochastic volatility using deep learning: Weilong Fu and Ali Hirsa
2022: Simulating financial time series using attention: Weilong Fu, Ali Hirsa and J\"org Osterrieder
2022: Exchange option pricing under variance gamma-like models: Matteo Gardini and Piergiacomo Sabino
2022: Shai-am: A Machine Learning Platform for Investment Strategies: Jonghun Kwak, Jungyu Ahn, Jinho Lee and Sungwoo Park
2022: Valid and Unobtrusive Measurement of Returns to Advertising through Asymmetric Budget Split: Johannes Hermle and Giorgio Martini
2022: Can the Replication Rate Tell Us About Publication Bias?: Patrick Vu
2022: Spinoza, Leibniz, Kant, and Weyl: Michael H. Freedman
2022: Dissecting the dot-com bubble in the 1990s NASDAQ: Yuchao Fan
2022: Travel time reliability in transportation networks: A review of methodological developments: Zhaoqi Zang, Xiangdong Xu, Kai Qu, Ruiya Chen and Anthony Chen
2022: Predicting Stock Price Movement after Disclosure of Corporate Annual Reports: A Case Study of 2021 China CSI 300 Stocks: Fengyu Han and Yue Wang
2022: A nation-wide experiment: fuel tax cuts and almost free public transport for three months in Germany -- Report 2 First wave results: Fabienne Cantner, Nico Nachtigall, Lisa S. Hamm, Andrea Cadavid, Lennart Adenaw, Allister Loder, Markus B. Siewert, Sebastian Goerg, Markus Lienkamp and Klaus Bogenberger
2022: Parameter Estimation Methods of Required Rate of Return on Stock: Battulga Gankhuu
2022: Modeling Multivariate Positive-Valued Time Series Using R-INLA: Chiranjit Dutta, Nalini Ravishanker and Sumanta Basu
2022: Market Making via Reinforcement Learning in China Commodity Market: Junshu Jiang, Thomas Dierckx, Duxiang Xiao and Wim Schoutens
2022: Resemblance of the power-law scaling behavior of a non-Markovian and nonlinear point processes: Aleksejus Kononovicius, Rytis Kazakevi\v{c}ius and Bronislovas Kaulakys
2022: Calibrating for Class Weights by Modeling Machine Learning: Andrew Caplin, Daniel Martin and Philip Marx
2022: The Right Tool for the Job: Matching Active Learning Techniques to Learning Objectives: Sarah Jacobson, Luyao Zhang and Jiasheng Zhu
2022: A Word is Worth A Thousand Dollars: Adversarial Attack on Tweets Fools Stock Predictions: Yong Xie, Dakuo Wang, Pin-Yu Chen, Jinjun Xiong, Sijia Liu and Sanmi Koyejo
2022: A short term credibility index for central banks under inflation targeting: an application to Brazil: Alain Hecq, Joao Issler and Elisa Voisin
2022: Nonlinear and Nonseparable Structural Functions in Fuzzy Regression Discontinuity Designs: Haitian Xie
2022: Environmental injustice in America: Racial disparities in exposure to air pollution health damages from freight trucking: Priyank Lathwal, Parth Vaishnav and M. Granger Morgan
2022: Hierarchical Bayesian Persuasion: Importance of Vice Presidents: Majid Mahzoon
2022: Digitizing Historical Balance Sheet Data: A Practitioner's Guide: Sergio Correia and Stephan Luck
2022: Economic Networks: Theory and Computation: Thomas Sargent and John Stachurski
2022: Sensitivity Measures Based on Scoring Functions: Tobias Fissler and Silvana M. Pesenti
2022: Vaccination nudges: A study of pre-booked COVID-19 vaccinations in Sweden: Carl Bonander, Mats Ekman and Niklas Jakobsson
2022: Validating Causal Inference Methods: Harsh Parikh, Carlos Varjao, Louise Xu and Eric Tchetgen Tchetgen
2022: Facebook Shadow Profiles: Luis Aguiar, Christian Peukert, Maximilian Sch\"afer and Hannes Ullrich
2022: Combining Intra-Risk and Contagion Risk for Enterprise Bankruptcy Prediction Using Graph Neural Networks: Yu Zhao, Shaopeng Wei, Yu Guo, Qing Yang, Xingyan Chen, Qing Li, Fuzhen Zhuang, Ji Liu and Gang Kou
2022: ABSNFT: Securitization and Repurchase Scheme for Non-Fungible Tokens Based on Game Theoretical Analysis: Hongyin Chen, Yukun Cheng, Xiaotie Deng, Wenhan Huang and Linxuan Rong
2022: Zombie-Lending in the United States -- Prevalence versus Relevance: Maximilian G\"obel and Nuno Tavares
2022: From Rough to Multifractal volatility: the log S-fBM model: Peng Wu, Jean-Fran\c{c}ois Muzy and Emmanuel Bacry
2022: Treatment Effect Risk: Bounds and Inference: Nathan Kallus
2022: Portfolio selection models based on interval-valued conditional value at risk (ICVaR) and empirical analysis: Jinping Zhang and Keming Zhang
2022: Doubly-Valid/Doubly-Sharp Sensitivity Analysis for Causal Inference with Unmeasured Confounding: Jacob Dorn, Kevin Guo and Nathan Kallus
2022: Scalar systemic risk measures and Aumann-Shapley allocations: Ludger Overbeck and Florian Schindler
2022: Matching for causal effects via multimarginal unbalanced optimal transport: Florian Gunsilius and Yuliang Xu
2022: Self-exciting price impact via negative resilience in stochastic order books: Julia Ackermann, Thomas Kruse and Mikhail Urusov
2022: CBI-time-changed L\'evy processes for multi-currency modeling: Claudio Fontana, Alessandro Gnoatto and Guillaume Szulda
2022: Ergodic aspects of trading with threshold strategies: Attila Lovas and Mikl\'os R\'asonyi
2022: Towards Quantum Advantage in Financial Market Risk using Quantum Gradient Algorithms: Nikitas Stamatopoulos, Guglielmo Mazzola, Stefan Woerner and William J. Zeng
2022: Semi-nonparametric Estimation of Operational Risk Capital with Extreme Loss Events: Heng Z. Chen and Stephen R. Cosslett
2022: Policy Gradient and Actor-Critic Learning in Continuous Time and Space: Theory and Algorithms: Yanwei Jia and Xun Yu Zhou
2022: A change of measure formula for recursive conditional expectations: Luca Di Persio, Alessandro Gnoatto and Marco Patacca
2022: Procurements with Bidder Asymmetry in Cost and Risk-Aversion: Gaurab Aryal, Hanna Charankevich, Seungwon Jeong and Dong-Hyuk Kim
2022: occ2vec: A principal approach to representing occupations using natural language processing: Nicolaj S{\o}ndergaard M\"uhlbach
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2022: Forecasting with a Panel Tobit Model: Laura Liu, Hyungsik Roger Moon and Frank Schorfheide
2022: DMS, AE, DAA: methods and applications of adaptive time series model selection, ensemble, and financial evaluation: Parley Ruogu Yang and Ryan Lucas
2022: Locational Factors in the Competition between Credit Unions and Banks after the Great Recession: Reka Sundaram-Stukel and Steven C Deller
2022: Decentralized Governance of Stablecoins with Closed Form Valuation: Lucy Huo, Ariah Klages-Mundt, Andreea Minca, Frederik Christian M\"unter and Mads Rude Wind
2022: Markovian approximations of stochastic Volterra equations with the fractional kernel: Christian Bayer and Simon Breneis
2022: Some results on maximum likelihood from incomplete data: finite sample properties and improved M-estimator for resampling: Budhi Arta Surya
2022: The decline of disruptive science and technology: Michael Park, Erin Leahey and Russell Funk
2022: Bubbles in discrete time models: Martin Herdegen and D\"orte Kreher
2022: Normalizations and misspecification in skill formation models: Joachim Freyberger
2022: On-Chain Auctions with Deposits: Jan Christoph Schlegel and Akaki Mamageishvili
2022: Understanding the Paradox of Primary Health Care Use: Empirical Evidence from India: Pramod Sur
2022: Portfolio Construction as Linearly Constrained Separable Optimization: Nicholas Moehle, Jack Gindi, Stephen Boyd and Mykel Kochenderfer
2022: Beyond cost reduction: Improving the value of energy storage in electricity systems: Maximilian Parzen, Fabian Neumann, Addrian H. Van Der Weijde, Daniel Friedrich and Aristides Kiprakis
2022: Estimation of future discretionary benefits in traditional life insurance: Florian Gach and Simon Hochgerner
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2022: Proportional resource allocation in dynamic n-player Blotto games: Nejat Anbarc{\i}, Kutay Cingiz and Mehmet S. Ismail
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2022: Optimal Network Compression: Hamed Amini and Zachary Feinstein
2022: Generalisation of Fractional-Cox-Ingersoll-Ross Process: Marc Mukendi Mpanda, Safari Mukeru and Mmboniseni Mulaudzi
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2022: Permutation-based tests for discontinuities in event studies: Federico Bugni, Jia Li and Qiyuan Li
2022: Extractive contest design: Tomohiko Kawamori
2022: Stocks and Cryptocurrencies: Anti-fragile or Robust?: Dar\'io Alatorre, Carlos Gershenson and Jos\'e L. Mateos
2022: Conformal Prediction: a Unified Review of Theory and New Challenges: Matteo Fontana, Gianluca Zeni and Simone Vantini
2022: While Stability Lasts: A Stochastic Model of Non-Custodial Stablecoins: Ariah Klages-Mundt and Andreea Minca
2022: Experimental Design under Network Interference: Davide Viviano
2022: Exact capacitated domination: on the computational complexity of uniqueness: Gregory Gutin, Philip R Neary and Anders Yeo
2022: A Neural-embedded Choice Model: TasteNet-MNL Modeling Taste Heterogeneity with Flexibility and Interpretability: Yafei Han, Francisco Camara Pereira, Moshe Ben-Akiva and Christopher Zegras
2022: A two-player portfolio tracking game: Moritz Vo{\ss}
2022: Relaxing the Exclusion Restriction in Shift-Share Instrumental Variable Estimation: Nicolas Apfel
2022: BERT-based Financial Sentiment Index and LSTM-based Stock Return Predictability: Joshua Zoen Git Hiew, Xin Huang, Hao Mou, Duan Li, Qi Wu and Yabo Xu
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2022: Partial Identification in Matching Models for the Marriage Market: Cristina Gualdani and Shruti Sinha
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2022: Estimation of Ornstein-Uhlenbeck Process Using Ultra-High-Frequency Data with Application to Intraday Pairs Trading Strategy: Vladim\'ir Hol\'y and Petra Tomanov\'a
2022: Practical Deep Reinforcement Learning Approach for Stock Trading: Xiao-Yang Liu, Zhuoran Xiong, Shan Zhong, Hongyang Yang and Anwar Walid
2022: Learning Approximately Optimal Contracts: Alon Cohen, Moran Koren and Argyrios Deligkas
2022: Stratification Trees for Adaptive Randomization in Randomized Controlled Trials: Max Tabord-Meehan
2022: Inverse Optimization of Convex Risk Functions: Jonathan Yu-Meng Li
2022: High-Dimensional $L_2$Boosting: Rate of Convergence: Ye Luo, Martin Spindler and Jannis K\"uck
2022: A pricing formula for delayed claims: Appreciating the past to value the future: Enrico Biffis, Beniamin Goldys, Cecilia Prosdocimi and Margherita Zanella
2022: Introducing Cashless Transaction Index based on the Effective Medium Approximation: Mikrajuddin Abdullah
2022: Corporate Environmental Management Accounting Practicing and Reporting in Bangladesh: Nazrul Islam and Syed Khaled Rahman
2022: The Efficient Market Hypothesis for Bitcoin in the context of neural networks: Mike Kraehenbuehl and Joerg Osterrieder
2022: AI for trading strategies: Danijel Jevtic, Romain Deleze and Joerg Osterrieder
2022: DDPG based on multi-scale strokes for financial time series trading strategy: Jun-Cheng Chen, Cong-Xiao Chen, Li-Juan Duan and Zhi Cai
2022: Quantitative Stock Investment by Routing Uncertainty-Aware Trading Experts: A Multi-Task Learning Approach: Shuo Sun, Rundong Wang and Bo An
2022: Autoencoding Conditional GAN for Portfolio Allocation Diversification: Jun Lu and Shao Yi
2022: Balancing Profit, Risk, and Sustainability for Portfolio Management: Charl Maree and Christian W. Omlin
2022: Voluntary Information Disclosure in Centralized Matching: Efficiency Gains and Strategic Properties: Andreas Bjerre-Nielsen and Emil Chrisander
2022: Unique futures in China: studys on volatility spillover effects of ferrous metal futures: Tingting Cao, Weiqing Sun, Cuiping Sun and Lin Hao
2022: A Data Science Pipeline for Algorithmic Trading: A Comparative Study of Applications for Finance and Cryptoeconomics: Luyao Zhang, Tianyu Wu, Saad Lahrichi, Carlos-Gustavo Salas-Flores and Jiayi Li
2022: AI in Asset Management and Rebellion Research: Jimei Shen, Yihan Mo, Christopher Plimpton and Mustafa Kaan Basaran
2022: Predicting Economic Welfare with Images on Wealth: Jeonggil Song
2022: Schools as a Safety-net: The Impact of School Closures and Reopenings on Rates of Reporting of Violence Against Children: Damian Clarke, Pilar Larroulet, Daniel Paila\~nir and Daniela Quintana
2022: Environmental-Social-Governance Preferences and Investments in Crypto-Assets: Pavel Ciaian, Andrej Cupak, Pirmin Fessler and d'Artis Kancs
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2022: Deep Multiple Instance Learning For Forecasting Stock Trends Using Financial News: Yiqi Deng and Siu Ming Yiu
2022: Social Media and Democracy: Ronen Gradwohl, Yuval Heller and Arye Hillman
2022: Reducing US Biofuels Requirements Mitigates Short-term Impacts of Global Population and Income Growth on Agricultural Environmental Outcomes: David R. Johnson, Nathan B. Geldner, Jing Liu, Uris Lantz Baldos and Thomas Hertel
2022: Applications of Reinforcement Learning in Finance -- Trading with a Double Deep Q-Network: Frensi Zejnullahu, Maurice Moser and Joerg Osterrieder
2022: Business Cycle Synchronization in the EU: A Regional-Sectoral Look through Soft-Clustering and Wavelet Decomposition: Saulius Jokubaitis and Dmitrij Celov
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2022: Increasing countries financial resilience through global catastrophe risk pooling: Alessio Ciullo, Eric Strobl, Simona Meiler, Olivia Martius and David N. Bresch
2022: Competing for Attention -- The Effect of Talk Radio on Elections and Political Polarization in the US: Ashani Amarasinghe and Paul Raschky
2022: The role of unobservable characteristics in friendship network formation: Pablo Bra\~nas-Garza, Lorenzo Ductor and Jarom\'ir Kov\'ar\'ik
2022: Misspecification and Weak Identification in Asset Pricing: Frank Kleibergen and Zhaoguo Zhan
2022: The DEBS 2022 Grand Challenge: Detecting Trading Trends in Financial Tick Data: Sebastian Frischbier, Jawad Tahir, Christoph Doblander, Arne Hormann, Ruben Mayer and Hans-Arno Jacobsen
2022: Combining Retrospective Approximation with Importance Sampling for Optimising Conditional Value at Risk: Anand Deo, Karthyek Murthy and Tirtho Sarker
2022: False Narratives and Political Mobilization: Kfir Eliaz, Simone Galperti and Ran Spiegler
2022: Urban Spatial Structure and the Potential for Vehicle Miles Traveled Reduction: The Effects of Accessibility to Jobs within and beyond Employment Sub-centers: Marlon G. Boarnet and Xize Wang
2022: Can New Light Rail Reduce Personal Vehicle Carbon Emissions? A Before-After, Experimental-Control Evaluation in Los Angeles: Marlon G. Boarnet, Xize Wang and Douglas Houston
2022: Existence of an equilibrium with limited participation: Kim Weston
2022: A comparative study of the MACD-base trading strategies: evidence from the US stock market: Pat Tong Chio
2022: Quantitative Analysis of Implementation Challenges of IoT-Based Digital Supply Chain (Supply Chain 0/4): Hamed Nozari, Mohammad Ebrahim Sadeghi, Javid Ghahremani Nahr and Seyyed Esmaeil Najafi
2022: Impact of the political risk on food reserve ratio: evidence across countries: Kai Xing, Shang Li and Xiaoguang Yang
2022: Optimal dividends under a drawdown constraint and a curious square-root rule: Hansjoerg Albrecher, Pablo Azcue and Nora Muler
2022: On Data-Driven Log-Optimal Portfolio: A Sliding Window Approach: Pei-Ting Wang and Chung-Han Hsieh
2022: Leverage Ratio: An empirical study of the European banking system: Jatin Dhingra, Kartikeya Singh and Siddhartha P. Chakrabarty
2022: Copula-based Risk Aggregation with Trapped Ion Quantum Computers: Daiwei Zhu, Weiwei Shen, Annarita Giani, Saikat Ray Majumder, Bogdan Neculaes and Sonika Johri
2022: Application of accelerated life testing in human reliability analysis: Rasoul Jamshidi and Mohammad Ebrahim Sadeghi
2022: Neural network based human reliability analysis method in production systems: Rasoul Jamshidi and Mohammad Ebrahim Sadeghi
2022: Proposing Dynamic Model of Functional Interactions of IoT Technological Innovation System by Using System Dynamics and Fuzzy DEMATEL: Mohammad Mousakhani, Fatemeh Saghafi, Mohammad Hasanzadeh and Mohammad Ebrahim Sadeghi
2022: Providing a model for the issue of multi-period ambulance location: Hamed Kazemipoor, Mohammad Ebrahim Sadeghi, Agnieszka Szmelter-Jarosz and Mohadese Aghabozorgi
2022: Program Targeting with Machine Learning and Mobile Phone Data: Evidence from an Anti-Poverty Intervention in Afghanistan: Emily Aiken, Guadalupe Bedoya, Joshua Blumenstock and Aidan Coville
2022: A proposed simulation technique for population stability testing in credit risk scorecards: J. du Pisanie, J. S. Allison and I. J. H. Visagie
2022: Clearing function in the context of the invariant manifold method: A. Mustafin and A. Kantarbayeva
2022: Generational Differences in Automobility: Comparing America's Millennials and Gen Xers Using Gradient Boosting Decision Trees: Kailai Wang and Xize Wang
2022: The lattice of envy-free many-to-many matchings with contracts: Agustín Bonifacio, Nadia Guiñazu, Noelia Juarez, Pablo Neme and Jorge Oviedo
2022: Imitate then Transcend: Multi-Agent Optimal Execution with Dual-Window Denoise PPO: Jin Fang, Jiacheng Weng, Yi Xiang and Xinwen Zhang
2022: Has the Relationship between Urban and Suburban Automobile Travel Changed across Generations? Comparing Millennials and Generation Xers in the United States: Xize Wang
2022: Optimal Investment and Equilibrium Pricing under Ambiguity: Michail Anthropelos and Paul Schneider
2022: On Finding the Community with Maximum Persistence Probability: Alessandro Avellone, Stefano Benati, Rosanna Grassi and Giorgio Rizzini
2022: The Effectiveness of Digital Interventions on COVID-19 Attitudes and Beliefs: Susan Athey, Kristen Grabarz, Michael Luca and Nils Wernerfelt
2022: Statistical inference of lead-lag at various timescales between asynchronous time series from p-values of transfer entropy: Christian Bongiorno and Damien Challet
2022: Mechanism Design Approaches to Blockchain Consensus: Joshua Gans and Richard Holden
2022: Symmetric generalized Heckman models: Helton Saulo, Roberto Vila and Shayane S. Cordeiro
2022: Deep Partial Least Squares for Empirical Asset Pricing: Matthew F. Dixon, Nicholas G. Polson and Kemen Goicoechea
2022: The dynamics of the prices of the companies of the STOXX Europe 600 Index through the logit model and neural network: Federico Mecchia and Marcellino Gaudenzi
2022: Efficient Pricing and Calibration of High-Dimensional Basket Options: Lech Grzelak, Juliusz Jablecki and Dariusz Gatarek
2022: Evolutionary rationality of risk preference: Songjia Fan, Yi Tao and Cong Li
2022: An Agent-Based Model With Realistic Financial Time Series: A Method for Agent-Based Models Validation: Luis Goncalves de Faria
2022: Unbiased estimation of the OLS covariance matrix when the errors are clustered: Tom Boot, Gianmaria Niccodemi and Tom Wansbeek
2022: The Winner-Take-All Dilemma: Kazuya Kikuchi and Yukio Koriyama
2022: Optimal data-driven hiring with equity for underrepresented groups: Yinchu Zhu and Ilya O. Ryzhov
2022: Going Green: Estimating the Potential of Green Jobs in Argentina: Natalia Porto, Pablo de la Vega and Manuela Cerimelo
2022: Risk Filtering and Risk-Averse Control of Markovian Systems Subject to Model Uncertainty: Tomasz R. Bielecki, Igor Cialenco and Andrzej Ruszczy\'nski
2022: Rough-Heston Local-Volatility Model: Enrico Dall'Acqua, Riccardo Longoni and Andrea Pallavicini
2022: Good-Bye Original Sin, Hello Risk On-Off, Financial Fragility, and Crises?: Joshua Aizenman, Yothin Jinjarak, Donghyun Park and Huanhuan Zheng
2022: Interpretable and Actionable Vehicular Greenhouse Gas Emission Prediction at Road link-level: S. Roderick Zhang and Bilal Farooq
2022: Accelerating Machine Learning Training Time for Limit Order Book Prediction: Mark Joseph Bennett
2022: Assessing transportation accessibility equity via open data: Amirhesam Badeanlou, Andrea Araldo and Marco Diana
2022: Baseline validation of a bias-mitigated loan screening model based on the European Banking Authority's trust elements of Big Data & Advanced Analytics applications using Artificial Intelligence: Alessandro Danovi, Marzio Roma, Davide Meloni, Stefano Olgiati and Fernando Metelli
2022: How to Solve Big Problems: Bespoke Versus Platform Strategies: Atif Ansar and Bent Flyvbjerg
2022: Environmentally extended input-output analysis in complex networks: a multilayer approach: Alessandra Cornaro and Giorgio Rizzini
2022: Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility: Joshua Chan and Xuewen Yu
2022: Trading constraints in continuous-time Kyle models: Jin Hyuk Choi, Heeyoung Kwon and Kasper Larsen
2022: Optimality of Matched-Pair Designs in Randomized Controlled Trials: Yuehao Bai
2022: Multi-scale Analysis of Nitrogen Loss Mitigation in the US Corn Belt: Jing Liu, Laura Bowling, Christopher Kucharik, Sadia Jame, Uris Baldos, Larissa Jarvis, Navin Ramankutty and Thomas Hertel
2022: The trickle down from environmental innovation to productive complexity: Francesco de Cunzo, Alberto Petri, Andrea Zaccaria and Angelica Sbardella
2022: Finite-Sample Guarantees for High-Dimensional DML: Victor Quintas-Martinez
2022: A new algorithm for structural restrictions in Bayesian vector autoregressions: Dimitris Korobilis
2022: On the number of non-isomorphic choices on four elements: Alfio Giarlotta, Angelo Petralia and Stephen Watson
2022: Nowcasting the Portuguese GDP with Monthly Data: Jo\~ao B. Assun\c{c}\~ao and Pedro Afonso Fernandes
2022: Repenser le financement des entreprises vertueuses et les politiques prudentielles en int{\'e}grant la solvabilit{\'e} socio-environnementale: Laura Ch\'emali and Camille Souffron
2022: Power Laws and Symmetries in a Minimal Model of Financial Market Economy: Liu Ziyin, Katsuya Ito, Kentaro Imajo and Kentaro Minami
2022: Microfounding GARCH Models and Beyond: A Kyle-inspired Model with Adaptive Agents: Michele Vodret, Iacopo Mastromatteo, Bence Toth and Michael Benzaquen
2022: Development of a hybrid method for stock trading based on TOPSIS, EMD and ELM: Elivelto Ebermam, Helder Knidel and Renato A. Krohling
2022: A novel reconstruction attack on foreign-trade official statistics, with a Brazilian case study: Danilo Fabrino Favato, Gabriel Coutinho, M\'ario S. Alvim and Natasha Fernandes
2022: The distribution of loss to future USS pensions due to the UUK cuts of April 2022: Jackie Grant, Mark Hindmarsh and Sergey E. Koposov
2022: A Constructive GAN-based Approach to Exact Estimate Treatment Effect without Matching: Boyang You and Kerry Papps
2022: Robust Knockoffs for Controlling False Discoveries With an Application to Bond Recovery Rates: Konstantin G\"orgen, Abdolreza Nazemi and Melanie Schienle
2022: Safe-FinRL: A Low Bias and Variance Deep Reinforcement Learning Implementation for High-Freq Stock Trading: Zitao Song, Xuyang Jin and Chenliang Li
2022: Deep Reinforcement Learning for Optimal Investment and Saving Strategy Selection in Heterogeneous Profiles: Intelligent Agents working towards retirement: Fatih Ozhamaratli and Paolo Barucca
2022: Hellinger distance to normal distribution as market invariant: Mesrop T. Mesropyan and Vardan G. Bardakhchyan
2022: Bounded strategic reasoning explains crisis emergence in multi-agent market games: Benjamin Patrick Evans and Mikhail Prokopenko
2022: Cooperation between Independent Market Makers: Bingyan Han
2022: Credible equilibrium: Mehmet S. Ismail
2022: Distributionally Robust End-to-End Portfolio Construction: Giorgio Costa and Garud N. Iyengar
2022: Discrimination in Heterogeneous Games: Annick Laruelle and Andr\'e Rocha
2022: A Fast Third-Step Second-Order Explicit Numerical Approach To Investigating and Forecasting The Dynamic of Corruption And Poverty In Cameroon: Eric Ngondiep
2022: The perils of Kremlin's influence: evidence from Ukraine: Chiara Natalie Focacci, Mitja Kovac and Rok Spruk
2022: Some Optimisation Problems in Insurance with a Terminal Distribution Constraint: Katia Colaneri, Julia Eisenberg and Benedetta Salterini
2022: The Economics of Automated Market Makers: Robin Fritsch, Samuel K\"aser and Roger Wattenhofer
2022: Information Asymmetry and Search Intensity: Atabek Atayev
2022: Bounded Rationality and Animal Spirits: A Fluctuation-Response Approach to Slutsky Matrices: Jerome Garnier-Brun, Jean-Philippe Bouchaud and Michael Benzaquen
2022: Applying separative non-negative matrix factorization to extra-financial data: P Fogel, C Geissler, P Cotte and G Luta
2022: Capital and Labor Income Pareto Exponents in the United States, 1916-2019: Ji Hyung Lee, Yuya Sasaki, Alexis Akira Toda and Yulong Wang
2022: Welfare and Distributional Effects of Joint Intervention in Networks: Ryan Kor and Junjie Zhou
2022: Controlling replication via the belief system in multi-unit organizations: Ravshanbek Khodzhimatov, Stephan Leitner and Friederike Wall
2022: Market-to-book Ratio in Stochastic Portfolio Theory: Donghan Kim
2022: Topological Data Analysis Ball Mapper for Finance: Pawel Dlotko, Wanling Qiu and Simon Rudkin
2022: Collective strategy condensation towards class-separated societies: Claudius Gros
2022: Cointegration and ARDL specification between the Dubai crude oil and the US natural gas market: Stavros Stavroyiannis
2022: Portfolio Transformer for Attention-Based Asset Allocation: Damian Kisiel and Denise Gorse
2022: Economic activity and climate change: Ar\'anzazu de Juan, Pilar Poncela, Vladimir Rodr\'iguez-Caballero and Esther Ruiz
2022: ESG-Valued Portfolio Optimization and Dynamic Asset Pricing: Davide Lauria, W. Brent Lindquist, Stefan Mittnik and Svetlozar T. Rachev
2022: Impact of micro-credit on the livelihoods of clients -- A study on Sunamganj District: Nazrul Islam
2022: Impossibility of Collective Intelligence: Krikamol Muandet
2022: Vicious Cycle of Poverty in Haor Region of Bangladesh- Impact of Formal and Informal Credits: Nazrul Islam
2022: Assessment of Consumers Awareness of Nutrition, Food Safety and Hygiene in the Life Cycle for Sustainable Development of Bangladesh- A Study on Sylhet City Corporation: Nazrul Islam
2022: Towards Group Learning: Distributed Weighting of Experts: Ben Abramowitz and Nicholas Mattei
2022: Optimal Stopping Theory for a Distributionally Robust Seller: Pieter Kleer and Johan van Leeuwaarden
2022: Car-Sharing Subscription Preferences: The Case of Copenhagen, Munich, and Tel Aviv-Yafo: Mayara Moraes Monteiro, Carlos M. Lima Azevedo, Maria Kamargianni, Yoram Shiftan, Ayelet Gal-Tzur, Sharon Shoshany Tavory, Constantinos Antoniou and Guido Cantelmo
2022: The Impact of Sampling Variability on Estimated Combinations of Distributional Forecasts: Ryan Zischke, Gael M. Martin, David T. Frazier and Donald Poskitt
2022: Markovian Interference in Experiments: Vivek F. Farias, Andrew A. Li, Tianyi Peng and Andrew Zheng
2022: Decentralized, Communication- and Coordination-free Learning in Structured Matching Markets: Chinmay Maheshwari, Eric Mazumdar and Shankar Sastry
2022: Stability of shares in the Proof of Stake Protocol -- Concentration and Phase Transitions: Wenpin Tang
2022: The fractional volatility model and rough volatility: R. Vilela Mendes
2022: Causal impact of severe events on electricity demand: The case of COVID-19 in Japan: Yasunobu Wakashiro
2022: Prescriptive maintenance with causal machine learning: Toon Vanderschueren, Robert Boute, Tim Verdonck, Bart Baesens and Wouter Verbeke
2022: Adaptive Robust Online Portfolio Selection: Man Yiu Tsang, Tony Sit and Hoi Ying Wong
2022: Randomization Inference Tests for Shift-Share Designs: Luis Alvarez, Bruno Ferman and Raoni Oliveira
2022: Strategic Innovation Through Outsourcing: A Theoretical Review: Marfri Gambal, Aleksandre Asatiani and Julia Kotlarsky
2022: Economic complexity and inequality at the national and regional level: Dominik Hartmann and Flavio L. Pinheiro
2022: (Machine) Learning What Policies Value: Daniel Bj\"orkegren, Joshua Blumenstock and Samsun Knight
2022: The Evolution of Investor Activism in Japan: Ryo Sakai
2022: Human Wellbeing and Machine Learning: Ekaterina Oparina, Caspar Kaiser, Niccol\`o Gentile, Alexandre Tkatchenko, Andrew Clark, Jan-Emmanuel De Neve and Conchita D'Ambrosio
2022: RMT-Net: Reject-aware Multi-Task Network for Modeling Missing-not-at-random Data in Financial Credit Scoring: Qiang Liu, Yingtao Luo, Shu Wu, Zhen Zhang, Xiangnan Yue, Hong Jin and Liang Wang
2022: Religiosity and Innovation Attitudes: An Instrumental Variables Analysis: Duygu Buyukyazici and Francesco Serti
2022: Time-Varying Multivariate Causal Processes: Jiti Gao, Bin Peng, Wei Biao Wu and Yayi Yan
2022: Predicting Political Ideology from Digital Footprints: Michael Kitchener, Nandini Anantharama, Simon Angus and Paul Raschky
2022: A nation-wide experiment: fuel tax cuts and almost free public transport for three months in Germany -- Report 1 Study design, recruiting and participation: Allister Loder, Fabienne Cantner, Lennart Adenaw, Markus Siewert, Sebastian Goerg, Markus Lienkamp and Klaus Bogenberger
2022: The Evolution of Competitiveness across Economic, Innovation and Knowledge production activities: Aurelio Patelli, Lorenzo Napolitano, Giulio Cimini, Emanuele Pugliese and Andrea Gabrielli
2022: Disclosure of Investment Advisor and Broker-Dealer Relationships: Impact on Comprehension and Decision Making: Xiaoqing Wan and Nichole R. Lighthall
2022: Predicting Day-Ahead Stock Returns using Search Engine Query Volumes: An Application of Gradient Boosted Decision Trees to the S&P 100: Christopher Bockel-Rickermann
2022: Random Rank: The One and Only Strategyproof and Proportionally Fair Randomized Facility Location Mechanism: Haris Aziz, Alexander Lam, Mashbat Suzuki and Toby Walsh
2022: Provably Auditing Ordinary Least Squares in Low Dimensions: Ankur Moitra and Dhruv Rohatgi
2022: The Effect of Increased Access to IVF on Women's Careers: Lingxi Chen
2022: Machine learning method for return direction forecasting of Exchange Traded Funds using classification and regression models: Raphael P. B. Piovezan and Pedro Paulo de Andrade Junior
2022: A Two-Stage Mechanism for Demand Response Markets: Bharadwaj Satchidanandan, Mardavij Roozbehani and Munther A. Dahleh
2022: Replicating Portfolios: Constructing Permissionless Derivatives: Estelle Sterrett, Waylon Jepsen and Evan Kim
2022: Pricing with algorithms: Rohit Lamba and Sergey Zhuk
2022: Fitting Generalized Tempered Stable distribution: Fractional Fourier Transform (FRFT) Approach: A. H. Nzokem and V. T. Montshiwa
2022: Debt-Financed Collateral and Stability Risks in the DeFi Ecosystem: Michael Darlin, Georgios Palaiokrassas and Leandros Tassiulas
2022: How causal machine learning can leverage marketing strategies: Assessing and improving the performance of a coupon campaign: Henrika Langen and Martin Huber
2022: Adversarial Estimators: Jonas Metzger
2022: Relevance of Wrong-Way Risk in Funding Valuation Adjustments: T. van der Zwaard, Lech Grzelak and Cornelis Oosterlee
2022: Bribes to Miners: Evidence from Ethereum: Xiaotong Sun
2022: Bubble Prediction of Non-Fungible Tokens (NFTs): An Empirical Investigation: Kensuke Ito, Kyohei Shibano and Gento Mogi
2022: On financial market correlation structures and diversification benefits across and within equity sectors: Nick James, Max Menzies and Georg A. Gottwald
2022: Selection in the Presence of Implicit Bias: The Advantage of Intersectional Constraints: Anay Mehrotra, Bary Pradelski and Nisheeth K. Vishnoi
2022: Contract design in electricity markets with high penetration of renewables: A two-stage approach: Arega Abate, Rossana Riccardi and Carlos Ruiz
2022: Large Hybrid Time-Varying Parameter VARs: Joshua Chan
2022: On Well-posedness and Minimax Optimal Rates of Nonparametric Q-function Estimation in Off-policy Evaluation: Xiaohong Chen and Zhengling Qi
2022: Intertemporal Consumption and Debt Aversion: A Replication and Extension: Steffen Ahrens, Ciril Bosch-Rosa and Thomas Meissner
2022: DDG-DA: Data Distribution Generation for Predictable Concept Drift Adaptation: Wendi Li, Xiao Yang, Weiqing Liu, Yingce Xia and Jiang Bian
2022: A Survey of Quantum Computing for Finance: Dylan Herman, Cody Googin, Xiaoyuan Liu, Alexey Galda, Ilya Safro, Yue Sun, Marco Pistoia and Yuri Alexeev
2022: Principal agent mean field games in REC markets: Dena Firoozi, Arvind V Shrivats and Sebastian Jaimungal
2022: Potential utilization of Battery Energy Storage Systems (BESS) in the major European electricity markets: Yu Hu, Miguel Armada and Maria Jesus Sanchez
2022: Path Integral Method for Proportional Step and Proportional Double-Barrier Step Option Pricing: Qi Chen and Chao Guo
2022: Taxes and Market Power: A Principal Components Approach: Andrea Galeotti, Benjamin Golub, Sanjeev Goyal, Eduard Talam\`as and Omer Tamuz
2022: Two-Way Fixed Effects and Differences-in-Differences with Heterogeneous Treatment Effects: A Survey: Clément de Chaisemartin and Xavier D'Haultf{\oe}uille
2022: Financial Markets, Financial Institutions and International Trade: Examining the causal links for Indian Economy: Ummuhabeeba Chaliyan and Mini P. Thomas
2022: Beyond Time-Average Convergence: Near-Optimal Uncoupled Online Learning via Clairvoyant Multiplicative Weights Update: Georgios Piliouras, Ryann Sim and Stratis Skoulakis
2022: The Wrong Kind of Information: Aditya Kuvalekar, Jo\~ao Ramos and Johannes Schneider
2022: Optimal Dividends under Markov-Modulated Bankruptcy Level: Giorgio Ferrari, Patrick Schuhmann and Shihao Zhu
2022: Obvious Manipulability of Voting Rules: Haris Aziz and Alexander Lam
2022: Numerical Smoothing with Hierarchical Adaptive Sparse Grids and Quasi-Monte Carlo Methods for Efficient Option Pricing: Christian Bayer, Chiheb Ben Hammouda and Ra\'ul Tempone
2022: A Robust Efficient Dynamic Mechanism: Endre Cs\'oka
2022: RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests: Victor Chernozhukov, Whitney K. Newey, Victor Quintas-Martinez and Vasilis Syrgkanis
2022: Portfolio Theory and Security Investment Risk Analysis Using Coefficient of Variation: An Alternative to Mean-Variance Analysis: Julius O. Campeci\~no
2022: Using Temperature Sensitivity to Estimate Shiftable Electricity Demand: Implications for power system investments and climate change: Michael Roberts, Sisi Zhang, Eleanor Yuan, James Jones and Matthias Fripp
2022: A Tutorial on Time-Dependent Cohort State-Transition Models in R using a Cost-Effectiveness Analysis Example: Fernando Alarid-Escudero, Eline M. Krijkamp, Eva A. Enns, Alan Yang, M. G. Myriam Hunink, Petros Pechlivanoglou and Hawre Jalal
2022: G3M Impermanent Loss Dynamics: Nassib Boueri
2022: Bayesian forecast combination using time-varying features: Li Li, Yanfei Kang and Feng Li
2022: Endogenous noise trackers in a Radner equilibrium: Jin Hyuk Choi and Kim Weston
2022: On the probability of the Condorcet Jury Theorem or the Miracle of Aggregation: \'Alvaro Romaniega
2022: Sampling dynamics and stable mixing in hawk-dove games: Srinivas Arigapudi, Yuval Heller and Amnon Schreiber
2022: The climate in climate economics: Doris Folini, Felix K\"ubler, Aleksandra Malova and Simon Scheidegger
2022: Decentralizing Centralized Matching Markets: Implications from Early Offers in University Admissions: Julien Grenet, YingHua He and Dorothea K\"ubler
2022: Environmental, Social, Governance scores and the Missing pillar -- Why does missing information matter?: \"Ozge Sahin, Karoline Bax, Claudia Czado and Sandra Paterlini
2022: Hierarchical contagions in the interdependent financial network: William Barnett, Xue Wang, Hai-Chuan Xu and Wei-Xing Zhou
2022: Disinformation, Stochastic Harm, and Costly Effort: A Principal-Agent Analysis of Regulating Social Media Platforms: Shehroze Khan and James R. Wright
2022: Profitable Strategy Design for Trades on Cryptocurrency Markets with Machine Learning Techniques: Mohsen Asgari and Hossein Khasteh
2022: Business analytics meets artificial intelligence: Assessing the demand effects of discounts on Swiss train tickets: Martin Huber, Jonas Meier and Hannes Wallimann
2022: The spatial dissemination of COVID-19 and associated socio-economic consequences: Yafei Zhang, Lin Wang, Jonathan J. H. Zhu and Xiaofan Wang
2022: Limited Cognitive Abilities and Dominance Hierarchy: Hanyuan Huang and Jiabin Wu
2022: Fairness in Credit Scoring: Assessment, Implementation and Profit Implications: Nikita Kozodoi, Johannes Jacob and Stefan Lessmann
2022: Structural models for policy-making: Coping with parametric uncertainty: Philipp Eisenhauer, Jano\'s Gabler, Lena Janys and Christopher Walsh
2022: Overnight GARCH-It\^o Volatility Models: Donggyu Kim, Minseok Shin and Yazhen Wang
2022: New Characterizations of Strategy-Proofness under Single-Peakedness: Andrew Jennings, Rida Laraki, Clemens Puppe and Estelle Varloot
2022: Dynamic Random Choice: Ricky Li
2022: Using Monotonicity Restrictions to Identify Models with Partially Latent Covariates: Minji Bang, Wayne Gao, Andrew Postlewaite and Holger Sieg
2022: A comparative study of scoring systems by simulations: L\'aszl\'o Csat\'o
2022: Full-Information Estimation of Heterogeneous Agent Models Using Macro and Micro Data: Laura Liu and Mikkel Plagborg-M{\o}ller
2022: Empirical Decomposition of the IV-OLS Gap with Heterogeneous and Nonlinear Effects: Shoya Ishimaru
2022: On the Aggregation of Probability Assessments: Regularized Mixtures of Predictive Densities for Eurozone Inflation and Real Interest Rates: Francis Diebold, Minchul Shin and Boyuan Zhang
2022: Portfolio Optimisation within a Wasserstein Ball: Silvana Pesenti and Sebastian Jaimungal
2022: Non-Identifiability in Network Autoregressions: Federico Martellosio
2022: Pooling for First and Last Mile: Integrating Carpooling and Transit: Andrea Araldo, André de Palma, Souhila Arib, Vincent Gauthier, Romain Sere, Youssef Chaabouni, Oussama Kharouaa and Ado Adamou Abba Ari
2022: Propagation of minimality in the supercooled Stefan problem: Christa Cuchiero, Stefan Rigger and Sara Svaluto-Ferro
2022: Deep learning algorithms for solving high dimensional nonlinear backward stochastic differential equations: Lorenc Kapllani and Long Teng
2022: Learning Classifiers under Delayed Feedback with a Time Window Assumption: Masahiro Kato and Shota Yasui
2022: A Generic Methodology for the Statistically Uniform & Comparable Evaluation of Automated Trading Platform Components: Artur Sokolovsky and Luca Arnaboldi
2022: Competing Persuaders in Zero-Sum Games: Dilip Ravindran and Zhihan Cui
2022: Optimal Investment, Heterogeneous Consumption and Best Time for Retirement: Hyun Jin Jang, Zuo Quan Xu and Harry Zheng
2022: Dynamic optimal reinsurance and dividend-payout in finite time horizon: Chonghu Guan, Zuo Quan Xu and Rui Zhou
2022: Least Squares Estimation Using Sketched Data with Heteroskedastic Errors: Sokbae (Simon) Lee and Serena Ng
2022: A Negative Correlation Strategy for Bracketing in Difference-in-Differences: Ting Ye, Luke Keele, Raiden Hasegawa and Dylan S. Small
2022: Fair Policy Targeting: Davide Viviano and Jelena Bradic
2022: Avoiding zero probability events when computing Value at Risk contributions: Takaaki Koike, Yuri F. Saporito and Rodrigo Targino
2022: Double Machine Learning based Program Evaluation under Unconfoundedness: Michael Knaus
2022: The Market Price of Risk for Delivery Periods: Pricing Swaps and Options in Electricity Markets: Annika Kemper, Maren D. Schmeck and Anna Kh. Balci
2022: On the equivalence between Value-at-Risk- and Expected Shortfall-based risk measures in non-concave optimization: An Chen, Mitja Stadje and Fangyuan Zhang
2022: Can one hear the shape of a target zone?: Jean-Louis Arcand, Max-Olivier Hongler, Shekhar Hari Kumar and Daniele Rinaldo
2022: Stochastic control of optimized certainty equivalents: Julio Backhoff Veraguas, A. Max Reppen and Ludovic Tangpi
2022: The converse envelope theorem: Ludvig Sinander
2022: Robust Ranking of Happiness Outcomes: A Median Regression Perspective: Le-Yu Chen, Ekaterina Oparina, Nattavudh Powdthavee and Sorawoot Srisuma
2022: Prices, Profits, Proxies, and Production: Victor Aguiar, Nail Kashaev and Roy Allen
2022: Which portfolio is better? A discussion of several possible comparison criteria: Henryk Gzyl and Alfredo Rios
2022: Extended Reduced-Form Framework for Non-Life Insurance: Francesca Biagini and Yinglin Zhang
2022: How brokers can optimally plot against traders: Manuel Lafond
2022: Dynamics of a Binary Option Market with Exogenous Information and Price Sensitivity: Hannah Gampe and Christopher Griffin
2022: The probability flow in the Stock market and Spontaneous symmetry breaking in Quantum Finance: Ivan Arraut, Joao Alexandre Lobo Marques and Sergio Gomes
2022: Cryptocurrency Bubble Detection: A New Stock Market Dataset, Financial Task & Hyperbolic Models: Ramit Sawhney, Shivam Agarwal, Vivek Mittal, Paolo Rosso, Vikram Nanda and Sudheer Chava
2022: Measurement of carbon finance level and exploration of its influencing factors: Peng Zhang, Yuwei Zhang and Nuo Xu
2022: Preliminary Results on the Employment Effect of Tourism. A meta-analysis: Georgios Giotis
2022: Uniqueness of Equilibria in Interactive Networks: Chien-Hsiang Yeh
2022: Confidence Intervals for Recursive Journal Impact Factors: Johannes Konig, David Stern and Richard Tol
2022: Hedging option books using neural-SDE market models: Samuel N. Cohen, Christoph Reisinger and Sheng Wang
2022: Cone-constrained Monotone Mean-Variance Portfolio Selection Under Diffusion Models: Yang Shen and Bin Zou
2022: A novel approach to rating transition modelling via Machine Learning and SDEs on Lie groups: Kevin Kamm and Michelle Muniz
2022: Mandatory Disclosure of Standardized Sustainability Metrics: The Case of the EU Taxonomy Regulation: Marvin Nipper, Andreas Ostermaier and Jochen Theis
2022: Exact solution to two-body financial dealer model: revisited from the viewpoint of kinetic theory: Kiyoshi Kanazawa, Hideki Takayasu and Misako Takayasu
2022: Economics of 100% renewable power systems: Takuya Hara
2022: Asymptotic welfare performance of Boston assignment algorithms: Geoffrey Pritchard and Mark C. Wilson
2022: Payday loans -- blessing or growth suppressor? Machine Learning Analysis: Rohith Mahadevan, Sam Richard, Kishore Harshan Kumar, Jeevitha Murugan, Santhosh Kannan, Saaisri, Tarun and Raja CSP Raman
2022: Assortativity in cognition: Ennio Bilancini, Leonardo Boncinelli and Eugenio Vicario
2022: Stock Trading Optimization through Model-based Reinforcement Learning with Resistance Support Relative Strength: Huifang Huang, Ting Gao, Yi Gui, Jin Guo and Peng Zhang
2022: Credible, Strategyproof, Optimal, and Bounded Expected-Round Single-Item Auctions for all Distributions: Meryem Essaidi, Matheus V. X. Ferreira and S. Matthew Weinberg
2022: The Relationship between Digital RMB and Digital Economy in China: Chang Su, Wenbo Lyu and Yueting Liu
2022: Deep Generators on Commodity Markets; application to Deep Hedging: Nicolas Boursin, Carl Remlinger, Joseph Mikael and Carol Anne Hargreaves
2022: On local uniqueness of normalized Nash equilibria: Vladimir Shikhman
2022: Asymmetric Equilibria in Symmetric Multiplayer Prisoners Dilemma Supergames: Davidson Cheng
2022: On the Effect of Triadic Closure on Network Segregation: Rediet Abebe, Nicole Immorlica, Jon Kleinberg, Brendan Lucier and Ali Shirali
2022: Tsallis Relative entropy from asymmetric distributions as a risk measure for financial portfolios: Sandhya Devi and Sherman Page
2022: Immigrant and native export benefiting from business collaborations: a global study: Shayegheh Ashourizadeh and Mehrzad Saeedikiya
2022: Statistical inference in social networks: how sampling bias and uncertainty shape decisions: Andreas Bjerre-Nielsen and Martin Benedikt Busch
2022: American postdoctoral salaries do not account for growing disparities in cost of living: Tim Sainburg
2022: A Continuum Model of Stable Matching With Finite Capacities: Nick Arnosti
2022: Group reciprocity and the evolution of stereotyping: Alexander J. Stewart and Nichola Raihani
2022: Fundamental Portfolio Outperforms the Market Portfolio: Hayden Brown
2022: On Hedonic Games with Common Ranking Property: Bugra Caskurlu and Fatih Erdem Kizilkaya
2022: Incentive-compatible public transportation fares with random inspection: In\'acio B\'o and Chiu Yu Ko
2022: Evolution of biomedical innovation quantified via billions of distinct article-level MeSH keyword combinations: Alexander M. Petersen
2022: Probabilistic forecasting of German electricity imbalance prices: Micha{\l} Narajewski
2022: Pareto-Improving Data-Sharing: Ronen Gradwohl and Moshe Tennenholtz
2022: Regime and Treatment Effects in Duration Models: Decomposing Expectation and Transplant Effects on the Kidney Waitlist: Stephen Kastoryano
2022: Optimizing Returns Using the Hurst Exponent and Q Learning on Momentum and Mean Reversion Strategies: Y. Chang, C. Lizardi and R. Shah
2022: Parameters identification for an inverse problem arising from a binary option using a Bayesian inference approach: Yasushi Ota, Yu Jiang and Daiki Maki
2022: Mechanisms without transfers for fully biased agents: Deniz Kattwinkel, Axel Niemeyer, Justus Preusser and Alexander Winter
2022: Information Design of Dynamic Mechanisms: Soo Hong Chew and Wenqian Wang
2022: European Power Option Pricing with Extended Vasic\v{e}k Interest Rate and Exponential Ornstein-Uhlenbeck Asset Process under Different Market Assumptions: Jingwei Liu
2022: Productivity Implications of R&D, Innovation, and Capital Accumulation for Incumbents and Entrants: Perspectives from a Catching-up Economy: Jaan Masso and Amaresh K Tiwari
2022: Deep Learning vs. Gradient Boosting: Benchmarking state-of-the-art machine learning algorithms for credit scoring: Marc Schmitt
2022: Conditional Balance Tests: Increasing Sensitivity and Specificity With Prognostic Covariates: Clara Bicalho, Adam Bouyamourn and Thad Dunning
2022: A Simple Characterization of Supply Correspondences: Alexey Kushnir and Vinod Krishnamoorthy
2022: Differential learning methods for solving fully nonlinear PDEs: William Lefebvre, Gr\'egoire Loeper and Huy\^en Pham
2022: High-dimensional Data Bootstrap: Victor Chernozhukov, Denis Chetverikov, Kengo Kato and Yuta Koike
2022: What Type of Explanation Do Rejected Job Applicants Want? Implications for Explainable AI: Matthew Olckers, Alicia Vidler and Toby Walsh
2022: Practical Skills Demand Forecasting via Representation Learning of Temporal Dynamics: Maysa M. Garcia de Macedo, Wyatt Clarke, Eli Lucherini, Tyler Baldwin, Dilermando Queiroz Neto, Rogerio de Paula and Subhro Das
2022: Deep Learning in Business Analytics: A Clash of Expectations and Reality: Marc Andreas Schmitt
2022: Russia's Ruble during the onset of the Russian invasion of Ukraine in early 2022: The role of implied volatility and attention: \v{S}tefan Ly\'ocsa and Tom\'a\v{s} Pl\'ihal
2022: Centralized and decentral approaches to succeed the 100% energiewende in Germany in the European context: A model-based analysis of generation, network, and storage investments: Mario Kendziorski, Leonard G\"oke, Christian von Hirschhausen, Claudia Kemfert and Elmar Zozmann
2022: Marx after Okishio: Falling Rate of Profit with Constant Rate of Exploitation: Deepankar Basu and Oscar Orellana
2022: Control of Dynamic Financial Networks (The Extended Version): Giuseppe Calafiore, Giulia Fracastoro and Anton Proskurnikov
2022: Topology-dependence of propagation mechanisms in the production network: Eszter Moln\'ar and D\'enes Csala
2022: Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model: Y. Zhang, Z. Jin, J. Wei and G. Yin
2022: The Blocker Postulates for Measures of Voting Power: Arash Abizadeh and Adrian Vetta
2022: A General Framework for a Class of Quarrels: The Quarrelling Paradox Revisited: Arash Abizadeh and Adrian Vetta
2022: Conditions for Social Preference Transitivity When Cycle Involved and A $\hat{O}\mbox{-}\hat{I}$ Framework: Fujun Hou
2022: The Fairness of Machine Learning in Insurance: New Rags for an Old Man?: Laurence Barry and Arthur Charpentier
2022: Asymptotically stable matchings and evolutionary dynamics of preference revelation games in marriage problems: Hidemasa Ishii and Nariaki Nishino
2022: Predicting Emotional Volatility Using 41,000 Participants in the United Kingdom: George MacKerron and Nattavudh Powdthavee
2022: HARNet: A Convolutional Neural Network for Realized Volatility Forecasting: Rafael Reisenhofer, Xandro Bayer and Nikolaus Hautsch
2022: Network embeddedness indicates the innovation potential of firms: Giacomo Vaccario, Luca Verginer, Antonios Garas, Mario V. Tomasello and Frank Schweitzer
2022: Fair Shares: Feasibility, Domination and Incentives: Moshe Babaioff and Uriel Feige
2022: Reformulating the Value Restriction and the Not-Strict Value Restriction in Terms of Possibility Preference Map: Fujun Hou
2022: Inference with Imputed Data: The Allure of Making Stuff Up: Charles Manski
2022: Market Impact: Empirical Evidence, Theory and Practice: Emilio Said
2022: Mack-Net model: Blending Mack's model with Recurrent Neural Networks: Eduardo Ramos-P\'erez, Pablo J. Alonso-Gonz\'alez and Jos\'e Javier N\'u\~nez-Vel\'azquez
2022: Statistical discrimination and statistical informativeness: Matteo Escud\'e, Paula Onuchic, Ludvig Sinander and Quitz\'e Valenzuela-Stookey
2022: Nonparametric Value-at-Risk via Sieve Estimation: Philipp Ratz
2022: Volatility-inspired $\sigma$-LSTM cell: German Rodikov and Nino Antulov-Fantulin
2022: Risk Sharing and the Adoption of the Euro: Alessandro Ferrari and Anna Rogantini Picco
2022: How do Bounce Rates vary according to product sold?: Himanshu Sharma
2022: Two strategies for boreal forestry with goodwill in capitalization: Petri P. Karenlampi
2022: Collective behavior of stock prices in the time of crisis as a response to the external stimulus: Maryam Zamani, Sander Paekivi, Philipp Meyer and Holger Kantz
2022: Research on the correlation between text emotion mining and stock market based on deep learning: Chenrui Zhang
2022: Univariate and Multivariate LSTM Model for Short-Term Stock Market Prediction: Vishal Kuber, Divakar Yadav and Arun Kr Yadav
2022: The Value of Information in Stopping Problems: Ehud Lehrer and Tao Wang
2022: Continuous-time mean-variance portfolio selection under non-Markovian regime-switching model with random horizon: Tian Chen, Ruyi Liu and Zhen Wu
2022: Causal Estimation of Position Bias in Recommender Systems Using Marketplace Instruments: Rina Friedberg, Karthik Rajkumar, Jialiang Mao, Qian Yao, YinYin Yu and Min Liu
2022: A Multivariate Hawkes Process Model for Stablecoin-Cryptocurrency Depegging Event Dynamics: Connor Oxenhorn
2022: Beyond Barker: Infant Mortality at Birth and Ischaemic Heart Disease in Older Age: Samuel Baker, Pietro Biroli, Hans van Kippersluis and Stephanie von Hinke
2022: Core-Stability in Assignment Markets with Financially Constrained Buyers: Eleni Batziou, Martin Bichler and Maximilian Fichtl
2022: Social learning via actions in bandit environments: Aroon Narayanan
2022: A single risk approach to the semiparametric copula competing risks model: Simon Lo and Ralf Wilke
2022: Method of indirect estimation of default probability dynamics for industry-target segments according to the data of Bank of Russia: Mikhail Pomazanov
2022: Welfare compensation in international transmission expansion planning under uncertainty: E. Ruben van Beesten, Ole Kristian \r{A}dnanes, H\r{a}kon Morken Linde, Paolo Pisciella and Asgeir Tomasgard
2022: A time-varying study of Chinese investor sentiment, stock market liquidity and volatility: Based on deep learning BERT model and TVP-VAR model: Chenrui Zhang, Xinyi Wu, Hailu Deng and Huiwei Zhang
2022: RLOP: RL Methods in Option Pricing from a Mathematical Perspective: Ziheng Chen
2022: Two-sided matching with firms' complementary preferences: Chao Huang
2022: Hull and White and Al\`os type formulas for barrier options in stochastic volatility models with nonzero correlation: Frido Rolloos
2022: Using Open Data and Open-Source Software to Develop Spatial Indicators of Urban Design and Transport Features for Achieving Healthy and Sustainable Cities: Geoff Boeing, Carl Higgs, Shiqin Liu, Billie Giles-Corti, James F Sallis, Ester Cerin, Melanie Lowe, Deepti Adlakha, Erica Hinckson, Anne Vernez Moudon, Deborah Salvo, Marc A Adams, Ligia Vizeu Barrozo, Tamara Bozovic, Xavier Delcl\`os-Ali\'o, Jan Dygr\'yn, Sara Ferguson, Klaus Gebel, Thanh Phuong Ho, Poh-Chin Lai, Joan Carles Martori, Kornsupha Nitvimol, Ana Queralt, Jennifer D Roberts, Garba H Sambo, Jasper Schipperijn, David Vale, Nico Van de Weghe, Guillem Vich and Jonathan Arundel
2022: An integrated debris environment assessment model: Akhil Rao and Francesca Letizia
2022: Convergence of the financial value of weak information for a sequence of discrete-time markets: Geoff Lindsell
2022: Deep learning based Chinese text sentiment mining and stock market correlation research: Chenrui Zhang
2022: Large Scale Probabilistic Simulation of Renewables Production: Mike Ludkovski, Glen Swindle and Eric Grannan
2022: Deep Stochastic Optimization in Finance: A. Max Reppen, H. Mete Soner and Valentin Tissot-Daguette
2022: Robust Data-Driven Decisions Under Model Uncertainty: Xiaoyu Cheng
2022: A Unified Bayesian Framework for Pricing Catastrophe Bond Derivatives: Dixon Domfeh, Arpita Chatterjee and Matthew Dixon
2022: Generalized modified principal components analysis of Russian universities competitiveness: Pavel Vashchenko, Alexei Verenikin and Anna Verenikina
2022: Information-Robust Optimal Auctions: Wanchang Zhang
2022: Randomized geometric tools for anomaly detection in stock markets: Cyril Bachelard, Apostolos Chalkis, Vissarion Fisikopoulos and Elias Tsigaridas
2022: Diamonds and forward variance models: Peter Friz and Jim Gatheral
2022: Credible Persuasion: Xiao Lin and Ce Liu
2022: Comment on Jackson and Sonnenschein (2007) "Overcoming Incentive Constraints by Linking Decisions": Ian Ball, Matthew Jackson and Deniz Kattwinkel
2022: Benchmarking Econometric and Machine Learning Methodologies in Nowcasting: Daniel Hopp
2022: Cluster-Robust Inference: A Guide to Empirical Practice: James MacKinnon, Morten Nielsen and Matthew Webb
2022: Estimation and Inference by Stochastic Optimization: Jean-Jacques Forneron
2022: Financial Markets and the Real Economy: A Statistical Field Perspective on Capital Allocation and Accumulation: Pierre Gosselin, Aïleen Lotz and Marc Wambst
2022: A Stochastic Climate Model -- An approach to calibrate the Climate-Extended Risk Model (CERM): Jean-Baptiste Gaudemet, Jules Deschamps and Olivier Vinciguerra
2022: Organizing Crime: an Empirical Analysis of the Sicilian Mafia: Michele Battisti, Andrea Lavezzi and Roberto Musotto
2022: Choosing Exogeneity Assumptions in Potential Outcome Models: Matthew Masten and Alexandre Poirier
2022: Knowledge is non-fungible: C\'esar A. Hidalgo
2022: Eine empirische Analyse der Skalierung von Value-at-Risk Schaetzungen: Marita Kuhlmann
2022: A counter example to the theorems of social preference transitivity and social choice set existence under the majority rule: Fujun Hou
2022: Utilitarianism on the front lines: COVID-19, public ethics, and the "hidden assumption" problem: Charles Shaw and Silvio Vanadia
2022: Efficient Score Computation and Expectation-Maximization Algorithm in Regime-Switching Models: Chaojun Li and Shi Qiu
2022: Volatility Sensitive Bayesian Estimation of Portfolio VaR and CVaR: Taras Bodnar, Vilhelm Niklasson and Erik Thors\'en
2022: Potential gains of long-distance trade in electricity: Javier L\'opez Prol, Karl W. Steininger, Keith Williges, Wolf D. Grossmann and Iris Grossmann
2022: Integration of Behavioral Economic Models to Optimize ML performance and interpretability: a sandbox example: Emilio Soria-Olivas, Jos\'e E. Vila Gisbert, Regino Barranquero Carde\~nosa and Yolanda Gomez
2022: An Intrinsic Entropy Model for Exchange-Traded Securities: Claudiu Vinte, Ion Smeureanu, Titus-Felix Furtuna and Marcel Ausloos
2022: A Volatility Estimator of Stock Market Indices Based on the Intrinsic Entropy Model: Claudiu Vinte, Marcel Ausloos and Titus Felix Furtuna
2022: Open vs Closed-ended questions in attitudinal surveys -- comparing, combining, and interpreting using natural language processing: Vishnu Baburajan, Jo\~ao de Abreu e Silva and Francisco Camara Pereira
2022: A Model of Financial Market Control: Yoshihiro Ohashi
2022: Incorporating Financial Hardship in Measuring the Mental Health Impact of Housing Stress: Timothy Ludlow, Jonas Fooken, Christiern Rose and Kam Ki Tang
2022: Estimating beneficiaries of the child tax credit: past, present, and future: Ashley Nunes, Chung Yi See, Lucas Woodley, Nicole A. Divers and Audrey L. Cui
2022: Integrating Structural and Reduced-Form Methods in Empirical Finance: Toni Whited
2022: Excess Out-of-Sample Risk and Fleeting Modes: Jean-Philippe Bouchaud, Iacopo Mastromatteo, Marc Potters and Konstantin Tikhonov
2022: A systematic analysis of biotech startups that went public in the first half of 2021: Sebastian G. Huayamares, Melissa P. Lokugamage, Alejandro J. Da Silva Sanchez and James E. Dahlman
2022: Decisions with Uncertain Consequences -- A Total Ordering on Loss-Distributions: Stefan Rass, Sandra K\"onig and Stefan Schauer
2022: A Note on "A survey of preference estimation with unobserved choice set heterogeneity" by Gregory S. Crawford, Rachel Griffith, and Alessandro Iaria: C. Angelo Guevara
2022: Optimal preference satisfaction for conflict-free joint decisions: Hiroaki Shinkawa, Nicolas Chauvet, Guillaume Bachelier, Andr\'e R\"ohm, Ryoichi Horisaki and Makoto Naruse
2022: A basic macroeconomic agent-based model for analyzing monetary regime shifts: Florian Peters, Doris Neuberger, Oliver Reinhardt and Adelinde Uhrmacher
2022: (Private)-Retroactive Carbon Pricing [(P)ReCaP]: A Market-based Approach for Climate Finance and Risk Assessment: Yoshua Bengio, Prateek Gupta, Dylan Radovic, Maarten Scholl, Andrew Williams, Christian Schroeder de Witt, Tianyu Zhang and Yang Zhang
2022: Numerical Method for Highly Non-linear Mean-reverting Asset Price Model with CEV-type Process: Emmanuel Coffie
2022: Pricing Path-dependent Options under Stochastic Volatility via Mellin Transform: Jiling Cao, Jeong-Hoon Kim, Xi Li and Wenjun Zhang
2022: Strategic Behavior under Context Misalignment: Pierfrancesco Guarino and Gabriel Ziegler
2022: The Distribution of Occupational Tasks in the United States: Implications for a Diverse and Aging Population: Samuel Cole, Zachary Cowell, John M. Nunley and Richard Seals
2022: Understanding Distance Measures Among Elections: Niclas Boehmer, Piotr Faliszewski, Rolf Niedermeier, Stanis{\l}aw Szufa and Tomasz W\k{a}s
2022: Individual characteristics associated with risk and time preferences: A multi country representative survey: Thomas Meissner, Xavier Gassmann, Corinne Faure and Joachim Schleich
2022: Fuzzy Expert System for Stock Portfolio Selection: An Application to Bombay Stock Exchange: Gour Sundar Mitra Thakur, Rupak Bhattacharyya and Seema Sarkar
2022: Forecasting foreign exchange rates with regression networks tuned by Bayesian optimization: Linwei Li, Paul-Amaury Matt and Christian Heumann
2022: Heterogeneous Information Network based Default Analysis on Banking Micro and Small Enterprise Users: Zheng Zhang, Yingsheng Ji, Jiachen Shen, Xi Zhang and Guangwen Yang
2022: Markovian Persuasion with Stochastic Revelations: Ehud Lehrer and Dimitry Shaiderman
2022: Integrating Distributed Energy Resources: Optimal Prosumer Decisions and Impacts of Net Metering Tariffs: Ahmed S. Alahmed and Lang Tong
2022: What is the effect of EU's fuel-tax cuts on Russia's oil income?: Johan Gars, Daniel Spiro and Henrik Wachtmeister
2022: Macroeconomic Dynamics in a finite world: the Thermodynamic Potential Approach: \'Eric Herbert, and Gael Giraud, Aur\'elie Louis-Napol\'eon and Christophe Goupil
2022: Distributional Robust Portfolio Construction based on Investor Aversion: Xin Zhang
2022: An Empirical Study of Market Inefficiencies in Uniswap and SushiSwap: Jan Arvid Berg, Robin Fritsch, Lioba Heimbach and Roger Wattenhofer
2022: Speculation in Procurement Auctions: Shanglyu Deng
2022: Optimal Defaults, Limited Enforcement and the Regulation of Contracts: Zo\"e Hitzig and Benjamin Niswonger
2022: Weak approximations and VIX option price expansions in forward variance curve models: Florian Bourgey, Stefano De Marco and Emmanuel Gobet
2022: HCMD-zero: Learning Value Aligned Mechanisms from Data: Jan Balaguer, Raphael Koster, Ari Weinstein, Lucy Campbell-Gillingham, Christopher Summerfield, Matthew Botvinick and Andrea Tacchetti
2022: Solving Multi-Period Financial Planning Models: Combining Monte Carlo Tree Search and Neural Networks: Af\c{s}ar Onat Ayd{\i}nhan, Xiaoyue Li and John M. Mulvey
2022: Observational Learning with Competitive Prices: Zikai Xu
2022: Closure operators: Complexity and applications to classification and decision-making: Hamed Hamze Bajgiran and Federico Echenique
2022: Clearing Payments in Dynamic Financial Networks: Giuseppe C. Calafiore, Giulia Fracastoro and Anton Proskurnikov
2022: High-Dimensional Sparse Multivariate Stochastic Volatility Models: Benjamin Poignard and Manabu Asai
2022: The Recurrent Reinforcement Learning Crypto Agent: Gabriel Borrageiro, Nikan Firoozye and Paolo Barucca
2022: Factor Models with Sparse VAR Idiosyncratic Components: Jonas Krampe and Luca Margaritella
2022: A Family of Multi-Asset Automated Market Makers: Eric Forgy and Leo Lau
2022: Inference in Regression Discontinuity Designs with High-Dimensional Covariates: Alexander Krei{\ss} and Christoph Rothe
2022: A Meta Path Based Evaluation Method for Enterprise Credit Risk: Marui Du, Yue Ma and Zuoquan Zhang
2022: Group Identity, Social Learning and Opinion Dynamics: Sebastiano Della Lena and Luca Merlino
2022: Reinforcement Learning for Systematic FX Trading: Gabriel Borrageiro, Nikan Firoozye and Paolo Barucca
2022: Exact asymptotic solutions to nonlinear Hawkes processes: a systematic classification of the steady-state solutions: Kiyoshi Kanazawa and Didier Sornette
2022: Policy Optimization Using Semi-parametric Models for Dynamic Pricing: Jianqing Fan, Yongyi Guo and Mengxin Yu
2022: {did2s}: Two-Stage Difference-in-Differences: Kyle Butts and John Gardner
2022: Fair Compensation: John Stovall
2022: Optimal transport weights for causal inference: Eric Dunipace
2022: Evacuation Route Planning for Alternative Fuel Vehicles: Denissa Sari Darmawi Purba, Eleftheria Kontou and Chrysafis Vogiatzis
2022: Feasible Weighted Projected Principal Component Analysis for Factor Models with an Application to Bond Risk Premia: Sung Hoon Choi
2022: Risk sharing under heterogeneous beliefs without convexity: Felix-Benedikt Liebrich
2022: What if we knew what the future brings? Optimal investment for a frontrunner with price impact: Peter Bank, Yan Dolinsky and Mikl\'os R\'asonyi
2022: Culling the herd of moments with penalized empirical likelihood: Jinyuan Chang, Zhentao Shi and Jia Zhang
2022: Semiparametric Functional Factor Models with Bayesian Rank Selection: Daniel R. Kowal and Antonio Canale
2022: Default Distances Based on the CEV-KMV Model: Wen Su
2022: Single Event Transition Risk: A Measure for Long Term Carbon Exposure: Suryadeepto Nag, Siddhartha P. Chakrabarty and Sankarshan Basu
2022: Gravity models of networks: integrating maximum-entropy and econometric approaches: Marzio Di Vece, Diego Garlaschelli and Tiziano Squartini
2022: Deep calibration of the quadratic rough Heston model: Mathieu Rosenbaum and Jianfei Zhang
2022: Reverse Sensitivity Analysis for Risk Modelling: Silvana M. Pesenti
2022: Chances for the honest in honest versus insider trading: Mauricio Elizalde and Carlos Escudero
2022: Centralized systemic risk control in the interbank system: Weak formulation and Gamma-convergence: Lijun Bo, Tongqing Li and Xiang Yu
2022: A Central Limit Theorem, Loss Aversion and Multi-Armed Bandits: Zengjing Chen, Larry Epstein and Guodong Zhang
2022: How does economic policy uncertainty comove with stock markets: New evidence from symmetric thermal optimal path method: Ying-Hui Shao, Yan-Hong Yang and Wei-Xing Zhou
2022: A Random Attention and Utility Model: Nail Kashaev and Victor Aguiar
2022: Random Double Auction: A Robust Bilateral Trading Mechanism: Wanchang Zhang
2022: Correlation-Robust Optimal Auctions: Wanchang Zhang
2022: A Recursive Measure of Voting Power that Satisfies Reasonable Postulates: Arash Abizadeh and Adrian Vetta
2022: Nonparametric Difference-in-Differences in Repeated Cross-Sections with Continuous Treatments: Xavier D'Haultfoeuille, Stefan Hoderlein and Yuya Sasaki
2022: Sparse Grid Method for Highly Efficient Computation of Exposures for xVA: Lech Grzelak
2022: Loss-Based Variational Bayes Prediction: David T. Frazier, Ruben Loaiza-Maya, Gael M. Martin and Bonsoo Koo
2022: Identification of Peer Effects with Miss-specified Peer Groups: Missing Data and Group Uncertainty: Christiern Rose and Lizi Yu
2022: Volume-Centred Range Bars: Novel Interpretable Representation of Financial Markets Designed for Machine Learning Applications: Artur Sokolovsky, Luca Arnaboldi, Jaume Bacardit and Thomas Gross
2022: Mental Health and Abortions among Young Women: Time-varying Unobserved Heterogeneity, Health Behaviors, and Risky Decisions: Lena Janys and Bettina Siflinger
2022: American options in the Volterra Heston model: Etienne Chevalier, Sergio Pulido and Elizabeth Z\'u\~niga
2022: Conditional strategy equilibrium: Lorenzo Bastianello and Mehmet S. Ismail
2022: How to De-Reserves Reserves: Admissions to Technical Colleges in India: Orhan Ayg\"un and Bertan Turhan
2022: Identification in the Random Utility Model: Christopher Turansick
2022: Robust double auction mechanisms: Kiho Yoon
2022: The Fake News Effect: Experimentally Identifying Motivated Reasoning Using Trust in News: Michael Thaler
2022: Exploiting network information to disentangle spillover effects in a field experiment on teens' museum attendance: Silvia Noirjean, Marco Mariani, Alessandra Mattei and Fabrizia Mealli
2022: Application of deep quantum neural networks to finance: Takayuki Sakuma
2022: Rank Determination in Tensor Factor Model: Yuefeng Han, Rong Chen and Cun-Hui Zhang
2022: Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model: David Kohns and Arnab Bhattacharjee
2022: Empirical likelihood and uniform convergence rates for dyadic kernel density estimation: Harold D. Chiang and Bing Yang Tan
2022: Debunking Rumors in Networks: Luca Merlino, Paolo Pin and Nicole Tabasso
2022: The characteristic function of Gaussian stochastic volatility models: an analytic expression: Eduardo Abi Jaber
2022: An optimal test for strategic interaction in social and economic network formation between heterogeneous agents: Andrin Pelican and Bryan Graham
2022: Uniqueness in Cauchy problems for diffusive real-valued strict local martingales: Umut Cetin and Kasper Larsen
2022: A Theory of Equivalent Expectation Measures for Contingent Claim Returns: Sanjay K. Nawalkha and Xiaoyang Zhuo
2022: Approval-Based Shortlisting: Martin Lackner and Jan Maly
2022: Fault Tolerant Equilibria in Anonymous Games: best response correspondences and fixed points: Deepanshu Vasal and Randall Berry
2022: Mortgage Contracts and Underwater Default: Yerkin Kitapbayev and Scott Robertson
2022: A machine learning approach to portfolio pricing and risk management for high-dimensional problems: Lucio Fernandez-Arjona and Damir Filipovi\'c
2022: Wild Bootstrap Inference for Penalized Quantile Regression for Longitudinal Data: Carlos Lamarche and Thomas Parker
2022: Robust Empirical Bayes Confidence Intervals: Timothy Armstrong, Michal Koles\'ar and Mikkel Plagborg-M{\o}ller
2022: Estimating Marginal Treatment Effects under Unobserved Group Heterogeneity: Tadao Hoshino and Takahide Yanagi
2022: Quadratic Hedging and Optimization of Option Exercise Policies: Nicola Secomandi
2022: Improved Central Limit Theorem and bootstrap approximations in high dimensions: Victor Chernozhukov, Denis Chetverikov, Kengo Kato and Yuta Koike
2022: Predicting crashes in oil prices during the COVID-19 pandemic with mixed causal-noncausal models: Alain Hecq and Elisa Voisin
2022: Evaluating Pest Management Strategies: A Robust Method and its Application to Strawberry Disease Management: Ariel Soto, Feng Wu, Zhengfei Guan and Natalia Peres
2022: Counterfactual Sensitivity and Robustness: Timothy Christensen and Benjamin Connault
2022: Market Impact: A Systematic Study of the High Frequency Options Market: Emilio Said, Ahmed Bel Hadj Ayed, Damien Thillou, Jean-Jacques Rabeyrin and Fr\'ed\'eric Abergel
2022: Almost Envy-Free Allocations with Connected Bundles: Vittorio Bil\`o, Ioannis Caragiannis, Michele Flammini, Ayumi Igarashi, Gianpiero Monaco, Dominik Peters, Cosimo Vinci and William S. Zwicker
2022: Attraction versus Persuasion: Information Provision in Search Markets: Pak Hung Au and Mark Whitmeyer
2022: Market Impact: A Systematic Study of Limit Orders: Emilio Said, Ahmed Bel Hadj Ayed, Alexandre Husson and Fr\'ed\'eric Abergel
2022: A Fourier interpolation method for numerical solution of FBSDEs: Global convergence, stability, and higher order discretizations: Polynice Oyono Ngou and Cody Hyndman
2022: Investigating the concentration of High Yield Investment Programs in the United Kingdom: Sharad Agarwal and Marie Vasek
2022: A portfolio management of a small RES utility with a Structural Vector Autoregressive model of German electricity markets: Katarzyna Maciejowska
2022: Cross Cryptocurrency Relationship Mining for Bitcoin Price Prediction: Panpan Li, Shengbo Gong, Shaocong Xu, Jiajun Zhou, Yu Shanqing and Qi Xuan
2022: The Cost of Lunar Landing Pads with a Trade Study of Construction Methods: Philip T. Metzger and Greg W. Autry
2022: Evaluating the Impact of Bitcoin on International Asset Allocation using Mean-Variance, Conditional Value-at-Risk (CVaR), and Markov Regime Switching Approaches: Mohammadreza Mahmoudi
2022: Greenhouse Gas Emissions and its Main Drivers: a Panel Assessment for EU-27 Member States: Ionut Jianu, S. M. Jeloaica and M. D. Tudorache
2022: Improved Approximation to First-Best Gains-from-Trade: Yumou Fei
2022: The Cross-Sectional Intrinsic Entropy. A Comprehensive Stock Market Volatility Estimator: Claudiu Vinte and Marcel Ausloos
2022: From Service Quality to E-Service Quality: Measurement, Dimensions and Model: Salome O. Ighomereho, Afolabi A. Ojo, Samuel O. Omoyele and Samuel O. Olabode
2022: Contests to Incentivize a Target Group: Edith Elkind, Abheek Ghosh and Paul Goldberg
2022: Auctioning Multiple Goods without Priors: Wanchang Zhang
2022: Supervised machine learning classification for short straddles on the S&P500: Alexander Brunhuemer, Lukas Larcher, Philipp Seidl, Sascha Desmettre, Johannes Kofler and Gerhard Larcher
2022: Bunching and Taxing Multidimensional Skills: Job Boerma, Aleh Tsyvinski and Alexander P. Zimin
2022: Portfolio Diversification Revisited: Charles Shaw
2022: Dynamic screening: David Lagziel and Ehud Lehrer
2022: Policy Gradient Stock GAN for Realistic Discrete Order Data Generation in Financial Markets: Masanori Hirano, Hiroki Sakaji and Kiyoshi Izumi
2022: Adaptive Multi-Strategy Market-Making Agent For Volatile Markets: Ali Raheman, Anton Kolonin, Alexey Glushchenko, Arseniy Fokin and Ikram Ansari
2022: Impulse response estimation via flexible local projections: Haroon Mumtaz and Michele Piffer
2022: The Price and Cost of Bitcoin: John E. Marthinsen and Steven R. Gordon
2022: Estimation of Recursive Route Choice Models with Incomplete Trip Observations: Tien Mai, The Viet Bui, Quoc Phong Nguyen and Tho V. Le
2022: High-Frequency-Based Volatility Model with Network Structure: Huiling Yuan, Guodong Li and Junhui Wang
2022: NFT Appraisal Prediction: Utilizing Search Trends, Public Market Data, Linear Regression and Recurrent Neural Networks: Shrey Jain, Camille Bruckmann and Chase McDougall
2022: Causal Analysis of Generic Time Series Data Applied for Market Prediction: Anton Kolonin, Ali Raheman, Mukul Vishwas, Ikram Ansari, Juan Pinzon and Alice Ho
2022: The universality in urban commuting across and within cities: Lei Dong, Paolo Santi, Yu Liu, Siqi Zheng and Carlo Ratti
2022: Two-dimensional forward and backward transition rates: Theis Bathke and Marcus Christiansen
2022: A Multivariate Spatial and Spatiotemporal ARCH Model: Philipp Otto
2022: An empirical equilibrium model of formal and informal credit markets in developing countries: Fan Wang
2022: Changes in Retirement Savings During the COVID Pandemic: Elena Derby, Lucas Goodman, Kathleen Mackie and Jacob Mortenson
2022: Limits of Semistatic Trading Strategies: Marcel Nutz, Johannes Wiesel and Long Zhao
2022: Martingale Schr\"odinger Bridges and Optimal Semistatic Portfolios: Marcel Nutz, Johannes Wiesel and Long Zhao
2022: Pareto Optimization in Categories: Matilde Marcolli
2022: Forecasting Electricity Prices: Katarzyna Maciejowska, Bartosz Uniejewski and Rafał Weron
2022: Will claim history become a deprecated rating factor? An optimal design method for the real-time road risk model: Jiamin Yu
2022: CVA in fractional and rough volatility models: Elisa Al\`os, Fabio Antonelli, Alessandro Ramponi and Sergio Scarlatti
2022: Safe Delivery of Critical Services in Areas with Volatile Security Situation via a Stackelberg Game Approach: Tien Mai and Arunesh Sinha
2022: Quantum Bohmian Inspired Potential to Model Non-Gaussian Events and the Application in Financial Markets: Reza Hosseini, Samin Tajik, Zahra Koohi Lai, Tayeb Jamali, Emmanuel Haven and G. Reza Jafari
2022: Trade Facilitation and Economic Growth Among Middle-Income Countries: Victor Ijirshar
2022: Kyle's Model with Stochastic Liquidity: Ibrahim Ekren, Brad Mostowski and Gordan \v{Z}itkovi\'c
2022: An Efficient Approach for Optimizing the Cost-effective Individualized Treatment Rule Using Conditional Random Forest: Yizhe Xu, Tom H. Greene, Adam P. Bress, Brandon K. Bellows, Yue Zhang, Zugui Zhang, Paul Kolm, William S. Weintraub, Andrew S. Moran and Jincheng Shen
2022: Converting One-Way Streets to Two-Way Streets to Improve Transportation Network Efficiency and Reduce Vehicle Distance Traveled: Geoff Boeing and William Riggs
2022: Constructing Trinomial Models Based on Cubature Method on Wiener Space: Applications to Pricing Financial Derivatives: Hossein Nohrouzian, Anatoliy Malyarenko and Ying Ni
2022: MTE with Misspecification: Juli\'an Mart\'inez-Iriarte and Pietro Emilio Spini
2022: From point forecasts to multivariate probabilistic forecasts: The Schaake shuffle for day-ahead electricity price forecasting: Oliver Grothe, Fabian K\"achele and Fabian Kr\"uger
2022: A Structured Survey of Quantum Computing for the Financial Industry: Franco D. Albareti, Thomas Ankenbrand, Denis Bieri, Esther H\"anggi, Damian L\"otscher, Stefan Stettler and Marcel Sch\"ongens
2022: Predictive Accuracy of a Hybrid Generalized Long Memory Model for Short Term Electricity Price Forecasting: Souhir Ben Amor, Heni Boubaker and Lotfi Belkacem
2022: Digging into Primary Financial Market: Challenges and Opportunities of Adopting Blockchain: Ji Liu, Zheng Xu, Yanmei Zhang, Wei Dai, Hao Wu and Shiping Chen
2022: Who Benefits from Political Connections in Brazilian Municipalities: Pedro Forquesato
2022: Impacts of Public Information on Flexible Information Acquisition: Takashi Ui
2022: Optimal reconciliation with immutable forecasts: Bohan Zhang, Yanfei Kang, Anastasios Panagiotelis and Feng Li
2022: The 2020 Census Disclosure Avoidance System TopDown Algorithm: John Abowd, Robert Ashmead, Ryan Cumings-Menon, Simson Garfinkel, Micah Heineck, Christine Heiss, Robert Johns, Daniel Kifer, Philip Leclerc, Ashwin Machanavajjhala, Brett Moran, William Sexton, Matthew Spence and Pavel Zhuravlev
2022: Research on the accumulation effect model of technological innovation in textile industry based on chaos theory: Xiangtai Zuo
2022: A Dual Generalized Long Memory Modelling for Forecasting Electricity Spot Price: Neural Network and Wavelet Estimate: Souhir Ben Amor, Heni Boubaker and Lotfi Belkacem
2022: Eigen mode selection in human subject game experiment: Zhijian Wang, Qinmei Yao and Yijia Wang
2022: Constrained optimal stopping under a regime-switching model: Takuji Arai and Masahiko Takenaka
2022: Bad Weather, Social Network, and Internal Migration; Case of Japanese Sumo Wrestlers 1946-1985: Eiji Yamamura
2022: AI, Ageing and Brain-Work Productivity: Technological Change in Professional Japanese Chess: Eiji Yamamura and Ryohei Hayashi
2022: Nonparametric Analysis of Dynamic Random Utility Models: Nail Kashaev and Victor Aguiar
2022: Risk measures under model uncertainty: a Bayesian viewpoint: Christa Cuchiero, Guido Gazzani and Irene Klein
2022: JUE Insight: The (Non-)Effect of Opportunity Zones on Housing Prices: Jiafeng Chen, Edward Glaeser and David Wessel
2022: Learning Probability Distributions in Macroeconomics and Finance: Jozef Baruník and Luboš Hanus
2022: On allocations that give intersecting groups their fair share: Uriel Feige and Yehonatan Tahan
2022: Stability of China's Stock Market: Measure and Forecast by Ricci Curvature on Network: Xinyu Wang, Liang Zhao, Ning Zhang, Liu Feng and Haibo Lin
2022: Nonparametric Identification of Differentiated Products Demand Using Micro Data: Steven Berry and Philip Haile
2022: A stakeholder-oriented multi-criteria optimization model for decentral multi-energy systems: Nils K\"orber, Maximilian R\"ohrig and Andreas Ulbig
2022: Prediction of motor insurance claims occurrence as an imbalanced machine learning problem: Sebastian Baran and Przemys{\l}aw Rola
2022: Ensemble learning for portfolio valuation and risk management: Lotfi Boudabsa and Damir Filipovi\'c
2022: Variational Heteroscedastic Volatility Model: Zexuan Yin and Paolo Barucca
2022: Stock Price Prediction using Sentiment Analysis and Deep Learning for Indian Markets: Narayana Darapaneni, Anwesh Reddy Paduri, Himank Sharma, Milind Manjrekar, Nutan Hindlekar, Pranali Bhagat, Usha Aiyer and Yogesh Agarwal
2022: A critical assessment of the National Entrepreneurship Context Index of the Global Entrepreneurship Monitor: Cornelius A. Rietveld and Pankaj C. Patel
2022: Portfolio Optimization Using a Consistent Vector-Based MSE Estimation Approach: Maaz Mahadi, Tarig Ballal, Muhammad Moinuddin, Tareq Y. Al-Naffouri and Ubaid Al-Saggaf
2022: Inducing Social Optimality in Games via Adaptive Incentive Design: Chinmay Maheshwari, Kshitij Kulkarni, Manxi Wu and Shankar Sastry
2022: Impact of an Employment Policy on Companies' Expectations Fulfilment: Javier Espinosa-Brito, Carlos Yevenes-Ortega, Gonzalo Franetovic-Guzman and Diana Ochoa-Diaz
2022: Optimal brokerage contracts in Almgren-Chriss model with multiple clients: Guillermo Alonso Alvarez, Sergey Nadtochiy and Kevin Webster
2022: Optimal Routing for Constant Function Market Makers: Guillermo Angeris, Tarun Chitra, Alex Evans and Stephen Boyd
2022: The short-term effect of COVID-19 pandemic on China's crude oil futures market: A study based on multifractal analysis: Shao Ying-Hui, Liu Ying-Lin and Yang Yan-Hong
2022: Describing Sen's Transitivity Condition in Inequalities and Equations: Fujun Hou
2022: Bootstrap Cointegration Tests in ARDL Models: Stefano Bertelli, Gianmarco Vacca and Maria Zoia
2022: State capital involvement, managerial sentiment and firm innovation performance Evidence from China: Xiangtai Zuo
2022: Willingness to pay, surplus and Insurance policy under dual theory: Neji Saidi
2022: Revenue Management Under the Markov Chain Choice Model with Joint Price and Assortment Decisions: Anton J. Kleywegt and Hongzhang Shao
2022: Educational Inequality: Jo Blanden, Matthias Doepke and Jan Stuhler
2022: Local Knowledge and Natural Resource Management in a Peasant Farming Community Facing Rapid Change: A Critical Examination: Jules R. Siedenburg
2022: A Rotating Proposer Mechanism for Team Formation: Jian Low, Chen Hajaj and Yevgeniy Vorobeychik
2022: On Maximum Weighted Nash Welfare for Binary Valuations: Warut Suksompong and Nicholas Teh
2022: Optimal allocations to heterogeneous agents with an application to stimulus checks: Vegard M. Nygaard, Bent E. S{\o}rensen and Fan Wang
2022: Log-optimal portfolio after a random time: Existence, description and sensitivity analysis: Ferdoos Alharbi and Tahir Choulli
2022: The market drives ETFs or ETFs the market: causality without Granger: Peter Lerner
2022: Reputation as insurance: how reputation moderates public backlash following a company's decision to profiteer: Danae Arroyos-Calvera and Nattavudh Powdthavee
2022: Super-linear Scaling Behavior for Electric Vehicle Chargers and Road Map to Addressing the Infrastructure Gap: Alexius Wadell, Matthew Guttenberg, Christopher P. Kempes and Venkatasubramanian Viswanathan
2022: To Participate Or Not To Participate: An Investigation Of Strategic Participation In Standards: Paras Bhatt, Claire Vishik, Govind Hariharan and H. Raghav Rao
2022: Bridging the Gap: Decoding the Intrinsic Nature of Time in Market Data: James Glattfelder and Anton Golub
2022: Early life height and weight production functions with endogenous energy and protein inputs: Esteban Puentes, Fan Wang, Jere Behrman, Fl\'avio Cunha, John Hoddinott, John Maluccio, Linda S. Adair, Judith B. Borja, Reynaldo Martorell and Aryeh D. Stein
2022: Causal Discovery of Macroeconomic State-Space Models: Emmet Hall-Hoffarth
2022: Microtransit adoption in the wake of the COVID-19 pandemic: evidence from a choice experiment with transit and car commuters: Jason Soria, Shelly Etzioni, Yoram Shiftan, Amanda Stathopoulos and Eran Ben-Elia
2022: You are what your parents expect: Height and local reference points: Fan Wang, Esteban Puentes, Jere Behrman and Fl\'avio Cunha
2022: Retail Central Bank Digital Currencies (CBDC), Disintermediation and Financial Privacy: The Case of the Bahamian Sand Dollar: Kilian Wenker
2022: A Bootstrap-Assisted Self-Normalization Approach to Inference in Cointegrating Regressions: Karsten Reichold and Carsten Jentsch
2022: Technology and jobs: A systematic literature review: Kerstin H\"otte, Melline Somers and Angelos Theodorakopoulos
2022: On a Stochastic Model of Diversification: Maria Logvaneva and Mikhail Tselishchev
2022: Fewer, better pathways for all? Intersectional impacts of rural school consolidation in China's minority regions: Emily Hannum and Fan Wang
2022: The Price of COVID-19 Risk in a Public University: Duha Altindag, Samuel Cole and Richard Seals
2022: Electricity Price Forecasting: The Dawn of Machine Learning: Arkadiusz J\k{e}drzejewski, Jesus Lago, Grzegorz Marcjasz and Rafał Weron
2022: Calibration window selection based on change-point detection for forecasting electricity prices: Julia Nasiadka, Weronika Nitka and Rafał Weron
2022: Stability of heteroclinic cycles: a new approach: Telmo Peixe and Alexandre A. Rodrigues
2022: Robust Estimation of Conditional Factor Models: Qihui Chen
2022: Rural Pension System and Farmers' Participation in Residents' Social Insurance: Tao Xu
2022: Female Agency and its Implications on Mental and Physical Health: Evidence from the city of Dhaka: Upasak Das and Gindo Tampubolon
2022: Estimating Separable Matching Models: Alfred Galichon and Bernard Salani\'e
2022: No arbitrage global parametrization for the eSSVI volatility surface: Arianna Mingone
2022: The return of (I)DeFiX: Florentina \c{S}oiman, Guillaume Dumas and Sonia Jimenez-Garces
2022: Same environment, stratified impacts? Air pollution, extreme temperatures, and birth weight in south China: Xiaoying Liu, Jere Behrman, Emily Hannum, Fan Wang and Qingguo Zhao
2022: LoCoV: low dimension covariance voting algorithm for portfolio optimization: JunTao Duan and Ionel Popescu
2022: Optimal and Robust Disclosure of Public Information: Takashi Ui
2022: Racial Sentencing Disparities and Differential Progression Through the Criminal Justice System: Evidence From Linked Federal and State Court Data: Brendon McConnell
2022: A Network Approach to Consumption: Jan Schulz and Daniel M. Mayerhoffer
2022: A Network-Based Explanation of Inequality Perceptions: Jan Schulz, Daniel M. Mayerhoffer and Anna Gebhard
2022: Robust No-Regret Learning in Min-Max Stackelberg Games: Denizalp Goktas, Jiayi Zhao and Amy Greenwald
2022: Mixing Constant Sum and Constant Product Market Makers: Alexander Port and Neelesh Tiruviluamala
2022: Indirect Inference for Nonlinear Panel Models with Fixed Effects: Shuowen Chen
2022: Policy choices and outcomes for offshore wind auctions globally: Malte Jansen, Philipp Beiter, Iegor Riepin, Felix Muesgens, Victor Juarez Guajardo-Fajardo, Iain Staffell, Bernard Bulder and Lena Kitzing
2022: Continuity Postulates and Solvability Axioms in Economic Theory and in Mathematical Psychology: A Consolidation of the Theory of Individual Choice: Aniruddha Ghosh, M. Khan and Metin Uyanık
2022: Matching with Transfers under Distributional Constraints: Devansh Jalota, Michael Ostrovsky and Marco Pavone
2022: Towards Agnostic Feature-based Dynamic Pricing: Linear Policies vs Linear Valuation with Unknown Noise: Jianyu Xu and Yu-Xiang Wang
2022: Combining Experimental and Observational Data for Identification and Estimation of Long-Term Causal Effects: AmirEmad Ghassami, Alan Yang, David Richardson, Ilya Shpitser and Eric Tchetgen Tchetgen
2022: The Resilience of FDI to Natural Disasters through Industrial Linkages: Hayato Kato and Toshihiro Okubo
2022: Equilibrium master equations for time-inconsistent problems with distribution dependent rewards: Zongxia Liang and Fengyi Yuan
2022: Using maps to predict economic activity: Imryoung Jeong and Hyunjoo Yang
2022: Intra-Household Management of Joint Resources: Evidence from Malawi: Anna Josephson
2022: Macroscopic properties of buyer-seller networks in online marketplaces: Alberto Bracci, J\"orn Boehnke, Abeer ElBahrawy, Nicola Perra, Alexander Teytelboym and Andrea Baronchelli
2022: Modal equilibrium of a tradable credit scheme with a trip-based MFD and logit-based decision-making: Louis Balzer and Ludovic Leclercq
2022: Option Pricing with State-dependent Pricing Kernel: Chen Tong, Peter Hansen and Zhuo Huang
2022: Deep differentiable reinforcement learning and optimal trading: Thibault Jaisson
2022: Structural Sieves: Konrad Menzel
2022: A Review on Graph Neural Network Methods in Financial Applications: Jianian Wang, Sheng Zhang, Yanghua Xiao and Rui Song
2022: Flood Disasters and Health Among the Urban Poor: Michelle Escobar Carias, David Johnston, Rachel Knott and Rohan Sweeney
2022: Projection of Functionals and Fast Pricing of Exotic Options: Valentin Tissot-Daguette
2022: Noise, fake news, and tenacious Bayesians: Dorje C. Brody
2022: Gambits: Theory and Evidence: Shiva Maharaj, Nicholas Polson and Christian Turk
2022: A new look at the anthropogenic global warming consensus: an econometric forecast based on the ARIMA model of paleoclimate series: Gilmar V. F. Santos, Lucas G. Cordeiro, Claudio A. Rojo and Edison L. Leismann
2022: On the meaning of the Critical Cost Efficiency Index: Federico Echenique
2022: Stability of the Weak Martingale Optimal Transport Problem: Mathias Beiglb\"ock, Benjamin Jourdain, William Margheriti and Gudmund Pammer
2022: Deliberative Democracy with Dilutive Voting Power Sharing: Dimitrios Karoukis
2022: On the Efficiency of 5(4) RK-Embedded Pairs with High Order Compact Scheme and Robin Boundary Condition for Options Valuation: Chinonso Nwankwo and Weizhong Dai
2022: Risk Concentration and the Mean-Expected Shortfall Criterion: Xia Han, Bin Wang, Ruodu Wang and Qinyu Wu
2022: Knowledge for a warmer world: a patent analysis of climate change adaptation technologies: Kerstin H\"otte and Su Jung Jee
2022: RELATIO: Text Semantics Capture Political and Economic Narratives: Elliott Ash, Germain Gauthier and Philine Widmer
2022: Mortality in Germany during the Covid-19 pandemic: Alois Pichler and Dana Uhlig
2022: Mean Field Portfolio Games: Guanxing Fu and Chao Zhou
2022: A tensor-based unified approach for clustering coefficients in financial multiplex networks: Paolo Bartesaghi, Gian Paolo Clemente and Rosanna Grassi
2022: Efficient Peer Effects Estimators with Group Effects: Guido Kuersteiner, Ingmar Prucha and Ying Zeng
2022: Is More Precise Word of Mouth Better for a High Quality Firm?... Not Always: Mohsen Foroughifar and David Soberman
2022: Traveller behaviour in public transport in the early stages of the COVID-19 pandemic in the Netherlands: Sanmay Shelat, Oded Cats and Sander van Cranenburgh
2022: On a Standard Method for Measuring the Natural Rate of Interest: Daniel Buncic
2022: Star-shaped Risk Measures: Erio Castagnoli, Giacomo Cattelan, Fabio Maccheroni, Claudio Tebaldi and Ruodu Wang
2022: Spatial-SIR with Network Structure and Behavior: Lockdown Rules and the Lucas Critique: Alberto Bisin and Andrea Moro
2022: On the Approximate Purification of Mixed Strategies in Games with Infinite Action Sets: Yuhki Hosoya and Chaowen Yu
2022: Automation and Taxation: Kerstin H\"otte, Angelos Theodorakopoulos and Pantelis Koutroumpis
2022: Stable matching: an integer programming approach: Chao Huang
2022: The Climate Extended Risk Model (CERM): Josselin Garnier, Jean-Baptiste Gaudemet and Anne Gruz
2022: Permutation Tests at Nonparametric Rates: Marinho Bertanha and EunYi Chung
2022: Clearing prices under margin calls and the short squeeze: Zachary Feinstein
2022: A Characterization for Optimal Bundling of Products with Non-Additive Values: Soheil Ghili
2022: Challenges of Equitable Vaccine Distribution in the COVID-19 Pandemic: Joseph Bae, Darshan Gandhi, Jil Kothari, Sheshank Shankar, Jonah Bae, Parth Patwa, Rohan Sukumaran, Aviral Chharia, Sanjay Adhikesaven, Shloak Rathod, Irene Nandutu, Sethuraman Tv, Vanessa Yu, Krutika Misra, Srinidhi Murali, Aishwarya Saxena, Kasia Jakimowicz, Vivek Sharma, Rohan Iyer, Ashley Mehra, Alex Radunsky, Priyanshi Katiyar, Ananthu James, Jyoti Dalal, Sunaina Anand, Shailesh Advani, Jagjit Dhaliwal and Ramesh Raskar
2022: Self-Fulfilling Prophecies, Quasi Non-Ergodicity and Wealth Inequality: Jean-Philippe Bouchaud and Roger Farmer
2022: Fundamental theorem of asset pricing with acceptable risk in markets with frictions: Maria Arduca and Cosimo Munari
2022: Endogenous inverse demand functions: Maxim Bichuch and Zachary Feinstein
2022: Parametric measures of variability induced by risk measures: Fabio Bellini, Tolulope Fadina, Ruodu Wang and Yunran Wei
2022: Predicting S&P500 Index direction with Transfer Learning and a Causal Graph as main Input: Djoumbissie David Romain
2022: A GMM approach to estimate the roughness of stochastic volatility: Anine E. Bolko, Kim Christensen, Mikko S. Pakkanen and Bezirgen Veliyev
2022: Incentives, lockdown, and testing: from Thucydides's analysis to the COVID-19 pandemic: Emma Hubert, Thibaut Mastrolia, Dylan Possama\"i and Xavier Warin
2022: Social Welfare in Search Games with Asymmetric Information: Gilad Bavly, Yuval Heller and Amnon Schreiber
2022: Treatment recommendation with distributional targets: Anders Kock, David Preinerstorfer and Bezirgen Veliyev
2022: A Comparison of Methods for Treatment Assignment with an Application to Playlist Generation: Carlos Fern\'andez-Lor\'ia, Foster Provost, Jesse Anderton, Benjamin Carterette and Praveen Chandar
2022: Large and moderate deviations for stochastic Volterra systems: Antoine Jacquier and Alexandre Pannier
2022: Game Theoretic Consequences of Resident Matching: Yue Wu
2022: Sub-sampling and other considerations for efficient risk estimation in large portfolios: Michael B. Giles and Abdul-Lateef Haji-Ali
2022: Extensions of the Deep Galerkin Method: Ali Al-Aradi, Adolfo Correia, Danilo de Frietas Naiff, Gabriel Jardim and Yuri Saporito
2022: Tracking the circulation routes of fresh coins in Bitcoin: A way of identifying coin miners with transaction network structural properties: Zeng-Xian Lin and Xiao Fan Liu
2022: Robustness of Delta Hedging in a Jump-Diffusion Model: Frank Bosserhoff and Mitja Stadje
2022: Measuring productivity dispersion: a parametric approach using the L\'{e}vy alpha-stable distribution: Jangho Yang, Torsten Heinrich, Julian Winkler, François Lafond, Pantelis Koutroumpis and J. Farmer
2022: Homogeneity and heterogeneity of cryptocurrencies: Xiao Fan Liu, Zeng-Xian Lin and Xiao-Pu Han
2022: Efficient Fair Division with Minimal Sharing: Fedor Sandomirskiy and Erel Segal-Halevi
2022: Slow persuasion: Matteo Escud\'e and Ludvig Sinander
2022: An optional decomposition of $\mathscr{Y}^{g,\xi}-submartingales$ and applications to the hedging of American options in incomplete markets: Roxana Dumitrescu
2022: Fairness for Multi-Self Agents: Sophie Bade and Erel Segal-Halevi
2022: Matrix Completion Methods for Causal Panel Data Models: Susan Athey, Mohsen Bayati, Nikolay Doudchenko, Guido Imbens and Khashayar Khosravi
2022: Dynamic and Context-Dependent Stock Price Prediction Using Attention Modules and News Sentiment: Nicole Koenigstein
2022: Discovering material information using hierarchical Reformer model on financial regulatory filings: Francois Mercier and Makesh Narsimhan
2022: Robust Portfolio Design and Stock Price Prediction Using an Optimized LSTM Model: Jaydip Sen, Saikat Mondal and Gourab Nath
2022: The spillover effect of neighboring port on regional industrial diversification and regional economic resilience: Jung-In Yeon, Sojung Hwang and Bogang Jun
2022: Lyapunov based Stochastic Stability of Human-Machine Interaction: A Quantum Decision System Approach: Luke Snow, Shashwat Jain and Vikram Krishnamurthy
2022: Approximate Group Fairness for Clustering: Bo Li, Lijun Li, Ankang Sun, Chenhao Wang and Yingfan Wang
2022: Estimating the Effects of Educational System Consolidation: The Case of China's Rural School Closure Initiative: Emily Hannum, Xiaoying Liu and Fan Wang
2022: Designing a Transactive Electric Vehicle Agent with Customer's Participation Preference: Ankit Singhal, Sarmad Hanif, Bishnu Bhattarai, Fernando B. dos Reis, Hayden Reeve and Robert Pratt
2022: Labour by Design: Contributions of David Card, Joshua Angrist, and Guido Imbens: Peter Hull, Michal Koles\'ar and Christopher Walters
2022: Some New Views on Product Space and Related Diversification: \"Onder Nomaler and Bart Verspagen
2022: Core and stability notions in many-to-one matching markets with indifferences: Agustín Bonifacio, Noelia Juarez, Pablo Neme and Jorge Oviedo
2022: Put-Call Parities, absence of arbitrage opportunities and non-linear pricing rules: Lorenzo Bastianello, Alain Chateauneuf and Bernard Cornet
2022: Sample Recycling for Nested Simulation with Application in Portfolio Risk Measurement: Kun Zhang, Ben Mingbin Feng, Guangwu Liu and Shiyu Wang
2022: Application of Quantum Computers in Foreign Exchange Reserves Management: Martin Vesel\'y
2022: Difference-in-Differences for Policy Evaluation: Brantly Callaway
2022: Graph similarity learning for change-point detection in dynamic networks: Deborah Sulem, Henry Kenlay, Mihai Cucuringu and Xiaowen Dong
2022: Why Do Banks Find Business Process Compliance So Challenging? An Australian Case Study: Nigel Adams, Adriano Augusto, Michael Davern and Marcello La Rosa
2022: Measuring the Impact of Taxes and Public Services on Property Values: A Double Machine Learning Approach: Isaiah Hull and Anna Grodecka-Messi
2022: Dynamic Structure in Four-strategy Game: Theory and Experiment: Zhijian Wang, Shujie Zhou, Qinmei Yao and Yijia Wang
2022: Network structure and fragmentation of the Argentinean interbank markets: Federico Forte, Pedro Elosegui and Gabriel Montes-Rojas
2022: Are Instrumental Variables Really That Instrumental? Endogeneity Resolution in Regression Models for Comparative Studies: Ravi Kashyap
2022: Nash, Conley, and Computation: Impossibility and Incompleteness in Game Dynamics: Jason Milionis, Christos Papadimitriou, Georgios Piliouras and Kelly Spendlove
2022: Risk Assessment with Generic Energy Storage under Exogenous and Endogenous Uncertainty: Ning Qi, Lin Cheng, Yuxiang Wan, Yingrui Zhuang and Zeyu Liu
2022: The echo chamber effect resounds on financial markets: a social media alert system for meme stocks: Ilaria Gianstefani, Luigi Longo and Massimo Riccaboni
2022: Straightening skewed markets with an index tracking optimizationless portfolio: Daniele Bufalo, Michele Bufalo, Francesco Cesarone and Giuseppe Orlando
2022: A generalized precision matrix for t-Student distributions in portfolio optimization: Karoline Bax, Emanuele Taufer and Sandra Paterlini
2022: On the probability of a Condorcet winner among a large number of alternatives: Lisa Sauermann
2022: Information Preferences of Individual Agents in Linear-Quadratic-Gaussian Network Games: Furkan Sezer and Ceyhun Eksin
2022: A mean-field game of market-making against strategic traders: Bastien Baldacci, Philippe Bergault and Dylan Possama\"i
2022: The application of techniques derived from artificial intelligence to the prediction of the solvency of bank customers: case of the application of the cart type decision tree (dt): Karim Amzile and Rajaa Amzile
2022: The differences in SAPA Needs by Route, Traffic Volume and after COVID-19: Katsunobu Okamoto, Takuji Takemoto, Yoshimi Kawamoto and Sachiyo Kamimura
2022: Submission to the Commission on Taxation and Welfare on introducing a site value tax: Eoin Flaherty, Constantin Gurdgiev, Ronan Lyons, Emer \'O Siochr\'u and James Pike
2022: Standing Forest Coin (SFC): Marcelo de A. Borges, Guido L. de S. Filho, Cicero Inacio da Silva, Anderson M. P. Barros, Raul V. B. J. Britto, Nivaldo M. de C. Junior and Daniel F. L. de Souza
2022: An Algorithmic Introduction to Savings Circles: Rediet Abebe, Adam Eck, Christian Ikeokwu and Samuel Taggart
2022: Reducing overestimating and underestimating volatility via the augmented blending-ARCH model: Jun Lu and Shao Yi
2022: Bounds for Bias-Adjusted Treatment Effect in Linear Econometric Models: Deepankar Basu
2022: Exabel's Factor Model: {\O}yvind Grotmol, Michael Scheuerer, Kjersti Aas and Martin Jullum
2022: Performance evaluation of volatility estimation methods for Exabel: {\O}yvind Grotmol, Martin Jullum, Kjersti Aas and Michael Scheuerer
2022: Favorit: farmers volatility risk treatment: Dadasaheb G. Godase, P. R. Sheshagiri Rao and Anil Gore
2022: School-age Vaccination, School Openings and Covid-19 diffusion: Emanuele Amodio, Michele Battisti, Antonio Francesco Gravina, Andrea Lavezzi and Giuseppe Maggio
2022: Performance of long short-term memory artificial neural networks in nowcasting during the COVID-19 crisis: Daniel Hopp
2022: Dealing with Logs and Zeros in Regression Models: Christophe Bell\'ego, David Benatia and Louis Pape
2022: GAM(L)A: An econometric model for interpretable Machine Learning: Emmanuel Flachaire, Gilles Hacheme, Sullivan Hu\'e and S\'ebastien Laurent
2022: A General Framework for Impermanent Loss in Automated Market Makers: Neelesh Tiruviluamala, Alexander Port and Erik Lewis
2022: Vulnerability-CoVaR: Investigating the Crypto-market: Martin Waltz, Abhay Kumar Singh and Ostap Okhrin
2022: Cournot duopoly games with isoelastic demands and diseconomies of scale: Xiaoliang Li
2022: Maintenance Problem of Insufficiently Financed Pension Funds -- A Stochastic Approach: Manuel Alberto M. Ferreira
2022: The Variable Volatility Elasticity Model from Commodity Markets: Fuzhou Gong and Ting Wang
2022: Interactions between the individual and the group level in organizations: The case of learning and autonomous group adaptation: Dario Blanco-Fernandez, Stephan Leitner and Alexandra Rausch
2022: Dynamic groups in complex task environments: To change or not to change a winning team?: Dar\'io Blanco-Fern\'andez, Stephan Leitner and Alexandra Rausch
2022: Time Dependency, Data Flow, and Competitive Advantage: Ehsan Valavi, Joel Hestness, Marco Iansiti, Newsha Ardalani, Feng Zhu and Karim R. Lakhani
2022: Time and the Value of Data: Ehsan Valavi, Joel Hestness, Newsha Ardalani and Marco Iansiti
2022: The Digital Divide in Canada and the Role of LEO Satellites in Bridging the Gap: Tuheen Ahmmed, Afsoon Alidadi, Zichao Zhang, Aizaz U. Chaudhry and Halim Yanikomeroglu
2022: Convergence of Optimal Expected Utility for a Sequence of Discrete-Time Markets in Initially Enlarged Filtrations: Geoff Lindsell
2022: Double sweep LU decomposition for American options under negative rates: Fabien Le Floc'h
2022: Measurability of functionals and of ideal point forecasts: Tobias Fissler and Hajo Holzmann
2022: DeepTrust: A Reliable Financial Knowledge Retrieval Framework For Explaining Extreme Pricing Anomalies: Pok Wah Chan
2022: HiSA-SMFM: Historical and Sentiment Analysis based Stock Market Forecasting Model: Ishu Gupta, Tarun Kumar Madan, Sukhman Singh and Ashutosh Kumar Singh
2022: Quantum effects in an expanded Black-Scholes model: Anantya Bhatnagar and Dimitri D. Vvedensky
2022: Characteristics-driven returns in equilibrium: Guillaume Coqueret
2022: Gender differences of the effect of vaccination on perceptions of COVID-19 and mental health in Japan: Eiji Yamamura, Youki Kosaka, Yoshiro Tsutsui and Fumio Ohtake
2022: Effect of the COVID-19 vaccine on preventive behaviors: Evidence from Japan: Eiji Yamamura, Youki Koska, Yoshiro Tsutsui and Fumio Ohtake
2022: Phases of MANES: Multi-Asset Non-Equilibrium Skew Model of a Strongly Non-Linear Market with Phase Transitions: Igor Halperin
2022: Quantum Information Elicitation: Rafael Frongillo
2022: On the deterministic-shift extended CIR model in a negative interest rate framework: Marco Di Francesco and Kevin Kamm
2022: Granular Linkages, Supplier Cost Shocks & Export Performance: Santiago Camara
2022: Fairly Dividing Mixtures of Goods and Chores under Lexicographic Preferences: Hadi Hosseini, Sujoy Sikdar, Rohit Vaish and Lirong Xia
2022: A Comparative Study on Forecasting of Retail Sales: Md Rashidul Hasan, Muntasir A Kabir, Rezoan A Shuvro and Pankaz Das
2022: Measuring anomalies in cigarette sales by using official data from Spanish provinces: Are there only the anomalies detected by the Empty Pack Surveys (EPS) used by Transnational Tobacco Companies (TTCs)?: Pedro Cadahia, Antonio Golpe, Juan M. Mart\'in \'Alvarez and E. Asensio
2022: Improving Macroeconomic Model Validity and Forecasting Performance with Pooled Country Data using Structural, Reduced Form, and Neural Network Model: Cameron Fen and Samir Undavia
2022: Regression Monte Carlo for Impulse Control: Mike Ludkovski
2022: Fast Simulation-Based Bayesian Estimation of Heterogeneous and Representative Agent Models using Normalizing Flow Neural Networks: Cameron Fen
2022: Discrete, recurrent, and scalable patterns in human judgement underlie affective picture ratings: Emanuel A. Azcona, Byoung-Woo Kim, Nicole L. Vike, Sumra Bari, Shamal Lalvani, Leandros Stefanopoulos, Sean Woodward, Martin Block, Aggelos K. Katsaggelos and Hans C. Breiter
2022: Synthetic Controls in Action: Alberto Abadie and Jaume Vives-i-Bastida
2022: Game Dynamics Structure Control by Design: an Example from Experimental Economics: Zhijian Wang
2022: General properties of the Solutions to Moving Boundary Problems for Black-Sholes Equations: Hyong-Chol O and Tae-Song Choe
2022: Analytical Pricing of 2 Factor Structural PDE model for a Puttable Bond with Credit Risk: Hyong Chol O, Dae Song Choe and Gyong-Dok Rim
2022: Fusion of Sentiment and Asset Price Predictions for Portfolio Optimization: Mufhumudzi Muthivhi and Terence L. van Zyl
2022: Social Networks and Spatial Mobility: Evidence from Facebook in India: Harshil Sahai and Michael Bailey
2022: Optimal times to buy and sell a home: Matthew Lorig and Natchanon Suaysom
2022: Quantum advantage for multi-option portfolio pricing and valuation adjustments: Jeong Yu Han and Patrick Rebentrost
2022: The management of scientific and technological infrastructures: the case of the Mexican National Laboratories: L. Mungu\'ia, J. C. Escalante and E. Robles Belmont
2022: Explainable Machine Learning for Predicting Homicide Clearance in the United States: Gian Maria Campedelli
2022: A class of dissimilarity semimetrics for preference relations: Hiroki Nishimura and Efe A. Ok
2022: Populist Discourse and Entrepreneurship: The Role of Political Ideology and Institutions: Daniel L. Bennett, Christopher Boudreaux and Boris N. Nikolaev
2022: Cooperation and punishment mechanisms in uncertain and dynamic networks: Edoardo Gallo, Yohanes Riyanto, Nilanjan Roy and Tat-How Teh
2022: Sparsification and Filtering for Spatial-temporal GNN in Multivariate Time-series: Yuanrong Wang and Tomaso Aste
2022: Class Fairness in Online Matching: Hadi Hosseini, Zhiyi Huang, Ayumi Igarashi and Nisarg Shah
2022: Monetary policy and the racial wage gap: Edmond Berisha, Ram Dubey and Eric Olson
2022: Banking Deserts," City Size, and Socioeconomic Characteristics in Medium and Large U.S. Cities: Scott Hegerty
2022: Estimation of a Factor-Augmented Linear Model with Applications Using Student Achievement Data: Matthew Harding, Carlos Lamarche and Chris Muris
2022: Weighted-average quantile regression: Denis Chetverikov, Yukun Liu and Aleh Tsyvinski
2022: Offline Deep Reinforcement Learning for Dynamic Pricing of Consumer Credit: Raad Khraishi and Ramin Okhrati
2022: On the weak convergence rate in the discretization of rough volatility models: Christian Bayer, Masaaki Fukasawa and Shonosuke Nakahara
2022: Future role and economic benefits of hydrogen and synthetic energy carriers in Germany: a systematic review of long-term energy scenarios: Fabian Scheller, Stefan Wald, Hendrik Kondziella, Philipp Andreas Gunkel, Thomas Bruckner and Dogan Keles
2022: A highly efficient tensor network algorithm for multi-asset Fourier options pricing: Michael Kastoryano and Nicola Pancotti
2022: Data Science vs Putin: How much does each of us pay for Putin's war?: Fabian Braesemann and Max Schuler
2022: Using Donald Trump's COVID-19 Vaccine Endorsement to Give Public Health a Shot in the Arm: A Large-Scale Ad Experiment: Bradley Larsen, Timothy J. Ryan, Steven Greene, Marc J. Hetherington, Rahsaan Maxwell and Steven Tadelis
2022: Solution of integrals with fractional Brownian motion for different Hurst indices: Fei Gao, Shuaiqiang Liu, Cornelis Oosterlee and Nico M. Temme
2022: Latent Unbalancedness in Three-Way Gravity Models: Daniel Czarnowske and Amrei Stammann
2022: A Classifier-Lasso Approach for Estimating Production Functions with Latent Group Structures: Daniel Czarnowske
2022: Mapping evolving population geography in China: Lei Dong, Rui Du and Yu Liu
2022: A Robust Statistical Analysis of the Role of Hydropower on the System Electricity Price and Price Volatility: Olukunle O. Owolabi, Kathryn Lawson, Sanhita Sengupta, Yingsi Huang, Lan Wang, Chaopeng Shen, Mila Getmansky Sherman and Deborah A. Sunter
2022: Machine learning model to project the impact of Ukraine crisis: Javad T. Firouzjaee and Pouriya Khaliliyan
2022: Amending the Heston Stochastic Volatility Model to Forecast Local Motor Vehicle Crash Rates: A Case Study of Washington, D.C: Darren Shannon and Grigorios Fountas
2022: Optimal Exploration of an Exhaustible Resource with Stochastic Discoveries: Ivar Ekeland, Wolfram Schlenker, Peter Tankov and Brian Wright
2022: A Matching Mechanism for Provision of Housing to the Marginalized: J Ceasar Aguma
2022: Descending Price Auctions with Bounded Number of Price Levels and Batched Prophet Inequality: Saeed Alaei, Ali Makhdoumi, Azarakhsh Malekian and Rad Niazadeh
2022: Precise Stock Price Prediction for Optimized Portfolio Design Using an LSTM Model: Jaydip Sen, Sidra Mehtab, Abhishek Dutta and Saikat Mondal
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2022: Doubly truncated moment risk measures for elliptical distributions: Baishuai Zuo and Chuancun Yin
2022: Satellite Image and Machine Learning based Knowledge Extraction in the Poverty and Welfare Domain: Ola Hall, Mattias Ohlsson and Thortseinn R\"ognvaldsson
2022: Multivariate doubly truncated moments for generalized skew-elliptical distributions with application to multivariate tail conditional risk measures: Baishuai Zuo and Chuancun Yin
2022: The Economics and Econometrics of Gene-Environment Interplay: Pietro Biroli, Titus Galama, Stephanie von Hinke, Hans van Kippersluis, Cornelius A. Rietveld and Kevin Thom
2022: Awareness and use of quantitative decision-making methods in pharmaceutical development: Guido Th\"ommes, Martin Oliver Sailer, Nicolas Bonnet, Alex Carlton, Juan J. Abellan and Veronique Robert
2022: The resilience of the multirelational structure of geopolitical treaties is critically linked to past colonial world order and offshore fiscal havens: Pier Luigi Sacco, Alex Arenas and Manlio De Domenico
2022: Making use of supercomputers in financial machine learning: Philippe Cotte, Pierre Lagier, Vincent Margot and Christophe Geissler
2022: Clustering Drives Cooperation on Reputation Networks, All Else Fixed: Tamas David-Barrett
2022: Minimax Risk in Estimating Kink Threshold and Testing Continuity: Javier Hidalgo, Heejun Lee, Jungyoon Lee and Myung Hwan Seo
2022: Formalizing Oracle Trust Models for blockchain-based business applications. An example from the supply chain sector: Giulio Caldarelli
2022: Personalized Subsidy Rules: Yu-Chang Chen and Haitian Xie
2022: Nonparametric Adaptive Robust Control Under Model Uncertainty: Erhan Bayraktar and Tao Chen
2022: The Nature of Losses from Cyber-Related Events: Risk Categories and Business Sectors: Pavel V. Shevchenko, Jiwook Jang, Matteo Malavasi, Gareth W. Peters, Georgy Sofronov and Stefan Tr\"uck
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2022: Constructing a NFT Price Index and Applications: Hugo Schnoering and Hugo Inzirillo
2022: An Equilibrium Model of the First-Price Auction with Strategic Uncertainty: Theory and Empirics: Bernhard Kasberger
2022: Threshold Asymmetric Conditional Autoregressive Range (TACARR) Model: Isuru Ratnayake and V. A. Samaranayake
2022: Regime recovery using implied volatility in Markov modulated market model: Anindya Goswami, Kedar Nath Mukherjee, Irvine Homi Patalwala and Sanjay N. S
2022: Decomposing LIBOR in Transition: Evidence from the Futures Markets: David Skovmand and Jacob Bjerre Skov
2022: Strategic Storage Investment in Electricity Markets: Dongwei Zhao, Mehdi Jafari, Audun Botterud and Apurba Sakti
2022: Evolutionary correlation, regime switching, spectral dynamics and optimal trading strategies for cryptocurrencies and equities: Nick James
2022: On the Equivalence of Two Competing Affirmative Actions in School Choice: Yun Liu
2022: FinRL-Meta: A Universe of Near-Real Market Environments for Data-Driven Deep Reinforcement Learning in Quantitative Finance: Xiao-Yang Liu, Jingyang Rui, Jiechao Gao, Liuqing Yang, Hongyang Yang, Zhaoran Wang, Christina Dan Wang and Jian Guo
2022: Stability of Cournot duopoly games with isoelastic demands and quadratic costs: Xiaoliang Li and Li Su
2022: Agglomeration triggered by the effect of the number of regions: A model in NEG with a quadratic subutility: Kensuke Ohtake
2022: China's Easily Overlooked Monetary Transmission Mechanism: Monetary Reservoir: Shuguang Xiao, Xinglin Lai and Jiamin Peng
2022: Modelling hetegeneous treatment effects by quantitle local polynomial decision tree and forest: Lai Xinglin
2022: Do price reductions attract customers in urban public transport? A synthetic control approach: Hannes Wallimann, Kevin Bl\"attler and Widar von Arx
2022: On Risk and Time Pressure: When to Think and When to Do: Christoph Carnehl and Johannes Schneider
2022: Marriage through friends: Ugo Bolletta and Luca Merlino
2022: Cyber Risk Frequency, Severity and Insurance Viability: Matteo Malavasi, Gareth W. Peters, Pavel V. Shevchenko, Stefan Tr\"uck, Jiwook Jang and Georgy Sofronov
2022: Economic consequences of covid-19 pandemic to the sub-Saharan Africa: an historical perspective: Anthony Akinlo and Segun Michael Ojo
2022: Interpolating commodity futures prices with Kriging: Andrea Maran and Andrea Pallavicini
2022: Cycles to compute the full set of many-to-many stable matchings: Agustín Bonifacio, Noelia Juarez, Pablo Neme and Jorge Oviedo
2022: Ordinal Synchronization and Typical States in High-Frequency Digital Markets: Mario L\'opez P\'erez and Ricardo Mansilla
2022: A Hierarchical Local Electricity Market for a DER-rich Grid Edge: Vineet Jagadeesan Nair, Venkatesh Venkataramanan, Rabab Haider and Anuradha Annaswamy
2022: Actuarial-consistency and two-step actuarial valuations: a new paradigm to insurance valuation: Karim Barigou, Dani\"el Linders and Fan Yang
2022: Smartphone Data Reveal Neighborhood-Level Racial Disparities in Police Presence: M. Keith Chen, Katherine L. Christensen, Elicia John, Emily Owens and Yilin Zhuo
2022: SPLICE: A Synthetic Paid Loss and Incurred Cost Experience Simulator: Benjamin Avanzi, Gregory Clive Taylor and Melantha Wang
2022: Net Buying Pressure and the Information in Bitcoin Option Trades: Carol Alexander, Jun Deng, Jianfen Feng and Huning Wan
2022: Continuous-time Portfolio Optimization for Absolute Return Funds: Masashi Ieda
2022: Temporal-Relational Hypergraph Tri-Attention Networks for Stock Trend Prediction: Chaoran Cui, Xiaojie Li, Juan Du, Chunyun Zhang, Xiushan Nie, Meng Wang and Yilong Yin
2022: A Theory of Ex Post Rationalization: Erik Eyster, Shengwu Li and Sarah Ridout
2022: Time Series Estimation of the Dynamic Effects of Disaster-Type Shock: Richard Davis and Serena Ng
2022: Habits and demand changes after COVID-19: Mauro Bambi, Daria Ghilli, Fausto Gozzi and Marta Leocata
2022: SoK: Yield Aggregators in DeFi: Simon Cousaert, Jiahua Xu and Toshiko Matsui
2022: Wavelet analysis and energy-based measures for oil-food price relationship as a footprint of financialisation effect: Loretta Mastroeni, Alessandro Mazzoccoli, Greta Quaresima and Pierluigi Vellucci
2022: Minimax Kernel Machine Learning for a Class of Doubly Robust Functionals with Application to Proximal Causal Inference: AmirEmad Ghassami, Andrew Ying, Ilya Shpitser and Eric Tchetgen Tchetgen
2022: The lattice of worker-quasi-stable matchings: Agustín Bonifacio, Nadia Guiñazu, Noelia Juarez, Pablo Neme and Jorge Oviedo
2022: Multi-asset optimal execution and statistical arbitrage strategies under Ornstein-Uhlenbeck dynamics: Philippe Bergault, Fay\c{c}al Drissi and Olivier Gu\'eant
2022: Regression based thresholds in principal loading analysis: J. O. Bauer and B. Drabant
2022: A Bayesian Graphical Approach for Large-Scale Portfolio Management with Fewer Historical Data: Sakae Oya
2022: Mechanism Design under Approximate Incentive Compatibility: Santiago Balseiro, Omar Besbes and Francisco Castro
2022: Approximation of Stochastic Volterra Equations with kernels of completely monotone type: Aur\'elien Alfonsi and Ahmed Kebaier
2022: A Scaling Limit for Utility Indifference Prices in the Discretized Bachelier Model: Asaf Cohen and Yan Dolinsky
2022: Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions: Alain Hecq, Marie Ternes and Ines Wilms
2022: On the implementation of Approximate Randomization Tests in Linear Models with a Small Number of Clusters: Yong Cai, Ivan Canay, Deborah Kim and Azeem Shaikh
2022: Cross impact in derivative markets: Mehdi Tomas, Iacopo Mastromatteo and Michael Benzaquen
2022: On the Indecisiveness of Kelly-Strategyproof Social Choice Functions: Felix Brandt, Martin Bullinger and Patrick Lederer
2022: HANA: A HAndwritten NAme Database for Offline Handwritten Text Recognition: Christian Dahl, Torben Johansen, Emil N. S{\o}rensen and Simon Wittrock
2022: Green governments: Niklas Potrafke and Kaspar Wüthrich
2022: Forward utility and market adjustments in relative investment-consumption games of many players: Goncalo dos Reis and Vadim Platonov
2022: FinRL: A Deep Reinforcement Learning Library for Automated Stock Trading in Quantitative Finance: Xiao-Yang Liu, Hongyang Yang, Qian Chen, Runjia Zhang, Liuqing Yang, Bowen Xiao and Christina Dan Wang
2022: Emotions in Online Content Diffusion: Yifan Yu, Shan Huang, Yuchen Liu and Yong Tan
2022: Optimal Collaterals in Multi-Enterprise Investment Networks: Moshe Babaioff, Yoav Kolumbus and Eyal Winter
2022: Nonparametric Adaptive Bayesian Stochastic Control Under Model Uncertainty: Tao Chen and Jiyoun Myung
2022: A Systematic Comparison of Forecasting for Gross Domestic Product in an Emergent Economy: Kleyton da Costa, Felipe Leite Coelho da Silva, Josiane da Silva Cordeiro Coelho and Andr\'e de Melo Modenesi
2022: Protectionism and economic growth: Causal evidence from the first era of globalization: Niklas Potrafke, Fabian Ruthardt and Kaspar W\"uthrich
2022: Data-Driven Models of Selfish Routing: Why Price of Anarchy Does Depend on Network Topology: Francisco Benita, Vittorio Bil\`o, Barnab\'e Monnot, Georgios Piliouras and Cosimo Vinci
2022: Estimation of time-varying kernel densities and chronology of the impact of COVID-19 on financial markets: Matthieu Garcin, Jules Klein and Sana Laaribi
2022: Global Representation of the Conditional LATE Model: A Separability Result: Yu-Chang Chen and Haitian Xie
2022: Optimal Attention Management: A Tractable Framework: Elliot Lipnowski, Laurent Mathevet and Dong Wei
2022: Optimal Consumption with Reference to Past Spending Maximum: Shuoqing Deng, Xun Li, Huyen Pham and Xiang Yu
2022: Distributional robustness of K-class estimators and the PULSE: Martin Emil Jakobsen and Jonas Peters
2022: Model Uncertainty: A Reverse Approach: Felix-Benedikt Liebrich, Marco Maggis and Gregor Svindland
2022: How to build a cross-impact model from first principles: Theoretical requirements and empirical results: Mehdi Tomas, Iacopo Mastromatteo and Michael Benzaquen
2022: Inf-convolution and optimal risk sharing with countable sets of risk measures: Marcelo Righi and Marlon Ruoso Moresco
2022: Backward CUSUM for Testing and Monitoring Structural Change with an Application to COVID-19 Pandemic Data: Sven Otto and Jörg Breitung
2022: Estimating Economic Models with Testable Assumptions: Theory and Applications: Moyu Liao
2022: With or without replacement? Sampling uncertainty in Shepp's urn scheme: Kristoffer Glover
2022: Innovation and Strategic Network Formation: Krishna Dasaratha
2022: Inference of Binary Regime Models with Jump Discontinuities: Milan Kumar Das, Anindya Goswami and Sharan Rajani
2022: Informational Content of Factor Structures in Simultaneous Binary Response Models: Shakeeb Khan, Arnaud Maurel and Yichong Zhang
2022: Mapping Firms' Locations in Technological Space: A Topological Analysis of Patent Statistics: Emerson G. Escolar, Yasuaki Hiraoka, Mitsuru Igami and Yasin Ozcan
2022: Consistent Time-Homogeneous Modeling of SPX and VIX Derivatives: Andrew Papanicolaou
2022: Identification and estimation of multinomial choice models with latent special covariates: Nail Kashaev
2022: Decentralized Pure Exchange Processes on Networks: Daniele Cassese and Paolo Pin
2022: Options as Silver Bullets: Valuation of Term Loans, Inventory Management, Emissions Trading and Insurance Risk Mitigation using Option Theory: Ravi Kashyap
2022: Artificial Intelligence and work: a critical review of recent research from the social sciences: Jean-Philippe Deranty and Thomas Corbin
2022: A Case Study on Nutek India Limited, Regarding Deep Fall in Share Price: Gurjeet Singh and Pankaj Nagar
2022: Journey of Cryptocurrency in India In View of Financial Budget 2022-23: Varun Shukla, Manoj Kumar Misra and Atul Chaturvedi
2022: Grandes fraudes y gobiernos corporativos en la Econom\'ia desde mediados del siglo XX: I Mart\'in-de-Santos
2022: Neural Network and Order Flow, Technical Analysis: Predicting short-term direction of futures contract: Yiyang Zheng
2022: Deep Reinforcement Learning and Convex Mean-Variance Optimisation for Portfolio Management: Ruan Pretorius and Terence van Zyl
2022: On the dependence structure of the trade/no trade sequence of illiquid assets: Hamdi Ra\"issi
2022: Improved iterative methods for solving risk parity portfolio: Jaehyuk Choi and Rong Chen
2022: Estimating causal effects with optimization-based methods: A review and empirical comparison: Martin Cousineau, Vedat Verter, Susan A. Murphy and Joelle Pineau
2022: Risk-Neutral Market Simulation: Magnus Wiese and Phillip Murray
2022: Dynamic Spatiotemporal ARCH Models: Philipp Otto, Osman Do\u{g}an and S\"uleyman Ta\c{s}p{\i}nar
2022: Forecasting US Inflation Using Bayesian Nonparametric Models: Todd Clark, Florian Huber, Gary Koop and Massimiliano Marcellino
2022: Effect of tax dynamics on linearly growing processes under stochastic resetting: a possible economic model: Ion Santra
2022: Taxpayer deductions and the endogenous probability of tax penalisation: Alex A. T. Rathke
2022: Instant Loans Can Lift Subjective Well-Being: A Randomized Evaluation of Digital Credit in Nigeria: Daniel Bj\"orkegren, Joshua Blumenstock, Omowunmi Folajimi-Senjobi, Jacqueline Mauro and Suraj R. Nair
2022: The political economy of big data leaks: Uncovering the skeleton of tax evasion: Pier Luigi Sacco, Alex Arenas and Manlio De Domenico
2022: An analysis of indifference curves and areas from a human nutrition perspective: Diego Rold\'an, Ang\'elica Abad Cisneros, Francisco Rold\'an-Ar\'auz, Samantha Leta Angamarca and Anah\'i Ram\'irez Zambrano
2022: A contagion process with self-exciting jumps in credit risk applications: Puneet Pasricha, Dharmaraja Selvamuthu and Selvaraju Natarajan
2022: Does an increase in the cost of imported inputs hurt exports? Evidence from firms' network of foreign suppliers: Santiago Camara
2022: Delta family approach for the stochastic control problems of utility maximization: Jingtang Ma, Zhengyang Lu and Zhenyu Cui
2022: Measuring Shocks to Central Bank Independence using Legal Rulings: Stefan Griller, Florian Huber and Michael Pfarrhofer
2022: The outcome of the restabilization process in matching markets: Mill\'an Guerra Beatriz Alejandra
2022: Can autonomy make bicycle-sharing systems more sustainable? Environmental impact analysis of an emerging mobility technology: Naroa Coretti Sanchez, Luis Alonso Pastor and Kent Larson
2022: Bridging Level-K to Nash Equilibrium: Dan Levin and Luyao Zhang
2022: Confidence Intervals of Treatment Effects in Panel Data Models with Interactive Fixed Effects: Xingyu Li, Yan Shen and Qiankun Zhou
2022: A 2D Levy-flight model for the complex dynamics of real-life financial markets: Hediye Yarahmadi and Abbas Ali Saberi
2022: Pricing options on flow forwards by neural networks in Hilbert space: Fred Espen Benth, Nils Detering and Luca Galimberti
2022: Can LSTM outperform volatility-econometric models?: German Rodikov and Nino Antulov-Fantulin
2022: Price formation in financial markets: a game-theoretic perspective: David Evangelista, Yuri Saporito and Yuri Thamsten
2022: Exploring Classic Quantitative Strategies: Jun Lu
2022: Neural Generalised AutoRegressive Conditional Heteroskedasticity: Zexuan Yin and Paolo Barucca
2022: Systemic Risk in Financial Systems: Properties of Equilibria: John Stachurski
2022: Differentially Private Estimation of Heterogeneous Causal Effects: Fengshi Niu, Harsha Nori, Brian Quistorff, Rich Caruana, Donald Ngwe and Aadharsh Kannan
2022: Honour Thesis: A Joint Value at Risk and Expected Shortfall Combination Framework and its Applications in the Cryptocurrency Market: Zhengkun Li
2022: Macroeconomic Effect of Uncertainty and Financial Shocks: a non-Gaussian VAR approach: Olli Palm\'en
2022: Crypto-assets better safe-havens than Gold during Covid-19: The case of European indices: Alhonita Yatie
2022: Risk Parity Portfolios with Skewness Risk: An Application to Factor Investing and Alternative Risk Premia: Benjamin Bruder, Nazar Kostyuchyk and Thierry Roncalli
2022: Discrimination Against Immigrants in the Criminal Justice System: Evidence from Pretrial Detentions: Patricio Dom\'inguez, Nicolas Grau and Dami\'an Vergara
2022: Sequential Information Design: Markov Persuasion Process and Its Efficient Reinforcement Learning: Jibang Wu, Zixuan Zhang, Zhe Feng, Zhaoran Wang, Zhuoran Yang, Michael I. Jordan and Haifeng Xu
2022: The geographic proximity effect on domestic cross-sector vis-a-vis intra-sector research collaborations: Giovanni Abramo, Francesca Apponi and Ciriaco Andrea D'Angelo
2022: Commuting to work and gender-conforming social norms: evidence from same-sex couples: Sonia Oreffice and Dario Sansone
2022: Darwin Among the Cryptocurrencies: Bernhard K. Meister and Henry C. W. Price
2022: Yields: The Galapagos Syndrome Of Cryptofinance: Bernhard K. Meister and Henry C. W. Price
2022: The Good Shepherd: An Oracle Agent for Mechanism Design: Jan Balaguer, Raphael Koster, Christopher Summerfield and Andrea Tacchetti
2022: A Dutch book argument for belief consistency: Emiliano Catonini
2022: Extremal Dependence in Australian Electricity Markets: Lin Han, Ivor Cribben and Stefan Trueck
2022: Schr\"{o}dinger Risk Diversification Portfolio: Yusuke Uchiyama and Kei Nakagawa
2022: On proportionality in multi-issue problems with crossed claims: Rick K. Acosta-Vega, Encarnaci\'on Algaba and Joaqu\'in S\'anchez-Soriano
2022: On the Dynamics of Solid, Liquid and Digital Gold Futures: Toshiko Matsui, Ali Al-Ali and William J. Knottenbelt
2022: Fast high-dimensional integration using tensor networks: Sebastian Cassel
2022: Reciprocity in Machine Learning: Mukund Sundararajan and Walid Krichene
2022: Long Run Risk in Stationary Structural Vector Autoregressive Models: Christian Gourieroux and Joann Jasiak
2022: Counterfactual Analysis of the Impact of the IMF Program on Child Poverty in the Global-South Region using Causal-Graphical Normalizing Flows: Sourabh Balgi, Jose M. Pe\~na and Adel Daoud
2022: Machine Learning Models in Stock Market Prediction: Gurjeet Singh
2022: A multivariate extension of the Misspecification-Resistant Information Criterion: Gery Andr\'es D\'iaz Rubio, Simone Giannerini and Greta Goracci
2022: Fairness constraint in Structural Econometrics and Application to fair estimation using Instrumental Variables: Samuele Centorrino, Jean-Pierre Florens and Jean-Michel Loubes
2022: Stock Embeddings: Learning Distributed Representations for Financial Assets: Rian Dolphin, Barry Smyth and Ruihai Dong
2022: Objectives of platform research: A co-citation and systematic literature review analysis: Fabian Schueler and Dimitri Petrik
2022: Emerging trends in soybean industry: Siddhartha Paul Tiwari
2022: A 3D index for measuring economic resilience with application to the modern international and global financial crises: Dimitrios Tsiotas
2022: Optimal market completion through financial derivatives with applications to volatility risk: Matt Davison, Marcos Escobar-Anel and Yichen Zhu
2022: Fair Division with Money and Prices: Anna Bogomolnaia and Herve Moulin
2022: A note on hospital financing: local financing vs. central financing: Raffaele Mosca
2022: Toward an efficient hybrid method for pricing barrier options on assets with stochastic volatility: Alexander Lipton and Artur Sepp
2022: An SMP-Based Algorithm for Solving the Constrained Utility Maximization Problem via Deep Learning: Kristof Wiedermann
2022: Transparency principle for carbon emissions drives sustainable finance: Chris Kenyon, Mourad Berrahoui and Andrea Macrina
2022: Stablecoins and Central Bank Digital Currencies: Policy and Regulatory Challenges: Barry Eichengreen and Ganesh Viswanath-Natraj
2022: The ATM implied volatility slope, the (dual) volatility swap, and the (dual) zero vanna implied volatility: Frido Rolloos
2022: Computing Black Scholes with Uncertain Volatility-A Machine Learning Approach: Kathrin Hellmuth and Christian Klingenberg
2022: Forecasting Stock Options Prices via the Solution of an Ill-Posed Problem for the Black-Scholes Equation: Michael V. Klibanov, Aleksander A. Shananin, Kirill V. Golubnichiy and Sergey M. Kravchenko
2022: Estimating risks of option books using neural-SDE market models: Samuel N. Cohen, Christoph Reisinger and Sheng Wang
2022: International Co-Branding and Firms Finance Performance: Hengameh Fakhravar and Hesamoddin Tahami
2022: Sequential Monte Carlo With Model Tempering: Marko Mlikota and Frank Schorfheide
2022: Wasserstein Solution Quality and the Quantum Approximate Optimization Algorithm: A Portfolio Optimization Case Study: Jack S. Baker and Santosh Kumar Radha
2022: Two is better than one: Regularized shrinkage of large minimum variance portfolio: Taras Bodnar, Nestor Parolya and Erik Thors\'en
2022: High-Dimensional Dynamic Stochastic Model Representation: Aryan Eftekhari and Simon Scheidegger
2022: Super-replication prices with multiple-priors in discrete time: Romain Blanchard and Laurence Carassus
2022: Order of Commitments in Bayesian Persuasion with Partial-informed Senders: Shih-Tang Su and Vijay G. Subramanian
2022: Reduced-Form Allocations with Complementarity: A 2-Person Case: Xu Lang
2022: Semi-analytical pricing of barrier options in the time-dependent Heston model: Peter Carr, A. Itkin and D. Muravey
2022: Artificial Intelligence and Auction Design: Martino Banchio and Andrzej Skrzypacz
2022: Equilibrium Defaultable Corporate Debt and Investment: Hong Chen and Murray Zed Frank
2022: The Evolution of Blockchain: from Lit to Dark: Agostino Capponi, Ruizhe Jia and Ye Wang
2022: Inflation and income inequality: Does the level of income inequality matter?: Edmond Berisha, Ram Dubey and Orkideh Gharehgozli
2022: Strong core and Pareto-optimal solutions for the multiple partners matching problem under lexicographic preferences: P\'eter Bir\'o and Gergely Cs\'aji
2022: An Epidemic Compartment Model for Economic Policy Directions for Managing Future Pandemic: Zachariah Sinkala, Vajira Manathunga and Bichaka Fayissa
2022: Robust Policy Selection and Harvest Risk Quantification for Natural Resources Management under Model Uncertainty: Georgios I. Papayiannis
2022: Benign-Overfitting in Conditional Average Treatment Effect Prediction with Linear Regression: Masahiro Kato and Masaaki Imaizumi
2022: How rare are the properties of binary relations?: Ram Dubey and Giorgio Laguzzi
2022: Privacy Protection, Measurement Error, and the Integration of Remote Sensing and Socioeconomic Survey Data: Jeffrey Michler, Anna Josephson, Talip Kilic and Siobhan Murray
2022: Rationalizable Implementation of Social Choice Functions: Complete Characterization: Siyang Xiong
2022: Creating an institutional ecosystem for cash transfer programming: Lessons from post-disaster governance in Indonesia: Jonatan A. Lassa, Gisela Emanuela Nappoe and Susilo Budhi Sulistyo
2022: Regulatory Instruments for Fair Personalized Pricing: Renzhe Xu, Xingxuan Zhang, Peng Cui, Bo Li, Zheyan Shen and Jiazheng Xu
2022: Optimal annuitization post-retirement with labor income: Xiang Gao, Cody Hyndman, Traian A. Pirvu and Petar Jevti\'c
2022: Managers versus Machines: Do Algorithms Replicate Human Intuition in Credit Ratings?: Matthew Harding and Gabriel F. R. Vasconcelos
2022: Efficiency with(out) intermediation in repeated bilateral trade: Rohit Lamba
2022: Behavioral epidemiology: An economic model to evaluate optimal policy in the midst of a pandemic: Shomak Chakrabarti, Ilia Krasikov and Rohit Lamba
2022: On Solving Robust Log-Optimal Portfolio: A Supporting Hyperplane Approximation Approach: Chung-Han Hsieh
2022: Cuierzhuang Phenomenon: A model of rural industrialization in north China: Jinghan Tian and Jianhua Wang
2022: US Salary History Bans -- Strategic Disclosure by Job Applicants and the Gender Pay Gap: Sourav Sinha
2022: The Marginal Labor Supply Disincentives of Welfare: Evidence from Administrative Barriers to Participation: Robert Moffitt and Matthew V. Zahn
2022: Forecasting Environmental Data: An example to ground-level ozone concentration surfaces: Alexander Gleim and Nazarii Salish
2022: Derivatives Risks as Costs in a One-Period Network Model: Dorinel Bastide, St\'ephane Cr\'epey, Samuel Drapeau and Mekonnen Tadese
2022: Financial Crisis in the Framework of Non-zero Temperature Balance Theory: MohammadReza Zahedian, Mahsa Bagherikalhor, Andrey Trufanov and G. Reza Jafari
2022: Predicting Default Probabilities for Stress Tests: A Comparison of Models: Martin Guth
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2022: Withdrawal Success Estimation: Hayden Brown
2022: Detecting Structural Breaks in Foreign Exchange Markets by using the group LASSO technique: Mikio Ito
2022: Differentiable Economics for Randomized Affine Maximizer Auctions: Michael Curry, Tuomas Sandholm and John Dickerson
2022: Stable cooperation emerges in stochastic multiplicative growth: Lorenzo Fant, Onofrio Mazzarisi, Emanuele Panizon and Jacopo Grilli
2022: Hierarchical Risk Parity and Minimum Variance Portfolio Design on NIFTY 50 Stocks: Jaydip Sen, Sidra Mehtab, Abhishek Dutta and Saikat Mondal
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2022: The economics of malnutrition: Dietary transition and food system transformation: William Masters, Amelia B. Finaret and Steven Block
2022: Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models: H. Peter Boswijk, Giuseppe Cavaliere, Luca De Angelis and Robert Taylor
2022: The end of 'set it and forget it' pricing? Opportunities for market-based freight contracts: Angela Acocella, Chris Caplice and Yossi Sheffi
2022: Portfolio Choice with Indivisible and Illiquid Housing Assets: The Case of Spain: Sergio Mayordomo, Mar\'ia Rodriguez-Moreno and Juan Ignacio Pe\~na
2022: Measuring Systemic Risk: Common Factor Exposures and Tail Dependence Effects: Wan-Chien Chiu, Juan Ignacio Pe\~na and Chih-Wei Wang
2022: Are all Credit Default Swap Databases equal?: Sergio Mayordomo, Juan Ignacio Pe\~na and Eduardo S. Schwartz
2022: StonkBERT: Can Language Models Predict Medium-Run Stock Price Movements?: Stefan Pasch and Daniel Ehnes
2022: Industry Characteristics and Financial Risk Spillovers: Wan-Chien Chiua, Juan Ignacio Pe\~na and Chih-Wei Wang
2022: Derivatives Holdings and Systemic Risk in the U.S. Banking Sector: Sergio Mayordomo, Maria Rodriguez-Moreno and Juan Ignacio Pe\~na
2022: On Sustainability and Survivability in the Matchbox Two-Sector Model: A Complete Characterization of Optimal Extinction: Liuchun Deng, Minako Fujio and M. Khan
2022: Evaluating conditional covariance estimates via a new targeting approach and a networks-based analysis: Carlo Drago and Andrea Scozzari
2022: The welfare effects of unemployment insurance in Argentina. New estimates using changes in the schedule of transfers: Martin Gonzalez-Rozada and Hernán Ruffo
2022: The different structure of economic ecosystems at the scales of companies and countries: Dario Laudati, Manuel S. Mariani, Luciano Pietronero and Andrea Zaccaria
2022: Default Supply Auctions in Electricity Markets: Challenges and Proposals: Juan Ignacio Pe\~na and Rosa Rodriguez
2022: Time-zero Efficiency of European Power Derivatives Markets: Juan Ignacio Pe\~na and Rosa Rodriguez
2022: Tail Risk of Electricity Futures: Juan Ignacio Pe\~na, Rosa Rodriguez and Silvia Mayoral
2022: Are EU Climate and Energy Package 20-20-20 targets achievable and compatible? Evidence from the impact of renewables on electricity prices: Juan Ignacio Pe\~na and Rosa Rodriguez
2022: Do new investment strategies take existing strategies' returns -- An investigation into agent-based models: Takanobu Mizuta
2022: A semi-static replication approach to efficient hedging and pricing of callable IR derivatives: Jori Hoencamp, Shashi Jain and Drona Kandhai
2022: CTMSTOU driven markets: simulated environment for regime-awareness in trading policies: Selim Amrouni, Aymeric Moulin and Tucker Balch
2022: A quantitative method for benchmarking fair income distribution: Thitithep Sitthiyot and Kanyarat Holasut
2022: Efficient Volatility Estimation for L\'evy Processes with Jumps of Unbounded Variation: B. Cooper Boniece, Jos\'e E. Figueroa-L\'opez and Yuchen Han
2022: Instability of financial markets by optimizing investment strategies investigated by an agent-based model: Takanobu Mizuta, Isao Yagi and Kosei Takashima
2022: Long-Horizon Return Predictability from Realized Volatility in Pure-Jump Point Processes: Meng-Chen Hsieh, Clifford Hurvich and Philippe Soulier
2022: Option Pricing and CVA Calculations using the Monte Carlo-Tree (MC-Tree) Method: Yen Thuan Trinh and Bernard Hanzon
2022: The Impact of Connectivity on the Production and Diffusion of Knowledge: Gustavo Manso and Farzad Pourbabaee
2022: Reconciling Trends in U.S. Male Earnings Volatility: Results from Survey and Administrative Data: Robert Moffitt, John Abowd, Christopher Bollinger, Michael Carr, Charles Hokayem, Kevin McKinney, Emily Wiemers, Sisi Zhang and James Ziliak
2022: Systemic Risk Models for Disjoint and Overlapping Groups with Equilibrium Strategies: Yichen Feng, Jean-Pierre Fouque, Ruimeng Hu and Tomoyuki Ichiba
2022: Black-box Bayesian inference for economic agent-based models: Joel Dyer, Patrick Cannon, J. Farmer and Sebastian Schmon
2022: Estimation of Impulse-Response Functions with Dynamic Factor Models: A New Parametrization: Juho Koistinen and Bernd Funovits
2022: Protection or Peril of Following the Crowd in a Pandemic-Concurrent Flood Evacuation: Elisa Borowski and Amanda Stathopoulos
2022: Partial Sum Processes of Residual-Based and Wald-type Break-Point Statistics in Time Series Regression Models: Christis Katsouris
2022: Impact of Information and Communication Technology on Individual Well-being: Aneel Bhusal
2022: Income Inequality, Cause and Cure: Nat Kausik
2022: Multi-unit Double Auctions: Equilibrium Analysis and Bidding Strategy using DDPG in Smart-grids: Sanjay Chandlekar, Easwar Subramanian, Sanjay Bhat, Praveen Paruchuri and Sujit Gujar
2022: Exact time-dependent dynamics of discrete binary choice models: James Holehouse and Jos\'e Moran
2022: Economic Integration and Agglomeration of Multinational Production with Transfer Pricing: Hayato Kato and Hirofumi Okoshi
2022: Applications of Signature Methods to Market Anomaly Detection: Erdinc Akyildirim, Matteo Gambara, Josef Teichmann and Syang Zhou
2022: Analyzing Micro-Founded General Equilibrium Models with Many Agents using Deep Reinforcement Learning: Michael Curry, Alexander Trott, Soham Phade, Yu Bai and Stephan Zheng
2022: Auction Throttling and Causal Inference of Online Advertising Effects: George Gui, Harikesh Nair and Fengshi Niu
2022: Dimensionality reduction for prediction: Application to Bitcoin and Ethereum: Hugo Inzirillo and Benjamin Mat
2022: DeepHAM: A Global Solution Method for Heterogeneous Agent Models with Aggregate Shocks: Jiequn Han, Yucheng Yang and Weinan E
2022: Stationarity analysis of the stock market data and its application to mechanical trading: Kazuki Kanehira and Norikazu Todoroki
2022: Stock prices and Macroeconomic indicators: Investigating a correlation in Indian context: Dhruv Rawat, Sujay Patni and Ram Mehta
2022: Behavioral Foundations of Nested Stochastic Choice and Nested Logit: Matthew Kovach and Gerelt Tserenjigmid
2022: Truthful Cake Sharing: Xiaohui Bei, Xinhang Lu and Warut Suksompong
2022: Patient-Centered Appraisal of Race-Free Clinical Risk Assessment: Charles Manski
2022: The cavity method for minority games between arbitrageurs on financial markets: Tim Ritmeester and Hildegard Meyer-Ortmanns
2022: Fisheries Management in Congested Waters: A Game-Theoretic Assessment of the East China Sea: Michael Macgregor Perry
2022: Estimating returns to special education: combining machine learning and text analysis to address confounding: Aur\'elien Sallin
2022: Heterogeneous Overdispersed Count Data Regressions via Double Penalized Estimations: Shaomin Li, Haoyu Wei and Xiaoyu Lei
2022: Optimal pricing for electricity retailers based on data-driven consumers' price-response: Rom\'an P\'erez-Santalla, Miguel Carri\'on and Carlos Ruiz
2022: Hierarchical Gaussian Process Models for Regression Discontinuity/Kink under Sharp and Fuzzy Designs: Ximing Wu
2022: Tests for Group-Specific Heterogeneity in High-Dimensional Factor Models: Antoine Djogbenou and Razvan Sufana
2022: Is happiness u-shaped in age everywhere? A methodological reconsideration for Europe: David Bartram
2022: Regression Discontinuity Designs: Matias Cattaneo and Rocio Titiunik
2022: Policy Evaluation and Temporal-Difference Learning in Continuous Time and Space: A Martingale Approach: Yanwei Jia and Xun Yu Zhou
2022: The macroeconomic cost of climate volatility: Piergiorgio Alessandri and Haroon Mumtaz
2022: A Lucas Critique Compliant SVAR model with Observation-driven Time-varying Parameters: Giacomo Bormetti and Fulvio Corsi
2022: Optimal Insurance to Maximize RDEU Under a Distortion-Deviation Premium Principle: Xiaoqing Liang, Ruodu Wang and Virginia Young
2022: Cleaning large-dimensional covariance matrices for correlated samples: Zdzislaw Burda and Andrzej Jarosz
2022: Games in the Time of COVID-19: Promoting Mechanism Design for Pandemic Response: Bal\'azs Pej\'o and Gergely Bicz\'ok
2022: Variational Bayes in State Space Models: Inferential and Predictive Accuracy: David T. Frazier, Ruben Loaiza-Maya and Gael M. Martin
2022: Learning from zero: how to make consumption-saving decisions in a stochastic environment with an AI algorithm: Rui and Shi
2022: Learning to agree over large state spaces: Michele Crescenzi
2022: Optimal bidding in hourly and quarter-hourly electricity price auctions: trading large volumes of power with market impact and transaction costs: Micha{\l} Narajewski and Florian Ziel
2022: Backtesting Systemic Risk Forecasts using Multi-Objective Elicitability: Tobias Fissler and Yannick Hoga
2022: A Black-Scholes user's guide to the Bachelier model: Jaehyuk Choi, Minsuk Kwak, Chyng Wen Tee and Yumeng Wang
2022: Paris Agreement requires substantial, broad, and sustained engagements beyond COVID-19 public stimulus packages: Katsumasa Tanaka, Christian Azar, Olivier Boucher, Philippe Ciais, Yann Gaucher and Daniel J. A. Johansson
2022: Estimating the Long-Term Effects of Novel Treatments: Keith Battocchi, Eleanor Dillon, Maggie Hei, Greg Lewis, Miruna Oprescu and Vasilis Syrgkanis
2022: Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs: Martin Feldkircher, Florian Huber, Gary Koop and Michael Pfarrhofer
2022: Factor-Based Imputation of Missing Values and Covariances in Panel Data of Large Dimensions: Ercument Cahan, Jushan Bai and Serena Ng
2022: Informational Robustness of Common Belief in Rationality: Gabriel Ziegler
2022: Next Generation Models for Portfolio Risk Management: An Approach Using Financial Big Data: Kwangmin Jung, Donggyu Kim and Seunghyeon Yu
2022: Equilibrium Price Formation with a Major Player and its Mean Field Limit: Masaaki Fujii and Akihiko Takahashi
2022: MSPM: A Modularized and Scalable Multi-Agent Reinforcement Learning-based System for Financial Portfolio Management: Zhenhan Huang and Fumihide Tanaka
2022: A first-stage representation for instrumental variables quantile regression: Javier Alejo, Antonio Galvao and Gabriel Montes-Rojas
2022: Simple Adaptive Estimation of Quadratic Functionals in Nonparametric IV Models: Christoph Breunig and Xiaohong Chen
2022: Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters: Xianfei Hui, Baiqing Sun, Hui Jiang and Indranil SenGupta
2022: Climate Change Adaptation under Heterogeneous Beliefs: Marcel Nutz and Florian Stebegg
2022: Deep learning for efficient frontier calculation in finance: Xavier Warin
2022: Estimation of Tempered Stable L\'{e}vy Models of Infinite Variation: Jos\'e E. Figueroa-L\'opez, Ruoting Gong and Yuchen Han
2022: Explicit RKF-Compact Scheme for Pricing Regime Switching American Options with Varying Time Step: Chinonso Nwankwo and Weizhong Dai
2022: Continuous-Time Risk Contribution of the Terminal Variance and its Related Risk Budgeting Problem: Mengjin Zhao and Guangyan Jia
2022: Forecasting CPI Inflation Components with Hierarchical Recurrent Neural Networks: Oren Barkan, Jonathan Benchimol, Itamar Caspi, Eliya Cohen, Allon Hammer and Noam Koenigstein
2022: Optimizing distortion riskmetrics with distributional uncertainty: Silvana Pesenti, Qiuqi Wang and Ruodu Wang
2022: Deep reinforced learning enables solving rich discrete-choice life cycle models to analyze social security reforms: Antti J. Tanskanen
2022: Dimension Reduction for High Dimensional Vector Autoregressive Models: Gianluca Cubadda and Alain Hecq
2022: Finite-Sample Average Bid Auction: Haitian Xie
2022: Male Earnings Volatility in LEHD before, during, and after the Great Recession: Kevin L. McKinney and John Abowd
2022: Unconditional Quantile Regression with High Dimensional Data: Yuya Sasaki, Takuya Ura and Yichong Zhang
2022: Assessing External Validity Over Worst-case Subpopulations: Sookyo Jeong and Hongseok Namkoong
2022: Hedging using reinforcement learning: Contextual $k$-Armed Bandit versus $Q$-learning: Loris Cannelli, Giuseppe Nuti, Marzio Sala and Oleg Szehr
2022: Project selection with partially verifiable information: Sumit Goel and Wade Hann-Caruthers
2022: Social Networks as a Mechanism for Discrimination: Chika O. Okafor
2022: Treatment Effects in Interactive Fixed Effects Models with a Small Number of Time Periods: Brantly Callaway and Sonia Karami
2022: Can Volatility Solve the Naive Portfolio Puzzle?: Michael Curran, Patrick O'Sullivan and Ryan Zalla
2022: Kernel Estimation of Spot Volatility with Microstructure Noise Using Pre-Averaging: Jos\'e E. Figueroa-L\'opez and Bei Wu
2022: Random horizon principal-agent problems: Yiqing Lin, Zhenjie Ren, Nizar Touzi and Junjian Yang
2022: Sharpe Ratio Analysis in High Dimensions: Residual-Based Nodewise Regression in Factor Models: Mehmet Caner, Marcelo Medeiros and Gabriel Vasconcelos
2022: Efficient and Robust Estimation of the Generalized LATE Model: Haitian Xie
2022: The Crawler: Three Equivalence Results for Object (Re)allocation Problems when Preferences Are Single-peaked: Yuki Tamura and Hadi Hosseini
2022: Optimal Search and Discovery: Rafael P. Greminger
2022: Distributionally Robust Optimal Auction Design under Mean Constraints: Ethan Che
2022: Doubly Robust Identification for Causal Panel Data Models: Dmitry Arkhangelsky and Guido Imbens
2022: Statistical Arbitrage for Multiple Co-Integrated Stocks: T. N. Li and A. Papanicolaou
2022: Informed Principal Problems in Bilateral Trading: Takeshi Nishimura
2022: Fair Cake-Cutting in Practice: Maria Kyropoulou, Josu\'e Ortega and Erel Segal-Halevi
2022: On SDEs with Lipschitz coefficients, driven by continuous, model-free martingales: Lesiba Ch. Galane, Rafa{\l} M. {\L}ochowski and Farai J. Mhlanga
2022: The Zero-Coupon Rate Model for Derivatives Pricing: Xiao Lin
2022: Optimal investment with time-varying stochastic endowments: Christoph Belak, An Chen, Carla Mereu and Robert Stelzer
2022: Transactional Interpretation for the Principle of Minimum Fisher Information: Marcin Makowski, Edward W. Piotrowski, Piotr Fr\k{a}ckiewicz and Marek Szopa
2022: An Exploratory Study of Stock Price Movements from Earnings Calls: Sourav Medya, Mohammad Rasoolinejad, Yang Yang and Brian Uzzi
2022: The impact of accumulative pension policy on welfare of individuals: Marika Khozrevanidze
2022: Machine Learning for Stock Prediction Based on Fundamental Analysis: Yuxuan Huang, Luiz Fernando Capretz and Danny Ho
2022: Cashing Out: Assessing the risk of localised financial exclusion as the UK moves towards a cashless society: George Sullivan and Luke Burns
2022: Dual-CLVSA: a Novel Deep Learning Approach to Predict Financial Markets with Sentiment Measurements: Jia Wang, Hongwei Zhu, Jiancheng Shen, Yu Cao and Benyuan Liu
2022: Comparative Study of Machine Learning Models for Stock Price Prediction: Ogulcan E. Orsel and Sasha S. Yamada
2022: FiNCAT: Financial Numeral Claim Analysis Tool: Sohom Ghosh and Sudip Kumar Naskar
2022: Building a Dynamic System of Advanced Risk Management and Risk Assessment of the Company: Denis S. Gusev, Elena G. Demidova and Olga A. Novikova
2022: Top Ten Behavioral Biases in Project Management: An Overview: Bent Flyvbjerg
2022: Problems of Tax Administration and its Impact on Budget Revenues: Marika Ormotsadze
2022: The regulation methods of fiscal risk in the framework of the implementation of entrepreneurship support: Elena G. Demidova
2022: Bankruptcy Shocks and Legal Labor Markets: Evidence from the Court Competition Era: Chad Brown, Jeronimo Carballo and Alessandro Peri
2022: Impact of Gold Prices on Stock Exchange: An Empirical Case Study of Nepal: Aneel Bhusal and Madhu Sudan Gautam
2022: Deep Learning Macroeconomics: Rafael R. S. Guimaraes
2022: Propagation of disruptions in supply networks of essential goods: A population-centered perspective of systemic risk: William Schueller, Christian Diem, Melanie Hinterplattner, Johannes Stangl, Beate Conrady, Markus Gerschberger and Stefan Thurner
2022: Micro-level Reserving for General Insurance Claims using a Long Short-Term Memory Network: Ihsan Chaoubi, Camille Besse, H\'el\`ene Cossette and Marie-Pier C\^ot\'e
2022: A hybrid deep learning approach for purchasing strategy of carbon emission rights -- Based on Shanghai pilot market: Jiayue Xu
2022: A General Description of Growth Trends: Moshe Elitzur
2022: On the Use of Instrumental Variables in Mediation Analysis: Bora Kim
2022: Sharing Behavior in Ride-hailing Trips: A Machine Learning Inference Approach: Morteza Taiebat, Elham Amini and Ming Xu
2022: Meta-Learners for Estimation of Causal Effects: Finite Sample Cross-Fit Performance: Gabriel Okasa
2022: Negotiation problem: Izat B. Baybusinov, Enrico Maria Fenoaltea and Yi-Cheng Zhang
2022: The effect of the pandemic on complex socio-economic systems: community detection induced by communicability: Gian Paolo Clemente, Rosanna Grassi and Giorgio Rizzini
2022: The China Trade Shock and the ESG Performances of US firms: Hui Xu and Yue Wu
2022: Simulating Using Deep Learning The World Trade Forecasting of Export-Import Exchange Rate Convergence Factor During COVID-19: Effat Ara Easmin Lucky, Md. Mahadi Hasan Sany, Mumenunnesa Keya, Md. Moshiur Rahaman, Umme Habiba Happy, Sharun Akter Khushbu and Md. Arid Hasan
2022: A Stock Trading System for a Medium Volatile Asset using Multi Layer Perceptron: Ivan Letteri, Giuseppe Della Penna, Giovanni De Gasperis and Abeer Dyoub
2022: Predicting The Stock Trend Using News Sentiment Analysis and Technical Indicators in Spark: Taylan Kabbani and Fatih Enes Usta
2022: Stochastic Consensus and the Shadow of Doubt: Emilien Macault
2022: Risk-Sensitive Optimal Execution via a Conditional Value-at-Risk Objective: Seungki Min, Ciamac C. Moallemi and Costis Maglaras
2022: Distribution of money on connected graphs with multiple banks: Nicolas Lanchier and Stephanie Reed
2022: Human-centered mechanism design with Democratic AI: Raphael Koster, Jan Balaguer, Andrea Tacchetti, Ari Weinstein, Tina Zhu, Oliver Hauser, Duncan Williams, Lucy Campbell-Gillingham, Phoebe Thacker, Matthew Botvinick and Christopher Summerfield
2022: Quantum algorithm for calculating risk contributions in a credit portfolio: Koichi Miyamoto
2022: Stochastic Local Volatility models and the Wei-Norman factorization method: Julio Guerrero and Giuseppe Orlando
2022: Bootstrap inference for fixed-effect models: Ayden Higgins and Koen Jochmans
2022: Unpredictable dynamics in congestion games: memory loss can prevent chaos: Jakub Bielawski, Thiparat Chotibut, Fryderyk Falniowski, Michal Misiurewicz and Georgios Piliouras
2022: The Impact of COVID-19 Pandemic on Ridesourcing Services Differed Between Small Towns and Large Cities: Nael Alsaleh and Bilal Farooq
2022: Speed, Quality, and the Optimal Timing of Complex Decisions: Field Evidence: Uwe Sunde, Dainis Zegners and Anthony Strittmatter
2022: Robust Comparative Statics for the Elasticity of Intertemporal Substitution: Joel P. Flynn, Lawrence Schmidt and Alexis Akira Toda
2022: Multiscaling and rough volatility: an empirical investigation: Giuseppe Brandi and T. Di Matteo
2022: Estimating and backtesting risk under heavy tails: Marcin Pitera and Thorsten Schmidt
2022: Relaxed Notions of Condorcet-Consistency and Efficiency for Strategyproof Social Decision Schemes: Felix Brandt, Patrick Lederer and Ren\'e Romen
2022: VIX pricing in the rBergomi model under a regime switching change of measure: Henrique Guerreiro and Jo\~ao Guerra
2022: AI-based Re-identification of Behavioral Clickstream Data: Stefan Vamosi, Michael Platzer and Thomas Reutterer
2022: Modeling bid and ask price dynamics with an extended Hawkes process and its empirical applications for high-frequency stock market data: Kyungsub Lee and Byoung Ki Seo
2022: Has EU accession boosted patents performance in the EU-13? -- A critical evaluation using causal impact analysis with Bayesian structural time-series models: Agnieszka Kleszcz and Krzysztof Rusek
2022: Pandemic Pressures and Public Health Care: Evidence from England: Thiemo Fetzer and Christopher Rauh
2022: Infinite Growth: A Curse or a Blessing?: Gennady Shkliarevsky
2022: Linear Laws of Markov Chains with an Application for Anomaly Detection in Bitcoin Prices: Marcell T. Kurbucz, P\'eter P\'osfay and Antal Jakov\'ac
2022: Multidimensional Manhattan Preferences: Jiehua Chen, Martin N\"ollenburg, Sofia Simola, Ana\"is Villedieu and Markus Wallinger
2022: Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors: Lijun Bo, Agostino Capponi and Chao Zhou
2022: Option Volume Imbalance as a predictor for equity market returns: Nikolas Michael, Mihai Cucuringu and Sam Howison
2022: Gender-specific Call of Duty: A Note on the Neglect of Conscription in Gender Equality Indices: Jussi Heikkil\"a and Ina Laukkanen
2022: The rise of digital finance: Financial inclusion or debt trap: Pengpeng Yue, Aslihan Gizem Korkmaz, Zhichao Yin and Haigang Zhou
2022: Consolidating Marginalism and Egalitarianism: A New Value for Transferable Utility Games: D. Choudhury, Surajit Borkotokey, Rajnish Kumar and Sudipta Sarangi
2022: Profit Puzzles or: Public Firm Profits Have Fallen: Carter Davis, Alexandre Sollaci and James Traina
2022: The Link Between Standardization and Economic Growth: A Bibliometric Analysis: Jussi Heikkil\"a, Timo Ali-Vehmas and Julius Rissanen
2022: Credit Valuation Adjustment with Replacement Closeout: Theory and Algorithms: Chaofan Sun, Ken Seng Tan and Wei Wei
2022: Economic Freedom: The Top, the Bottom, and the Reality. I. 1997-2007: Marcel Ausloos and Philippe Bronlet
2022: An Intergenerational Issue: The Equity Issues due to Public-Private Partnerships. The Critical Aspect of the Social Discount Rate Choice for Future Generations: Abeer Al Yaqoobi and Marcel Ausloos
2022: Fuel consumption elasticities, rebound effect and feebate effectiveness in the Indian and Chinese new car markets: Prateek Bansal and Rubal Dua
2022: Marginal Effects for Non-Linear Prediction Functions: Christian A. Scholbeck, Giuseppe Casalicchio, Christoph Molnar, Bernd Bischl and Christian Heumann
2022: Minimax-Regret Climate Policy with Deep Uncertainty in Climate Modeling and Intergenerational Discounting: Stephen J. DeCanio, Charles Manski and Alan H. Sanstad
2022: Estimation of Conditional Random Coefficient Models using Machine Learning Techniques: Stephan Martin
2022: Learning with latent group sparsity via heat flow dynamics on networks: Subhroshekhar Ghosh and Soumendu Sundar Mukherjee
2022: Lead-lag detection and network clustering for multivariate time series with an application to the US equity market: Stefanos Bennett, Mihai Cucuringu and Gesine Reinert
2022: Long Short-Term Memory Neural Network for Financial Time Series: Carmina Fjellstr\"om
2022: Identification of Direct Socio-Geographical Price Discrimination: An Empirical Study on iPhones: Davidson Cheng
2022: COVID-19 impact on the international trade: C\'elestin Coquid\'e, Jos\'e Lages, Leonardo Ermann and Dima L. Shepelyansky
2022: Forecasting the distribution of long-horizon returns with time-varying volatility: Hwai-Chung Ho
2022: Asymptotic properties of Bayesian inference in linear regression with a structural break: Kenichi Shimizu
2022: Do not rug on me: Zero-dimensional Scam Detection: Bruno Mazorra, Victor Adan and Vanesa Daza
2022: Opinion Dynamics in Financial Markets via Random Networks: Mateus F. B. Granha, Andr\'e L. M. Vilela, Chao Wang, Kenric P. Nelson and H. Eugene Stanley
2022: Pandemic Recession and Helicopter Money: Venice, 1629--1631: Charles Goodhart, Donato Masciandaro and Stefano Ugolini
2022: What is the mission of innovation?: Julian D. Cortes
2022: Bayesian inference of spatial and temporal relations in AI patents for EU countries: Krzysztof Rusek, Agnieszka Kleszcz and Albert Cabellos-Aparicio
2022: Examining the Relations between Household Saving Rate of Rural Areas and Migration: Fuhao Lou
2022: The Time-Varying Multivariate Autoregressive Index Model: Gianluca Cubadda, S. Grassi and B. Guardabascio
2022: Socioeconomic disparities and COVID-19: the causal connections: Tannista Banerjee, Ayan Paul, Vishak Srikanth and Inga Str\"umke
2022: An Entropy-Based Approach for Nonparametrically Testing Simple Probability Distribution Hypotheses: Ron Mittelhammer, George Judge and Miguel Henry
2022: Optimal trend following portfolios: Sebastien Valeyre
2022: Internal multi-portfolio rebalancing processes: Linking resource allocation models and biproportional matrix techniques to portfolio management: Kelli Francis-Staite
2022: Nonparametric Identification of Random Coefficients in Endogenous and Heterogeneous Aggregate Demand Models: Fabian Dunker, Stefan Hoderlein and Hiroaki Kaido
2022: Dynamics of Bitcoin mining: Nemo Semret
2022: Master Equation for Discrete-Time Stackelberg Mean Field Games with single leader: Deepanshu Vasal and Randall Berry
2022: Profitable Strategy Design by Using Deep Reinforcement Learning for Trades on Cryptocurrency Markets: Mohsen Asgari and Seyed Hossein Khasteh
2022: Decomposable sums and their implications on naturally quasiconvex risk measures: \c{C}a\u{g}{\i}n Ararat, Bar{\i}\c{s} Bilir and Elisa Mastrogiacomo
2022: Measuring Changes in Disparity Gaps: An Application to Health Insurance: Paul Goldsmith-Pinkham, Karen Jiang, Zirui Song and Jacob Wallace
2022: Precise Stock Price Prediction for Robust Portfolio Design from Selected Sectors of the Indian Stock Market: Jaydip Sen, Ashwin Kumar R S, Geetha Joseph, Kaushik Muthukrishnan, Koushik Tulasi and Praveen Varukolu
2022: Strategic mean-variance investing under mean-reverting stock returns: S{\o}ren Fiig Jarner
2022: Analysis of a five-factor capital market model: S{\o}ren Fiig Jarner and Michael Preisel
2022: Stock Movement Prediction Based on Bi-typed Hybrid-relational Market Knowledge Graph via Dual Attention Networks: Yu Zhao, Huaming Du, Ying Liu, Shaopeng Wei, Xingyan Chen, Fuzhen Zhuang, Qing Li, Ji Liu and Gang Kou
2022: Exit, Voice and Political Change: Evidence from Swedish Mass Migration to the United States; A Comment: Per Pettersson-Lidbom
2022: The Turing Trap: The Promise & Peril of Human-Like Artificial Intelligence: Erik Brynjolfsson
2022: Derivatives-based portfolio decisions. An expected utility insight: Marcos Escobar-Anel, Matt Davison and Yichen Zhu
2022: StableSims: Optimizing MakerDAO Liquidations 2.0 Incentives via Agent-Based Modeling: Andrew Kirillov and Sehyun Chung
2022: A machine learning search for optimal GARCH parameters: Luke De Clerk and Sergey Savl'ev
2022: New volatility evolution model after extreme events: Mei-Ling Cai, Zhang-HangJian Chen, Sai-Ping Li, Xiong Xiong, Wei Zhang, Ming-Yuan Yang and Fei Ren
2022: Uncovering the Source of Machine Bias: Xiyang Hu, Yan Huang, Beibei Li and Tian Lu
2022: Market Impact of Small Orders: Oleh Danyliv
2022: TANK meets Diaz-Alejandro: Household heterogeneity, non-homothetic preferences & policy design: Santiago Camara
2022: Effect of Toxic Review Content on Overall Product Sentiment: Mayukh Mukhopadhyay and Sangeeta Sahney
2022: Discrete-time risk sensitive portfolio optimization with proportional transaction costs: Marcin Pitera and {\L}ukasz Stettner
2022: A study on bribery networks with a focus on harassment bribery and ways to control corruption: Chanchal Pramanik
2022: The component-wise egalitarian Myerson value for Network Games: Surajit Borkotokey, Sujata Goala, Niharika Kakoty and Parishmita Boruah
2022: Bibliometric analysis of the scientific production found in Scopus and Web of Science about business administration: F\'elix Lirio-Loli and William Dextre-Mart\'inez
2022: On asymptotically arbitrage-free approximations of the implied volatility: Masaaki Fukasawa
2022: Bitcoin Price Predictive Modeling Using Expert Correction: Bohdan M. Pavlyshenko
2022: Neural calibration of hidden inhomogeneous Markov chains -- Information decompression in life insurance: Mark Kiermayer and Christian Wei{\ss}
2022: Surveying 5G Techno-Economic Research to Inform the Evaluation of 6G Wireless Technologies: Edward J. Oughton and William Lehr
2022: Stationary social learning in a changing environment: Rapha\"el L\'evy, Marcin P\k{e}ski and Nicolas Vieille
2022: Combining Reinforcement Learning and Inverse Reinforcement Learning for Asset Allocation Recommendations: Igor Halperin, Jiayu Liu and Xiao Zhang
2022: NumHTML: Numeric-Oriented Hierarchical Transformer Model for Multi-task Financial Forecasting: Linyi Yang, Jiazheng Li, Ruihai Dong, Yue Zhang and Barry Smyth
2022: Influence of trip distance and population density on intra-city mobility patterns in Tokyo during COVID-19 pandemic: Kazufumi Tsuboi, Naoya Fujiwara and Ryo Itoh
2022: A hybrid approach to targeting social assistance: Lendie Follett and Heath Henderson
2022: Preparing urban mobility for the future of work: Nicholas S. Caros and Jinhua Zhao
2022: Sparse Non-Convex Optimization For Higher Moment Portfolio Management: Farshad Noravesh
2022: Modelling Cournot Games as Multi-agent Multi-armed Bandits: Kshitija Taywade, Brent Harrison and Adib Bagh
2022: The financial value of the within-government political network: Evidence from Chinese municipal corporate bonds: Jaehyuk Choi, Lei Lu, Heungju Park and Sungbin Sohn
2022: A Multivariate Dependence Analysis for Electricity Prices, Demand and Renewable Energy Sources: Fabrizio Durante, Angelica Gianfreda, Francesco Ravazzolo and Luca Rossini
2022: Technology Mapping Using WebAI: The Case of 3D Printing: Julian Schwierzy, Robert Dehghan, Sebastian Schmidt, Elisa Rodepeter, Andreas Stoemmer, Kaan Uctum, Jan Kinne, David Lenz and Hanna Hottenrott
2022: Efficient Likelihood-based Estimation via Annealing for Dynamic Structural Macrofinance Models: Andras Fulop, Jeremy Heng and Junye Li
2022: Robust Private Supply of a Public Good: Wanchang Zhang
2022: Observability, Dominance, and Induction in Learning Models: Daniel Clark, Drew Fudenberg and Kevin He
2022: 'Moving On' -- Investigating Inventors' Ethnic Origins Using Supervised Learning: Matthias Niggli
2022: Using Non-Stationary Bandits for Learning in Repeated Cournot Games with Non-Stationary Demand: Kshitija Taywade, Brent Harrison and Judy Goldsmith
2022: Robust Algorithmic Collusion: Nicolas Eschenbaum, Filip Mellgren and Philipp Zahn
2022: COVID Lessons: Was there any way to reduce the negative effect of COVID-19 on the United States economy?: Mohammadreza Mahmoudi
2022: They Still Haven't Told You: Bruce Knuteson
2022: Some connections between higher moments portfolio optimization methods: Farshad Noravesh and Kristiaan Kerstens
2022: On income inequality and population size: Thitithep Sitthiyot and Kanyarat Holasut
2022: Limiting Spectral Distribution of High-dimensional Hayashi-Yoshida Estimator of Integrated Covariance Matrix: Arnab Chakrabarti and Rituparna Sen
2022: Dynamic Portfolio Optimization with Inverse Covariance Clustering: Yuanrong Wang and Tomaso Aste
2022: The Economics of Interstellar Flight: Philip Lubin and Alexander N. Cohen
2022: Discrete signature and its application to finance: Takanori Adachi and Yusuke Naritomi
2022: Shock Symmetry and Business Cycle Synchronization: Is Monetary Unification Feasible among CAPADR Countries?: Jafet Baca
2022: Pricing cryptocurrencies: Modelling the ETHBTC spot-quotient variation as a diffusion process: Sidharth Mallik
2022: On the systemic nature of global inflation, its association with equity markets and financial portfolio implications: Nick James and Kevin Chin
2022: Deep Hedging: Learning to Remove the Drift under Trading Frictions with Minimal Equivalent Near-Martingale Measures: Hans Buehler, Phillip Murray, Mikko S. Pakkanen and Ben Wood
2022: Understanding hesitancy with revealed preferences across COVID-19 vaccine types: Krist\'of Kutasi, J\'ulia Koltai, \'Agnes Szab\'o-Morvai, Gergely R\"ost, M\'arton Karsai, P\'eter Bir\'o and Bal\'azs Lengyel
2022: Utility Indifference Pricing with High Risk Aversion and Small Linear Price Impact: Yan Dolinsky and Shir Moshe
2022: Skill Downgrading Among Refugees and Economic Immigrants in Germany: Plamen Nikolov, Leila Salarpour and David Titus
2022: Bidders' Responses to Auction Format Change in Internet Display Advertising Auctions: Shumpei Goke, Gabriel Y. Weintraub, Ralph Mastromonaco and Sam Seljan
2022: HIST: A Graph-based Framework for Stock Trend Forecasting via Mining Concept-Oriented Shared Information: Wentao Xu, Weiqing Liu, Lewen Wang, Yingce Xia, Jiang Bian, Jian Yin and Tie-Yan Liu
2022: Heterogenous criticality in high frequency finance: a phase transition in flash crashes: Jeremy Turiel and Tomaso Aste
2022: The Impact of the Coronavirus Pandemic on New York City Real Estate: First Evidence: Jeffrey P. Cohen, Felix Friedt and Jackson P. Lautier
2022: Maskin Meets Abreu and Matsushima: Yi-Chun Chen, Takashi Kunimoto, Yifei Sun and Siyang Xiong
2022: Optimal Turnover, Liquidity, and Autocorrelation: Bastien Baldacci, Jerome Benveniste and Gordon Ritter
2022: Physics-inspired analysis of the two-class income distribution in the USA in 1983-2018: Danial Ludwig and Victor Yakovenko
2022: Non-average price impact in order-driven markets: Claudio Bellani, Damiano Brigo, Mikko Pakkanen and Leandro Sanchez-Betancourt
2022: Relative Contagiousness of Emerging Virus Variants: An Analysis of the Alpha, Delta, and Omicron SARS-CoV-2 Variants: Peter Hansen
2022: Algorithms for Inference in SVARs Identified with Sign and Zero Restrictions: Matthew Read
2022: On Net Energy Metering X: Optimal Prosumer Decisions, Social Welfare, and Cross-Subsidies: Ahmed S. Alahmed and Lang Tong
2022: Non-equilibrium time-dependent solution to discrete choice with social interactions: James Holehouse and Hector Pollitt
2022: Strategic Inventories in a Supply Chain with Downstream Cournot Duopoly: Xiaowei Hu, Jaejin Jang, Nabeel Hamoud and Amirsaman Bajgiran
2022: Vaccination strategies and transmission of COVID-19: evidence across advanced countries: Dongwoo Kim and Young Jun Lee
2022: Matching markets with middlemen under transferable utility: Ata Atay, Eric Bahel and Tamás Solymosi
2022: An axiomatization of $\Lambda$-quantiles: Fabio Bellini and Ilaria Peri
2022: Precise option pricing by the COS method--How to choose the truncation range: Gero Junike and Konstantin Pankrashkin
2022: Decentralized Payment Clearing using Blockchain and Optimal Bidding: Hamed Amini, Maxim Bichuch and Zachary Feinstein
2022: Matching Theory and Evidence on Covid-19 using a Stochastic Network SIR Model: Mohammad Pesaran and Cynthia Fan Yang
2022: An economic decision-making model of anticipated surprise with dynamic expectation: Ho Ka Chan and Taro Toyoizumi
2022: The Continuity Postulate in Economic Theory: A Deconstruction and an Integration: Metin Uyanık and M. Khan
2022: Arbitrage-Free Implied Volatility Surface Generation with Variational Autoencoders: Brian Ning, Sebastian Jaimungal, Xiaorong Zhang and Maxime Bergeron
2022: The Inelastic Market Hypothesis: A Microstructural Interpretation: Jean-Philippe Bouchaud
2022: Hodge theoretic reward allocation for generalized cooperative games on graphs: Tongseok Lim
2022: Order Book Queue Hawkes-Markovian Modeling: Philip Protter, Qianfan Wu and Shihao Yang
2022: A Consumer-Theoretic Characterization of Fisher Market Equilibria: Denizalp Goktas, Enrique Areyan Viqueira and Amy Greenwald
2022: Automatic Fatou Property of Law-invariant Risk Measures: Shengzhong Chen, Niushan Gao, Denny Leung and Lei Li
2022: A Two-Step Framework for Arbitrage-Free Prediction of the Implied Volatility Surface: Wenyong Zhang, Lingfei Li and Gongqiu Zhang
2022: Panel Data with Unknown Clusters: Yong Cai
2022: Superconsistency of Tests in High Dimensions: Anders Kock and David Preinerstorfer
2022: Can we imitate the principal investor's behavior to learn option price?: Xin Jin
2022: Probabilistic Fixed Ballot Rules and Hybrid Domains: Shurojit Chatterji, Souvik Roy, Soumyarup Sadhukhan, Arunava Sen and Huaxia Zeng
2022: Enhancing Cross-Sectional Currency Strategies by Context-Aware Learning to Rank with Self-Attention: Daniel Poh, Bryan Lim, Stefan Zohren and Stephen Roberts
2022: Cyclic Arbitrage in Decentralized Exchanges: Ye Wang, Yan Chen, Haotian Wu, Liyi Zhou, Shuiguang Deng and Roger Wattenhofer
2022: A Modified Randomization Test for the Level of Clustering: Yong Cai
2022: Average Direct and Indirect Causal Effects under Interference: Yuchen Hu, Shuangning Li and Stefan Wager
2022: When to end a lock down? How fast must vaccination campaigns proceed in order to keep health costs in check?: Claudius Gros, Thomas Czypionka and Daniel Gros
2022: Robust Portfolio Selection Problems: A Comprehensive Review: Alireza Ghahtarani, Ahmed Saif and Alireza Ghasemi
2022: Cryptocurrency Dynamics: Rodeo or Ascot?: Konstantin H\"ausler and Wolfgang Karl H\"ardle
2022: Persistent Strange attractors in 3D Polymatrix Replicators: Telmo Peixe and Alexandre A. Rodrigues
2022: DeepSets and their derivative networks for solving symmetric PDEs: Maximilien Germain, Mathieu Lauri\`ere, Huy\^en Pham and Xavier Warin
2022: Deciphering Bitcoin Blockchain Data by Cohort Analysis: Yulin Liu, Luyao Zhang and Yinhong Zhao
2022: Price Discrimination in the Presence of Customer Loyalty and Differing Firm Costs: Theja Tulabandhula, Aris Ouksel and Son Nguyen
2022: Optimal Disclosure of Information to a Privately Informed Receiver: Ozan Candogan and Philipp Strack
2022: A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting: Francis Diebold and Maximilian Gobel
2022: Yield Spread Selection in Predicting Recession Probabilities: A Machine Learning Approach: Jaehyuk Choi, Desheng Ge, Kyu Ho Kang and Sungbin Sohn
2022: On Monte-Carlo methods in convex stochastic optimization: Daniel Bartl and Shahar Mendelson
2022: Twofold Multiprior Preferences and Failures of Contingent Reasoning: Federico Echenique, Masaki Miyashita, Yuta Nakamura, Luciano Pomatto and Jamie Vinson
2022: Information Leakage Games: Exploring Information as a Utility Function: M\'ario S. Alvim, Konstantinos Chatzikokolakis, Yusuke Kawamoto and Catuscia Palamidessi
2022: A Nearly Similar Powerful Test for Mediation: Kees Jan van Garderen and Noud van Giersbergen
2022: Forecasting: theory and practice: Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos, Mohamed Zied Babai, Devon K. Barrow, Souhaib Ben Taieb, Christoph Bergmeir, Ricardo J. Bessa, Jakub Bijak, John E. Boylan, Jethro Browell, Claudio Carnevale, Jennifer Castle, Pasquale Cirillo, Michael Clements, Clara Cordeiro, Fernando Luiz Cyrino Oliveira, Shari De Baets, Alexander Dokumentov, Joanne Ellison, Piotr Fiszeder, Philip Hans Franses, David T. Frazier, Michael Gilliland, M. Sinan G\"on\"ul, Paul Goodwin, Luigi Grossi, Yael Grushka-Cockayne, Mariangela Guidolin, Massimo Guidolin, Ulrich Gunter, Xiaojia Guo, Renato Guseo, Nigel Harvey, David Hendry, Ross Hollyman, Tim Januschowski, Jooyoung Jeon, Victor Richmond R. Jose, Yanfei Kang, Anne B. Koehler, Stephan Kolassa, Nikolaos Kourentzes, Sonia Leva, Feng Li, Konstantia Litsiou, Spyros Makridakis, Gael M. Martin, Andrew Martinez, Sheik Meeran, Theodore Modis, Konstantinos Nikolopoulos, Dilek \"Onkal, Alessia Paccagnini, Anastasios Panagiotelis, Ioannis Panapakidis, Jose M. Pav\'ia, Manuela Pedio, Diego J. Pedregal, Pierre Pinson, Patr\'icia Ramos, David E. Rapach, J Reade, Bahman Rostami-Tabar, Michał Rubaszek, Georgios Sermpinis, Han Lin Shang, Evangelos Spiliotis, Aris A. Syntetos, Priyanga Dilini Talagala, Thiyanga S. Talagala, Len Tashman, Dimitrios Thomakos, Thordis Thorarinsdottir, Ezio Todini, Juan Ram\'on Trapero Arenas, Xiaoqian Wang, Robert L. Winkler, Alisa Yusupova and Florian Ziel
2022: Insiders and their Free Lunches: the Role of Short Positions: Delia Coculescu and Aditi Dandapani
2022: Do We Exploit all Information for Counterfactual Analysis? Benefits of Factor Models and Idiosyncratic Correction: Jianqing Fan, Ricardo P. Masini and Marcelo Medeiros
2022: Synthetic forwards and cost of funding in the equity derivative market: Michele Azzone and Roberto Baviera
2022: Recurrent Conditional Heteroskedasticity: T. -N. Nguyen, M. -N. Tran and R. Kohn
2022: A Test for Kronecker Product Structure Covariance Matrix: Patrik Guggenberger, Frank Kleibergen and Sophocles Mavroeidis
2022: Estimating and backtesting risk under heavy tails: Marcin Pitera and Thorsten Schmidt
2022: KrigHedge: Gaussian Process Surrogates for Delta Hedging: Mike Ludkovski and Yuri Saporito
2022: Simulation Methods for Robust Risk Assessment and the Distorted Mix Approach: Sojung Kim and Stefan Weber
2022: Stopping spikes, continuation bays and other features of optimal stopping with finite-time horizon: Tiziano De Angelis
2022: Measuring Energy-saving Technological Change: International Trends and Differences: Emiko Inoue, Hiroya Taniguchi and Ken Yamada
2022: Only Time Will Tell: Credible Dynamic Signaling: Egor Starkov
2022: Real-Time Real Economic Activity: Entering and Exiting the Pandemic Recession of 2020: Francis Diebold
2022: Model-free bounds for multi-asset options using option-implied information and their exact computation: Ariel Neufeld, Antonis Papapantoleon and Qikun Xiang
2022: Simplified stochastic calculus via semimartingale representations: Ale\v{s} \v{C}ern\'y and Johannes Ruf
2022: Fairness in penalty shootouts: Is it worth using dynamic sequences?: L\'aszl\'o Csat\'o and D\'ora Gr\'eta Petr\'oczy
2022: On the integration of Shapley-Scarf housing markets: Rajnish Kunar, Kriti Manocha and Josue Ortega
2022: Correlates of the country differences in the infection and mortality rates during the first wave of the COVID-19 pandemic: Evidence from Bayesian model averaging: Viktor Stojkoski, Zoran Utkovski, Petar Jolakoski, Dragan Tevdovski and Ljupco Kocarev
2022: Cryptocurrency Trading: A Comprehensive Survey: Fan Fang, Carmine Ventre, Michail Basios, Leslie Kanthan, Lingbo Li, David Martinez-Regoband and Fan Wu
2022: The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model: C\'onall Kelly, Gabriel Lord and Heru Maulana
2022: Optimal Signal-Adaptive Trading with Temporary and Transient Price Impact: Eyal Neuman and Moritz Vo{\ss}
2022: Risk Loadings in Classification Ratemaking: Liang Yang, Zhengxiao Li and Shengwang Meng
2022: A Higher-Order Correct Fast Moving-Average Bootstrap for Dependent Data: Davide La Vecchia, Alban Moor and Olivier Scaillet
2022: Global Well-posedness of Non-Markovian Multidimensional Superquadratic BSDE: Kihun Nam
2022: A Mean Field Games Model for Cryptocurrency Mining: Zongxi Li, A. Max Reppen and Ronnie Sircar
2022: Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference: Ruoxuan Xiong and Markus Pelger
2022: Additive normal tempered stable processes for equity derivatives and power law scaling: Michele Azzone and Roberto Baviera
2022: Modular structure in labour networks reveals skill basins: Neave O'Clery and Stephen Kinsella
2022: A Statistical Recurrent Stochastic Volatility Model for Stock Markets: Trong-Nghia Nguyen, Minh-Ngoc Tran, David Gunawan and Robert Kohn
2022: ICT Capital-Skill Complementarity and Wage Inequality: Evidence from OECD Countries: Hiroya Taniguchi and Ken Yamada
2022: Selection and the Distribution of Female Hourly Wages in the U.S: Iv\'an Fern\'andez-Val, Franco Peracchi, Aico van Vuuren and Francis Vella
2022: Many Average Partial Effects: with An Application to Text Regression: Harold Chiang
2022: Vanna-Volga Method for Normal Volatilities: Volodymyr Perederiy
2022: Unbiased deep solvers for linear parametric PDEs: Marc Sabate Vidales, David Siska and Lukasz Szpruch
2022: Latent Agents in Networks: Estimation and Targeting: Baris Ata, Alexandre Belloni and Ozan Candogan
2022: Determination of Pareto exponents in economic models driven by Markov multiplicative processes: Brendan Beare and Alexis Akira Toda
2022: Identification and Estimation of Spillover Effects in Randomized Experiments: Gonzalo Vazquez-Bare
2022: Sparse Structural Approach for Rating Transitions: Volodymyr Perederiy
2022: Robust replication of barrier-style claims on price and volatility: Peter Carr, Roger Lee and Matthew Lorig
2022: Endogenous Derivation and Forecast of Lifetime PDs: Volodymyr Perederiy
2022: Portfolio Optimization: Aizhan Issagali, Damira Alshimbayeva and Aidana Zhalgas

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