Papers

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2021: On Market Design and Latency Arbitrage: Wolfgang Kuhle
2021: Democratising Risk: In Search of a Methodology to Study Existential Risk: Carla Zoe Cremer and Luke Kemp
2021: Multivariate matrix-exponential affine mixtures and their applications in risk theory: Eric C. K. Cheung, Oscar Peralta and Jae-Kyung Woo
2021: Applicability of Large Corporate Credit Models to Small Business Risk Assessment: Khalid El-Awady
2021: Stochastic measure distortions induced by quantile processes for risk quantification and valuation: Holly Brannelly, Andrea Macrina and Gareth W. Peters
2021: The International Monetary Funds intervention in education systems and its impact on childrens chances of completing school: Adel Daoud
2021: Fuzzy Core Equivalence in Large Economies: A Role for the Infinite-Dimensional Lyapunov Theorem: M. Khan and Nobusumi Sagara
2021: Exact Post-selection Inference For Tracking S&P500: Farshad Noravesh and Hamid Boustanifar
2021: Analysis of Performance of Drivers and Usage of Overtime Hours: A Case Study of a Higher Educational Institution: K. C. Sanjeevani Perera
2021: Forecasting pandemic tax revenues in a small, open economy: Fabio Ashtar Telarico
2021: Lunatic Stocks: Moon Phases as Irregular Sampling Features for Pattern Recognition in the Stock Markets: Luis A. Mateos
2021: Towards the global vision of engagement of Generation Z at the workplace: Mathematical modeling: Rados{\l}aw A. Kycia, Agnieszka Niemczynowicz and Joanna Nie\.zurawska-Zaj\k{a}c
2021: Bayesian Testing Of Granger Causality In Functional Time Series: Rituparna Sen, Anandamayee Majumdar and Shubhangi Sikaria
2021: Macroeconomic and financial management in an uncertain world: What can we learn from complexity science?: Thitithep Sitthiyot
2021: A simple method for estimating the Lorenz curve: Thitithep Sitthiyot and Kanyarat Holasut
2021: A simple method for measuring inequality: Thitithep Sitthiyot and Kanyarat Holasut
2021: Measure-valued affine and polynomial diffusions: Christa Cuchiero, Francesco Guida, Luca di Persio and Sara Svaluto-Ferro
2021: Modeling and Forecasting Intraday Market Returns: a Machine Learning Approach: Iuri H. Ferreira and Marcelo Medeiros
2021: Institutional Quality and the Wealth of Autocrats: Christopher Boudreaux and Randall Holcombe
2021: An Analysis of an Alternative Pythagorean Expected Win Percentage Model: Applications Using Major League Baseball Team Quality Simulations: Justin Ehrlich, Christopher Boudreaux, James Boudreau and Shane Sanders
2021: Perspectives in Public and University Sector Co-operation in the Change of Higher Education Model in Hungary, in Light of China's Experience: Attila Lajos Makai and Szabolcs Ramhap
2021: The Inflation Game: Wolfgang Kuhle
2021: Dynamic growth-optimum portfolio choice under risk control: Pengyu Wei and Zuo Quan Xu
2021: Uniformly Self-Justified Equilibria: Felix Kubler and Simon Scheidegger
2021: Stability analysis of heterogeneous oligopoly games of increasing players with quadratic costs: Xiaoliang Li
2021: Economics of Innovation and Perceptions of Renewed Education and Curriculum Design in Bangladesh: Shifa Taslim Chowdhury, Mohammad Nur Nobi and Anm Moinul Islam
2021: Random Rank-Dependent Expected Utility: Nail Kashaev and Victor Aguiar
2021: Estimation based on nearest neighbor matching: from density ratio to average treatment effect: Zhexiao Lin, Peng Ding and Fang Han
2021: Multiple Randomization Designs: Patrick Bajari, Brian Burdick, Guido Imbens, Lorenzo Masoero, James McQueen, Thomas Richardson and Ido M. Rosen
2021: Community detection and portfolio optimization: Longfeng Zhao, Chao Wang, Gang-Jin Wang, H. Eugene Stanley and Lin Chen
2021: Using Network-based Causal Inference to Detect the Sources of Contagion in the Currency Market: Katerina Rigana, Ernst-Jan Camiel Wit and Samantha Cook
2021: Regime Switching Entropic Risk Measures on Crude Oil Pricing: Babacar Seck and Robert J. Elliott
2021: Identification of misreported beliefs: Elias Tsakas
2021: Should transparency be (in-)transparent? On monitoring aversion and cooperation in teams: Michalis Drouvelis, Johannes Jarke-Neuert and Johannes Lohse
2021: A meta-analysis of residential PV adoption: the important role of perceived benefits, intentions and antecedents in solar energy acceptance: Emily Schulte, Fabian Scheller, Daniel Sloot and Thomas Bruckner
2021: Optimal Portfolio Choice and Stock Centrality for Tail Risk Events: Christis Katsouris
2021: Startup Ecosystem Rankings: Attila Lajos Makai
2021: Product traits, decision-makers, and household low-carbon technology adoptions: moving beyond single empirical studies: Emily Schulte, Fabian Scheller, Wilmer Pasut and Thomas Bruckner
2021: The co-evolutionary relationship between digitalization and organizational agility: Ongoing debates, theoretical developments and future research perspectives: Francesco Ciampi, Monica Faraoni, Jacopo Ballerini and Francesco Meli
2021: Mild to classical solutions for XVA equations under stochastic volatility: Damiano Brigo, Federico Graceffa and Alexander Kalinin
2021: Bayesian Approaches to Shrinkage and Sparse Estimation: Dimitris Korobilis and Kenichi Shimizu
2021: Double Standards: The Implications of Near Certainty Drone Strikes in Pakistan: Shyam Raman, Paul Lushenko and Sarah Kreps
2021: Associational and plausible causal effects of COVID-19 public health policies on economic and mental distress: Reka Sundaram-Stukel and Richard J Davidson
2021: Can large-scale R&I funding stimulate post-crisis recovery growth? Evidence for Finland during COVID-19: Timo Mitze and Teemu Makkonen
2021: The Changing Role of Entrepreneurial Universities in the Altering Innovation Policy: Opportunities Arising from the Paradigm Change in Light of the Experience of Sz\'echenyi Istv\'an University: Attila Lajos Makai and Szabolcs R\'amh\'ap
2021: Efficient Estimation of State-Space Mixed-Frequency VARs: A Precision-Based Approach: Joshua Chan, Aubrey Poon and Dan Zhu
2021: On the decomposition of an insurer's profits and losses: Marcus C. Christiansen
2021: Estimating economic severity of Air Traffic Flow Management regulations: Luis Delgado, G\'erald Gurtner, Tatjana Boli\'c and Lorenzo Castelli
2021: Ranking and Selection from Pairwise Comparisons: Empirical Bayes Methods for Citation Analysis: Jiaying Gu and Roger Koenker
2021: A dynamic theory of spatial externalities: Raouf Boucekkine, Giorgio Fabbri, Salvatore Federico and Fausto Gozzi
2021: Nonzero-sum stochastic impulse games with an application in competitive retail energy markets: Ren\'e A\"id, Lamia Ben Ajmia, M'hamed Ga\"igi and Mohamed Mnif
2021: Option Pricing Model with Transaction Costs: F. G. Bellora, G. Mazzei and M. Maurette
2021: Denoised Labels for Financial Time-Series Data via Self-Supervised Learning: Yanqing Ma, Carmine Ventre and Maria Polukarov
2021: Neural Networks for Delta Hedging: Guijin Son and Joocheol Kim
2021: Paternalism, Autonomy, or Both? Experimental Evidence from Energy Saving Programs: Takanori Ida, Takunori Ishihara, Koichiro Ito, Daido Kido, Toru Kitagawa, Shosei Sakaguchi and Shusaku Sasaki
2021: Dollar Cost Averaging Returns Estimation: Hayden Brown
2021: More Reviews May Not Help: Evidence from Incentivized First Reviews on Airbnb: Andrey Fradkin and David Holtz
2021: Free-Riding for Future: Field Experimental Evidence of Strategic Substitutability in Climate Protest: Johannes Jarke-Neuert, Grischa Perino and Henrike Schwickert
2021: Multivariate Realized Volatility Forecasting with Graph Neural Network: Qinkai Chen and Christian-Yann Robert
2021: Solving the Data Sparsity Problem in Predicting the Success of the Startups with Machine Learning Methods: Dafei Yin, Jing Li and Gaosheng Wu
2021: Efficient differentiable quadratic programming layers: an ADMM approach: Andrew Butler and Roy Kwon
2021: Deep Partial Hedging: Songyan Hou, Thomas Krabichler and Marcus Wunsch
2021: The road to safety- Examining the nexus between road infrastructure and crime in rural India: Ritika Jain and Shreya Biswas
2021: Compensatory model for quantile estimation and application to VaR: Shuzhen Yang
2021: Urban Housing Prices and Migration's Fertility Intentions: Based on the 2018 China Migrants' Dynamic Survey: Jingwen Tan and Shixi Kang
2021: Finding the Instrumental Variables of Household Registration: A discussion of the impact of China's household registration system on the citizenship of the migrant population: Jingwen Tan and Shixi Kang
2021: Identifying Marginal Treatment Effects in the Presence of Sample Selection: Otavio Bartalotti, D\'esir\'e K\'edagni and Vitor Possebom
2021: Multi-Asset Spot and Option Market Simulation: Magnus Wiese, Ben Wood, Alexandre Pachoud, Ralf Korn, Hans Buehler, Phillip Murray and Lianjun Bai
2021: Quantile Regression under Limited Dependent Variable: Javier Alejo and Gabriel Montes-Rojas
2021: Insurance design and arson-type risks: Jean-Gabriel Lauzier
2021: Envelope theorem and discontinuous optimisation: the case of positioning choice problems: Jean-Gabriel Lauzier
2021: Ex-post moral hazard and manipulation-proof contracts: Jean-Gabriel Lauzier
2021: Proper solutions for Epstein-Zin Stochastic Differential Utility: Martin Herdegen, David Hobson and Joseph Jerome
2021: Optimal Expansion of Business Opportunity: Ling Wang, Kexin Chen, Mei Choi Chiu and Hoi Ying Wong
2021: Time-consistent mean-variance reinsurance-investment problem with long-range dependent mortality rate: Ling Wang, Mei Choi Chiu and Hoi Ying Wong
2021: Cryptocurrency Market Consolidation in 2020--2021: Jaros{\l}aw Kwapie\'n, Marcin W\k{a}torek and Stanis{\l}aw Dro\.zd\.z
2021: Mesoscopic Structure of the Stock Market and Portfolio Optimization: Sebastiano Michele Zema, Giorgio Fagiolo, Tiziano Squartini and Diego Garlaschelli
2021: COVID-19 Forecasts via Stock Market Indicators: Yi Liang and James Unwin
2021: An installation-level model of China's coal sector shows how its decarbonization and energy security plans will reduce overseas coal imports: Jorrit Gosens, Alex Turnbull and Frank Jotzo
2021: A q-spin Potts model of markets: Gain-loss asymmetry in stock indices as an emergent phenomenon: Stefan Bornholdt
2021: Housing Price Prediction Model Selection Based on Lorenz and Concentration Curves: Empirical Evidence from Tehran Housing Market: Mohammad Mirbagherijam
2021: Robust Implementation with Costly Information: Harry Pei and Bruno Strulovici
2021: Analysis of stability and bifurcation for two heterogeneous triopoly games with the isoelastic demand: Xiaoliang Li
2021: The Past as a Stochastic Process: David H. Wolpert, Michael H. Price, Stefani A. Crabtree, Timothy A. Kohler, Jurgen Jost, James Evans, Peter F. Stadler, Hajime Shimao and Manfred D. Laubichler
2021: U.S. Long-Term Earnings Outcomes by Sex, Race, Ethnicity, and Place of Birth: Kevin L. McKinney, John Abowd and Hubert Janicki
2021: On the Stability, Economic Efficiency and Incentive Compatibility of Electricity Market Dynamics: Pengcheng You, Yan Jiang, Enoch Yeung, Dennice F. Gayme and Enrique Mallada
2021: On the Assumptions of Synthetic Control Methods: Claudia Shi, Dhanya Sridhar, Vishal Misra and David M. Blei
2021: Realized GARCH, CBOE VIX, and the Volatility Risk Premium: Peter Hansen, Zhuo Huang, Chen Tong and Tianyi Wang
2021: Cross-ownership as a structural explanation for rising correlations in crisis times: Nils Bertschinger and Axel A. Araneda
2021: High-Dimensional Stock Portfolio Trading with Deep Reinforcement Learning: Uta Pigorsch and Sebastian Sch\"afer
2021: Covariate Balancing Sensitivity Analysis for Extrapolating Randomized Trials across Locations: Xinkun Nie, Guido Imbens and Stefan Wager
2021: Efficient counterfactual estimation in semiparametric discrete choice models: a note on Chiong, Hsieh, and Shum (2017): Grigory Franguridi
2021: Adaptive calibration of Heston Model using PCRLB based switching Filter: Kumar Yashaswi
2021: La mujer a trav\'es de los personajes femeninos en el cine de tem\'atica financiera -- Women through female characters in financial topics films: I. Mart\'in-de-Santos
2021: Aproximacion a los estudios sobre la economia en la Segunda Republica espanola hasta 1936 -- Approaches to the economics of the Spanish Second Republic prior to 1936: Inés Martín-de-Santos
2021: Cyber-Security Investment in the Context of Disruptive Technologies: Extension of the Gordon-Loeb Model: Dimitri Percia David, Alain Mermoud and S\'ebastien Gillard
2021: Do fundamentals shape the price response? A critical assessment of linear impact models: Michele Vodret, Iacopo Mastromatteo, Bence T\'oth and Michael Benzaquen
2021: Global Financial Cycle, Commodity Terms of Trade and Financial Spreads in Emerging Markets and Developing Economies: Jorge Carrera, Gabriel Montes-Rojas and Fernando Toledo
2021: Sustainability Manifesto for Financial Products: Carbon Equivalence Principle: Chris Kenyon, Mourad Berrahoui and Andrea Macrina
2021: Aggregation of Pareto optimal models: Hamed Hamze Bajgiran and Houman Owhadi
2021: A decomposition method to evaluate the `paradox of progress' with evidence for Argentina: Javier Alejo, Leonardo Gasparini, Gabriel Montes-Rojas and Walter Sosa-Escudero
2021: A Bayesian take on option pricing with Gaussian processes: Martin Tegner and Stephen Roberts
2021: Change of persistence in European electricity spot prices: Leonardo Rydin Gorj\~ao, Dirk Witthaut, Pedro G. Lind and Wided Medjroubi
2021: A Response to Economics as Gauge Theory: Timothy Nguyen
2021: Posterior Cramer-Rao Lower Bound based Adaptive State Estimation for Option Price Forecasting: Kumar Yashaswi
2021: Deep Quantile and Deep Composite Model Regression: Tobias Fissler, Michael Merz and Mario V. W\"uthrich
2021: Complexity and Persistence of Price Time Series of the European Electricity Spot Market: Chengyuan Han, Hannes Hilger, Eva Mix, Philipp C. B\"ottcher, Mark Reyers, Christian Beck, Dirk Witthaut and Leonardo Rydin Gorj\~ao
2021: The Price Impact of Generalized Order Flow Imbalance: Yuhan Su, Zeyu Sun, Jiarong Li and Xianghui Yuan
2021: Increased Electrification of Heating and Weather Risk in the Nordic Power System: Ian Trotter, Torjus F. Bolkesj{\o}, Eirik O. J{\aa}stad and Jon Gustav Kirkerud
2021: Cocoa pollination, biodiversity-friendly production, and the global market: Thomas Cherico Wanger, Francis Dennig, Manuel Toledo-Hern\'andez, Teja Tscharntke and Eric F. Lambin
2021: Globalization of Scientific Communication: Evidence from authors in academic journals by country of origin: V\'it Mach\'a\v{c}ek
2021: Differentiating Approach and Avoidance from Traditional Notions of Sentiment in Economic Contexts: Jacob Turton, Ali Kabiri, David Tuckett, Robert Elliott Smith and David P. Vinson
2021: Optimal Income Crossover for Two-Class Model Using Particle Swarm Optimization: Paulo H. dos Santos, Igor D. S. Siciliani and M. H. R. Tragtenberg
2021: A stochastic control approach to bid-ask price modelling: Engel John C. Dela Vega and Robert J. Elliott
2021: TransBoost: A Boosting-Tree Kernel Transfer Learning Algorithm for Improving Financial Inclusion: Yiheng Sun, Tian Lu, Cong Wang, Yuan Li, Huaiyu Fu, Jingran Dong and Yunjie Xu
2021: Optimal Investment with Risk Controlled by Weighted Entropic Risk Measures: Jianming Xia
2021: Reinforcement learning for options on target volatility funds: Roberto Daluiso, Emanuele Nastasi, Andrea Pallavicini and Stefano Polo
2021: Inference for ROC Curves Based on Estimated Predictive Indices: Yu-Chin Hsu and Robert Lieli
2021: Simple Alternatives to the Common Correlated Effects Model: Nicholas Brown, Peter Schmidt and Jeffrey Wooldridge
2021: RIF Regression via Sensitivity Curves: Javier Alejo, Gabriel Montes-Rojas and Walter Sosa-Escudero
2021: Method of lines for valuation and sensitivities of Bermudan options: Purba Banerjee, Vasudeva Murthy and Shashi Jain
2021: Forex Trading Volatility Prediction using Neural Network Models: Shujian Liao, Jian Chen and Hao Ni
2021: Can Education Motivate Individual Health Demands? Dynamic Pseudo-panel Evidence from China's Immigration: Shixi Kang and Jingwen Tan
2021: Multilayer heat equations and their solutions via oscillating integral transforms: Andrey Itkin, Alexander Lipton and Dmitry Muravey
2021: Geo-political conflicts, economic sanctions and international knowledge flows: Teemu Makkonen and Timo Mitze
2021: Extremal Analysis of Flooding Risk and Management: Chengxiu Ling, Jiayi Li, Yixuan Liu and Zhiyan Cai
2021: A General Approach for Lookback Option Pricing under Markov Models: Gongqiu Zhang and Lingfei Li
2021: Inequality in economic shock exposures across the global firm-level supply network: Abhijit Chakraborty, Tobias Reisch, Christian Diem and Stefan Thurner
2021: Distribution Shift in Airline Customer Behavior during COVID-19: Abhinav Garg, Naman Shukla, Lavanya Marla and Sriram Somanchi
2021: Graph Auto-Encoders for Financial Clustering: Edward Turner
2021: The Curious Case of the 2021 Minneapolis Ward 2 City Council Election: David McCune and Lori McCune
2021: Can Air Pollution Save Lives? Air Quality and Risky Behaviors on Roads: Wen Hsu, Bing-Fang Hwang, Chau-Ren Jung and Yau-Huo Jimmy Shr
2021: Do Firearm Markets Comply with Firearm Restrictions? How the Massachusetts Assault Weapons Ban Enforcement Notice Changed Firearm Sales: Meenakshi Balakrishna and Kenneth C. Wilbur
2021: Explainable Deep Reinforcement Learning for Portfolio Management: An Empirical Approach: Mao Guan and Xiao-Yang Liu
2021: Domestic Constraints in Crisis Bargaining: Liqun Liu
2021: Analyzing a Complex Game for the South China Sea Fishing Dispute using Response Surface Methodologies: Michael Macgregor Perry
2021: Bank transactions embeddings help to uncover current macroeconomics: Maria Begicheva and Alexey Zaytsev
2021: Forecasting the COVID-19 vaccine uptake rate: An infodemiological study in the US: Xingzuo Zhou and Yiang Li
2021: A consumption-investment model with state-dependent lower bound constraint on consumption: Chonghu Guan, Zuo Quan Xu and Fahuai Yi
2021: Principal Agent Problem as a Principled Approach to Electronic Counter-Countermeasures in Radar: Anurag Gupta and Vikram Krishnamurthy
2021: Contest Design with Threshold Objectives: Edith Elkind, Abheek Ghosh and Paul Goldberg
2021: Unihedge -- A decentralized market prediction platform: Marko Corn and Nejc Ro\v{z}man
2021: Robust Risk-Aware Reinforcement Learning: Sebastian Jaimungal, Silvana Pesenti, Ye Sheng Wang and Hariom Tatsat
2021: Dynamic Monopoly Pricing With Multiple Varieties: Trading Up: Stefan Buehler and Nicolas Eschenbaum
2021: Distributionally robust goal-reaching optimization in the presence of background risk: Yichun Chi, Zuo Quan Xu and Sheng Chao Zhuang
2021: Approximating Optimal Asset Allocations using Simulated Bifurcation: Thomas Bouquet, Mehdi Hmyene, Fran\c{c}ois Porcher, Lorenzo Pugliese and Jad Zeroual
2021: Sparse Generalized Yule-Walker Estimation for Large Spatio-temporal Autoregressions with an Application to NO2 Satellite Data: Hanno Reuvers and Etienne Wijler
2021: Accelerating the Adoption of Disruptive Technologies: The Impact of COVID-19 on Intentions to Use Autonomous Vehicles: Maher Said, Emma R. Zajdela and Amanda Stathopoulos
2021: Collective correlations, dynamics, and behavioural inconsistencies of the cryptocurrency market over time: Nick James and Max Menzies
2021: LOB modeling using Hawkes processes with a state-dependent factor: Emmanouil Sfendourakis and Ioane Muni Toke
2021: Graph-Based Learning for Stock Movement Prediction with Textual and Relational Data: Qinkai Chen and Christian-Yann Robert
2021: The Optimality of Upgrade Pricing: Dirk Bergemann, Alessandro Bonatti, Andreas Haupt and Alex Smolin
2021: Monotone Comparative Statics in the Calvert-Wittman Model: Francisco Rodr\'iguez and Eduardo Zambrano
2021: Endogenous viral mutations, evolutionary selection, and containment policy design: Patrick Mellacher
2021: Proof-of-Stake Mining Games with Perfect Randomness: Matheus V. X. Ferreira and S. Matthew Weinberg
2021: Financial Markets and the Phase Transition between Water and Steam: Christof Schmidhuber
2021: Clustering Structure of Microstructure Measures: Liao Zhu, Ningning Sun and Martin T. Wells
2021: Trading patterns within and between regions: an analysis of Gould-Fernandez brokerage roles: Matthew Smith and Yasaman Sarabi
2021: Game theory and scholarly publishing: premises for an agreement around open access: Abdelghani Maddi
2021: Dispersion indices based on Kerridge inaccuracy and Kullback-Leibler divergence: Francesco Buono, Camilla Cal\`i and Maria Longobardi
2021: A new measure between sets of probability distributions with applications to erratic financial behavior: Nick James and Max Menzies
2021: Engineering-Economic Evaluation of Diffractive Non-Line-Of-Sight Backhaul (e3nb): A Techno-economic Model for 3D Wireless Backhaul Assessment: Edward J. Oughton, Erik Boch and Julius Kusuma
2021: Online Trading Models with Deep Reinforcement Learning in the Forex Market Considering Transaction Costs: Koya Ishikawa and Kazuhide Nakata
2021: Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection: Kieran Wood, Stephen Roberts and Stefan Zohren
2021: DoubleML -- An Object-Oriented Implementation of Double Machine Learning in Python: Philipp Bach, Victor Chernozhukov, Malte S. Kurz and Martin Spindler
2021: Political structures and the topology of simplicial complexes: Andrea Mock and Ismar Volic
2021: Dynamic Pricing with Limited Commitment: Martino Banchio and Frank Yang
2021: A Time-Inconsistent Dynkin Game: from Intra-personal to Inter-personal Equilibria: Yu-Jui Huang and Zhou Zhou
2021: Real-time Inflation Forecasting Using Non-linear Dimension Reduction Techniques: Niko Hauzenberger, Florian Huber and Karin Klieber
2021: Error estimates for discrete approximations of game options with multivariate diffusion asset prices: Yuri Kifer
2021: Fat Tailed Factors: Jan Rosenzweig
2021: Causal motifs and existence of endogenous cascades in directed networks with application to company defaults: Irena Barja\v{s}i\'c, Hrvoje \v{S}tefan\v{c}i\'c, Vedrana Pribi\v{c}evi\'c and Vinko Zlati\'c
2021: Non-Equilibrium Skewness, Market Crises, and Option Pricing: Non-Linear Langevin Model of Markets with Supersymmetry: Igor Halperin
2021: The investor problem based on the HJM model: Szymon Peszat and Dariusz Zawisza
2021: Strong Convergence to the Mean-Field Limit of A Finite Agent Equilibrium: Masaaki Fujii and Akihiko Takahashi
2021: Asymptotic Properties of the Maximum Likelihood Estimator in Regime-Switching Models with Time-Varying Transition Probabilities: Chaojun Li and Yan Liu
2021: Liquidations: DeFi on a Knife-edge: Daniel Perez, Sam M. Werner, Jiahua Xu and Benjamin Livshits
2021: Cointegrating Polynomial Regressions with Power Law Trends: Environmental Kuznets Curve or Omitted Time Effects?: Yicong Lin and Hanno Reuvers
2021: Weak error rates for option pricing under linear rough volatility: Christian Bayer, Eric Joseph Hall and Ra\'ul Tempone
2021: A convergence analysis of the price of anarchy in atomic congestion games: Zijun Wu, Rolf H. Moehring, Chunying Ren and Dachuan Xu
2021: Tractable Profit Maximization over Multiple Attributes under Discrete Choice Models: Hongzhang Shao and Anton J. Kleywegt
2021: Interdependencies of female board member appointments: Matthias Raddant and Hiroshi Takahashi
2021: Dynamic Portfolio Optimization with Real Datasets Using Quantum Processors and Quantum-Inspired Tensor Networks: Samuel Mugel, Carlos Kuchkovsky, Escolastico Sanchez, Samuel Fernandez-Lorenzo, Jorge Luis-Hita, Enrique Lizaso and Roman Orus
2021: Cointegration in large VARs: Anna Bykhovskaya and Vadim Gorin
2021: The unbearable lightness of equilibria in a low interest rate environment: Guido Ascari and Sophocles Mavroeidis
2021: Duality for optimal consumption under no unbounded profit with bounded risk: Michael Monoyios
2021: A Portfolio Choice Problem Under Risk Capacity Constraint: Weidong Tian and Zimu Zhu
2021: Sequential Fundraising and Mutual Insurance: Amir Ban and Moran Koren
2021: Designing Direct Matching Mechanism for India with Comprehensive Affirmative Action: Orhan Ayg\"un and Bertan Turhan
2021: Scheduling Flexible Non-Preemptive Loads in Smart-Grid Networks: Nathan Dahlin and Rahul Jain
2021: Streaming Approach to Quadratic Covariation Estimation Using Financial Ultra-High-Frequency Data: Vladim\'ir Hol\'y and Petra Tomanov\'a
2021: Causal Spillover Effects Using Instrumental Variables: Gonzalo Vazquez-Bare
2021: Distributional synthetic controls: Florian Gunsilius
2021: Risk of Bitcoin Market: Volatility, Jumps, and Forecasts: Junjie Hu, Wolfgang Karl H\"ardle and Weiyu Kuo
2021: Overcoming Free-Riding in Bandit Games: Johannes H\"orner, Nicolas Klein and Sven Rady
2021: An Economic Topology of the Brexit vote: Pawel Dlotko, Lucy Minford, Simon Rudkin and Wanling Qiu
2021: Time-inconsistency with rough volatility: Bingyan Han and Hoi Ying Wong
2021: Brownian bridge with random length and pinning point for modelling of financial information: Mohammed Louriki
2021: Characterizing Shadow Price via Lagrangian Multiplier for Nonsmooth Problem: Yan Gao
2021: The perils of automated fitting of datasets: the case of a wind turbine cost model: Claude Kl\"ockl, Katharina Gruber, Peter Regner, Sebastian Wehrle and Johannes Schmidt
2021: Transaction Cost Analytics for Corporate Bonds: Xin Guo, Charles-Albert Lehalle and Renyuan Xu
2021: What Is the Value Added by Using Causal Machine Learning Methods in a Welfare Experiment Evaluation?: Anthony Strittmatter
2021: Mechanism Design with Limited Commitment: Laura Doval and Vasiliki Skreta
2021: Random Fixed Points, Limits and Systemic risk: Veeraruna Kavitha, Indrajit Saha and Sandeep Juneja
2021: Portfolio diversification and model uncertainty: a robust dynamic mean-variance approach: Huyen Pham, Xiaoli Wei and Chao Zhou
2021: Quantile Spectral Beta: A Tale of Tail Risks, Investment Horizons, and Asset Prices: Jozef Barun\'ik and Matěj Nevrla
2021: High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model: Liao Zhu, Sumanta Basu, Robert Jarrow and Martin T. Wells
2021: Inference on a Distribution from Noisy Draws: Koen Jochmans and Martin Weidner
2021: Characterisation of honest times and optional semimartingales of class-($\Sigma$): Libo Li
2021: Maximum Likelihood Estimation in Markov Regime-Switching Models with Covariate-Dependent Transition Probabilities: Demian Pouzo, Zacharias Psaradakis and Martin Sola
2021: Effect Structure and Thermodynamics Formulation of Demand-side Economics: Burin Gumjudpai
2021: Rational expectations as a tool for predicting failure of weighted k-out-of-n reliability systems: Jorgen Vitting Andersen, Roy Cerqueti and Jessica Riccioni
2021: Generative Adversarial Network (GAN) and Enhanced Root Mean Square Error (ERMSE): Deep Learning for Stock Price Movement Prediction: Ashish Kumar, Abeer Alsadoon, P. W. C. Prasad, Salma Abdullah, Tarik A. Rashid, Duong Thu Hang Pham and Tran Quoc Vinh Nguyen
2021: Intelligent Trading Systems: A Sentiment-Aware Reinforcement Learning Approach: Francisco Caio Lima Paiva, Leonardo Kanashiro Felizardo, Reinaldo Augusto da Costa Bianchi and Anna Helena Reali Costa
2021: Designing a Framework for Digital KYC Processes Built on Blockchain-Based Self-Sovereign Identity: Vincent Schlatt, Johannes Sedlmeir, Simon Feulner and Nils Urbach
2021: RPS: Portfolio Asset Selection using Graph based Representation Learning: MohammadAmin Fazli, Parsa Alian, Ali Owfi and Erfan Loghmani
2021: Analise Demografica e Socioeconomica do Uso e do Acesso a Medicamentos Antidepressivos no Brasil: Karinna Moura Boaviagem and Jos\'e Ricardo Bezerra Nogueira
2021: Product recalls, market size and innovation in the pharmaceutical industry: Federico Nutarelli, Massimo Riccaboni and Andrea Morescalchi
2021: Improved Method of Stock Trading under Reinforcement Learning Based on DRQN and Sentiment Indicators ARBR: Peng Zhou and Jingling Tang
2021: Prediction of Fund Net Value Based on ARIMA-LSTM Hybrid Model: Peng Zhou and Fangyi Li
2021: An Improved Reinforcement Learning Model Based on Sentiment Analysis: Yizhuo Li, Peng Zhou, Fangyi Li and Xiao Yang
2021: Is Bitcoin really a currency? A viewpoint of a stochastic volatility model: Noriyuki Kunimoto and Kazuhiko Kakamu
2021: Double Fuzzy Probabilistic Interval Linguistic Term Set and a Dynamic Fuzzy Decision Making Model based on Markov Process with tts Application in Multiple Criteria Group Decision Making: Zongmin Liu
2021: Reconstructing firm-level interactions: the Dutch input-output network: Leonardo Niccol\`o Ialongo, Camille de Valk, Emiliano Marchese, Fabian Jansen, Hicham Zmarrou, Tiziano Squartini and Diego Garlaschelli
2021: Estimation of inter-sector asset correlations: Christian Meyer
2021: Ranking of different of investment risk in high-tech projects using TOPSIS method in fuzzy environment based on linguistic variables: Mohammad Ebrahim Sadeghi, Hamed Nozari, Hadi Khajezadeh Dezfoli and Mehdi Khajezadeh
2021: A Resolution of St. Petersburg Paradox: V. I. Yukalov
2021: Model Risk in Credit Portfolio Models: Christian Meyer
2021: An Investigation of the Impact of COVID-19 Non-Pharmaceutical Interventions and Economic Support Policies on Foreign Exchange Markets with Explainable AI Techniques: Siyuan Liu, Mehmet Orcun Yalcin, Hsuan Fu and Xiuyi Fan
2021: Do soda taxes affect the consumption and health of school-aged children? Evidence from France and Hungary: Selina Gangl
2021: Markovian Persuasion: Ehud Lehrer and Dimitry Shaiderman
2021: Fast Sampling from Time-Integrated Bridges using Deep Learning: Leonardo Perotti and Lech Grzelak
2021: Yogurts Choose Consumers? Estimation of Random-Utility Models via Two-Sided Matching: Odran Bonnet, Alfred Galichon, Yu-Wei Hsieh, Keith O'Hara and Matt Shum
2021: Replicating Monotonic Payoffs Without Oracles: Guillermo Angeris, Alex Evans and Tarun Chitra
2021: Management of Social and Economic Development of Municipalities: Maria A. Shishanina and Anatoly A. Sidorov
2021: Flexible forward improvement iteration for infinite time horizon Markovian optimal stopping problems: S\"oren Christensen, Albrecht Irle and Julian Peter Lemburg
2021: The Parameter Sensitivities of a Jump-diffusion Process in Basic Credit Risk Analysis: Bin Xie and Weiping Li
2021: Securities Lending Haircuts and Indemnification Pricing: Wujiang Lou
2021: A General Surplus Decomposition Principle in Life Insurance: Julian Jetses and Marcus C. Christiansen
2021: TSO-DSOs Stable Cost Allocation for the Joint Procurement of Flexibility: A Cooperative Game Approach: Anibal Sanjab, H\'el\`ene Le Cadre and Yuting Mou
2021: The Macroeconomic Effects of Corporate Tax Reforms: Francesco Furno
2021: Coexistence of Centralized and Decentralized Markets: Berk Idem
2021: Completing correlation matrices: Olaf Dreyer, Horst K\"ohler and Thomas Streuer
2021: Conditional Estimates of Diffusion Processes for Evaluating the Positive Feedback Trading: Aihua Li
2021: Is the empirical out-of-sample variance an informative risk measure for the high-dimensional portfolios?: Taras Bodnar, Nestor Parolya and Erik Thors\'en
2021: The Performance of Recent Methods for Estimating Skill Prices in Panel Data: Michael J. B\"ohm and Hans-Martin von Gaudecker
2021: Maximum Likelihood Estimation of Differentiated Products Demand Systems: Greg Lewis, Bora Ozaltun and Georgios Zervas
2021: A Game Theoretic Analysis of Liquidity Events in Convertible Instruments: Ron van der Meyden
2021: Functional Model of Residential Consumption Elasticity under Dynamic Tariffs: Kamalanathan Ganesan, Jo\~ao Tom\'e Saraiva and Ricardo J. Bessa
2021: Aggregation of Models, Choices, Beliefs, and Preferences: Hamed Hamze Bajgiran and Houman Owhadi
2021: Interactive Effects Panel Data Models with General Factors and Regressors: Bin Peng, Liangjun Su, Joakim Westerlund and Yanrong Yang
2021: Portfolio optimization with idiosyncratic and systemic risks for financial networks: Yajie Yang, Longfeng Zhao, Lin Chen, Chao Wang and Jihui Han
2021: Drewnowski's index to measure lifespan variation: Revisiting the Gini coefficient of the life table: Jos\'e Manuel Aburto, Ugofilippo Basellini, Annette Baudisch and Francisco Villavicencio
2021: Inequality in the use frequency of patent technology codes: Jos\'e Alejandro Mendoza, Faustino Prieto and Jos\'e Mar\'ia Sarabia
2021: Quantum algorithms for numerical differentiation of expected values with respect to parameters: Koichi Miyamoto
2021: Why Synthetic Control estimators are biased and what to do about it: Introducing Relaxed and Penalized Synthetic Controls: Oscar Engelbrektson
2021: Optimized Inference in Regression Kink Designs: Majed Dodin
2021: Calculus of Consent via MARL: Legitimating the Collaborative Governance Supplying Public Goods: Yang Hu, Zhui Zhu, Sirui Song, Xue Liu and Yang Yu
2021: Observing Actions in Global Games: Dominik Grafenhofer and Wolfgang Kuhle
2021: Maximizing revenue in the presence of intermediaries: Gagan Aggarwal, Kshipra Bhawalkar, Guru Guruganesh and Andres Perlroth
2021: Whose Bias?: Vasudha Jain and Mark Whitmeyer
2021: Assessing the impact of the COVID-19 shock on a stochastic multi-population mortality model: Jens Robben, Katrien Antonio and Sander Devriendt
2021: Pricing S&P 500 Index Options with L\'evy Jumps: Bin Xie, Weiping Li and Nan Liang
2021: Obstacles to Redistribution Through Markets and One Solution: Roy Allen and John Rehbeck
2021: Collaboration in Coworking Spaces: Impact on Firm Innovativeness and Business Models: M. Moore
2021: Mean-Variance-VaR portfolios: MIQP formulation and performance analysis: Francesco Cesarone, Manuel L Martino and Fabio Tardella
2021: Effect of the U.S.--China Trade War on Stock Markets: A Financial Contagion Perspective: Minseog Oh and Donggyu Kim
2021: Monitoring COVID-19-induced gender differences in teleworking rates using Mobile Network Data: Sara Grubanov-Boskovic, Spyridon Spyratos, Stefano Iacus, Umberto Minora and Francesco Sermi
2021: Opinion Dynamics with Conflicting Interests: Patrick Mellacher
2021: FinRL: Deep Reinforcement Learning Framework to Automate Trading in Quantitative Finance: Xiao-Yang Liu, Hongyang Yang, Jiechao Gao and Christina Dan Wang
2021: Impermanent Loss in Uniswap v3: Stefan Loesch, Nate Hindman, Mark B Richardson and Nicholas Welch
2021: A Universal End-to-End Approach to Portfolio Optimization via Deep Learning: Chao Zhang, Zihao Zhang, Mihai Cucuringu and Stefan Zohren
2021: Forecasting Crude Oil Price Using Event Extraction: Jiangwei Liu and Xiaohong Huang
2021: Information dynamics of price and liquidity around the 2017 Bitcoin markets crash: Vaiva Vasiliauskaite, Fabrizio Lillo and Nino Antulov-Fantulin
2021: Price Stability of Cryptocurrencies as a Medium of Exchange: Tatsuru Kikuchi, Toranosuke Onishi and Kenichi Ueda
2021: Simulating long-term impacts of mortality shocks: learning from the cholera pandemic: Nicole El Karoui, Kaouther Hadji and Sarah Kaakai
2021: Optimal bidding strategies for digital advertising: M\'ed\'eric Motte and Huy\^en Pham
2021: Risk measures beyond frictionless markets: Maria Arduca and Cosimo Munari
2021: A Multi-criteria Approach to Evolve Sparse Neural Architectures for Stock Market Forecasting: Faizal Hafiz, Jan Broekaert, Davide La Torre and Akshya Swain
2021: An Outcome Test of Discrimination for Ranked Lists: Jonathan Roth, Guillaume Saint-Jacques and YinYin Yu
2021: Dynamic Network Quantile Regression Model: Xiu Xu, Weining Wang, Yongcheol Shin and Chaowen Zheng
2021: Public Policymaking for International Agricultural Trade using Association Rules and Ensemble Machine Learning: Feras A. Batarseh, Munisamy Gopinath, Anderson Monken and Zhengrong Gu
2021: Decoding Causality by Fictitious VAR Modeling: Xingwei Hu
2021: Rational AI: A comparison of human and AI responses to triggers of economic irrationality in poker: C. Grace Haaf, Devansh Singh, Cinny Lin and Scofield Zou
2021: Large Order-Invariant Bayesian VARs with Stochastic Volatility: Joshua Chan, Gary Koop and Xuewen Yu
2021: Asymmetric Conjugate Priors for Large Bayesian VARs: Joshua Chan
2021: Risk-Free Rate in the Covid-19 Pandemic: Application Mistakes and Conclusions for Traders: Magomet Yandiev
2021: Absolute and Relative Bias in Eight Common Observational Study Designs: Evidence from a Meta-analysis: Jelena Zurovac, Thomas D. Cook, John Deke, Mariel M. Finucane, Duncan Chaplin, Jared S. Coopersmith, Michael Barna and Lauren Vollmer Forrow
2021: Performance vs Persistence: Assess the alpha to identify outperformers: Hugo Inzirillo and R\'emi Genet
2021: Profit warnings and stock returns: Evidence from moroccan stock exchange: Ilyas El Ghordaf and Abdelbari El Khamlichi
2021: Joint Models for Cause-of-Death Mortality in Multiple Populations: Nhan Huynh and Mike Ludkovski
2021: Can you always reap what you sow? Network and functional data analysis of VC investments in health-tech companies: Christian Esposito, Marco Gortan, Lorenzo Testa, Francesca Chiaromonte, Giorgio Fagiolo, Andrea Mina and Giulio Rossetti
2021: It's not always about the money, sometimes it's about sending a message: Evidence of Informational Content in Monetary Policy Announcements: Yong Cai, Santiago Camara and Nicholas Capel
2021: Grid Tariffs Based on Capacity Subscription: Multi Year Analysis on Metered Consumer Data: Sigurd Bjarghov, Hossein Farahmand and Gerard Doorman
2021: Long Run Law and Entropy: Weidong Tian
2021: Occupational Income Inequality of Thailand: A Case Study of Exploratory Data Analysis beyond Gini Coefficient: Wanetha Sudswong, Anon Plangprasopchok and Chainarong Amornbunchornvej
2021: A Meta-Method for Portfolio Management Using Machine Learning for Adaptive Strategy Selection: Damian Kisiel and Denise Gorse
2021: An Integrated Vaccination Site Selection and Dose Allocation Problem with Fairness Concerns: Mohammad Firouz, Linda Li, Daizy Ahmed and Abdulaziz Ahmed
2021: Going... going... wrong: a test of the level-k (and cognitive hierarchy) models of bidding behaviour: Itzhak Rasooly
2021: Incentive-Based Electric Vehicle Charging for Managing Bottleneck Congestion: Carlo Cenedese, Patrick Stokkink, Nikolas Gerolimins and John Lygeros
2021: Generalized Kernel Ridge Regression for Causal Inference with Missing-at-Random Sample Selection: Rahul Singh
2021: FinRL-Podracer: High Performance and Scalable Deep Reinforcement Learning for Quantitative Finance: Zechu Li, Xiao-Yang Liu, Jiahao Zheng, Zhaoran Wang, Anwar Walid and Jian Guo
2021: The Evolving Causal Structure of Equity Risk Factors: Gabriele D'Acunto, Paolo Bajardi, Francesco Bonchi and Gianmarco De Francisci Morales
2021: Analysis of Sectoral Profitability of the Indian Stock Market Using an LSTM Regression Model: Jaydip Sen, Saikat Mondal and Sidra Mehtab
2021: American Hate Crime Trends Prediction with Event Extraction: Songqiao Han, Hailiang Huang, Jiangwei Liu and Shengsheng Xiao
2021: Pair copula constructions of point-optimal sign-based tests for predictive linear and nonlinear regressions: Kaveh Salehzadeh Nobari
2021: Stock Portfolio Optimization Using a Deep Learning LSTM Model: Jaydip Sen, Abhishek Dutta and Sidra Mehtab
2021: Revisiting the Properties of Money: Isaiah Hull and Or Sattath
2021: A McKean-Vlasov game of commodity production, consumption and trading: Ren\'e A\"id, Ofelia Bonesini, Giorgia Callegaro and Luciano Campi
2021: Exponential GARCH-Ito Volatility Models: Donggyu Kim
2021: On the Limits of Design: What Are the Conceptual Constraints on Designing Artificial Intelligence for Social Good?: Jakob Mokander
2021: Predicting Mortality from Credit Reports: Giacomo De Giorgi, Matthew Harding and Gabriel Vasconcelos
2021: Bootstrap inference for panel data quantile regression: Antonio Galvao, Thomas Parker and Zhijie Xiao
2021: Approximately Efficient Bilateral Trade: Yuan Deng, Jieming Mao, Balasubramanian Sivan and Kangning Wang
2021: Decrease of capital guarantees in life insurance products: can reinsurance stop it?: Marcos Escobar-Anel, Yevhen Havrylenko, Michel Kschonnek and Rudi Zagst
2021: Data-driven Hedging of Stock Index Options via Deep Learning: Jie Chen and Lingfei Li
2021: Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19: Yiannis Karavias, Paresh Narayan and Joakim Westerlund
2021: Fuzzy Arrovian Theorems when preferences are complete: Armajac Ravent\'os-Pujol
2021: Managing Innovation in Technical Education: Revisiting the Developmental Strategies of Politeknik Brunei: Bashir Ahmed Bhuiyan, Mohammad Shahansha Molla and Masud Alam
2021: Optimal Pairs Trading with Time-Varying Volatility: T. N. Li and A. Tourin
2021: Network analysis regarding international trade network: Xiufeng Yan and Qi Tang
2021: Multiplicative Component GARCH Model of Intraday Volatility: Xiufeng Yan
2021: A Linear Model for Distributed Flexibility Markets and DLMPs: A Comparison with the SOCP Formulation: Anibal Sanjab, Yuting Mou, Ana Virag and Kris Kessels
2021: Quantifying Responsibility with Probabilistic Causation -- The Case of Climate Action: Sarah Hiller and Jobst Heitzig
2021: Autoregressive conditional duration modelling of high frequency data: Xiufeng Yan
2021: What drives the accuracy of PV output forecasts?: Thi Ngoc Nguyen and Felix M\"usgens
2021: Multiple-index Nonstationary Time Series Models: Robust Estimation Theory and Practice: Chaohua Dong, Jiti Gao, Bin Peng and Yundong Tu
2021: Multidimensional Kyle-Back model with a risk averse informed trader: Shreya Bose and Ibrahim Ekren
2021: Location inference on social media data for agile monitoring of public health crises: An application to opioid use and abuse during the Covid-19 pandemic: Angela E. Kilby and Charlie Denhart
2021: Central Limit Theory for Models of Strategic Network Formation: Konrad Menzel
2021: A Finite Characterization of Perfect Equilibria: Ivonne Callejas, Srihari Govindan and Lucas Pahl
2021: Integrated Assessment Modeling of Korea 2050 Carbon Neutrality Technology Pathways: Hanwoong Kim, Haewon McJeon, Dawoon Jung, Hanju Lee, Candelaria Bergero and Jiyong Eom
2021: Anticipative information in a Brownian-Poissonmarket: the binary information: Bernardo D'Auria and Jos\'e A. Salmer\'on
2021: Refundable income annuities: Feasibility of money-back guarantees: Moshe Milevsky and Thomas S. Salisbury
2021: Optimal allocation to deferred income annuities: F. Habib, H. Huang, A. Mauskopf, B. Nikolic and T. S. Salisbury
2021: Stock Price Prediction Using Time Series, Econometric, Machine Learning, and Deep Learning Models: Ananda Chatterjee, Hrisav Bhowmick and Jaydip Sen
2021: Artificial Intelligence, Surveillance, and Big Data: David Karpa, Torben Klarl and Michael Rochlitz
2021: Expanding Multi-Market Monopoly and Nonconcavity in the Value of Information: Stefan Behringer
2021: Impact of COVID-19 type events on the economy and climate under the stochastic DICE model: Pavel V. Shevchenko, Daisuke Murakami, Tomoko Matsui and Tor A. Myrvoll
2021: FinEAS: Financial Embedding Analysis of Sentiment: Asier Guti\'errez-Fandi\~no, Miquel Noguer i Alonso, Petter Kolm and Jordi Armengol-Estap\'e
2021: Surplus Extraction with Behavioral Types: Nicolas Pastrian
2021: Choice and Market Design: Samson Alva and Battal Do\u{g}an
2021: Regime Switching Optimal Growth Model with Risk Sensitive Preferences: Anindya Goswami, Nimit Rana and Tak Kuen Siu
2021: The Absence of Attrition in a War of Attrition under Complete Information: George Georgiadis, Youngsoo Kim and H. Dharma Kwon
2021: Optimal trading: a model predictive control approach: Simon Clinet, Jean-Fran\c{c}ois Perreton and Serge Reydellet
2021: Bayesian Persuasion in Sequential Trials: Shih-Tang Su, Vijay G. Subramanian and Grant Schoenebeck
2021: Towards a fully RL-based Market Simulator: Leo Ardon, Nelson Vadori, Thomas Spooner, Mengda Xu, Jared Vann and Sumitra Ganesh
2021: Indian urban workers' labour market transitions: Jyotirmoy Bhattacharya
2021: Towards Principled Causal Effect Estimation by Deep Identifiable Models: Pengzhou Wu and Kenji Fukumizu
2021: Implicit Generative Copulas: Tim Janke, Mohamed Ghanmi and Florian Steinke
2021: Testing the Presence of Implicit Hiring Quotas with Application to German Universities: Lena Janys
2021: Assessing Outcome-to-Outcome Interference in Sibling Fixed Effects Models: David C. Mallinson
2021: Periodicity in Cryptocurrency Volatility and Liquidity: Peter Hansen, Chan Kim and Wade Kimbrough
2021: The Boltzmann fair division for distributive justice: Ji-Won Park, Jaeup U. Kim, Cheol-Min Ghim and Chae Un Kim
2021: Solution Representations of Solving Problems for the Black-Scholes equations and Application to the Pricing Options on Bond with Credit Risk: Hyong-Chol O, Tae-Song Kim and Tae-Song Choe
2021: Policy Choice and Best Arm Identification: Asymptotic Analysis of Exploration Sampling: Kaito Ariu, Masahiro Kato, Junpei Komiyama, Kenichiro McAlinn and Chao Qin
2021: Wealth disparities and economic flow: Assessment using an asset exchange model with the surplus stock of the wealthy: Takeshi Kato and Yoshinori Hiroi
2021: Competitive equilibrium always exists for combinatorial auctions with graphical pricing schemes: Marie-Charlotte Brandenburg, Christian Haase and Ngoc Mai Tran
2021: Visual Time Series Forecasting: An Image-driven Approach: Naftali Cohen, Srijan Sood, Zhen Zeng, Tucker Balch and Manuela Veloso
2021: Robust deep hedging: Eva L\"utkebohmert, Thorsten Schmidt and Julian Sester
2021: Trend-Following Strategies via Dynamic Momentum Learning: Bruno P. C. Levy and Hedibert F. Lopes
2021: Distributionally Robust Martingale Optimal Transport: Zhengqing Zhou, Jose Blanchet and Peter W. Glynn
2021: Price graphs: Utilizing the structural information of financial time series for stock prediction: Junran Wu, Ke Xu, Xueyuan Chen, Shangzhe Li and Jichang Zhao
2021: Dynamic Shrinkage Estimation of the High-Dimensional Minimum-Variance Portfolio: Taras Bodnar, Nestor Parolya and Erik Thorsen
2021: ESG, Risk, and (Tail) Dependence: Karoline Bax, \"Ozge Sahin, Claudia Czado and Sandra Paterlini
2021: Dynamic Portfolio Allocation in High Dimensions using Sparse Risk Factors: Bruno P. C. Levy and Hedibert F. Lopes
2021: Robust Inference on Income Inequality: $t$-Statistic Based Approaches: Rustam Ibragimov, Paul Kattuman and Anton Skrobotov
2021: Order flow in the financial markets from the perspective of the Fractional L\'evy stable motion: Vygintas Gontis
2021: Distributionally robust portfolio maximisation and marginal utility pricing in one period financial markets: Jan Obloj and Johannes Wiesel
2021: Integrating Hydrogen in Single-Price Electricity Systems: The Effects of Spatial Economic Signals: Frederik vom Scheidt, Jingyi Qu, Philipp Staudt, Dharik S. Mallapragada and Christof Weinhardt
2021: Human strategic decision making in parametrized games: Sam Ganzfried
2021: Sequential Search Models: A Pairwise Maximum Rank Approach: Jiarui Liu
2021: Cursed yet Satisfied Agents: Yiling Chen, Alon Eden and Juntao Wang
2021: Dynamic Posted-Price Mechanisms for the Blockchain Transaction Fee Market: Matheus V. X. Ferreira, Daniel J. Moroz, David C. Parkes and Mitchell Stern
2021: Trading Signals In VIX Futures: M. Avellaneda, T. N. Li, A. Papanicolaou and G. Wang
2021: Set-Valued Dynamic Risk Measures for Processes and Vectors: Yanhong Chen and Zachary Feinstein
2021: Rate of convergence for particle approximation of PDEs in Wasserstein space: Maximilien Germain, Huy\^en Pham and Xavier Warin
2021: Deep Video Prediction for Time Series Forecasting: Zhen Zeng, Tucker Balch and Manuela Veloso
2021: An Axiom for Concavifiable Preferences in View of Alt's Theory: Yuhki Hosoya
2021: Reward Design in Risk-Taking Contests: Marcel Nutz and Yuchong Zhang
2021: Optimal Investment and Consumption under a Habit-Formation Constraint: Bahman Angoshtari, Erhan Bayraktar and Virginia R. Young
2021: The Wisdom of the Crowd and Higher-Order Beliefs: Yi-Chun Chen, Manuel Mueller-Frank and Mallesh M Pai
2021: CRPS Learning: Jonathan Berrisch and Florian Ziel
2021: Choice modelling in the age of machine learning -- discussion paper: S. Van Cranenburgh, S. Wang, A. Vij, F. Pereira and J. Walker
2021: Dynamic Ordering Learning in Multivariate Forecasting: Bruno P. C. Levy and Hedibert F. Lopes
2021: Time-Transformed Test for the Explosive Bubbles under Non-stationary Volatility: Eiji Kurozumi, Anton Skrobotov and Alexey Tsarev
2021: The economics of stop-and-go epidemic control: Claudius Gros and Daniel Gros
2021: Out-of-Equilibrium Dynamics and Excess Volatility in Firm Networks: Th\'eo Dessertaine, Jos\'e Moran, Michael Benzaquen and Jean-Philippe Bouchaud
2021: Insurance valuation: A two-step generalised regression approach: Karim Barigou, Valeria Bignozzi and Andreas Tsanakas
2021: Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects: Jiti Gao, Fei Liu, Bin Peng and Yayi Yan
2021: A Canonical Representation of Block Matrices with Applications to Covariance and Correlation Matrices: Ilya Archakov and Peter Hansen
2021: Thermodynamics Formulation of Economics: Burin Gumjudpai
2021: On the benefits of index insurance in US agriculture: a large-scale analysis using satellite data: Matthieu Stigler and David Lobell
2021: Visual Time Series Forecasting: An Image-driven Approach: Srijan Sood, Zhen Zeng, Naftali Cohen, Tucker Balch and Manuela Veloso
2021: Effect of Long-Term Debt on the Financial Growth of Non-Financial Firms Listed at the Nairobi Securities Exchange: David Haritone Shikumo, Oluoch Oluoch and Joshua Matanda Wepukhulu
2021: Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice: Andrii Babii, Xi Chen, Eric Ghysels and Rohit Kumar
2021: Heterogeneous Coefficients, Control Variables, and Identification of Multiple Treatment Effects: Whitney Newey and Sami Stouli
2021: Power-type derivatives for rough volatility with jumps: Liang Wang and Weixuan Xia
2021: Long vs Short Time Scales: the Rough Dilemma and Beyond: Matthieu Garcin and Martino Grasselli
2021: Nonparametric prediction with spatial data: Abhimanyu Gupta and Javier Hidalgo
2021: Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application: Andrii Babii, Ryan T. Ball, Eric Ghysels and Jonas Striaukas
2021: Multigrid Iterative Algorithm based on Compact Finite Difference Schemes and Hermite interpolation for Solving Regime Switching American Options: Chinonso Nwankwo and Weizhong Dai
2021: Efficiency of the financial markets during the COVID-19 crisis: time-varying parameters of fractional stable dynamics: Ayoub Ammy-Driss and Matthieu Garcin
2021: A Maximum Theorem for Incomplete Preferences: Leandro Gorno and Alessandro Rivello
2021: Pricing equity-linked life insurance contracts with multiple risk factors by neural networks: Karim Barigou and Lukasz Delong
2021: Status Quo Bias and the Decoy Effect: A Comparative Analysis in Choice under Risk: Miguel Costa-Gomes and Georgios Gerasimou
2021: Sensitivity analysis of Wasserstein distributionally robust optimization problems: Daniel Bartl, Samuel Drapeau, Jan Obloj and Johannes Wiesel
2021: Suffocating Fire Sales: Nils Detering, Thilo Meyer-Brandis, Konstantinos Panagiotou and Daniel Ritter
2021: Coopetition Against an Amazon: Ronen Gradwohl and Moshe Tennenholtz
2021: How Reliable are Bootstrap-based Heteroskedasticity Robust Tests?: Benedikt M. P\"otscher and David Preinerstorfer
2021: Structural clustering of volatility regimes for dynamic trading strategies: Arjun Prakash, Nick James, Max Menzies and Gilad Francis
2021: An analytical study of participating policies with minimum rate guarantee and surrender option: Maria B. Chiarolla, Tiziano De Angelis and Gabriele Stabile
2021: Instabilities in Multi-Asset and Multi-Agent Market Impact Games: Francesco Cordoni and Fabrizio Lillo
2021: The illiquidity network of stocks in China's market crash: Xiaoling Tan and Jichang Zhao
2021: A Note on the Provision of a Public Service of Different Qualities: Monica Anna Giovanniello and Simone Tonin
2021: Pricing Interest Rate Derivatives under Volatility Uncertainty: Julian H\"olzermann
2021: Machine Learning Portfolio Allocation: Michael Pinelis and David Ruppert
2021: Hours Worked and the U.S. Distribution of Real Annual Earnings 1976-2019: Iv\'an Fern\'andez-Val, Franco Peracchi, Aico van Vuuren and Francis Vella
2021: Testing for threshold regulation in presence of measurement error with an application to the PPP hypothesis: Kung-Sik Chan, Simone Giannerini, Greta Goracci and Howell Tong
2021: Detection of arbitrage opportunities in multi-asset derivatives markets: Antonis Papapantoleon and Paulo Yanez Sarmiento
2021: Social Cost of Carbon: What Do the Numbers Really Mean?: Nikolay Khabarov, Alexey Smirnov and Michael Obersteiner
2021: Panel Data Quantile Regression for Treatment Effect Models: Takuya Ishihara
2021: Third-Degree Price Discrimination Versus Uniform Pricing: Dirk Bergemann, Francisco Castro and Gabriel Weintraub
2021: Causal Inference Under Approximate Neighborhood Interference: Michael Leung
2021: Weak Monotone Comparative Statics: Yeon-Koo Che, Jinwoo Kim and Fuhito Kojima
2021: Beveridgean Unemployment Gap: Pascal Michaillat and Emmanuel Saez
2021: A hierarchical reserving model for reported non-life insurance claims: Jonas Crevecoeur, Jens Robben and Katrien Antonio
2021: Universal Basic Income: The Last Bullet in the Darkness: Mohammad Rasoolinejad
2021: Shrinkage Estimation of Network Spillovers with Factor Structured Errors: Ayden Higgins and Federico Martellosio
2021: Robust Utility Maximizing Strategies under Model Uncertainty and their Convergence: J\"orn Sass and Dorothee Westphal
2021: Competing Models: Jose Luis Montiel Olea, Pietro Ortoleva, Mallesh M Pai and Andrea Prat
2021: Distribution Regression in Duration Analysis: an Application to Unemployment Spells: Miguel Delgado, Andr\'es Garc\'ia-Suaza and Pedro Sant'Anna
2021: How production networks amplify economic growth: James McNerney, Charles Savoie, Francesco Caravelli, Vasco Carvalho and J. Farmer
2021: Time consistency for scalar multivariate risk measures: Zachary Feinstein and Birgit Rudloff
2021: Mathematical models for fake news: Dorje C. Brody and David M. Meier
2021: Continuous Record Asymptotics for Change-Points Models: Alessandro Casini and Pierre Perron
2021: Optimal shrinkage-based portfolio selection in high dimensions: Taras Bodnar, Yarema Okhrin and Nestor Parolya
2021: On the Pricing of Storable Commodities: Dorje C. Brody, Lane P. Hughston and Xun Yang
2021: Stock exchange shares ranking and binary-ternary compressive coding: Igor Nesiolovskiy
2021: Stationary GE-Process and its Application in Analyzing Gold Price Data: Debasis Kundu
2021: Market Microstructure of Non Fungible Tokens: Mayukh Mukhopadhyay and Kaushik Ghosh
2021: The Cost-Benefit Fallacy: Why Cost-Benefit Analysis Is Broken and How to Fix It: Bent Flyvbjerg and Dirk W. Bester
2021: A revised comparison between FF five-factor model and three-factor model,based on China's A-share market: Zhijing Zhang, Yue Yu, Qinghua Ma and Haixiang Yao
2021: Feasibility trade-offs in decarbonisation of power sector with high coal dependence: A case of Korea: Minwoo Hyun, Aleh Cherp, Jessica Jewell, Yeong Jae Kim and Jiyong Eom
2021: Parameterized Explanations for Investor / Company Matching: Simerjot Kaur, Ivan Brugere, Andrea Stefanucci, Armineh Nourbakhsh, Sameena Shah and Manuela Veloso
2021: AIRCC-Clim: a user-friendly tool for generating regional probabilistic climate change scenarios and risk measures: Francisco Estrada, Oscar Calder\'on-Bustamante, Wouter Botzen, Juli\'an A. Velasco and Richard Tol
2021: Surreal Decisions: Eddy Keming Chen and Daniel Rubio
2021: The Role of Global Value Chains in Carbon Intensity Convergence: A Spatial Econometrics Approach: Kazem Biabany Khameneh, Reza Najarzadeh, Hassan Dargahi and Lotfali Agheli
2021: On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis: Yayi Yan, Jiti Gao and Bin Peng
2021: Productivity Convergence in Manufacturing: A Hierarchical Panel Data Approach: Guohua Feng, Jiti Gao and Bin Peng
2021: Large and moderate deviations for importance sampling in the Heston model: Marc Geha, Antoine Jacquier and Zan Zuric
2021: Polynomial Approximation of Discounted Moments: Chenyu Zhao, Misha van Beek, Peter Spreij and Makhtar Ba
2021: Process Design and Economics of Production of p-Aminophenol: Chinmay Ghoroi, Jay Shah, Devanshu Thakar and Sakshi Baheti
2021: Solving it correctly Prevalence and Persistence of Gender Gap in Basic Mathematics in rural India: Upasak Das and Karan Singhal
2021: Coresets for Time Series Clustering: Lingxiao Huang, K. Sudhir and Nisheeth K. Vishnoi
2021: Costly Trading: Michael Isichenko
2021: Moral Hazard, Dynamic Incentives, and Ambiguous Perceptions: Martin Dumav
2021: Risk and return prediction for pricing portfolios of non-performing consumer credit: Siyi Wang, Xing Yan, Bangqi Zheng, Hu Wang, Wangli Xu, Nanbo Peng and Qi Wu
2021: Trading via Selective Classification: Nestoras Chalkidis and Rahul Savani
2021: ABIDES-Gym: Gym Environments for Multi-Agent Discrete Event Simulation and Application to Financial Markets: Selim Amrouni, Aymeric Moulin, Jared Vann, Svitlana Vyetrenko, Tucker Balch and Manuela Veloso
2021: A Scalable Inference Method For Large Dynamic Economic Systems: Pratha Khandelwal, Philip Nadler, Rossella Arcucci, William Knottenbelt and Yi-Ke Guo
2021: The USS Trustee's risky strategy: Neil M Davies, Jackie Grant and Chin Yang Shapland
2021: As long as you talk about me: The importance of family firm brands and the contingent role of family-firm identity: P. Rovelli, C. Benedetti, A. Fronzetti Colladon and A. De Massis
2021: Self-organised criticality in high frequency finance: the case of flash crashes: Jeremy D. Turiel and Tomaso Aste
2021: Large Platonic Markets with Delays: Yannick Limmer and Thilo Meyer-Brandis
2021: Zero-Liquidation Loans: A Structured Product Approach to DeFi Lending: Aetienne Sardon
2021: Bayesian Estimation and Comparison of Conditional Moment Models: Siddhartha Chib, Minchul Shin and Anna Simoni
2021: Exposure of occupations to technologies of the fourth industrial revolution: Benjamin Meindl, Morgan R. Frank and Joana Mendon\c{c}a
2021: Negotiating Networks in Oligopoly Markets for Price-Sensitive Products: Naman Shukla and Kartik Yellepeddi
2021: Efficient ISDA Initial Margin Calculations Using Least Squares Monte-Carlo: Asif Lakhany and Amber Zhang
2021: Towards Realistic Market Simulations: a Generative Adversarial Networks Approach: Andrea Coletta, Matteo Prata, Michele Conti, Emanuele Mercanti, Novella Bartolini, Aymeric Moulin, Svitlana Vyetrenko and Tucker Balch
2021: How To Sell (or Procure) in a Sequential Auction: Kenneth Hendricks and Thomas Wiseman
2021: Computational Efficiency in Multivariate Adversarial Risk Analysis Models: Michael Macgregor Perry and Hadi El-Amine
2021: Approximate Core for Committee Selection via Multilinear Extension and Market Clearing: Kamesh Munagala, Yiheng Shen, Kangning Wang and Zhiyi Wang
2021: Housing property rights and social integration of migrant population: based on the 2017 china migrants' dynamic survey: Jingwen Tan and Shixi Kang
2021: On the Behavioral Consequences of Reverse Causality: Ran Spiegler
2021: Reciprocity or community: Different cultural pathways to cooperation and welfare: Anna Gunnthorsdottir and Palmar Thorsteinsson
2021: Slow Movers in Panel Data: Yuya Sasaki and Takuya Ura
2021: Embracing advanced AI/ML to help investors achieve success: Vanguard Reinforcement Learning for Financial Goal Planning: Shareefuddin Mohammed, Rusty Bealer and Jason Cohen
2021: Brownian Motion & The Stochastic Behaviour of Stocks: Yorgos Protonotarios and Pantelis Tassopoulos
2021: Machine Learning in Finance-Emerging Trends and Challenges: Jaydip Sen, Rajdeep Sen and Abhishek Dutta
2021: Clustering Market Regimes using the Wasserstein Distance: Blanka Horvath, Zacharia Issa and Aitor Muguruza
2021: Forecasting Financial Market Structure from Network Features using Machine Learning: Douglas Castilho, Tharsis T. P. Souza, Soong Moon Kang, Jo\~ao Gama and Andr\'e C. P. L. F. de Carvalho
2021: Liquidity-free implied volatilities: an approach using conic finance: Matteo Michielon, Asma Khedher and Peter Spreij
2021: Airport-Airline Coordination with Economic, Environmental and Social Considerations: Aasheesh Dixit, Patanjal Kumar and Suresh Jakhar
2021: Free Riding in Networks: Markus Kinateder and Luca Merlino
2021: An Economy of Neural Networks: Learning from Heterogeneous Experiences: Artem Kuriksha
2021: A Two-stage Pricing Strategy Considering Learning Effects and Word-of-Mouth: Yanrong Li, Lai Wei and Wei Jiang
2021: Algebraic Properties of Blackwell's Order and A Cardinal Measure of Informativeness: Andrew Kosenko
2021: Dynamic Bipartite Matching Market with Arrivals and Departures: Naonori Kakimura and Donghao Zhu
2021: Media abnormal tone, earnings announcements, and the stock market: David Ardia, Keven Bluteau and Kris Boudt
2021: Bi-integrative analysis of two-dimensional heterogeneous panel data model: Wei Wang, Xiaodong Yan, Yanyan Ren and Zhijie Xiao
2021: Optimally Targeting Interventions in Networks during a Pandemic: Theory and Evidence from the Networks of Nursing Homes in the United States: Roland Pongou, Guy Tchuente and Jean-Baptiste Tondji
2021: Difference-in-Differences with Geocoded Microdata: Kyle Butts
2021: Revisiting identification concepts in Bayesian analysis: Jean-Pierre Florens and Anna Simoni
2021: Sector Volatility Prediction Performance Using GARCH Models and Artificial Neural Networks: Curtis Nybo
2021: Understanding jumps in high frequency digital asset markets: Danial Saef, Odett Nagy, Sergej Sizov and Wolfgang Karl H\"ardle
2021: Mean-Variance Portfolio Selection in Contagious Markets: Yang Shen and Bin Zou
2021: Identifying the Effects of Sanctions on the Iranian Economy using Newspaper Coverage: Dario Laudati and Mohammad Pesaran
2021: Prosecutor Politics: The Impact of Election Cycles on Criminal Sentencing in the Era of Rising Incarceration: Chika O. Okafor
2021: Study of The Relationship Between Public and Private Venture Capitalists in France: A Qualitative Approach: Jonathan Labbe
2021: Gender identity and relative income within household: Evidence from China: Han Dongcheng, Kong Fanbo and Wang Zixun
2021: Auction design with ambiguity: Optimality of the first-price and all-pay auctions: Sosung Baik and Sung-Ha Hwang
2021: Exact Bias Correction for Linear Adjustment of Randomized Controlled Trials: Haoge Chang, Joel Middleton and P. M. Aronow
2021: Dropping diversity of products of large US firms: Models and measures: Ananthan Nambiar, Tobias Rubel, James McCaull, Jon deVries and Mark Bedau
2021: Semimartingale and continuous-time Markov chain approximation for rough stochastic local volatility models: Jingtang Ma, Wensheng Yang and Zhenyu Cui
2021: Choice probabilities and correlations in closed-form route choice models: specifications and drawbacks: Fiore Tinessa, Vittorio Marzano and Andrea Papola
2021: Machine Learning, Deep Learning, and Hedonic Methods for Real Estate Price Prediction: Mahdieh Yazdani
2021: ETF Risk Models: Zura Kakushadze and Willie Yu
2021: General Compound Hawkes Processes for Mid-Price Prediction: Myles Sjogren and Timothy DeLise
2021: Stability and Efficiency of Random Serial Dictatorship: Suhas Vijaykumar
2021: Appointments: A More Effective Commitment Device for Health Behaviors: Laura Derksen, Jason Kerwin, Natalia Ordaz Reynoso and Olivier Sterck
2021: Interpreting the Caste-based Earning Gaps in the Indian Labour Market: Theil and Oaxaca Decomposition Analysis: Pallavi Gupta and Satyanarayan Kothe
2021: ESG and Sovereign Risk: What is Priced in by the Bond Market and Credit Rating Agencies?: Raphael Semet, Thierry Roncalli and Lauren Stagnol
2021: Data-driven distributionally robust risk parity portfolio optimization: Giorgio Costa and Roy H. Kwon
2021: Exploring the Endogenous Nature of Meme Stocks Using the Log-Periodic Power Law Model and Confidence Indicator: Hideyuki Takagi
2021: A Response to Philippe Lemoine's Critique on our Paper "Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S.": Victor Chernozhukov, Hiroyuki Kasahara and Paul Schrimpf
2021: Hotel Preference Rank based on Online Customer Review: Muhammad Apriandito Arya Saputra, Andry Alamsyah and Fajar Ibnu Fatihan
2021: Group network effects in price competition: Renato Soeiro and Alberto Pinto
2021: Inferring supply networks from mobile phone data to estimate the resilience of a national economy: Tobias Reisch, Georg Heiler, Christian Diem and Stefan Thurner
2021: Fixed $T$ Estimation of Linear Panel Data Models with Interactive Fixed Effects: Ayden Higgins
2021: An Automated Portfolio Trading System with Feature Preprocessing and Recurrent Reinforcement Learning: Lin Li
2021: $\beta$-Intact-VAE: Identifying and Estimating Causal Effects under Limited Overlap: Pengzhou Wu and Kenji Fukumizu
2021: Two-stage least squares with a randomly right censored outcome: Jad Beyhum
2021: Smooth Tests for Normality in ANOVA: Haoyu Wei and Xiaojun Song
2021: Nonparametric Tests of Conditional Independence for Time Series: Xiaojun Song and Haoyu Wei
2021: Various issues around the L1-norm distance: Jean-Daniel Rolle
2021: How Robust are Limit Order Book Representations under Data Perturbation?: Yufei Wu, Mahmoud Mahfouz, Daniele Magazzeni and Manuela Veloso
2021: Moral Hazard with Heterogeneous Beliefs: Martin Dumav, Urmee Khan and Luca Rigotti
2021: A Mechanism Design Approach to Allocating Travel Funds: Michael A. Jones
2021: Risk aversion in flexible electricity markets: Thomas M\"obius, Iegor Riepin, Felix M\"usgens and Adriaan H. van der Weijde
2021: A sentiment-based modeling and analysis of stock price during the COVID-19: U- and Swoosh-shaped recovery: Anish Rai, Ajit Mahata, Md. Nurujjaman, Sushovan Majhi and Kanish Debnath
2021: Many Proxy Controls: Ben Deaner
2021: Protecting Retail Investors from Order Book Spoofing using a GRU-based Detection Model: Jean-No\"el Tuccella, Philip Nadler and Ovidiu \c{S}erban
2021: Investigating Growth at Risk Using a Multi-country Non-parametric Quantile Factor Model: Todd Clark, Florian Huber, Gary Koop, Massimiliano Marcellino and Michael Pfarrhofer
2021: Robust Generalized Method of Moments: A Finite Sample Viewpoint: Dhruv Rohatgi and Vasilis Syrgkanis
2021: A Method for Predicting VaR by Aggregating Generalized Distributions Driven by the Dynamic Conditional Score: Shijia Song and Handong Li
2021: A Quantum Generative Adversarial Network for distributions: Amine Assouel, Antoine Jacquier and Alexei Kondratyev
2021: New insights into price drivers of crude oil futures markets: Evidence from quantile ARDL approach: Hao-Lin Shao, Ying-Hui Shao and Yan-Hong Yang
2021: Value-at-Risk forecasting model based on normal inverse Gaussian distribution driven by dynamic conditional score: Shijia Song and Handong Li
2021: Feature Selection by a Mechanism Design: Xingwei Hu
2021: Distcomp: Comparing distributions: David Kaplan
2021: Tradeoffs in Hierarchical Voting Systems: Lucas B\"ottcher and Georgia Kernell
2021: Predicting Credit Risk for Unsecured Lending: A Machine Learning Approach: K. S. Naik
2021: Joint optimization of sales-mix and generation plan for a large electricity producer: Paolo Falbo and Carlos Ruiz
2021: A New Multivariate Predictive Model for Stock Returns: Jianying Xie
2021: Beware the Gini Index! A New Inequality Measure: Sabiou Inoua
2021: Geography of Science: Competitiveness and Inequality: Aurelio Patelli, Lorenzo Napolitano, Giulio Cimini and Andrea Gabrielli
2021: Concentrated Liquidity in Automated Market Makers: Robin Fritsch
2021: Learning to Classify and Imitate Trading Agents in Continuous Double Auction Markets: Mahmoud Mahfouz, Tucker Balch, Manuela Veloso and Danilo Mandic
2021: Liquidity Stress Testing in Asset Management -- Part 3. Managing the Asset-Liability Liquidity Risk: Thierry Roncalli
2021: Deep Learning for Principal-Agent Mean Field Games: Steven Campbell, Yichao Chen, Arvind Shrivats and Sebastian Jaimungal
2021: Information Elicitation Meets Clustering: Yuqing Kong
2021: Traders in a Strange Land: Agent-based discrete-event market simulation of the Figgie card game: Steven DiSilvio, Yu, Luo and Anthony Ozerov
2021: Probabilistic Prediction for Binary Treatment Choice: with focus on personalized medicine: Charles Manski
2021: Error Analysis of a Model Order Reduction Framework for Financial Risk Analysis: Andreas Binder, Onkar Jadhav and Volker Mehrmann
2021: The Impacts of Mobility on Covid-19 Dynamics: Using Soft and Hard Data: Leonardo Martins and Marcelo Medeiros
2021: The Forest Behind the Tree: Heterogeneity in How US Governor's Party Affects Black Workers: Guy Tchuente, Johnson Kakeu and John Francois
2021: The emergence of cooperation from shared goals in the Systemic Sustainability Game of common pool resources: Chengyi Tu, Paolo DOdorico, Zhe Li and Samir Suweis
2021: Universal Database for Economic Complexity: Aurelio Patelli, Andrea Zaccaria and Luciano Pietronero
2021: Stochastic volatility model with range-based correction and leverage: Yuta Kurose
2021: Pricing and Hedging Prepayment Risk in a Mortgage Portfolio: Emanuele Casamassima, Lech Grzelak, Frank A. Mulder and Cornelis Oosterlee
2021: A Market Mechanism for Truthful Bidding with Energy Storage: Rajni Kant Bansal, Pengcheng You, Dennice F. Gayme and Enrique Mallada
2021: An Economic Analysis on the Potential and Steady Growth of China: a Practice Based on the Dualistic System Economics in China: Tianyong Zhou
2021: Identifying the Main Factors of Iran's Economic Growth using Growth Accounting Framework: Mohammadreza Mahmoudi
2021: Reaping the Rewards Later: How Education Improves Old-Age Cognition in South Africa: Plamen Nikolov and Steve Yeh
2021: A Framework for Using Value-Added in Regressions: Antoine Deeb
2021: Detection of Structural Regimes and Analyzing the Impact of Crude Oil Market on Canadian Stock Market: Markov Regime-Switching Approach: Mohammadreza Mahmoudi and Hana Ghaneei
2021: Robust PCA Synthetic Control: Mani Bayani
2021: Dynamics of Wealth Inequality in Simple Artificial Societies: John C. Stevenson
2021: Efficient Online Estimation of Causal Effects by Deciding What to Observe: Shantanu Gupta, Zachary C. Lipton and David Childers
2021: Networks of News and Cross-Sectional Returns: Junjie Hu and Wolfgang Karl H\"ardle
2021: Economic Hysteresis and Its Mathematical Modeling: Isaak D. Mayergoyz and Can E. Korman
2021: Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation: Hengxu Lin, Dong Zhou, Weiqing Liu and Jiang Bian
2021: Risk aversion and uniqueness of equilibrium: a polynomial approach: Andrea Loi and Stefano Matta
2021: Approximate Core Allocations for Multiple Partners Matching Games: Han Xiao, Tianhang Lu and Qizhi Fang
2021: Heterogeneous Treatment Effects in Regression Discontinuity Designs: Agoston Reguly
2021: Sub- and Super-solution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Market: Jean-Pierre Fouque, Ruimeng Hu and Ronnie Sircar
2021: A Concavification Approach to Ambiguous Persuasion: Xiaoyu Cheng
2021: An Empirical Study of DeFi Liquidations: Incentives, Risks, and Instabilities: Kaihua Qin, Liyi Zhou, Pablo Gamito, Philipp Jovanovic and Arthur Gervais
2021: A Century of Economic Policy Uncertainty Through the French-Canadian Lens: David Ardia, Keven Bluteau and Alaa Kassem
2021: Fast and Robust Online Inference with Stochastic Gradient Descent via Random Scaling: Sokbae (Simon) Lee, Yuan Liao, Myung Hwan Seo and Youngki Shin
2021: Linear Rescaling to Accurately Interpret Logarithms: Nick Huntington-Klein
2021: Behavior of Liquidity Providers in Decentralized Exchanges: Lioba Heimbach, Ye Wang and Roger Wattenhofer
2021: Hedging Goals: Thomas Krabichler and Marcus Wunsch
2021: On the Time-Inconsistent Deterministic Linear-Quadratic Control: Hongyan Cai, Danhong Chen, Yunfei Peng and Wei Wei
2021: Relationship among state reopening policies, health outcomes and economic recovery through first wave of the COVID-19 pandemic in the U.S: Alexandre K. Ligo, Emerson Mahoney, Jeffrey Cegan, Benjamin D. Trump, Andrew S. Jin, Maksim Kitsak, Jesse Keenan and Igor Linkov
2021: Robust decision-making under risk and ambiguity: Maximilian Blesch and Philipp Eisenhauer
2021: Form 10-Q Itemization: Yanci Zhang, Tianming Du, Yujie Sun, Lawrence Donohue and Rui Dai
2021: Optimal Algorithmic Monetary Policy: Luyao Zhang and Yulin Liu
2021: Risk Aggregation under Dependence Uncertainty and an Order Constraint: Yuyu Chen, Liyuan Lin and Ruodu Wang
2021: A new spin on optimal portfolios and ecological equilibria: Jerome Garnier-Brun, Michael Benzaquen, Stefano Ciliberti and Jean-Philippe Bouchaud
2021: Efficiency and Stability in a Process of Teams Formation: Leonardo Boncinelli, Alessio Muscillo and Paolo Pin
2021: Online Market Equilibrium with Application to Fair Division: Yuan Gao, Christian Kroer and Alex Peysakhovich
2021: PatentSBERTa: A Deep NLP based Hybrid Model for Patent Distance and Classification using Augmented SBERT: Hamid Bekamiri, Daniel S. Hain and Roman Jurowetzki
2021: Functional portfolio optimization in stochastic portfolio theory: Steven Campbell and Ting-Kam Leonard Wong
2021: Signaling and Employer Learning with Instruments: Gaurab Aryal, Manudeep Bhuller and Fabian Lange
2021: Modeling tail risks of inflation using unobserved component quantile regressions: Michael Pfarrhofer
2021: Repeated Games with Switching Costs: Stationary vs History Independent Strategies: Yevgeny Tsodikovich, Xavier Venel and Anna Zseleva
2021: PolicySpace2: modeling markets and endogenous public policies: Bernardo Furtado
2021: Multivariate higher order moments in multi-state life insurance: Jamaal Ahmad
2021: Logarithmic Regret in Feature-based Dynamic Pricing: Jianyu Xu and Yu-Xiang Wang
2021: Vote Delegation with Unknown Preferences: Hans Gersbach, Akaki Mamageishvili and Manvir Schneider
2021: Statistical Power for Estimating Treatment Effects Using Difference-in-Differences and Comparative Interrupted Time Series Designs with Variation in Treatment Timing: Peter Z. Schochet
2021: Interview Hoarding: Vikram Manjunath and Thayer Morrill
2021: On the Fragility of Third-party Punishment: The Context Effect of a Dominated Risky Investment Option: Changkuk Im and Jinkwon Lee
2021: Non-rationalizable Individuals, Stochastic Rationalizability, and Sampling: Changkuk Im and John Rehbeck
2021: Ubiquitous power law scaling in nonlinear self-excited Hawkes processes: Kiyoshi Kanazawa and Didier Sornette
2021: The Impact of Privacy Laws on Online User Behavior: Julia Schmitt, Klaus M. Miller and Bernd Skiera
2021: Unraveling S&P500 stock volatility and networks -- An encoding-and-decoding approach: Xiaodong Wang and Fushing Hsieh
2021: Assignment mechanisms: common preferences and information acquisition: Georgy Artemov
2021: Conditions for bubbles to arise under heterogeneous beliefs: Seunghyun Lee and Hyungbin Park
2021: Computation of Convex Hull Prices in Electricity Markets with Non-Convexities using Dantzig-Wolfe Decomposition: Panagiotis Andrianesis, Dimitris Bertsimas, Michael C. Caramanis and William W. Hogan
2021: Estimating the Impact of Weather on Agriculture: Jeffrey Michler, Anna Josephson, Talip Kilic and Siobhan Murray
2021: Simulation of conditional expectations under fast mean-reverting stochastic volatility models: Andrei Cozma and Christoph Reisinger
2021: Quantum Technology for Economists: Isaiah Hull, Or Sattath, Eleni Diamanti and G\"oran Wendin
2021: Rise of the Kniesians: The professor-student network of Nobel laureates in economics: Richard Tol
2021: Interpreting Unconditional Quantile Regression with Conditional Independence: David Kaplan
2021: A Recursive Logit Model with Choice Aversion and Its Application to Transportation Networks: Austin Knies, Jorge Lorca and Emerson Melo
2021: Social Learning in Nonatomic Routing Games: Emilien Macault, Marco Scarsini and Tristan Tomala
2021: Local Composite Quantile Regression for Regression Discontinuity: Xiao Huang and Zhaoguo Zhan
2021: COVID-19: Tail Risk and Predictive Regressions: Walter Distaso, Rustam Ibragimov, Alexander Semenov and Anton Skrobotov
2021: Causal Inference in Possibly Nonlinear Factor Models: Yingjie Feng
2021: Hybrid quantum-classical optimization for financial index tracking: Samuel Fern\'andez-Lorenzo, Diego Porras and Juan Jos\'e Garc\'ia-Ripoll
2021: Non-Linear Discounting and Default Compensation: Valuation of Non-Replicable Value and Damage: When the Social Discount Rate may become Negative: Christian Fries
2021: The Nonuniversality of Wealth Distribution Tails Near Wealth Condensation Criticality: Sam L. Polk and Bruce M. Boghosian
2021: Optimizing Voting Order on Sequential Juries: A Median Voter Theorem and Beyond: Steve Alpern and Bo Chen
2021: Non-concave expected utility optimization with uncertain time horizon: Christian Dehm, Thai Nguyen and Mitja Stadje
2021: Funding Public Projects: A Case for the Nash Product Rule: Florian Brandl, Felix Brandt, Matthias Greger, Dominik Peters, Christian Stricker and Warut Suksompong
2021: Inference with Many Weak Instruments: Anna Mikusheva and Liyang Sun
2021: mFLICA: An R package for Inferring Leadership of Coordination From Time Series: Chainarong Amornbunchornvej
2021: Model independent WWR for regulatory CVA and for accounting CVA and FVA: Chris Kenyon, Mourad Berrahoui and Benjamin Poncet
2021: Adversarial Attacks on Machine Learning Systems for High-Frequency Trading: Micah Goldblum, Avi Schwarzschild, Ankit B. Patel and Tom Goldstein
2021: Default Ambiguity: Finding the Best Solution to the Clearing Problem: P\'al Andr\'as Papp and Roger Wattenhofer
2021: Multivariate Systemic Optimal Risk Transfer Equilibrium: Alessandro Doldi and Marco Frittelli
2021: Robust Product-line Pricing under Generalized Extreme Value Models: Tien Mai and Patrick Jaillet
2021: An approximate solution for the power utility optimization under predictable returns: Dmytro Ivasiuk
2021: Relative Maximum Likelihood Updating of Ambiguous Beliefs: Xiaoyu Cheng
2021: Pricing Economic Dispatch with AC Power Flow via Local Multipliers and Conic Relaxation: Mariola Ndrio, Anna Winnicki and Subhonmesh Bose
2021: Equity2Vec: End-to-end Deep Learning Framework for Cross-sectional Asset Pricing: Qiong Wu, Christopher G. Brinton, Zheng Zhang, Andrea Pizzoferrato, Zhenming Liu and Mihai Cucuringu
2021: Agglomerative Likelihood Clustering: Lionel Yelibi and Tim Gebbie
2021: Detectability, Duality, and Surplus Extraction: Giuseppe Lopomo, Luca Rigotti and Chris Shannon
2021: The Black-Scholes Equation in Presence of Arbitrage: Simone Farinelli and Hideyuki Takada
2021: Learning Context-Dependent Choice Functions: Karlson Pfannschmidt, Pritha Gupta, Bj\"orn Haddenhorst and Eyke H\"ullermeier
2021: A Primal-dual Learning Algorithm for Personalized Dynamic Pricing with an Inventory Constraint: Ningyuan Chen and Guillermo Gallego
2021: Closed-form approximations with respect to the mixing solution for option pricing under stochastic volatility: Kaustav Das and Nicolas Langren\'e
2021: Uncertainty and Robustness of Surplus Extraction: Giuseppe Lopomo, Luca Rigotti and Chris Shannon
2021: A class of stochastic games and moving free boundary problems: Xin Guo, Wenpin Tang and Renyuan Xu
2021: Minimizing Sensitivity to Model Misspecification: Stéphane Bonhomme and Martin Weidner
2021: Density Forecasts in Panel Data Models: A Semiparametric Bayesian Perspective: Laura Liu
2021: Option-Based Pricing of Wrong Way Risk for CVA: Chris Kenyon and Andrew Green
2021: Modelling the transition to a low-carbon energy supply: Alexander Kell
2021: An Empirical Analysis of how Internet Access Influences Public Opinion towards Undocumented Immigrants and Unaccompanied Children: Muhammad Hassan Bin Afzal
2021: Representation of probability distributions with implied volatility and biological rationale: Felix Polyakov
2021: Application of DEA in International Market Selection for the export of products from Spain: Safa El Kefi
2021: Coupled Fixed Points for Hardy-Rogers Type of Maps and Their Applications in the Investigations of Market Equilibrium in Duopoly Markets for Non-Differentiable, Nonlinear Response Functions: S. Kabaivanov, V. Zhelinski and B. Zlatanov
2021: Economic valuation of tourism of the Sundarban Mangroves, Bangladesh: Mohammad Nur Nobi, A. H. M. Raihan Sarker, Biswajit Nath, Eivin R{\o}skaft, Ma Suza and Paul Kvinta
2021: Uncertainty, volatility and the persistence norms of financial time series: Simon Rudkin, Wanling Qiu and Pawel Dlotko
2021: Information Design for a Non-atomic Service Scheduling Game: Nasimeh Heydaribeni and Ketan Savla
2021: Truly Costly Search and Word-of-Mouth Communication: Atabek Atayev
2021: Information Acquisition and Diffusion in Markets: Atabek Atayev and Maarten Janssen
2021: Uncertain Product Availability in Search Markets: Atabek Atayev
2021: Nonlinear Prices, Homogeneous Goods, Search: Atabek Atayev
2021: Pricing American options under negative rates: Jherek Healy
2021: Causal Matrix Completion: Anish Agarwal, Munther Dahleh, Devavrat Shah and Dennis Shen
2021: Deep Hawkes Process for High-Frequency Market Making: Pankaj Kumar
2021: Stock Price Prediction Under Anomalous Circumstances: Jinlong Ruan, Wei Wu and Jiebo Luo
2021: Causal effect of regulated Bitcoin futures on volatility and volume: Fiammetta Menchetti, Fabrizio Cipollini and Fabrizia Mealli
2021: Stock Index Prediction using Cointegration test and Quantile Loss: Jaeyoung Cheong, Heejoon Lee and Minjung Kang
2021: Matching Markets: Andrew Yang, Bruce Changlong Xu and Ivan Villa-Renteria
2021: Nonparametric Bounds on Treatment Effects with Imperfect Instruments: Kyunghoon Ban and D\'esir\'e K\'edagni
2021: Unstable diffusion in social networks: Teruyoshi Kobayashi, Yoshitaka Ogisu and Tomokatsu Onaga
2021: Conditional Value-at-Risk for Quantitative Trading: A Direct Reinforcement Learning Approach: Ali Al-Ameer and Khaled Alshehri
2021: Constrained scenarios for twenty-first century human population size based on the empirical coupling to economic growth: Barry W. Brook, Jessie C. Buettel and Sanghyun Hong
2021: Lobbying Influence -- The Role of Money, Strategies and Measurements: Fintan Oeri, Adrian Rinscheid and Aya Kachi
2021: Intra-Day Price Simulation with Generative Adversarial Modelling of the Order Flow: Ye-Sheen Lim and Denise Gorse
2021: Reinforcement Learning for Quantitative Trading: Shuo Sun, Rundong Wang and Bo An
2021: No-Regret Forecasting with Egalitarian Committees: Jiun-Hua Su
2021: Macroeconomic forecasting with LSTM and mixed frequency time series data: Sarun Kamolthip
2021: High-dimensional Portfolio Optimization using Joint Shrinkage: Anik Burman and Sayantan Banerjee
2021: Bilateral Trade: A Regret Minimization Perspective: Nicol\`o Cesa-Bianchi, Tommaso Cesari, Roberto Colomboni, Federico Fusco and Stefano Leonardi
2021: Faking Brownian motion with continuous Markov martingales: Mathias Beiglb\"ock, George Lowther, Gudmund Pammer and Walter Schachermayer
2021: Pricing multi-asset derivatives by finite difference method on a quantum computer: Koichi Miyamoto and Kenji Kubo
2021: Multi-Transformer: A New Neural Network-Based Architecture for Forecasting S&P Volatility: Eduardo Ramos-P\'erez, Pablo J. Alonso-Gonz\'alez and Jos\'e Javier N\'u\~nez-Vel\'azquez
2021: Design and validation of an index to measure development in rural areas through stakeholder participation: Abreu I., Mesias F. J., Julian Ramajo and J
2021: Reputation dependent pricing strategy: analysis based on a Chinese C2C marketplace: Zehao Chen, Yanchen Zhu, Tianyang Shen and Yufan Ye
2021: Delta Hedging with Transaction Costs: Dynamic Multiscale Strategy using Neural Nets: G. Mazzei, F. G. Bellora and J. A. Serur
2021: Automated Market-Making for Fiat Currencies: Alex Lipton and Artur Sepp
2021: Psychological dimension of adaptive trading in cryptocurrency markets: Misha Perepelitsa
2021: Combining Discrete Choice Models and Neural Networks through Embeddings: Formulation, Interpretability and Performance: Ioanna Arkoudi, Carlos Lima Azevedo and Francisco C. Pereira
2021: Absorptive capacities and economic growth in low and middle income economies: Muhammad Salar Khan
2021: Deep Neural Network Algorithms for Parabolic PIDEs and Applications in Insurance Mathematics: R\"udiger Frey and Verena K\"ock
2021: Who are the arbitrageurs? Empirical evidence from Bitcoin traders in the Mt. Gox exchange platform: Pietro Saggese, Alessandro Belmonte, Nicola Dimitri, Angelo Facchini and Rainer B\"ohme
2021: A Wavelet Method for Panel Models with Jump Discontinuities in the Parameters: Oualid Bada, Alois Kneip, Dominik Liebl, Tim Mensinger, James Gualtieri and Robin Sickles
2021: Marginals Versus Copulas: Which Account For More Model Risk In Multivariate Risk Forecasting?: Simon Fritzsch, Maike Timphus and Gregor Weiss
2021: Circular City Index: An Open Data analysis to assess the urban circularity preparedness of cities to address the green transition -- A study on the Italian municipalities: Alessio Muscillo, Simona Re, Sergio Gambacorta, Giuseppe Ferrara, Nicola Tagliafierro, Emiliano Borello, Alessandro Rubino and Angelo Facchini
2021: Fractional Growth Portfolio Investment: Anthony E. Brockwell
2021: A mean-field extension of the LIBOR market model: Sascha Desmettre, Simon Hochgerner, Sanela Omerovic and Stefan Thonhauser
2021: Evaluation of Dynamic Cointegration-Based Pairs Trading Strategy in the Cryptocurrency Market: Masood Tadi and Irina Kortchmeski
2021: Exploring Coevolutionary Dynamics of Competitive Arms-Races Between Infinitely Diverse Heterogenous Adaptive Automated Trader-Agents: Nik Alexandrov, Dave Cliff and Charlie Figuero
2021: Cryptocurrencies and the Future of Money: Matheus R. Grasselli and Alexander Lipton
2021: Evolution of topics in central bank speech communication: Magnus Hansson
2021: Knowledge Accumulation, Privacy, and Growth in a Data Economy: Lin Cong, Danxia Xie and Longtian Zhang
2021: Endogenous Growth Under Multiple Uses of Data: Lin Cong, Wenshi Wei, Danxia Xie and Longtian Zhang
2021: An AI-assisted Economic Model of Endogenous Mobility and Infectious Diseases: The Case of COVID-19 in the United States: Lin Cong, Ke Tang, Bing Wang and Jingyuan Wang
2021: She Innovates- Female owner and firm innovation in India: Shreya Biswas
2021: Economic Crises in a Model with Capital Scarcity and Self-Reflexive Confidence: Federico Guglielmo Morelli, Karl Naumann-Woleske, Michael Benzaquen, Marco Tarzia and Jean-Philippe Bouchaud
2021: On the valuation of multiple reset options: integral equation approach: Nazym Azimbayev and Yerkin Kitapbayev
2021: UTXO in Digital Currencies: Account-based or Token-based? Or Both?: Aldar C-F. Chan
2021: A Data-Driven Convergence Bidding Strategy Based on Reverse Engineering of Market Participants' Performance: A Case of California ISO: Ehsan Samani, Mahdi Kohansal and Hamed Mohsenian-Rad
2021: Unifying Design-based Inference: On Bounding and Estimating the Variance of any Linear Estimator in any Experimental Design: Joel A. Middleton
2021: Constrained School Choice with Incomplete Information: Hugo Gimbert, Claire Mathieu and Simon Mauras
2021: SINH-acceleration for B-spline projection with Option Pricing Applications: Svetlana Boyarchenko, Sergei Levendorski\u{i}, J. Lars Kirkby and Zhenyu Cui
2021: Emergent Collaboration in Social Purpose Games: Robert P. Gilles, Lina Mallozzi and Roberta Messalli
2021: Trading styles and long-run variance of asset prices: Lawrence Middleton, James Dodd and Simone Rijavec
2021: Short and Simple Confidence Intervals when the Directions of Some Effects are Known: Philipp Ketz and Adam McCloskey
2021: Education and Food Consumption Patterns: Quasi-Experimental Evidence from Indonesia: Dr Mohammad Rafiqul Islam and Nicholas Sim
2021: The Enduring Effects of COVID-19 on Travel Behavior in the United States: A Panel Study on Observed and Expected Changes in Telecommuting, Mode Choice, Online Shopping and Air Travel: Mohammadjavad Javadinasr, Tassio B. Magassy, Ehsan Rahimi, Motahare, Mohammadi, Amir Davatgari, Abolfazl, Mohammadian, Deborah Salon, Matthew Wigginton Bhagat-Conway, Rishabh Singh Chauhan, Ram M. Pendyala, Sybil Derrible and Sara Khoeini
2021: Structural Estimation of Matching Markets with Transferable Utility: Alfred Galichon and Bernard Salani\'e
2021: Semi-parametric estimation of the EASI model: Welfare implications of taxes identifying clusters due to unobserved preference heterogeneity: Andr\'es Ram\'irez-Hassan and Alejandro L\'opez-Vera
2021: Geographic Difference-in-Discontinuities: Kyle Butts
2021: JUBILEE: Secure Debt Relief and Forgiveness: David Cerezo S\'anchez
2021: Risk Measurement, Risk Entropy, and Autonomous Driving Risk Modeling: Jiamin Yu
2021: Effect of mobile financial services on financial behavior in developing economies-Evidence from India: Shreya Biswas
2021: WaveCorr: Correlation-savvy Deep Reinforcement Learning for Portfolio Management: Saeed Marzban, Erick Delage, Jonathan Yumeng Li, Jeremie Desgagne-Bouchard and Carl Dussault
2021: Wrapping trust for interoperability. A study of wrapped tokens: Giulio Caldarelli
2021: Bayesian hierarchical analysis of a multifaceted program against extreme poverty: Louis Charlot
2021: The impact of the COVID-19 pandemic on academic productivity: Andrew R. Casey, Ilya Mandel and Prasun K. Ray
2021: Gibbs posterior inference on a Levy density under discrete sampling: Zhe Wang and Ryan Martin
2021: A General Framework to Forecast the Adoption of Novel Products: A Case of Autonomous Vehicles: Subodh Dubey, Ishant Sharma, Sabyasachee Mishra, Oded Cats and Prateek Bansal
2021: Nonparametric Estimation of Truncated Conditional Expectation Functions: Tomasz Olma
2021: The state of health of the Russian population during the pandemic (according to sample surveys): Leysan Anvarovna Davletshina, Natalia Alekseevna Sadovnikova, Alexander Valeryevich Bezrukov and Olga Guryevna Lebedinskaya
2021: On certain representations of pricing functionals: Carlo Marinelli
2021: Estimating a new panel MSK dataset for comparative analyses of national absorptive capacity systems, economic growth, and development in low and middle income economies: Muhammad Salar Khan
2021: Financial Trading with Feature Preprocessing and Recurrent Reinforcement Learning: Lin Li
2021: An Alternative Approach to Evaluate American Options Price Using HJM Approach: Kushantha Fernando and Vajira Manathunga
2021: Adjoint Differentiation for generic matrix functions: Andrei Goloubentsev, Dmitri Goloubentsev and Evgeny Lakshtanov
2021: When Two Worlds Collide: Using Particle Physics Tools to Visualize the Limit Order Book: Marjolein E. Verhulst, Philippe Debie, Stephan Hageboeck, Joost M. E. Pennings, Cornelis Gardebroek, Axel Naumann, Paul van Leeuwen, Andres Trujillo-Barrera and Lorenzo Moneta
2021: Risk-Adjusted Valuation for Real Option Decisions: Carol Alexander, Xi Chen and Charles Ward
2021: Implicit Copulas: An Overview: Michael Stanley Smith
2021: Protection of the Rights of Large Families as One of the Key Tasks of the State's Social Policy: Valery Dolgov and Mattia Masolletti
2021: A Tale of Two (and More) Altruists: B. De Bruyne, J. Randon-Furling and S. Redner
2021: Variable Selection for Causal Inference via Outcome-Adaptive Random Forest: Daniel Jacob
2021: Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures: Saeed Marzban, Erick Delage and Jonathan Yumeng Li
2021: Optimizing timetable and network reopen plans for public transportation networks during a COVID19-like pandemic: Yiduo Huang and Zuojun Max Shen
2021: Matrix Completion of World Trade: Gnecco Giorgio, Nutarelli Federico and Riccaboni Massimo
2021: On the estimation of discrete choice models to capture irrational customer behaviors: Sanjay Dominik Jena, Andrea Lodi and Claudio Sole
2021: On a quantile autoregressive conditional duration model applied to high-frequency financial data: Helton Saulo, Narayanaswamy Balakrishnan and Roberto Vila
2021: Eurasian Economic Union: Current Concept and Prospects: Larisa Kargina and Mattia Masolletti
2021: Three fundamental problems in risk modeling on big data: an information theory view: Jiamin Yu
2021: Characterization of flexible electricity in power and energy markets: G\"uray Kara, Asgeir Tomasgard and Hossein Farahmand
2021: Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic: Akihiko Noda
2021: Using Satellite Imagery and Machine Learning to Estimate the Livelihood Impact of Electricity Access: Nathan Ratledge, Gabe Cadamuro, Brandon de la Cuesta, Matthieu Stigler and Marshall Burke
2021: Extended Relative Maximum Likelihood Updating of Choquet Beliefs: Xiaoyu Cheng
2021: Optimal Lockdown Strategy in a Pandemic: An Exploratory Analysis for Covid-19: Gopal K. Basak, Chandramauli Chakraborty and Pranab Das
2021: Keep it green, simple and socially fair: a choice experiment on prosumers' preferences for peer to peer electricity trading in the Netherlands: Elena Georgarakis, Thomas Bauwens, Anne-Marie Pronk and Tarek AlSkaif
2021: Positive Stochastic Collocation for the Collocated Local Volatility Model: Fabien Le Floc'h and Cornelis Oosterlee
2021: Semi-analytical pricing of barrier options in the time-dependent $\lambda$-SABR model: Andrey Itkin and Dmitry Muravey
2021: Future Photovoltaic Electricity Production Targets and The Link to Consumption per Capita on The Policy Level in MENA Region: Mostafa Abdelrashied and Dikshita Bhattacharya
2021: Nonparametric Extrema Analysis in Time Series for Envelope Extraction, Peak Detection and Clustering: Kaan Gokcesu and Hakan Gokcesu
2021: Balanced House Allocation: Xinghua Long and Rodrigo A. Velez
2021: Income inequality and mobility in geometric Brownian motion with stochastic resetting: theoretical results and empirical evidence of non-ergodicity: Viktor Stojkoski, Petar Jolakoski, Arnab Pal, Trifce Sandev, Ljupco Kocarev and Ralf Metzler
2021: Dynamic Games in Empirical Industrial Organization: Victor Aguirregabiria, Allan Collard-Wexler and Stephen Ryan
2021: What drives bitcoin? An approach from continuous local transfer entropy and deep learning classification models: Andr\'es Garc\'ia-Medina and Toan Luu Duc Huynh3
2021: Land use change in agricultural systems: an integrated ecological-social simulation model of farmer decisions and cropping system performance based on a cellular automata approach: Diego Ferraro, Daniela Blanco, Sebasti\'an Pessah and Rodrigo Castro
2021: Bilinear Input Normalization for Neural Networks in Financial Forecasting: Dat Thanh Tran, Juho Kanniainen, Moncef Gabbouj and Alexandros Iosifidis
2021: Multi-agent Bayesian Learning with Best Response Dynamics: Convergence and Stability: Manxi Wu, Saurabh Amin and Asuman Ozdaglar
2021: The Potential of Sufficiency Measures to Achieve a Fully Renewable Energy System -- A case study for Germany: Elmar Zozmann, Mirjam Helena Eerma, Dylan Manning, Gro Lill {\O}kland, Citlali Rodriguez del Angel, Paul E. Seifert, Johanna Winkler, Alfredo Zamora Blaumann, Seyedsaeed Hosseinioun, Leonard G\"oke, Mario Kendziorski and Christian von Hirschhausen
2021: Proceedings of KDD 2020 Workshop on Data-driven Humanitarian Mapping: Harnessing Human-Machine Intelligence for High-Stake Public Policy and Resilience Planning: Snehalkumar, S. Gaikwad, Shankar Iyer, Dalton Lunga and Yu-Ru Lin
2021: Closed-form portfolio optimization under GARCH models: Marcos Escobar-Anel, Maximilian Gollart and Rudi Zagst
2021: Risk measures induced by efficient insurance contracts: Qiuqi Wang, Ruodu Wang and Ricardas Zitikis
2021: Multiple-prior valuation of cash flows subject to capital requirements: Hampus Engsner, Filip Lindskog and Julie Thoegersen
2021: Nota Sobre Algumas Interpretacoes da Teoria de Tributacao Otima: Jose Ricardo Bezerra Nogueira
2021: Multi Anchor Point Shrinkage for the Sample Covariance Matrix (Extended Version): Hubeyb Gurdogan and Alec Kercheval
2021: Proceedings of KDD 2021 Workshop on Data-driven Humanitarian Mapping: Harnessing Human-Machine Intelligence for High-Stake Public Policy and Resilience Planning: Snehalkumar, S. Gaikwad, Shankar Iyer, Dalton Lunga and Elizabeth Bondi
2021: Look Who's Talking: Interpretable Machine Learning for Assessing Italian SMEs Credit Default: Lisa Crosato, Caterina Liberati and Marco Repetto
2021: Identification of Peer Effects using Panel Data: Marisa Miraldo, Carol Propper and Christiern Rose
2021: Welfare Effects of Labor Income Tax Changes on Married Couples: A Sufficient Statistics Approach: Egor Malkov
2021: Predicting Credit Default Probabilities Using Bayesian Statistics and Monte Carlo Simulations: Dominic Joseph
2021: Spousal Occupational Sorting and COVID-19 Incidence: Evidence from the United States: Egor Malkov
2021: Renewable Energy Targets and Unintended Storage Cycling: Implications for Energy Modeling: Martin Kittel and Wolf-Peter Schill
2021: Beyond Pigouvian Taxes: A Worst Case Analysis: Moshe Babaioff, Ruty Mundel and Noam Nisan
2021: A Probit Estimation of Urban Bases of Environmental Awareness: Evidence from Sylhet City, Bangladesh: Masud Alam and Afm Zakaria
2021: A Note on Utility Maximization with Proportional Transaction Costs and Stability of Optimal Portfolios: Erhan Bayraktar, Christoph Czichowsky, Leonid Dolinskyi and Yan Dolinsky
2021: A Hodge theoretic extension of Shapley axioms: Tongseok Lim
2021: The Knowledge Mobility of Renewable Energy Technology: P. G. J. Persoon, R. N. A. Bekkers and F. Alkemade
2021: Politicians' Willingness to Agree: Evidence from the interactions in Twitter of Chilean Deputies: Pablo Henr\'iquez, Jorge Sabat and Jos\'e Patr\`icio Sullivan
2021: 3D Tensor-based Deep Learning Models for Predicting Option Price: Muyang Ge, Shen Zhou, Shijun Luo and Boping Tian
2021: Mapping the NFT revolution: market trends, trade networks and visual features: Matthieu Nadini, Laura Alessandretti, Flavio Di Giacinto, Mauro Martino, Luca Maria Aiello and Andrea Baronchelli
2021: Forecasting with fractional Brownian motion: a financial perspective: Matthieu Garcin
2021: Designing Heaven's Will: The job assignment in the Chinese imperial civil service: In\'acio B\'o and Li Chen
2021: Multivariate tempered stable additive subordination for financial models: Patrizia Semeraro
2021: Generative Adversarial Network: Some Analytical Perspectives: Haoyang Cao and Xin Guo
2021: Power-law Portfolios: Jan Rosenzweig
2021: Curse of Democracy: Evidence from the 21st Century: Yusuke Narita and Ayumi Sudo
2021: Bootstrap Inference for Hawkes and General Point Processes: Giuseppe Cavaliere, Ye Lu, Anders Rahbek and Jacob St{\ae}rk-{\O}stergaard
2021: Mobility Functional Areas and COVID-19 Spread: Stefano Iacus, Carlos Santamaria, Francesco Sermi, Spyridon Spyratos, Dario Tarchi and Michele Vespe
2021: Perov's Contraction Principle and Dynamic Programming with Stochastic Discounting: Alexis Akira Toda
2021: Domain Specific Concept Drift Detectors for Predicting Financial Time Series: Filippo Neri
2021: A perturbed utility route choice model: Mogens Fosgerau, Mads Paulsen and Thomas Kj{\ae}r Rasmussen
2021: Deep Learning for Exotic Option Valuation: Jay Cao, Jacky Chen, John Hull and Zissis Poulos
2021: Optimal Targeting in Fundraising: A Causal Machine-Learning Approach: Tobias Cagala, Ulrich Glogowsky, Johannes Rincke and Anthony Strittmatter
2021: Estimating the causal effect of an intervention in a time series setting: the C-ARIMA approach: Fiammetta Menchetti, Fabrizio Cipollini and Fabrizia Mealli
2021: Cheapest-to-Deliver Collateral: A Common Factor Approach: Felix L. Wolf, Lech Grzelak and Griselda Deelstra
2021: A Control Function Approach to Estimate Panel Data Binary Response Model: Amaresh K Tiwari
2021: A Unified Framework for Specification Tests of Continuous Treatment Effect Models: Wei Huang, Oliver Linton and Zheng Zhang
2021: Efficient, Fair, and Incentive-Compatible Healthcare Rationing: Haris Aziz and Florian Brandl
2021: Prisoner Dilemma in maximization constrained: the rationality of cooperation: Shahin Esmaeili
2021: Can Economic Theory Be Informative for the Judiciary? Affirmative Action in India via Vertical and Horizontal Reservations: Tayfun S\"onmez and M. Bumin Yenmez
2021: Deep Reinforcement Learning with Function Properties in Mean Reversion Strategies: Sophia Gu
2021: Shoiuld Humans Lie to Machines: The Incentive Compatibility of Lasso and General Weighted Lasso: Mehmet Caner and Kfir Eliaz
2021: A Bayesian viewpoint on the price formation process: Joffrey Derchu
2021: Invidious Comparisons: Ranking and Selection as Compound Decisions: Jiaying Gu and Roger Koenker
2021: Long-term prediction intervals with many covariates: Sayar Karmakar, Marek Chudy and Wei Biao Wu
2021: Modeling asset allocation strategies and a new portfolio performance score: Apostolos Chalkis, Emmanouil Christoforou, Ioannis Z. Emiris and Theodore Dalamagas
2021: Statistical properties of the aftershocks of stock market crashes revisited: Analysis based on the 1987 crash, financial-crisis-2008 and COVID-19 pandemic: Anish Rai, Ajit Mahata, Md Nurujjaman and Om Prakash
2021: Strategy-proof Popular Mechanisms: Mustafa O\u{g}uz Afacan and In\'acio B\'o
2021: Price Impact on Term Structure: Damiano Brigo, Federico Graceffa and Eyal Neuman
2021: Dynamic factor, leverage and realized covariances in multivariate stochastic volatility: Yuta Yamauchi and Yasuhiro Omori
2021: Fast and exact audit scheduling optimization: Jan Motl and Pavel Kord\'ik
2021: Taking Over the Stock Market: Adversarial Perturbations Against Algorithmic Traders: Elior Nehemya, Yael Mathov, Asaf Shabtai and Yuval Elovici
2021: Short dated smile under Rough Volatility: asymptotics and numerics: Peter K. Friz, Paul Gassiat and Paolo Pigato
2021: Inference for Large-Scale Linear Systems with Known Coefficients: Zheng Fang, Andres Santos, Azeem Shaikh and Alexander Torgovitsky
2021: The Seven-League Scheme: Deep learning for large time step Monte Carlo simulations of stochastic differential equations: Shuaiqiang Liu, Lech Grzelak and Cornelis Oosterlee
2021: Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression: Marcelo Moreira and Geert Ridder
2021: On the Size Control of the Hybrid Test for Predictive Ability: Deborah Kim
2021: Convergence of the Kiefer-Wolfowitz algorithm in the presence of discontinuities: Miklos Rasonyi and Kinga Tikosi
2021: Robust Multiple Stopping -- A Pathwise Duality Approach: Roger Laeven, John G. M. Schoenmakers, Nikolaus F. F. Schweizer and Mitja Stadje
2021: Entropy Martingale Optimal Transport and Nonlinear Pricing-Hedging Duality: Alessandro Doldi and Marco Frittelli
2021: Short-Term Covid-19 Forecast for Latecomers: Marcelo Medeiros, Alexandre Street, Davi Vallad\~ao, Gabriel Vasconcelos and Eduardo Zilberman
2021: Targetting Kollo Skewness with Random Orthogonal Matrix Simulation: Carol Alexander, Xiaochun Meng and Wei Wei
2021: Joint Modelling and Calibration of SPX and VIX by Optimal Transport: Ivan Guo, Gregoire Loeper, Jan Obloj and Shiyi Wang
2021: A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition: Masaaki Fujii and Akihiko Takahashi
2021: Compromise, Don't Optimize: Generalizing Perfect Bayesian Equilibrium to Allow for Ambiguity: Karl Schlag and Andriy Zapechelnyuk
2021: Optimal Advertising for Information Products: Shuran Zheng and Yiling Chen
2021: Experimental Design in Two-Sided Platforms: An Analysis of Bias: Ramesh Johari, Hannah Li, Inessa Liskovich and Gabriel Weintraub
2021: Kelly Betting with Quantum Payoff: a continuous variable approach: Salvatore Tirone, Maddalena Ghio, Giulia Livieri, Vittorio Giovannetti and Stefano Marmi
2021: Quantile Diffusions for Risk Analysis: Holly Brannelly, Andrea Macrina and Gareth W. Peters
2021: Prediction Intervals for Synthetic Control Methods: Matias Cattaneo, Yingjie Feng and Rocio Titiunik
2021: Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models: Niko Hauzenberger, Florian Huber, Gary Koop and Luca Onorante
2021: A Projection Framework for Testing Shape Restrictions That Form Convex Cones: Zheng Fang and Juwon Seo
2021: Discrete-time risk-aware optimal switching with non-adapted costs: Randall Martyr, John Moriarty and Magnus Perninge
2021: Posterior Average Effects: Stéphane Bonhomme and Martin Weidner
2021: Deep Generative Models for Reject Inference in Credit Scoring: Rogelio A. Mancisidor, Michael Kampffmeyer, Kjersti Aas and Robert Jenssen
2021: Term Structure Modeling under Volatility Uncertainty: Julian H\"olzermann
2021: Omitted variable bias of Lasso-based inference methods: A finite sample analysis: Kaspar Wüthrich and Ying Zhu
2021: On spatially irregular ordinary differential equations and a pathwise volatility modelling framework: Ryan McCrickerd
2021: Estimating the drivers of urban economic complexity and their connection to economic performance: Andres Gomez-Lievano and Oscar Patterson-Lomba
2021: Optimal Trade Execution with Uncertain Volume Target: Julien Vaes and Raphael Hauser
2021: Pricing of debt and equity in a financial network with comonotonic endowments: Tathagata Banerjee and Zachary Feinstein
2021: State-dependent Hawkes processes and their application to limit order book modelling: Maxime Morariu-Patrichi and Mikko S. Pakkanen
2021: Sorting and filtering as effective rational choice procedures: Paulo Oliva and Philipp Zahn
2021: Regularized Orthogonal Machine Learning for Nonlinear Semiparametric Models: Denis Nekipelov, Vira Semenova and Vasilis Syrgkanis
2021: Towards a taxonomy of learning dynamics in 2 x 2 games: Marco Pangallo, James Sanders, Tobias Galla and J. Farmer
2021: Can You hear the Shape of a Market? Geometric Arbitrage and Spectral Theory: Simone Farinelli and Hideyuki Takada
2021: Maximum drawdown, recovery, and momentum: Jaehyung Choi
2021: Automated Trading Systems: Developed and Emerging Capital Markets: Ondrej Hudak and Jana Tothova
2021: Topology and Behaviour of Agents: Capital Markets: Ondrej Hudak and Jana Tothova
2021: Predicting Status of Pre and Post M&A Deals Using Machine Learning and Deep Learning Techniques: Tugce Karatas and Ali Hirsa
2021: Stock index futures trading impact on spot price volatility. The CSI 300 studied with a TGARCH model: Marcel Ausloos, Yining Zhang and Gurjeet Dhesi
2021: On the nature of monetary and price inflation and hyperinflation: Laurence Francis Lacey
2021: Tsallis entropy for cross-shareholding network configurations: Roy Cerqueti, Giulia Rotundo and Marcel Ausloos
2021: Behavioral Bias Benefits: Beating Benchmarks By Bundling Bouncy Baskets: Ravi Kashyap
2021: Forecasting High-Dimensional Covariance Matrices of Asset Returns with Hybrid GARCH-LSTMs: Lucien Boulet
2021: A generalized bootstrap procedure of the standard error and confidence interval estimation for inverse probability of treatment weighting: Tenglong Li and Jordan Lawson
2021: Evaluation of the importance of criteria for the selection of cryptocurrencies: Natalia A. Van Heerden, Juan B. Cabral and Nadia Luczywo
2021: Submission Fees in Risk-Taking Contests: Mark Whitmeyer
2021: On the link between monetary and star-shaped risk measures: Marlon Moresco and Marcelo Righi
2021: Fuzzy Conventions: Marcin P\k{e}ski
2021: Economic and environmental impacts of ballast water management on Small Island Developing States and Least Developed Countries: Zhaojun Wang, Amanda M. Countryman, James J. Corbett and Mandana Saebi
2021: Iterated and exponentially weighted moving principal component analysis: Paul Bilokon and David Finkelstein
2021: Dual representations of quasiconvex compositions with applications to systemic risk: \c{C}a\u{g}{\i}n Ararat and M\"ucahit Ayg\"un
2021: Uncertainty in Mechanism Design: Giuseppe Lopomo, Luca Rigotti and Chris Shannon
2021: Utility indifference Option Pricing Model with a Non-Constant Risk-Aversion under Transaction Costs and Its Numerical Approximation: Pedro Polvora and Daniel Sevcovic
2021: Unidirectional substitutes and complements: Chao Huang
2021: Who Cares More? Allocation with Diverse Preference Intensities: Pietro Ortoleva, Evgenii Safonov and Leeat Yariv
2021: Asymptotically optimal strategies in a diffusion approximation of a repeated betting game: Mikhail Zhitlukhin
2021: A Time-Varying Network for Cryptocurrencies: Li Guo, Wolfgang Karl H\"ardle and Yubo Tao
2021: Cooling Measures and Housing Wealth: Evidence from Singapore: Wolfgang Karl H\"ardle, Rainer Schulz and Taojun Sie
2021: Market Crash Prediction Model for Markets in A Rational Bubble: HyeonJun Kim
2021: Ensuring Transport Security; Features of Legal Regulation: Vitaly Khrustalev and Mattia Masolletti
2021: Refugees and Host State Security: An Empirical Investigation of Rohingya Refuge in Bangladesh: Sarwar J. Minar
2021: Long-term, Short-term and Sudden Event: Trading Volume Movement Prediction with Graph-based Multi-view Modeling: Liang Zhao, Wei Li, Ruihan Bao, Keiko Harimoto, YunfangWu and Xu Sun
2021: Prevention of Terrorist Crimes in the North Caucasus Region: Ivan Kucherkov and Mattia Masolletti
2021: Single-peaked domains with designer uncertainty: Aroon Narayanan
2021: Influential News and Policy-making: Federico Vaccari
2021: Moving average options: Machine Learning and Gauss-Hermite quadrature for a double non-Markovian problem: Ludovic Gouden\`ege, Andrea Molent and Antonino Zanette
2021: Crypto Wash Trading: Lin Cong, Xi Li, Ke Tang and Yang Yang
2021: Financing Entrepreneurship and Innovation in China: Lin Cong, Charles Lee, Yuanyu Qu and Tao Shen
2021: Fritz John's equation in mechanism design: Alfred Galichon
2021: Effect of Share Capital on Financial Growth of Non-Financial Firms Listed at the Nairobi Securities Exchange: David Haritone Shikumo
2021: Multivariate self-exciting jump processes with applications to financial data: Heidar Eyjolfsson and Dag Tj{\o}stheim
2021: Gender Differences in the Cost of Corrections in Group Work: Yuki Takahashi
2021: Minimizing ruin probability under dependencies for insurance pricing: Ragnar Levy Gudmundarson, Manuel Guerra and Alexandra Bugalho de Moura
2021: Community Detection in Cryptocurrencies with Potential Applications to Portfolio Diversification: J. Gavin and M. Crane
2021: Fragmentation, Price Formation, and Cross-Impact in Bitcoin Markets: Jakob Albers, Mihai Cucuringu, Sam Howison and Alexander Y. Shestopaloff
2021: The changing dynamics of HIV/AIDS during the Covid-19 pandemic in the Rohingya refugee camps in Bangladesh a call for action: Muhammad Anwar Hossain and Iryna Zablotska-Manos
2021: Ex-post implementation with interdependent values: Saurav Goyal and Aroon Narayanan
2021: A Theoretical Analysis of the Stationarity of an Unrestricted Autoregression Process: Varsha S. Kulkarni
2021: Sensitivity of Optimal Retirement Problem to Liquidity Constraints: Guodong Ding and Daniele Marazzina
2021: Assessment of waterfront office redevelopment plan on optimal building energy demand and rooftop photovoltaics for urban decarbonization: Younghun Choi, Takuro Kobashi, Yoshiki Yamagata and Akito Murayama
2021: Bermudan option pricing by quantum amplitude estimation and Chebyshev interpolation: Koichi Miyamoto
2021: Deep Sequence Modeling: Development and Applications in Asset Pricing: Lin Cong, Ke Tang, Jingyuan Wang and Yang Zhang
2021: Discriminating modelling approaches for Point in Time Economic Scenario Generation: Rui Wang
2021: Regional disparities in Social Mobility of India: Anuradha Singh
2021: Risk Preferences in Time Lotteries: Yonatan Berman and Mark Kirstein
2021: Tilted Platforms: Rental Housing Technology and the Rise of Urban Big Data Oligopolies: Geoff Boeing, Max Besbris, David Wachsmuth and Jake Wegmann
2021: The Generalized Gamma distribution as a useful RND under Heston's stochastic volatility model: Ben Boukai
2021: Stochastic loss reserving with mixture density neural networks: Muhammed Taher Al-Mudafer, Benjamin Avanzi, Greg Taylor and Bernard Wong
2021: Economists' erroneous estimates of damages from climate change: Steve Keen, Timothy M. Lenton, Antoine Godin, Devrim Yilmaz, Matheus Grasselli and Timothy J. Garrett
2021: Simulation and estimation of an agent-based market-model with a matching engine: Ivan Jericevich, Patrick Chang and Tim Gebbie
2021: Analysis of Data Mining Process for Improvement of Production Quality in Industrial Sector: Hamza Saad, Nagendra Nagarur and Abdulrahman Shamsan
2021: Choice by Rejection: Bhavook Bhardwaj and Kriti Manocha
2021: InfoGram and Admissible Machine Learning: Subhadeep Mukhopadhyay
2021: Density Sharpening: Principles and Applications to Discrete Data Analysis: Subhadeep Mukhopadhyay
2021: Elephants or Goldfish? An Empirical Analysis of Carrier Reciprocity in Dynamic Freight Markets: Angela Acocella, Chris Caplice and Yossi Sheffi
2021: Causal Impact Of European Union Emission Trading Scheme On Firm Behaviour And Economic Performance: A Study Of German Manufacturing Firms: Nitish Gupta, Jay Shah, Satwik Gupta and Ruchir Kaul
2021: Study Of German Manufacturing Firms: Causal Impact Of European Union Emission Trading Scheme On Firm Behaviour And Economic Performance: Nitish Gupta, Ruchir Kaul, Satwik Gupta and Jay Shah
2021: $\alpha$-Hypergeometric Uncertain Volatility Models and their Connection to 2BSDEs: Zaineb Mezdoud, Carsten Hartmann, Mohamed Riad Remita and Omar Kebiri
2021: From bid-ask credit default swap quotes to risk-neutral default probabilities using distorted expectations: Matteo Michielon, Asma Khedher and Peter Spreij
2021: Dimensionality Reduction and State Space Systems: Forecasting the US Treasury Yields Using Frequentist and Bayesian VARs: Sudiksha Joshi
2021: Logistics and trade flows in selected ECOWAS Countries: An empirical verification: Eriamiatoe Efosa Festus
2021: Analysis of the Indian Chemical Industry in the Post-Covid Era: Anandlogesh R R, Breasha Gupta, Divika Agarwal and Rasika Joshi
2021: The Use of Quantile Methods in Economic History: Damian Clarke, Manuel Llorca Ja\~na and Daniel Paila\~nir
2021: Spatial Distribution of Supply and the Role of Market Thickness: Theory and Evidence from Ride Sharing: Soheil Ghili and Vineet Kumar
2021: Partisan affect and political outsiders: Fernanda Herrera
2021: A Hybrid Learning Approach to Detecting Regime Switches in Financial Markets: Peter Akioyamen, Yi Zhou Tang and Hussien Hussien
2021: Comment on "An appropriate approach to pricing european-style options with the Adomian decomposition method": Francisco M. Fern\'andez
2021: Identifying poverty traps based on the network structure of economic output: Vanessa Echeverri, Juan Duque and Daniel E. Restrepo
2021: A New Multi Objective Mathematical Model for Relief Distribution Location at Natural Disaster Response Phase: Mohamad Ebrahim Sadeghi, Morteza Khodabakhsh, Mahmood Reza Ganjipoor, Hamed Kazemipoor and Hamed Nozari
2021: Benefits of marriage as a search strategy: Davi B. Costa
2021: About inevitability of budgetary code receiving for fiscal politics: George Abuselidze
2021: Weighted asymmetric least squares regression with fixed-effects: Amadou Barry, Karim Oualkacha and Arthur Charpentier
2021: The Structure and Incentives of a COVID related Emergency Wage Subsidy: Jules Linden, Cathal O'Donoghue and Denisa Sologon
2021: Identification in Bayesian Estimation of the Skewness Matrix in a Multivariate Skew-Elliptical Distribution: Sakae Oya and Teruo Nakatsuma
2021: Agricultural Growth Diagnostics: Identifying the Binding Constraints and Policy Remedies for Bihar, India: Elumalai Kannan and Sanjib Pohit
2021: Controlling for Unmeasured Confounding in Panel Data Using Minimal Bridge Functions: From Two-Way Fixed Effects to Factor Models: Guido Imbens, Nathan Kallus and Xiaojie Mao
2021: Visualizing Income Distribution in the United States: Sang Truong and Humberto Barreto
2021: Improving Inference from Simple Instruments through Compliance Estimation: Stephen Coussens and Jann Spiess
2021: A Theoretical Analysis of Logistic Regression and Bayesian Classifiers: Roman V. Kirin
2021: Grade Inflation and Stunted Effort in a Curved Economics Course: Alex Garivaltis
2021: Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems: Igor L. Kheifets and Peter Phillips
2021: A characterization of lexicographic preferences: Mridu Prabal Goswami, Manipushpak Mitra and Debapriya Sen
2021: Specifics of formation tax revenues and ways to improve it in Georgia: George Abuselidze and Rusudan Zoidze
2021: Features of international taxation and its impact on business entities of Georgia: George Abuselidze and Mariam Msakhuradze
2021: Effectiveness of Anambra Broadcasting Service (ABS) Radio News on Teaching and Learning (a case study of Awka based Students): Okechukwu Christopher Onuegbu
2021: Building a Foundation for Data-Driven, Interpretable, and Robust Policy Design using the AI Economist: Alexander Trott, Sunil Srinivasa, Douwe van der Wal, Sebastien Haneuse and Stephan Zheng
2021: Supervised Neural Networks for Illiquid Alternative Asset Cash Flow Forecasting: Tugce Karatas, Federico Klinkert and Ali Hirsa
2021: Two-Stage Sector Rotation Methodology Using Machine Learning and Deep Learning Techniques: Tugce Karatas and Ali Hirsa
2021: The AI Economist: Optimal Economic Policy Design via Two-level Deep Reinforcement Learning: Stephan Zheng, Alexander Trott, Sunil Srinivasa, David C. Parkes and Richard Socher
2021: The impact of model risk on dynamic portfolio selection under multi-period mean-standard-deviation criterion: Spiridon Penev, Pavel V. Shevchenko and Wei Wu
2021: Fairer Chess: A Reversal of Two Opening Moves in Chess Creates Balance Between White and Black: Steven Brams and Mehmet S. Ismail
2021: Understanding the nature of the long-range memory phenomenon in socioeconomic systems: Rytis Kazakevicius, Aleksejus Kononovicius, Bronislovas Kaulakys and Vygintas Gontis
2021: Short-time implied volatility of additive normal tempered stable processes: Michele Azzone and Roberto Baviera
2021: House Price Determinants and Market Segmentation in Boulder, Colorado: A Hedonic Price Approach: Mahdieh Yazdani
2021: Implementing the BBE Agent-Based Model of a Sports-Betting Exchange: Dave Cliff, James Hawkins, James Keen and Roberto Lau-Soto
2021: Machine Learning Classification Methods and Portfolio Allocation: An Examination of Market Efficiency: Yang Bai and Kuntara Pukthuanthong
2021: On Modelling of Crude Oil Futures in a Bivariate State-Space Framework: Peilun He, Karol Binkowski, Nino Kordzakhia and Pavel Shevchenko
2021: On the Parameter Estimation in the Schwartz-Smiths Two-Factor Model: Karol Binkowski, Peilun He, Nino Kordzakhia and Pavel Shevchenko
2021: Regret theory under fear of the unknown: Fang Liu
2021: Calibrating the Nelson-Siegel-Svensson Model by Genetic Algorithm: Asif Lakhany, Andrej Pintar and Amber Zhang
2021: Factor Representation and Decision Making in Stock Markets Using Deep Reinforcement Learning: Zhaolu Dong, Shan Huang, Simiao Ma and Yining Qian
2021: Automated Identification of Climate Risk Disclosures in Annual Corporate Reports: David Friederich, Lynn H. Kaack, Alexandra Luccioni and Bjarne Steffen
2021: Learning who is in the market from time series: market participant discovery through adversarial calibration of multi-agent simulators: Victor Storchan, Svitlana Vyetrenko and Tucker Balch
2021: Knowing When to Splurge: Precautionary Saving and Chinese-Canadians: Mark S. Manger and J. Scott Matthews
2021: Implementing an Improved Test of Matrix Rank in Stata: Qihui Chen, Zheng Fang and Xun Huang
2021: The Adaptive Multi-Factor Model and the Financial Market: Liao Zhu
2021: A Unifying Framework for Testing Shape Restrictions: Zheng Fang
2021: Margin trading, short selling and corporate green innovation: Ge-zhi Wu and Da-ming You
2021: Comparing Intellectual property policy in the Global North and South -- A one-size-fits-all policy for economic prosperity?: S Sidhartha Narayan, Malavika Ranjan and Madhumitha Raghuraman
2021: Clustering and attention model based for intelligent trading: Mimansa Rana, Nanxiang Mao, Ming Ao, Xiaohui Wu, Poning Liang and Matloob Khushi
2021: Seasonal and Secular Periodicities Identified in the Dynamics of US FDA Medical Devices (1976 2020) Portends Intrinsic Industrial Transformation and Independence of Certain Crises: Iraj Daizadeh
2021: The Role of Binance in Bitcoin Volatility Transmission: Carol Alexander, Daniel Heck and Andreas Kaeck
2021: "Stabilizer" or "catalyst"? How green technology innovation affects the risk of stock price crashes: an analysis based on the quantity and quality of patents: Ge-zhi Wu and Da-ming You
2021: A systems framework for remedying dysfunction in U.S. democracy: Samuel S. -H. Wang, Jonathan Cervas, Bernard Grofman and Keena Lipsitz
2021: Quantum Portfolio Optimization with Investment Bands and Target Volatility: Samuel Palmer, Serkan Sahin, Rodrigo Hernandez, Samuel Mugel and Roman Orus
2021: The Causal Effect of Transport Infrastructure: Evidence from a New Historical Database: Lindgren Erik, Per Pettersson-Lidbom and Björn Tyrefors
2021: Learning about latent dynamic trading demand: Xiao Chen, Jin Hyuk Choi, Kasper Larsen and Duane J. Seppi
2021: A Structural Model of Business Card Exchange Networks: Juan Nelson Mart\'inez Dahbura, Shota Komatsu, Takanori Nishida and Angelo Mele
2021: Arbitrage-free neural-SDE market models: Samuel N. Cohen, Christoph Reisinger and Sheng Wang
2021: Multi-Horizon Forecasting for Limit Order Books: Novel Deep Learning Approaches and Hardware Acceleration using Intelligent Processing Units: Zihao Zhang and Stefan Zohren
2021: Choice Set Confounding in Discrete Choice: Kiran Tomlinson, Johan Ugander and Austin R. Benson
2021: Simulation and estimation of a point-process market-model with a matching engine: Ivan Jericevich, Patrick Chang and Tim Gebbie
2021: Errors in Learning from Others' Choices: Mohsen Foroughifar
2021: Picking Sequences and Monotonicity in Weighted Fair Division: Mithun Chakraborty, Ulrike Schmidt-Kraepelin and Warut Suksompong
2021: On the social and cognitive dimensions of wicked environmental problems characterized by conceptual and solution uncertainty: Felber Arroyave, Oscar Yandy Romero Goyeneche, Meredith Gore, Gaston Heimeriks, Jeffrey Jenkins and Alexander Petersen
2021: Enhancing User' s Income Estimation with Super-App Alternative Data: Gabriel Suarez, Juan Raful, Maria A. Luque, Carlos F. Valencia and Alejandro Correa-Bahnsen
2021: The role of relatedness and strategic linkages between domestic and MNE sectors in regional branching and resilience: Mattie Landman, Sanna Ojanper\"a, Stephen Kinsella and Neave O'Clery
2021: Geometric Brownian Motion under Stochastic Resetting: A Stationary yet Non-ergodic Process: Viktor Stojkoski, Trifce Sandev, Ljupco Kocarev and Arnab Pal
2021: Asset Selection via Correlation Blockmodel Clustering: Wenpin Tang, Xiao Xu and Xun Yu Zhou
2021: Robust market-adjusted systemic risk measures: Matteo Burzoni, Marco Frittelli and Federico Zorzi
2021: Extracting Complements and Substitutes from Sales Data: A Network Perspective: Yu Tian, Sebastian Lautz, Alisdiar O. G. Wallis and Renaud Lambiotte
2021: Defaultable term structures driven by semimartingales: Sandrine G\"umbel and Thorsten Schmidt
2021: A Theory of Choice Bracketing under Risk: Mu Zhang
2021: A structural approach to default modelling with pure jump processes: Jean-Philippe Aguilar, Nicolas Pesci and Victor James
2021: Can a regulatory risk measure induce profit-maximizing risk capital allocations? The case of Conditional Tail Expectation: Nawaf Mohammed, Edward Furman and Jianxi Su
2021: Modeling surrender risk in life insurance: theoretical and experimental insight: Mark Kiermayer
2021: Optimal investment in illiquid market with search frictions and transaction costs: Jin Hyuk Choi and Tae Ung Gang
2021: Population and Inequality Dynamics in Simple Economies: John C. Stevenson
2021: Adequacy of time-series reduction for renewable energy systems: Leonard G\"oke and Mario Kendziorski
2021: Dynamics of contentment: Alexey A. Burluka
2021: Hedging with Bitcoin Futures: The Effect of Liquidation Loss Aversion and Aggressive Trading: Carol Alexander, Jun Deng and Bin Zou
2021: Monetizing Customer Load Data for an Energy Retailer: A Cooperative Game Approach: Liyang Han, Jalal Kazempour and Pierre Pinson
2021: Fragmentation in trader preferences among multiple markets: Market coexistence versus single market dominance: Robin Nicole, Aleksandra Alori\'c and Peter Sollich
2021: Blockchain mechanism and distributional characteristics of cryptos: Min-Bin Lin, Kainat Khowaja, Cathy Yi-Hsuan Chen and Wolfgang Karl H\"ardle
2021: Asymmetric excitation of left- and right-tail extreme events probed using a Hawkes model: application to financial returns: Matthew F. Tomlinson, David Greenwood and Marcin Mucha-Kruczynski
2021: Skill-driven Recommendations for Job Transition Pathways: Nikolas Dawson, Mary-Anne Williams and Marian-Andrei Rizoiu
2021: The Epps effect under alternative sampling schemes: Patrick Chang, Etienne Pienaar and Tim Gebbie
2021: The Impact of Research Funding on Knowledge Creation and Dissemination: A study of SNSF Research Grants: Rachel Heyard and Hanna Hottenrott
2021: Asymmetric games on networks: towards an Ising-model representation: A. D. Correia, L. L. Leestmaker and H. T. C. Stoof
2021: Gamblers Learn from Experience: Joshua Blumenstock and Matthew Olckers
2021: Distributional Modeling and Forecasting of Natural Gas Prices: Jonathan Berrisch and Florian Ziel
2021: Tail-risk protection: Machine Learning meets modern Econometrics: Bruno Spilak and Wolfgang Karl H\"ardle
2021: Preventing crash in stock market: The role of economic policy uncertainty during COVID-19: Peng-Fei Dai, Xiong Xiong, Zhifeng Liu, Toan Huynh and Jianjun Sun
2021: A Machine Learning Based Regulatory Risk Index for Cryptocurrencies: Xinwen Ni, Wolfgang Karl H\"ardle and Taojun Xie
2021: Selling Two Identical Objects: Sushil Bikhchandani and Debasis Mishra
2021: On the implementation of the Universal Basic Income as a response to technological unemployment: Le Dong Hai Nguyen
2021: Robust Asymptotic Growth in Stochastic Portfolio Theory under Long-Only Constraints: David Itkin and Martin Larsson
2021: The impact of COVID-19 on the stock market crash risk in China: Zhifeng Liu, Toan Huynh and Peng-Fei Dai
2021: Deep Learning for Constrained Utility Maximisation: Ashley Davey and Harry Zheng
2021: SynthETIC: an individual insurance claim simulator with feature control: Benjamin Avanzi, Gregory Clive Taylor, Melantha Wang and Bernard Wong
2021: Existence and uniqueness of recursive utilities without boundedness: Timothy M. Christensen
2021: Modelling time-varying interactions in complex systems: the Score Driven Kinetic Ising Model: Carlo Campajola, Domenico Di Gangi, Fabrizio Lillo and Daniele Tantari
2021: Dominant Resource Fairness with Meta-Types: Steven Yin, Shatian Wang, Lingyi Zhang and Christian Kroer
2021: The impact of economic policy uncertainties on the volatility of European carbon market: Peng-Fei Dai, Xiong Xiong, Toan Luu Duc Huynh and Jiqiang Wang
2021: New Jensen-type inequalities and their applications: Bar Light
2021: Adjusted Expected Shortfall: Matteo Burzoni, Cosimo Munari and Ruodu Wang
2021: Optimal Transport and Risk Aversion in Kyle's Model of Informed Trading: Kerry Back, Francois Cocquemas, Ibrahim Ekren and Abraham Lioui
2021: On Sustainable Equilibria: Srihari Govindan, Rida Laraki and Lucas Pahl
2021: How Does the Adoption of Ad Blockers Affect News Consumption?: Shunyao Yan, Klaus Miller and Bernd Skiera
2021: Belief-Averaged Relative Utilitarianism: Florian Brandl
2021: Bayesian Clustered Coefficients Regression with Auxiliary Covariates Assistant Random Effects: Guanyu Hu, Yishu Xue and Zhihua Ma
2021: Wealth Effect on Portfolio Allocation in Incomplete Markets: Chenxu Li, Olivier Scaillet and Yiwen Shen
2021: The Millennial Boom, the Baby Bust, and the Housing Market: Marijn Bolhuis and Judd N. L. Cramer
2021: Targeting customers under response-dependent costs: Johannes Haupt and Stefan Lessmann
2021: A Mean-Field Game Approach to Equilibrium Pricing in Solar Renewable Energy Certificate Markets: Arvind Shrivats, Dena Firoozi and Sebastian Jaimungal
2021: Debiased Off-Policy Evaluation for Recommendation Systems: Yusuke Narita, Shota Yasui and Kohei Yata
2021: Invariant measures for multidimensional fractional stochastic volatility models: Bal\'azs Gerencs\'er and Mikl\'os R\'asonyi
2021: Dependence-Robust Inference Using Resampled Statistics: Michael Leung
2021: Quasi-likelihood analysis for marked point processes and application to marked Hawkes processes: Simon Clinet
2021: Semimartingale price systems in models with transaction costs beyond efficient friction: Christoph K\"uhn and Alexander Molitor
2021: Matrix Completion, Counterfactuals, and Factor Analysis of Missing Data: Jushan Bai and Serena Ng
2021: A Geometric Model of Opinion Polarization: Jan H\k{a}z{\l}a, Yan Jin, Elchanan Mossel and Govind Ramnarayan
2021: Valuation of contingent claims with short selling bans under an equal-risk pricing framework: Guiyuan Ma, Song-Ping Zhu and Ivan Guo
2021: Distributional conformal prediction: Victor Chernozhukov, Kaspar W\"uthrich and Yinchu Zhu
2021: Solving high-dimensional optimal stopping problems using deep learning: Sebastian Becker, Patrick Cheridito, Arnulf Jentzen and Timo Welti
2021: Set-valued risk statistics with the time value of money: Fei Sun, Xiaozhi Fan and Weitao Liu
2021: Identification of Regression Models with a Misclassified and Endogenous Binary Regressor: Hiroyuki Kasahara and Katsumi Shimotsu
2021: Probability-free models in option pricing: statistically indistinguishable dynamics and historical vs implied volatility: Damiano Brigo
2021: Deep Learning in Asset Pricing: Luyang Chen, Markus Pelger and Jason Zhu
2021: On pricing rules and optimal strategies in general Kyle-Back models: Umut \c{C}etin and Albina Danilova
2021: ALM for insurers with multiple underwriting lines and portfolio constraints: a Lagrangian duality approach: Rafael Serrano and Camilo Castillo
2021: Mislearning from Censored Data: The Gambler's Fallacy and Other Correlational Mistakes in Optimal-Stopping Problems: Kevin He
2021: Testing for Unobserved Heterogeneous Treatment Effects with Observational Data: Yu-Chin Hsu, Ta-Cheng Huang and Haiqing Xu
2021: Pareto optimal moral-hazard-free insurance contracts in behavioral finance framework: Zuo Quan Xu
2021: Accumulation of individual fitness or wealth as a population game: Sylvain Gibaud and Jörgen Weibull
2021: Optimal Invariant Tests in an Instrumental Variables Regression With Heteroskedastic and Autocorrelated Errors: Marcelo Moreira, Mahrad Sharifvaghefi and Geert Ridder
2021: Adaptive estimation for some nonparametric instrumental variable models: Fabian Dunker
2021: Antimonopoly regulation method in energy markets based on the Vickrey-Clarke-Groves mechanism: Vadim Borokhov
2021: Inference on the Sharpe ratio via the upsilon distribution: Steven E. Pav
2021: Previs\~ao dos pre\c{c}os de abertura, m\'inima e m\'axima de \'indices de mercados financeiros usando a associa\c{c}\~ao de redes neurais LSTM: Gabriel de Oliveira Guedes Nogueira and Marcel Otoboni de Lima
2021: Overview of the global semiconductor industry market: Cl\'oves Gon\c{c}alves Rodrigues
2021: Testing the differentiated impact of the COVID-19 pandemic on air travel demand considering social inclusion: Luca J. Santos, Alessandro Oliveira and Dante Mendes Aldrighi
2021: A generative model for age and income distribution: Fatih Ozhamaratli, Oleg Kitov and Paolo Barucca
2021: Two Approaches for a Dividend Maximization Problem under an Ornstein-Uhlenbeck Interest Rate: Julia Eisenberg, Stefan Kremsner and Alexander Steinicke
2021: A data-science-driven short-term analysis of Amazon, Apple, Google, and Microsoft stocks: Shubham Ekapure, Nuruddin Jiruwala, Sohan Patnaik and Indranil SenGupta
2021: Financial intermediation and risk in decentralized lending protocols: Carlos Castro-Iragorri, Julian Ramirez and Sebastian Velez
2021: International Trade Network: Country centrality and COVID-19 pandemic: Roberto Antonietti, Paolo Falbo, Fulvio Fontini, Rosanna Grassi and Giorgio Rizzini
2021: Comparing cars with apples? Identifying the appropriate benchmark countries for relative ecological pollution rankings and international learning: Dominik Hartmann, Diogo Ferraz, Mayra Bezerra, Andreas Pyka and Flavio L. Pinheiro
2021: Reconciling revealed and stated measures for willingness to pay in recreation by building a probability model: Edoh Y. Amiran and Joni S. James Charles
2021: Neural network approximation for superhedging prices: Francesca Biagini, Lukas Gonon and Thomas Reitsam
2021: Digital Twin As A Cost Reduction Method: Suleyman Yukcu and Omer Aydin
2021: Feature importance recap and stacking models for forex price prediction: Yunze Li, Yanan Xie, Chen Yu, Fangxing Yu, Bo Jiang and Matloob Khushi
2021: Profit and loss manipulations by online trading brokers: Golnaz Shahtahmassebi and Lascelles Wright
2021: The Role of Social Movements, Coalitions, and Workers in Resisting Harmful Artificial Intelligence and Contributing to the Development of Responsible AI: Susan von Struensee
2021: Collaboration Planning of Stakeholders for Sustainable City Logistics Operations: Taiwo Adetiloye
2021: Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces: Han Lin Shang and Fearghal Kearney
2021: Inference in heavy-tailed non-stationary multivariate time series: Matteo Barigozzi, Giuseppe Cavaliere and Lorenzo Trapani
2021: Machine Learning and Factor-Based Portfolio Optimization: Thomas Conlon, John Cotter and Iason Kynigakis
2021: China, India, Myanmar: Playing Rohingya Roulette: Hossain Ahmed Taufiq
2021: Role of NGOs in fostering equity and social inclusion in cities of Bangladesh: The Case of Dhaka: Hossain Ahmed Taufiq
2021: Heterogeneous Responses to the U.S. Narrative Tax Changes: Evidence from the U.S. States: Masud Alam
2021: Relational Graph Neural Networks for Fraud Detection in a Super-App environment: Jaime D. Acevedo-Viloria, Luisa Roa, Soji Adeshina, Cesar Charalla Olazo, Andr\'es Rodr\'iguez-Rey, Jose Alberto Ramos and Alejandro Correa-Bahnsen
2021: MobilityCoins -- A new currency for the multimodal urban transportation system: Klaus Bogenberger, Philipp Blum, Florian Dandl, Lisa-Sophie Hamm, Allister Loder, Patrick Malcolm, Martin Margreiter and Natalie Sautter
2021: From Monopoly to Competition: Optimal Contests Prevail: Xiaotie Deng, Yotam Gafni, Ron Lavi, Tao Lin and Hongyi Ling
2021: Towards an enabling environment for social accountability in Bangladesh: Hossain Ahmed Taufiq
2021: A Free and Fair Economy: A Game of Justice and Inclusion: Ghislain H. Demeze-Jouatsa, Roland Pongou and Jean-Baptiste Tondji
2021: Income Inequality and Intergenerational Mobility in India: Anuradha Singh
2021: Dhaka Water-logging: Causes, Effects and Remedial Policy Options: Hossain Ahmed Taufiq
2021: Estimating high-dimensional Markov-switching VARs: Kenwin Maung
2021: They Chose to Not Tell You: Bruce Knuteson
2021: Constant Function Market Makers: Multi-Asset Trades via Convex Optimization: Guillermo Angeris, Akshay Agrawal, Alex Evans, Tarun Chitra and Stephen Boyd
2021: Proof of non-convergence of the short-maturity expansion for the SABR model: Alan Lewis and Dan Pirjol
2021: Liquidity Provision with Adverse Selection and Inventory Costs: Martin Herdegen, Johannes Muhle-Karbe and Florian Stebegg
2021: Rohingya Refugee Crisis and the State of Insecurity in Bangladesh: Hossain Ahmed Taufiq
2021: Reflected backward stochastic differential equations under stopping with an arbitrary random time: Safa Alsheyab and Tahir Choulli
2021: Effect of the COVID-19 pandemic on bike-sharing demand and hire time: Evidence from Santander Cycles in London: Shahram Heydari, Garyfallos Konstantinoudis and Abdul Wahid Behsoodi
2021: Optimum Risk Portfolio and Eigen Portfolio: A Comparative Analysis Using Selected Stocks from the Indian Stock Market: Jaydip Sen and Sidra Mehtab
2021: Deep equal risk pricing of financial derivatives with non-translation invariant risk measures: Alexandre Carbonneau and Fr\'ed\'eric Godin
2021: Dealing with Uncertainty: The Value of Reputation in the Absence of Legal Institutions: Nicolas Eschenbaum and Helge Liebert
2021: Where do I rank? Am I happy?: learning income position and subjective-wellbeing in an internet experiment: Eiji Yamamura
2021: COVID-19 and the gig economy in Poland: Maciej Ber\k{e}sewicz and Dagmara Nikulin
2021: LocalGLMnet: interpretable deep learning for tabular data: Ronald Richman and Mario V. W\"uthrich
2021: Economic Recession Prediction Using Deep Neural Network: Zihao Wang, Kun Li, Steve Q. Xia and Hongfu Liu
2021: A bridge between Local GAAP and Solvency II frameworks to quantify Capital Requirement for demographic risk: Gian Paolo Clemente, Francesco Della Corte and Nino Savelli
2021: Of Access and Inclusivity Digital Divide in Online Education: A. Bheemeshwar Reddy, Sunny Jose and Vaidehi R
2021: Capital Requirements and Claims Recovery: A New Perspective on Solvency Regulation: Cosimo Munari, Lutz Wilhelmy and Stefan Weber
2021: Factors determining maximum energy consumption of Bitcoin miners: Jesus M. Gonzalez-Barahona
2021: cCorrGAN: Conditional Correlation GAN for Learning Empirical Conditional Distributions in the Elliptope: Gautier Marti, Victor Goubet and Frank Nielsen
2021: A Stochastic Control Approach to Public Debt Management: Matteo Brachetta and Claudia Ceci
2021: Time Varying Risk in U.S. Housing Sector and Real Estate Investment Trusts Equity Return: Masud Alam
2021: A Sparsity Algorithm with Applications to Corporate Credit Rating: Dan Wang, Zhi Chen and Ionut Florescu
2021: Pricing Exchange Option Based on Copulas by MCMC Algorithm: Wen Su
2021: Forecasting performance of workforce reskilling programmes: Evan Hurwitz and George Cevora
2021: A conditional independence test for causality in econometrics: Jaime Sevilla and Alexandra Mayn
2021: Recent Developments in Inference: Practicalities for Applied Economics: Jeffrey Michler and Anna Josephson
2021: A mathematical definition of property rights in a Debreu economy: Abhimanyu Pallavi Sudhir
2021: Moore's law, Wright's law and the Countdown to Exponential Space: Daniel Berleant, Venkat Kodali, Richard Segall, Hyacinthe Aboudja and Michael Howell
2021: Co-optimization of Energy and Reserve with Incentives to Wind Generation: Case Study: Yves Smeers, Sebastian Martin and Jose A. Aguado
2021: A Incid\^encia Final dos Tributos Indiretos no Brasil: Estimativa Usando a Matriz de Insumo-Produto 2015: Rozane Bezerra de Siqueira, Jos\'e Ricardo Bezerra Nogueira and Carlos Feitosa Luna
2021: Volatility of S&P500: Estimation and Evaluation: Wen Su
2021: Adaptive Multilevel Monte Carlo for Probabilities: Abdul-Lateef Haji-Ali, Jonathan Spence and Aretha Teckentrup
2021: Time-adaptive high-order compact finite difference schemes for option pricing in a family of stochastic volatility models: Bertram D\"uring and Christof Heuer
2021: Stock price prediction using BERT and GAN: Priyank Sonkiya, Vikas Bajpai and Anukriti Bansal
2021: AI in Finance: Challenges, Techniques and Opportunities: Longbing Cao
2021: Sustainability of Global Economy as a Quantum Circuit: Antonino Claudio Bonan
2021: Optimal sports betting strategies in practice: an experimental review: Matej Uhr\'in, Gustav \v{S}ourek, Ond\v{r}ej Hub\'a\v{c}ek and Filip \v{Z}elezn\'y
2021: A Data-driven Explainable Case-based Reasoning Approach for Financial Risk Detection: Wei Li, Florentina Paraschiv and Georgios Sermpinis
2021: Stock Movement Prediction with Financial News using Contextualized Embedding from BERT: Qinkai Chen
2021: A characterisation of cross-impact kernels: Mathieu Rosenbaum and Mehdi Tomas
2021: Data Sharing Markets: Mohammad Rasouli and Michael I. Jordan
2021: Global Gridded Daily CO$_2$ Emissions: Xinyu Dou, Yilong Wang, Philippe Ciais, Fr\'ed\'eric Chevallier, Steven J. Davis, Monica Crippa, Greet Janssens-Maenhout, Diego Guizzardi, Efisio Solazzo, Feifan Yan, Da Huo, Zheng Bo, Zhu Deng, Biqing Zhu, Hengqi Wang, Qiang Zhang, Pierre Gentine and Zhu Liu
2021: Decoupling Shrinkage and Selection for the Bayesian Quantile Regression: David Kohns and Tibor Szendrei
2021: Monitoring multidimensional phenomena with a multicriteria composite performance interval approach: Ana Garcia-Bernabeu and Adolfo Hilario-Caballero
2021: Key features of administrative responsibility: Vladimir Zhavoronkov, Valeri Lipunov and Mattia Masolletti
2021: Subspace Shrinkage in Conjugate Bayesian Vector Autoregressions: Florian Huber and Gary Koop
2021: Predicting Daily Trading Volume via Various Hidden States: Shaojun Ma and Pengcheng Li
2021: Predicting Drought and Subsidence Risks in France: Arthur Charpentier, Molly James and Hani Ali
2021: Modelling risk for commodities in Brazil: An application to live cattle spot and futures prices: R. G. Alcoforado, W. Bernardino, A. D. Eg\'idio dos Reis and J. A. C. Santos
2021: Supporting the robust ordinal regression approach to multiple criteria decision aiding with a set of representative value functions: Sally Giuseppe Arcidiacono, Salvatore Corrente and Salvatore Greco
2021: Public Health, Technology, and Human Rights: Lessons from Digital Contact Tracing: Maria Carnovale and Khahlil Louisy
2021: Article Processing Charges based publications: to which extent the price explains scientific impact?: Abdelghani Maddi and David Sapinho
2021: Exact inference from finite market data: Felix K\"ubler, Raghav Malhotra and Herakles Polemarchakis
2021: Axiomatic Formulation of the Optimal Transaction Cost Theory in the Legal Process through Cobb-Douglas Optimization: Kwadwo Osei Bonsu
2021: Market risk factors analysis for an international mining company. Multi-dimensional, heavy-tailed-based modelling: {\L}ukasz Bielak, Aleksandra Grzesiek, Joanna Janczura and Agnieszka Wy{\l}oma\'nska
2021: Expert Graphs: Synthesizing New Expertise via Collaboration: Bijan Mazaheri, Siddharth Jain and Jehoshua Bruck
2021: A new class of conditional Markov jump processes with regime switching and path dependence: properties and maximum likelihood estimation: Budhi Surya
2021: Generalized Covariance Estimator: Christian Gourieroux and Joann Jasiak
2021: On the short term stability of financial ARCH price processes: Gilles Zumbach
2021: Financial Return Distributions: Past, Present, and COVID-19: Marcin W\k{a}torek, Jaros{\l}aw Kwapie\'n and Stanis{\l}aw Dro\.zd\.z
2021: Financial Network Games: Panagiotis Kanellopoulos, Maria Kyropoulou and Hao Zhou
2021: A General Approach for Parisian Stopping Times under Markov Processes: Gongqiu Zhang and Lingfei Li
2021: The Infinite Horizon Investment-Consumption Problem for Epstein-Zin Stochastic Differential Utility: David Hobson, Martin Herdegen and Joseph Jerome
2021: Arbitrage-free pricing of CVA for cross-currency swap with wrong-way risk under stochastic correlation modeling framework: Ashish Kumar, Laszlo Markus and Norbert Hari
2021: Sissy That Walk: Transportation to Work by Sexual Orientation: Sonia Oreffice and Dario Sansone
2021: Economic development and the structure of cross-technology interactions: Anton Bondarev and Frank Krysiak
2021: MinP Score Tests with an Inequality Constrained Parameter Space: Giuseppe Cavaliere, Zeng-Hua Lu, Anders Rahbek and Yuhong Yang
2021: Multiplicative Error Models: 20 years on: Fabrizio Cipollini and Giampiero Gallo
2021: Dynamics of the market states in the space of correlation matrices with applications to financial markets: Hirdesh K. Pharasi, Suchetana Sadhukhan, Parisa Majari, Anirban Chakraborti and Thomas H. Seligman
2021: Investor Behavior Modeling by Analyzing Financial Advisor Notes: A Machine Learning Perspective: Cynthia Pagliaro, Dhagash Mehta, Han-Tai Shiao, Shaofei Wang and Luwei Xiong
2021: Predicting Risk-adjusted Returns using an Asset Independent Regime-switching Model: Nicklas Werge
2021: Are Rents Excessive in the Central City?: A Geospatial Analysis: Scott Hegerty
2021: Collective intelligence and the blockchain: Technology, communities and social experiments: Andrea Baronchelli
2021: On Reward Sharing in Blockchain Mining Pools: Burak Can, Jens Leth Hougaard and Mohsen Pourpouneh
2021: Can we improve the environmental benefits of biobased PET production through local 1 biomass value chains? A life cycle assessment perspective: Carlos Garcia-Velasquez and Yvonne van der Meer
2021: Recursive Utility with Investment Gains and Losses: Existence, Uniqueness, and Convergence: Jing Guo and Xue Dong He
2021: The Experimenters' Dilemma: Inferential Preferences over Populations: Neeraja Gupta, Luca Rigotti and Alistair Wilson
2021: E-Learning and its Socioeconomics: Avni Singh
2021: Machine Learning for Financial Forecasting, Planning and Analysis: Recent Developments and Pitfalls: Helmut Wasserbacher and Martin Spindler
2021: The unreasonable effectiveness of optimal transport in economics: Alfred Galichon
2021: A theoretical look at ordinal classification methods based on reference sets composed of characteristic actions: Eduardo Fernandez, Jorge Navarro and Efrain Solares
2021: End-to-End Risk Budgeting Portfolio Optimization with Neural Networks: Ayse Sinem Uysal, Xiaoyue Li and John M. Mulvey
2021: Deep Learning for Mean Field Games and Mean Field Control with Applications to Finance: Ren\'e Carmona and Mathieu Lauri\`ere
2021: Simulation of Multidimensional Diffusions with Sticky Boundaries via Markov Chain Approximation: Christian Meier, Lingfei Li and Gongqiu Zhang
2021: A Network Approach to Public Goods: A Short Summary: Matthew Elliott and Benjamin Golub
2021: Centralized Matching with Incomplete Information: Marcelo Ariel Fernandez, Kirill Rudov and Leeat Yariv
2021: On the Selection of Loss Severity Distributions to Model Operational Risk: Daniel Hadley, Harry Joe and Natalia Nolde
2021: Public preferences for marine plastic litter reductions across Europe: Salma Khedr, Katrin Rehdanz, Roy Brouwer, Hanna Dijkstra, Sem Duijndam, Pieter van Beukering and Ikechukwu C. Okoli
2021: Measuring Financial Time Series Similarity With a View to Identifying Profitable Stock Market Opportunities: Rian Dolphin, Barry Smyth, Yang Xu and Ruihai Dong
2021: Limited intelligence and performance-based compensation: An agent-based model of the hidden action problem: Patrick Reinwald, Stephan Leitner and Friederike Wall
2021: Network manipulation algorithm based on inexact alternating minimization: David M\"uller and Vladimir Shikhman
2021: Numerical approximation of hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay: Emmanuel Coffie
2021: Adaptive Stress Testing for Adversarial Learning in a Financial Environment: Khalid El-Awady
2021: a theoretical look at ordinal classification methods based on comparing actions with limiting boundaries between adjacent classes: Eduardo Fernandez, Jose Rui Figueira and Jorge Navarro
2021: Big Data Information and Nowcasting: Consumption and Investment from Bank Transactions in Turkey: Ali B. Barlas, Seda Guler Mert, Berk Isa, Alvaro Ortiz, Tomasa Rodrigo, Baris Soybilgen and Ege Yazgan
2021: Economic prospects of the Russian-Chinese partnership in the logistics projects of the Eurasian Economic Union and the Silk Road Economic Belt: a scientific literature review: Elena Rudakova, Alla Pavlova, Oleg Antonov, Kira Kuntsevich and Yue Yang
2021: Estimating the economic value of ultrafine particles information: A contingent valuation method: Eunjung Cho and Youngsang Cho
2021: Decreasing Incomes Increase Selfishness: Nickolas Gagnon, Riccardo D. Saulle and Henrik W. Zaunbrecher
2021: Representing choice functions by a total hyper-order: Daniel Lehmann
2021: Countering Misinformation on Social Media Through Educational Interventions: Evidence from a Randomized Experiment in Pakistan: Ayesha Ali and Ihsan Ayyub Qazi
2021: The global migration network of sex-workers: Luis Rocha, Petter Holme and Claudio D G Linhares
2021: A dynamic version of the super-replication theorem under proportional transaction costs: Francesca Biagini and Thomas Reitsam
2021: Approximations to ultimate ruin probabilities with a Wienner process perturbation: Yacine Koucha and Alfredo Egidio dos Reis
2021: Face masks, vaccination rates and low crowding drive the demand for the London Underground during the COVID-19 pandemic: Prateek Bansal, Roselinde Kessels, Rico Krueger and Daniel J Graham
2021: Two Stochastic Control Problems In Capital Structure and Portfolio Choice: Shan Huang
2021: A Study of UK Household Wealth through Empirical Analysis and a Non-linear Kesten Process: Samuel Forbes and Stefan Grosskinsky
2021: Optimal transport for model calibration: Ivan Guo, Gregoire Loeper, Jan Obloj and Shiyi Wang
2021: Supporting decisions by unleashing multiple mindsets using pairwise comparisons method: Salvatore Greco, Sajid Siraj and Michele Lundy
2021: Asymptotic Analysis of Risk Premia Induced by Law-Invariant Risk Measures: Thomas Knispel, Roger Laeven and Gregor Svindland
2021: Characterizing nonatomic admissions markets: Max Kapur
2021: The effects of incentives, social norms, and employees' values on work performance: Michael Roos, Jessica Reale and Frederik Banning
2021: Time series models with infinite-order partial copula dependence: Martin Bladt and Alexander J. McNeil
2021: Partial Identification and Inference in Duration Models with Endogenous Censoring: Shosei Sakaguchi
2021: Formation of coalition structures as a non-cooperative game: Dmitry Levando
2021: Auction Design with Data-Driven Misspecifications: Philippe Jehiel and Konrad Mierendorff
2021: Robust Replication of Volatility and Hybrid Derivatives on Jump Diffusions: Peter Carr, Roger Lee and Matthew Lorig
2021: The Limit Order Book Recreation Model (LOBRM): An Extended Analysis: Zijian Shi and John Cartlidge
2021: Feasible Implied Correlation Matrices from Factor Structures: Wolfgang Schadner
2021: Fiscal policy and inequality in a model with endogenous positional concerns: Kirill Borissov and Nigar Hashimzade
2021: Collective Progress: Dynamics of Exit Waves: Esat Doruk Cetemen, Can Urgun and Leeat Yariv
2021: Political and legal aspects of the COVID-19 pandemic impact on world transport systems: Alexey Gubin, Valeri Lipunov and Mattia Masolletti
2021: Price change prediction of ultra high frequency financial data based on temporal convolutional network: Wei Dai, Yuan An and Wen Long
2021: Hypothetical Expected Utility: Evan Piermont
2021: What Explains Gender Gap in Unpaid Household and Care Work in India?: Athary Janiso, Prakash Kumar Shukla and Bheemeshwar Reddy A
2021: New sources of economies and diseconomies of scale in on-demand ridepooling systems and comparison with public transport: Andres Fielbaum, Alejandro Tirachini and Javier Alonso-Mora
2021: Bitcoin, Currencies, and Fragility: Nassim Nicholas Taleb
2021: Stock Market Analysis with Text Data: A Review: Kamaladdin Fataliyev, Aneesh Chivukula, Mukesh Prasad and Wei Liu
2021: Bitcoin's Crypto Flow Network: Yoshi Fujiwara and Rubaiyat Islam
2021: The efficient frontiers of mean-variance portfolio rules under distribution misspecification: Andrew Paskaramoorthy, Tim Gebbie and Terence van Zyl
2021: Generative Adversarial Networks in finance: an overview: Florian Eckerli and Joerg Osterrieder
2021: Law-invariant functionals that collapse to the mean: Beyond convexity: Felix-Benedikt Liebrich and Cosimo Munari
2021: Optimal Portfolio with Power Utility of Absolute and Relative Wealth: Andrey Sarantsev
2021: Classifying variety of customer's online engagement for churn prediction with mixed-penalty logistic regression: Petra Posedel \v{S}imovi\'c, Davor Horvatic and Edward Sun
2021: A note on a PDE approach to option pricing under xVA: Falko Baustian, Martin Fencl, Jan Posp\'i\v{s}il and Vladim\'ir \v{S}v\'igler
2021: Inferring Multi-Period Optimal Portfolios via Detrending Moving Average Cluster Entropy: P. Murialdo, L. Ponta and A. Carbone
2021: Foreign exchange markets: price response and spread impact: Juan Camilo Henao Londono and Thomas Guhr
2021: A Fast Evidential Approach for Stock Forecasting: Tianxiang Zhan and Fuyuan Xiao
2021: Modelling uncertainty in financial tail risk: a forecast combination and weighted quantile approach: Giuseppe Storti and Chao Wang
2021: Efficiency of communities and financial markets during the 2020 pandemic: Nick James and Max Menzies
2021: A survey of electricity spot and futures price models for risk management applications: Thomas Deschatre, Olivier F\'eron and Pierre Gruet
2021: An investigation of higher order moments of empirical financial data and the implications to risk: Luke De Clerk and Sergey Savel'ev
2021: Deep Hedging: Learning Risk-Neutral Implied Volatility Dynamics: Hans Buehler, Phillip Murray, Mikko S. Pakkanen and Ben Wood
2021: The Adoption of Blockchain-based Decentralized Exchanges: Agostino Capponi and Ruizhe Jia
2021: On an Irreversible Investment Problem with Two-Factor Uncertainty: Felix Dammann and Giorgio Ferrari
2021: Delay stochastic interest rate model with jump and strong convergence in Monte Carlo simulations: Emmanuel Coffie
2021: Mixture composite regression models with multi-type feature selection: Tsz Chai Fung, George Tzougas and Mario Wuthrich
2021: A Universal Basic Income For Brazil: Fiscal and Distributional Effects of Alternative Schemes: Rozane Bezerra de Siqueira and Jose Ricardo Bezerra Nogueira
2021: Autocalibration and Tweedie-dominance for Insurance Pricing with Machine Learning: Michel Denuit, Arthur Charpentier and Julien Trufin
2021: Modeling Macroeconomic Variations After COVID-19: Serena Ng
2021: Slow-Growing Trees: Philippe Goulet Coulombe
2021: Finding Stable Matchings in PhD Markets with Consistent Preferences and Cooperative Partners: Maximilian Mordig, Riccardo Della Vecchia, Nicol\`o Cesa-Bianchi and Bernhard Sch\"olkopf
2021: Deep Learning for Market by Order Data: Zihao Zhang, Bryan Lim and Stefan Zohren
2021: Coordinated Capacity Reductions and Public Communication in the Airline Industry: Gaurab Aryal, Federico Ciliberto and Benjamin Leyden
2021: Rationally Inattentive Utility Maximization for Interpretable Deep Image Classification: Kunal Pattanayak and Vikram Krishnamurthy
2021: Modelling Sovereign Credit Ratings: Evaluating the Accuracy and Driving Factors using Machine Learning Techniques: Bart H. L. Overes and Michel van der Wel
2021: Deep ReLU Network Expression Rates for Option Prices in high-dimensional, exponential L\'evy models: Lukas Gonon and Christoph Schwab
2021: Currency Network Risk: Mykola Babiak and Jozef Baruník
2021: The General Graph Matching Game: Approximate Core: Vijay V. Vazirani
2021: Day-ahead electricity price prediction applying hybrid models of LSTM-based deep learning methods and feature selection algorithms under consideration of market coupling: Wei Li and Denis Mike Becker
2021: COVID19-HPSMP: COVID-19 Adopted Hybrid and Parallel Deep Information Fusion Framework for Stock Price Movement Prediction: Farnoush Ronaghi, Mohammad Salimibeni, Farnoosh Naderkhani and Arash Mohammadi
2021: Model-free price bounds under dynamic option trading: Ariel Neufeld and Julian Sester
2021: Who Should Get Vaccinated? Individualized Allocation of Vaccines Over SIR Network: Toru Kitagawa and Guanyi Wang
2021: Gender Differences in Motivated Reasoning: Michael Thaler
2021: Double machine learning for sample selection models: Michela Bia, Martin Huber and Luk\'a\v{s} Laff\'ers
2021: Distributional uncertainty of the financial time series measured by G-expectation: Shige Peng and Shuzhen Yang
2021: How Likely Are Large Elections Tied?: Lirong Xia
2021: Instrumental Variable Identification of Dynamic Variance Decompositions: Mikkel Plagborg-M{\o}ller and Christian Wolf
2021: Dynamic Default Contagion in Heterogeneous Interbank Systems: Zachary Feinstein and Andreas Sojmark
2021: On the Continuity of the Root Barrier: Erhan Bayraktar and Thomas Bernhardt
2021: Deep Learning for Individual Heterogeneity: An Automatic Inference Framework: Max Farrell, Tengyuan Liang and Sanjog Misra
2021: One-Sided Matching Markets with Endowments: Equilibria and Algorithms: Jugal Garg, Thorben Tr\"obst and Vijay V. Vazirani
2021: Marxism, Logic and the Rate of Profit: Robin Hirsch
2021: The Platform Design Problem: Christos Papadimitriou, Kiran Vodrahalli and Mihalis Yannakakis
2021: Mean-$\rho$ portfolio selection and $\rho$-arbitrage for coherent risk measures: Martin Herdegen and Nazem Khan
2021: Inference for high-dimensional exchangeable arrays: Harold D. Chiang, Kengo Kato and Yuya Sasaki
2021: Deep Learning, Predictability, and Optimal Portfolio Returns: Mykola Babiak and Jozef Baruník
2021: Drivers learn city-scale dynamic equilibrium: Ruda Zhang and Roger Ghanem
2021: A theoretical look at ELECTRE TRI-nB and related sorting models: Denis Bouyssou, Thierry Marchant and Marc Pirlot
2021: The Vigilant Eating Rule: A General Approach for Probabilistic Economic Design with Constraints: Haris Aziz and Florian Brandl
2021: Data science and AI in FinTech: An overview: Longbing Cao, Qiang Yang and Philip S. Yu
2021: Learning from Manipulable Signals: Mehmet Ekmekci, Leandro Gorno, Lucas Maestri, Jian Sun and Dong Wei
2021: An Adaptive and Explicit Fourth Order Runge-Kutta-Fehlberg Method Coupled with Compact Finite Differencing for Pricing American Put Options: Chinonso Nwankwo and Weizhong Dai
2021: Optimal Decision Rules for Weak GMM: Isaiah Andrews and Anna Mikusheva
2021: Minkowski gauges and deviation measures: Marlon Moresco, Marcelo Righi and Eduardo Horta
2021: Time series copula models using d-vines and v-transforms: Martin Bladt and Alexander J. McNeil
2021: Consistent Recalibration Models and Deep Calibration: Matteo Gambara and Josef Teichmann
2021: C\`adl\`ag semimartingale strategies for optimal trade execution in stochastic order book models: Julia Ackermann, Thomas Kruse and Mikhail Urusov
2021: Designing Stable Elections: A Survey: Steven Heilman
2021: Are weighted games sufficiently good for binary voting?: Sascha Kurz
2021: Commitment on Volunteer Crowdsourcing Platforms: Implications for Growth and Engagement: Irene Lo, Vahideh Manshadi, Scott Rodilitz and Ali Shameli
2021: Posterior Probabilities for Lorenz and Stochastic Dominance of Australian Income Distributions: David Gunawan, William Griffiths and Duangkamon Chotikapanich
2021: Optimal supply chains and power sector benefits of green hydrogen: Fabian Stöckl, Wolf-Peter Schill and Alexander Zerrahn
2021: On Track for Retirement?: Matthew Olckers
2021: State Dependence and Unobserved Heterogeneity in the Extensive Margin of Trade: Julian Hinz, Amrei Stammann and Joschka Wanner
2021: Bias optimal vol-of-vol estimation: the role of window overlapping: Giacomo Toscano and Maria Cristina Recchioni
2021: Complete Subset Averaging for Quantile Regressions: Ji Hyung Lee and Youngki Shin
2021: Mortality and Healthcare: a Stochastic Control Analysis under Epstein-Zin Preferences: Joshua Aurand and Yu-Jui Huang
2021: Me, myself and I: a general theory of non-Markovian time-inconsistent stochastic control for sophisticated agents: Camilo Hern\'andez and Dylan Possama\"i
2021: A characterization of proportionally representative committees: Haris Aziz and Barton Lee
2021: How Do Expectations Affect Learning About Fundamentals? Some Experimental Evidence: Kieran Marray, Nikhil Krishna and Jarel Tang
2021: Crude oil price forecasting incorporating news text: Yun Bai, Xixi Li, Hao Yu and Suling Jia
2021: Saddlepoint approximations for spatial panel data models: Chaonan Jiang, Davide La Vecchia, Elvezio Ronchetti and Olivier Scaillet
2021: Reconstruction of Interbank Network using Ridge Entropy Maximization Model: Yuichi Ikeda and Hidetoshi Takeda
2021: Logical Differencing in Dyadic Network Formation Models with Nontransferable Utilities: Wayne Gao, Ming Li and Sheng Xu
2021: Probability Assessments of an Ice-Free Arctic: Comparing Statistical and Climate Model Projections: Francis Diebold and Glenn Rudebusch
2021: Optimal Dynamic Treatment Regimes and Partial Welfare Ordering: Sukjin Han
2021: Fuzzy Group Identification Problems: Federico Fioravanti and Fernando Tohm\'e
2021: Fighting for Not-So-Religious Souls: The Role of Religious Competition in Secular Conflicts: Hector Galindo-Silva and Guy Tchuente
2021: Propaganda, Alternative Media, and Accountability in Fragile Democracies: Anqi Li, Davin Raiha and Kenneth W. Shotts
2021: A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series: Constandina Koki, Stefanos Leonardos and Georgios Piliouras
2021: Myopic robust index tracking with Bregman divergence: Spiridon Penev, Pavel Shevchenko and Wei Wu
2021: Estimation of Conditional Average Treatment Effects with High-Dimensional Data: Qingliang Fan, Yu-Chin Hsu, Robert Lieli and Yichong Zhang
2021: Calibration of Local-Stochastic Volatility Models by Optimal Transport: Ivan Guo, Gregoire Loeper and Shiyi Wang
2021: On the Equilibrium Uniqueness in Cournot Competition with Demand Uncertainty: Stefanos Leonardos and Costis Melolidakis
2021: Risk-Sensitive Credit Portfolio Optimization under Partial Information and Contagion Risk: Lijun Bo, Huafu Liao and Xiang Yu
2021: Optimal Entry and Consumption under Habit Formation: Yue Yang and Xiang Yu
2021: Equivalent Choice Functions and Stable Mechanisms: Jan Christoph Schlegel
2021: Coverage Error Optimal Confidence Intervals for Local Polynomial Regression: Sebastian Calonico, Matias Cattaneo and Max Farrell
2021: A self-organized criticality participative pricing mechanism for selling zero-marginal cost products: Daniel Fraiman
2021: How does monetary policy affect income inequality in Japan? Evidence from grouped data: Martin Feldkircher and Kazuhiko Kakamu
2021: Estimation and Inference of Treatment Effects with $L_2$-Boosting in High-Dimensional Settings: Jannis Kueck, Ye Luo, Martin Spindler and Zigan Wang
2021: A stylized model for wealth distribution: Bertram D\"uring, Nicos Georgiou and Enrico Scalas
2021: Credit Bubbles in Arbitrage Markets: The Geometric Arbitrage Approach to Credit Risk: Simone Farinelli and Hideyuki Takada
2021: Geometric Arbitrage Theory and Market Dynamics Reloaded: Simone Farinelli
2021: Constructive Decision Theory: Lawrence Blume, David Easley and Joseph Halpern
2021: Computing near-optimal Value-at-Risk portfolios using Integer Programming techniques: Onur Babat, Juan C. Vera and Luis F. Zuluaga
2021: A decision support tool for ship biofouling management in the Baltic Sea: Emilia Luoma, Mirka Laurila-Pant, Elias Altarriba, Inari Helle, Lena Granhag, Maiju Lehtiniemi, Greta Sr\.ebalien\.e, Sergej Olenin and Annukka Lehikoinen
2021: National-scale electricity peak load forecasting: Traditional, machine learning, or hybrid model?: Juyong Lee and Youngsang Cho
2021: Debt Swapping for Risk Mitigation in Financial Networks: P\'al Andr\'as Papp and Roger Wattenhofer
2021: Temporal Analysis of Worldwide War: Devansh Bajpai and Rishi Ranjan Singh
2021: Who Votes for Library Bonds? A Principal Component Exploration: Eric Jacobson
2021: Effectiveness of Artificial Intelligence in Stock Market Prediction based on Machine Learning: Sohrab Mokhtari, Kang K. Yen and Jin Liu
2021: MegazordNet: combining statistical and machine learning standpoints for time series forecasting: Angelo Garangau Menezes and Saulo Martiello Mastelini
2021: Choice of a Mentor: A Subjective Evaluation of Expectations, Experiences and Feedbacks: Kaibalyapati Mishra
2021: Market regime classification with signatures: Paul Bilokon, Antoine Jacquier and Conor McIndoe
2021: Energy security: key concepts, components, and change of the paradigm: Julia Edigareva, Tatiana Khimich, Oleg Antonov and Jesus Gonzalez
2021: Decision making with dynamic probabilistic forecasts: Peter Tankov and Laura Tinsi
2021: Behavioral Mistakes Support Cooperation in an N-Person Repeated Public Goods Game: Jung-Kyoo Choi and Jun Sok Huhh
2021: Explaining Caste-based Digital Divide in India: R Vaidehi, A Bheemeshwar Reddy and Sudatta Banerjee
2021: Emotions in Macroeconomic News and their Impact on the European Bond Market: Sergio Consoli, Luca Tiozzo Pezzoli and Elisa Tosetti
2021: An expert survey to assess the current status and future challenges of energy system analysis: Fabian Scheller, Frauke Wiese, Jann Michael Weinand, Dominik Franjo Dominkovi\'c and Russell McKenna
2021: Numerical approximation of singular Forward-Backward SDEs: Jean-Fran\c{c}ois Chassagneux and Mohan Yang
2021: The Ecological System of Innovation: A New Architectural Framework for a Functional Evidence-Based Platform for Science and Innovation Policy: Robert Yawson
2021: The Variance Gamma++ Process and Applications to Energy Markets: M. Gardini, P. Sabino and E. Sasso
2021: Effect of Labour Income on the Optimal Bankruptcy Problem: Guodong Ding and Daniele Marazzina
2021: Exploring the trilemma of cost-efficient, equitable and publicly acceptable onshore wind expansion planning: Jann Michael Weinand, Russell McKenna, Heidi Heinrichs, Michael Roth, Detlef Stolten and Wolf Fichtner
2021: A Note on the Topology of the First Stage of 2SLS with Many Instruments: Guy Tchuente
2021: Inheritances, social classes, and wealth distribution: Pedro Patr\'icio and Nuno A. M. Ara\'ujo
2021: Applications of Mechanism Design in Market-Based Demand-Side Management: Khaled Abedrabboh and Luluwah Al-Fagih
2021: UNISWAP: Impermanent Loss and Risk Profile of a Liquidity Provider: Andreas A. Aigner and Gurvinder Dhaliwal
2021: Graphical Economies with Resale: Gabriel P. Andrade, Rafael Frongillo, Elliot Gorokhovsky and Sharadha Srinivasan
2021: On the Design of an Insurance Mechanism for Reliability Differentiation in Electricity Markets: Farhad Billimoria, Filiberto Fele, Iacopo Savelli, Thomas Morstyn and Malcolm McCulloch
2021: Optimal investment and proportional reinsurance in a regime-switching market model under forward preferences: Katia Colaneri, Alessandra Cretarola and Benedetta Salterini
2021: Sovereign wealth funds: main activity trends: Oksana Mamina, Alexander Barannikov and Ludmila Gruzdeva
2021: Bibliometric Analysis Of Herding Behavior In Times Of Crisis: Fenny Marietza, Ridwan Nurazi, Fitri Santi and Saiful
2021: Relationship between Cultural Values, Sense of Community and Trust and the Effect of Trust in Workplace: Nazli Mohammad and Yvonne Stedham
2021: Robust Decisions for Heterogeneous Agents via Certainty Equivalents: Anne G. Balter and Nikolaus Schweizer
2021: Fund2Vec: Mutual Funds Similarity using Graph Learning: Vipul Satone, Dhruv Desai and Dhagash Mehta
2021: The Pricing of Vanilla Options with Cash Dividends as a Classic Vanilla Basket Option Problem: Jherek Healy
2021: Next-Day Bitcoin Price Forecast Based on Artificial intelligence Methods: Liping Yang
2021: Learning Multiple Stock Trading Patterns with Temporal Routing Adaptor and Optimal Transport: Hengxu Lin, Dong Zhou, Weiqing Liu and Jiang Bian
2021: Exploration-Exploitation in Multi-Agent Competition: Convergence with Bounded Rationality: Stefanos Leonardos, Georgios Piliouras and Kelly Spendlove
2021: Awareness Logic: Kripke Lattices as a Middle Ground between Syntactic and Semantic Models: Gaia Belardinelli and Rasmus K. Rendsvig
2021: The gig economy in Poland: evidence based on mobile big data: Maciej Ber\k{e}sewicz, Dagmara Nikulin, Marcin Szymkowiak and Kamil Wilak
2021: Alternative Microfoundations for Strategic Classification: Meena Jagadeesan, Celestine Mendler-D\"unner and Moritz Hardt
2021: Chebyshev Greeks: Smoothing Gamma without Bias: Andrea Maran, Andrea Pallavicini and Stefano Scoleri
2021: Portfolio Allocation under Asymmetric Dependence in Asset Returns using Local Gaussian Correlations: Anders D. Sleire, B{\aa}rd St{\o}ve, H{\aa}kon Otneim, Geir Drage Berentsen, Dag Tj{\o}stheim and Sverre Hauso Haugen
2021: From Bachelier to Dupire via Optimal Transport: Mathias Beiglb\"ock, Gudmund Pammer and Walter Schachermayer
2021: From Griefing to Stability in Blockchain Mining Economies: Yun Kuen Cheung, Stefanos Leonardos, Georgios Piliouras and Shyam Sridhar
2021: Bailouts in Financial Networks: Beni Egressy and Roger Wattenhofer
2021: More stochastic expansions for the pricing of vanilla options with cash dividends: Fabien Le Floc'h
2021: Pricing American options with the Runge-Kutta-Legendre finite difference scheme: Fabien Le Floc'h
2021: Quantifying the Impact of Human Capital, Job History, and Language Factors on Job Seniority with a Large-scale Analysis of Resumes: Austin P Wright, Caleb Ziems, Haekyu Park, Jon Saad-Falcon, Duen Horng Chau, Diyi Yang and Maria Tomprou
2021: Information of income position and its impact on perceived tax burden and preference for redistribution: An Internet Survey Experiment: Eiji Yamamura
2021: Measuring Violations of Positive Involvement in Voting: Wesley H. Holliday and Eric Pacuit
2021: Incentive-Compatible Kidney Exchange in a Slightly Semi-Random Model: Avrim Blum and Paul G\"olz
2021: The Effectiveness of Strategies to Contain SARS-CoV-2: Testing, Vaccinations, and NPIs: Jano\'s Gabler, Tobias Raabe, Klara R\"ohrl and Hans-Martin von Gaudecker
2021: Framing and Social Information Nudges at Wikipedia: Maximilian Linek and Christian Traxler
2021: Mechanism Design for Efficient Nash Equilibrium in Oligopolistic Markets: Kaiying Lin, Beibei Wang and Pengcheng You
2021: On Testing Equal Conditional Predictive Ability Under Measurement Error: Yannick Hoga and Timo Dimitriadis
2021: Doctors and Nurses Social Media Ads Reduced Holiday Travel and COVID-19 infections: A cluster randomized controlled trial in 13 States: Emily Breza, Fatima Cody Stanford, Marcela Alsan, M. D. Ph. D., Burak Alsan, Abhijit Banerjee, Arun G. Chandrasekhar, Sarah Eichmeyer, Traci Glushko, Paul Goldsmith-Pinkham, Kelly Holland, Emily Hoppe, Mohit Karnani, Sarah Liegl, Tristan Loisel, Lucy Ogbu-Nwobodo, Benjamin A. Olken Carlos Torres, Pierre-Luc Vautrey, Erica Warner, Susan Wootton and Esther Duflo
2021: On the Use of Two-Way Fixed Effects Models for Policy Evaluation During Pandemics: Germain Gauthier
2021: Output, Employment, and Price Effects of U.S. Narrative Tax Changes: A Factor-Augmented Vector Autoregression Approach: Masud Alam
2021: Semiparametric inference for partially linear regressions with Box-Cox transformation: Daniel Becker, Alois Kneip and Valentin Patilea
2021: Multidimensional linear and nonlinear partial integro-differential equation in Bessel potential spaces with applications in option pricing: Daniel Sevcovic and Cyril Izuchukwu Udeani
2021: Generalized Spatial and Spatiotemporal ARCH Models: Philipp Otto and Wolfgang Schmid
2021: Scalable Econometrics on Big Data -- The Logistic Regression on Spark: Aur\'elien Ouattara, Matthieu Bult\'e, Wan-Ju Lin, Philipp Scholl, Benedikt Veit, Christos Ziakas, Florian Felice, Julien Virlogeux and George Dikos
2021: Efficient Black-Box Importance Sampling for VaR and CVaR Estimation: Anand Deo and Karthyek Murthy
2021: Introductory Economics: Gender, Majors, and Future Performance: Natsuki Arai, Shian Chang and Biing-Shen Kuo
2021: XRP Network and Proposal of Flow Index: Hideaki Aoyama
2021: Set coverage and robust policy: Marc Henry and Alexei Onatski
2021: Proof-of-Work Cryptocurrencies: Does Mining Technology Undermine Decentralization?: Agostino Capponi, Sveinn Olafsson and Humoud Alsabah
2021: Design and Analysis of Robust Deep Learning Models for Stock Price Prediction: Jaydip Sen and Sidra Mehtab
2021: The Concept, Types and Structure of Corruption: Oleg Antonov and Ekaterina Lineva
2021: Hydrographic variability and biomass fluctuations of European anchovy (Engraulis encrasicolus) in the Central Mediterranean Sea: Monetary estimations and impacts on fishery from Lagrangian analysis: Antonio Di Cintio, Marco Torri, Federico Falcini, Raffaele Corrado, Guglielmo Lacorata, Angela Cuttitta, Bernardo Patti and Rosalia Santoleri
2021: Defying Gravity: The Economic Effects of Social Distancing: Alfredo D. Garcia, Christopher Hartwell and Mart\'in Andr\'es Szybisz
2021: Effects of Covid-19 Pandemic on Chinese Commodity Futures Markets: Ahmet Goncu
2021: Multivariate Pair Trading by Volatility & Model Adaption Trade-off: Chenyanzi Yu and Tianyang Xie
2021: Market Complete Option Valuation using a Jarrow-Rudd Pricing Tree with Skewness and Kurtosis: Yuan Hu, Abootaleb Shirvani, W. Brent Lindquist, Frank J. Fabozzi and Svetlozar T. Rachev
2021: The Economic Impact of Critical National Infrastructure Failure Due to Space Weather: Edward J. Oughton
2021: Economic Nowcasting with Long Short-Term Memory Artificial Neural Networks (LSTM): Daniel Hopp
2021: Random feature neural networks learn Black-Scholes type PDEs without curse of dimensionality: Lukas Gonon
2021: What does Network Analysis teach us about International Environmental Cooperation?: Stefano Carattini, Sam Fankhauser, Jianjian Gao, Caterina Gennaioli and Pietro Panzarasa
2021: An Information Filtering approach to stress testing: an application to FTSE markets: Isobel Seabrook, Fabio Caccioli and Tomaso Aste
2021: Characterization of equilibrium existence and purification in general Bayesian games: Wei He, Xiang Sun, Yeneng Sun and Yishu Zeng
2021: Deep reinforcement learning on a multi-asset environment for trading: Ali Hirsa, Joerg Osterrieder, Branka Hadji-Misheva and Jan-Alexander Posth
2021: Pricing and Risk Analysis in Hyperbolic Local Volatility Model with Quasi Monte Carlo: Julien Hok and Sergei Kucherenko
2021: Adversarial Attacks on Deep Models for Financial Transaction Records: Ivan Fursov, Matvey Morozov, Nina Kaploukhaya, Elizaveta Kovtun, Rodrigo Rivera-Castro, Gleb Gusev, Dmitry Babaev, Ivan Kireev, Alexey Zaytsev and Evgeny Burnaev
2021: Young people between education and the labour market during the COVID-19 pandemic in Italy: Davide Fiaschi and Cristina Tealdi
2021: Cyclical behavior of evolutionary dynamics in coordination games with changing payoffs: George Loginov
2021: CeFi vs. DeFi -- Comparing Centralized to Decentralized Finance: Kaihua Qin, Liyi Zhou, Yaroslav Afonin, Ludovico Lazzaretti and Arthur Gervais
2021: The Relationship between Foreign Direct Investment and Economic Growth: A Case of Turkey: Orhan Gokmen
2021: Re-examining the Philosophical Underpinnings of the Melting Pot vs. Multiculturalism in the Current Immigration Debate in the United States: Daniel Woldeab, Robert Yawson and Irina Woldeab
2021: Comparisons of Australian Mental Health Distributions: David Gunawan, William Griffiths and Duangkamon Chotikapanich
2021: Fragility of Confounded Learning: Xuanye Wang
2021: The Effect of Client Appraisal on the Efficiency of Micro Finance Bank: Esther Yusuf Enoch, Usman Abubakar Arabo and Abubakar Mahmud Digil
2021: Dynamic Asymmetric Causality Tests with an Application: Abdulnasser Hatemi-J
2021: A Numerical Approach to Pricing Exchange Options under Stochastic Volatility and Jump-Diffusion Dynamics: Len Patrick Dominic M. Garces and Gerald H. L. Cheang
2021: Probabilistic Forecasting of Imbalance Prices in the Belgian Context: Jonathan Dumas, Ioannis Boukas, Miguel Manuel de Villena, S\'ebastien Mathieu and Bertrand Corn\'elusse
2021: Credit spread approximation and improvement using random forest regression: Mathieu Mercadier and Jean-Pierre Lardy
2021: The relationship between the US broad money supply and US GDP for the time period 2001 to 2019 with that of the corresponding time series for US national property and stock market indices, using an information entropy methodology: Laurence Lacey
2021: The link between Bitcoin and Google Trends attention: Nektarios Aslanidis, Aurelio Fernandez Bariviera and \'Oscar G. L\'opez
2021: A News-based Machine Learning Model for Adaptive Asset Pricing: Liao Zhu, Haoxuan Wu and Martin T. Wells
2021: Exogenous and Endogenous Price Jumps Belong to Different Dynamical Classes: Riccardo Marcaccioli, Jean-Philippe Bouchaud and Michael Benzaquen
2021: An Integration and Operation Framework of Geothermal Heat Pumps in Distribution Networks: Lei Liang, Xuan Zhang and Hongbin Sun
2021: The value of travel speed: Cornelis Dirk van Goeverden
2021: Mechanism Design meets Priority Design: Redesigning the US Army's Branching Process: Kyle Greenberg, Parag Pathak and Tayfun Sönmez
2021: Forecasting VaR and ES using a joint quantile regression and implications in portfolio allocation: Luca Merlo, Lea Petrella and Valentina Raponi
2021: Finding the Contextual Gap Towards Employee Engagement in Financial Sector: A Review Study: Habiba Akter, Ilham Sentosa, Sheikh Muhamad Hizam, Waqas Ahmed and Arifa Akter
2021: Sensitivity of LATE Estimates to Violations of the Monotonicity Assumption: Claudia Noack
2021: An age-structured SEIR model for COVID--19 incidence in Dublin, Ireland with framework for evaluating health intervention cost: Fatima-Zahra Jaouimaa, Daniel Dempsey, Suzanne van Osch, Stephen Kinsella, Kevin Burke, Jason Wyse and James Sweeney
2021: Applying endogenous learning models in energy system optimization: Jabir Ali Ouassou, Julian Straus, Marte Fodstad, Gunhild Reigstad and Ove Wolfgang
2021: A new look at calendar anomalies: Multifractality and day of the week effect: Darko Stosic, Dusan Stosic, Irena Vodenska, H. Eugene Stanley and Tatijana Stosic
2021: Pricing methods for $\alpha$-quantile and perpetual early exercise options based on Spitzer identities: Carolyn E. Phelan, Daniele Marazzina and Guido Germano
2021: Sample Recycling Method -- A New Approach to Efficient Nested Monte Carlo Simulations: Runhuan Feng and Peng Li
2021: The separation of market and price in some free competitions and its related solution to the over-application problem in the job market: Vincent Zha
2021: An Interpretable Neural Network for Parameter Inference: Johann Pfitzinger
2021: Dynamic mechanism design: An elementary introduction: Kiho Yoon
2021: Automatically Differentiable Random Coefficient Logistic Demand Estimation: Andrew Chia
2021: Options on Bonds: Implied Volatilities from Affine Short-Rate Dynamics: Matthew Lorig and Natchanon Suaysom
2021: Engines of Power: Electricity, AI, and General-Purpose Military Transformations: Jeffrey Ding and Allan Dafoe
2021: The Russian practice of applying cluster approach in regional development: Victor Grebenik, Yuri Tarasenko, Dmitry Zerkin and Mattia Masolletti
2021: Modeling Portfolios with Leptokurtic and Dependent Risk Factors: Piero Quatto, Gianmarco Vacca and Maria Zoia
2021: How to handle negative interest rates in a CIR framework: Marco Di Francesco and Kevin Kamm
2021: On the "mementum" of Meme Stocks: Michele Costola, Matteo Iacopini and Carlo Santagiustina
2021: Prevention Is Better Than Cure: Experimental Evidence From Milk Fever Incidence in Dairy Animals of Haryana, India: A G Cariappa, B. S. Chandel, Gopal Sankhala, Veena Mani, Sendhil R, Anil Dixit and B. S. Meena
2021: Exact and Asymptotic Analysis of General Multivariate Hawkes Processes and Induced Population Processes: Raviar Karim, Roger Laeven and Michel Mandjes
2021: The Intellectual Property Protection System of the Foreign Investment Law: Basic Structure, Motivation and Game Logic: Luo Ying
2021: Dynamic Portfolio Cuts: A Spectral Approach to Graph-Theoretic Diversification: Alvaro Arroyo, Bruno Scalzo, Ljubisa Stankovic and Danilo P. Mandic
2021: Signatured Deep Fictitious Play for Mean Field Games with Common Noise: Ming Min and Ruimeng Hu
2021: Estimating the number of entities with vacancies using administrative and online data: Maciej Ber\k{e}sewicz, Herman Cherniaiev and Robert Pater
2021: The Limits of Multi-task Peer Prediction: Shuran Zheng, Fang-Yi Yu and Yiling Chen
2021: The Rohingyas of Rakhine State: Social Evolution and History in the Light of Ethnic Nationalism: Sarwar J. Minar and Abdul Halim
2021: On the Stratification of Product Portfolios: Vikram Govindan and Wei Xie
2021: Optimal Taxation of Assets: Nicolaus Tideman and Thomas Mecherikunnel
2021: Testing the Goodwin Growth Cycles with Econophysics Approach in 2002-2019 Period in Turkey: Kerim Eser Af\c{s}ar, Mehmet \"Ozyi\~git, Yusuf Y\"uksel and \"Umit Ak{\i}nc{\i}
2021: Interdependence of Growth, Structure, Size and Resource Consumption During an Economic Growth Cycle: Carey W. King
2021: Modeling premiums of non-life insurance companies in India: Kartik Sethi and Siddhartha P. Chakrabarty
2021: Explicit no arbitrage domain for sub-SVIs via reparametrization: Claude Martini and Arianna Mingone
2021: Time-dependent relations between gaps and returns in a Bitcoin order book: Roberto Mota Navarro, Paulino Monroy Castillero and Francois Leyvraz
2021: Interactive Communication in Bilateral Trade: Jieming Mao, Renato Paes Leme and Kangning Wang
2021: Personalized Communication Strategies: Towards A New Debtor Typology Framework: Minou Ghaffari, Maxime Kaniewicz and Stephan Stricker
2021: The Smoothed Satisfaction of Voting Axioms: Lirong Xia
2021: Entropic measure unveils country competitiveness and product specialization in the World trade web: Gianluca Teza, Michele Caraglio and Attilio L. Stella
2021: Adding fuel to human capital: Exploring the educational effects of cooking fuel choice from rural India: Shreya Biswas and Upasak Das
2021: Theoretical and methodological approaches to the study of the problem of corruption: Valeri Lipunov, Vladislav Shirshikov and Jonathan Lewis
2021: Numerical valuation of American basket options via partial differential complementarity problems: Karel in 't Hout and Jacob Snoeijer
2021: Justice as a Social Bargain and Optimization Problem: Andreas Siemoneit
2021: Retrospective causal inference via matrix completion, with an evaluation of the effect of European integration on cross-border employment: Jason Poulos, Andrea Albanese, Andrea Mercatanti and Fan Li
2021: $N$-player and Mean-field Games in It\^{o}-diffusion Markets with Competitive or Homophilous Interaction: Ruimeng Hu and Thaleia Zariphopoulou
2021: Modeling the out-of-equilibrium dynamics of bounded rationality and economic constraints: Oliver Richters
2021: The causal effect of political power on the provision of public education: Evidence from a weighted voting system: Lindgren Erik, Per Pettersson-Lidbom and Björn Tyrefors
2021: Cash versus Kind: Benchmarking a Child Nutrition Program against Unconditional Cash Transfers in Rwanda: Craig McIntosh and Andrew Zeitlin
2021: Comprehensive Analysis On Determinants Of Bank Profitability In Bangladesh: Md Saimum Hossain and Faruque Ahamed
2021: Online Labour Index 2020: New ways to measure the world's remote freelancing market: Fabian Stephany, Otto K\"assi, Uma Rani and Vili Lehdonvirta
2021: Wealth rheology: Zdzislaw Burda, Malgorzata J. Krawczyk, Krzysztof Malarz and Malgorzata Snarska
2021: Aspects of a phase transition in high-dimensional random geometry: Axel Pr\"user, Imre Kondor and Andreas Engel
2021: New axioms for top trading cycles: Siwei Chen, Yajing Chen and Chia-Ling Hsu
2021: Exporters' reaction to positive foreign demand shocks: Asier Minondo
2021: Amnesty Policy and Elite Persistence in the Postbellum South: Evidence from a Regression Discontinuity Design: Jason Poulos
2021: Understanding Factors that Influence Upskilling: Eduardo Laguna-Muggenburg, Monica Bhole and Michael Meaney
2021: Online Multi-Armed Bandits with Adaptive Inference: Maria Dimakopoulou, Zhimei Ren and Zhengyuan Zhou
2021: The Association of Opening K-12 Schools with the Spread of COVID-19 in the United States: County-Level Panel Data Analysis: Victor Chernozhukov, Hiroyuki Kasahara and Paul Schrimpf
2021: Learning Epidemiology by Doing: The Empirical Implications of a Spatial-SIR Model with Behavioral Responses: Alberto Bisin and Andrea Moro
2021: Supportive 5G Infrastructure Policies are Essential for Universal 6G: Assessment using an Open-source Techno-economic Simulation Model utilizing Remote Sensing: Edward J. Oughton and Ashutosh Jha
2021: Bertram's Pairs Trading Strategy with Bounded Risk: Vladim\'ir Hol\'y and Michal \v{C}ern\'y
2021: Exploring asymmetric multifractal cross-correlations of price-volatility and asymmetric volatility dynamics in cryptocurrency markets: Shinji Kakinaka and Ken Umeno
2021: Assessing the Impact: Does an Improvement to a Revenue Management System Lead to an Improved Revenue?: Greta Laage, Emma Frejinger, Andrea Lodi and Guillaume Rabusseau
2021: Recurrent Neural Networks for Stochastic Control Problems with Delay: Jiequn Han and Ruimeng Hu
2021: Transitional Dynamics of the Saving Rate and Economic Growth: Markus Brueckner, Tomoo Kikuchi and George Vachadze
2021: Exponential Communication Separations between Notions of Selfishness: Aviad Rubinstein, Raghuvansh R. Saxena, Clayton Thomas, S. Mathew Weinberg and Junyao Zhao
2021: A general framework for a joint calibration of VIX and VXX options: Martino Grasselli, Andrea Mazzoran and Andrea Pallavicini
2021: Quantum-accelerated multilevel Monte Carlo methods for stochastic differential equations in mathematical finance: Dong An, Noah Linden, Jin-Peng Liu, Ashley Montanaro, Changpeng Shao and Jiasu Wang
2021: Forecasting the Olympic medal distribution during a pandemic: a socio-economic machine learning model: Christoph Schlembach, Sascha Schmidt, Dominik Schreyer and Linus Wunderlich
2021: Human Social Cycling Spectrum: Zhijian Wang and Yao Qingmei
2021: Evaluating (weighted) dynamic treatment effects by double machine learning: Hugo Bodory, Martin Huber and Luk\'a\v{s} Laff\'ers
2021: Policy Gradient Methods for the Noisy Linear Quadratic Regulator over a Finite Horizon: Ben Hambly, Renyuan Xu and Huining Yang
2021: Mostly Harmless Machine Learning: Learning Optimal Instruments in Linear IV Models: Jiafeng Chen, Daniel L. Chen and Greg Lewis
2021: Dirichlet policies for reinforced factor portfolios: Eric Andr\'e and Guillaume Coqueret
2021: Auctioning Annuities: Gaurab Aryal, Eduardo Fajnzylber, Maria Gabrielli and Manuel Willington
2021: The Adaptive Doubly Robust Estimator for Policy Evaluation in Adaptive Experiments and a Paradox Concerning Logging Policy: Masahiro Kato, Shota Yasui and Kenichiro McAlinn
2021: Stochastic Stability of a Recency Weighted Sampling Dynamic: Alexander Aurell and Gustav Karreskog
2021: Reinsurance of multiple risks with generic dependence structures: Manuel Guerra and Alexandra B. Moura
2021: Price formation and optimal trading in intraday electricity markets: Olivier F\'eron, Peter Tankov and Laura Tinsi
2021: Sparse High-Order Portfolios via Proximal DCA and SCA: Jinxin Wang, Zengde Deng, Taoli Zheng and Anthony Man-Cho So
2021: Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model: Kenichi Hirayama and Akihiko Noda
2021: Ordering and Inequalities for Mixtures on Risk Aggregation: Yuyu Chen, Peng Liu, Yang Liu and Ruodu Wang
2021: Epidemic dynamics with homophily, vaccination choices, and pseudoscience attitudes: Matteo Bizzarri, Fabrizio Panebianco and Paolo Pin
2021: Duality Theory for Robust Utility Maximisation: Daniel Bartl, Michael Kupper and Ariel Neufeld
2021: Unified Principal Component Analysis for Sparse and Dense Functional Data under Spatial Dependency: Haozhe Zhang and Yehua Li
2021: Algorithm for Computing Approximate Nash Equilibrium in Continuous Games with Application to Continuous Blotto: Sam Ganzfried
2021: Predicting cell phone adoption metrics using satellite imagery: Edward J. Oughton and Jatin Mathur
2021: Capital and Labor Income Pareto Exponents across Time and Space: Tjeerd de Vries and Alexis Akira Toda
2021: An alternative to synthetic control for models with many covariates under sparsity: Marianne Bl\'ehaut, Xavier D'Haultfoeuille, J\'er\'emy L'Hour and Alexandre B. Tsybakov
2021: Good speciation and endogenous business cycles in a constraint satisfaction macroeconomic model: Dhruv Sharma, Jean-Philippe Bouchaud, Marco Tarzia and Francesco Zamponi
2021: Closed-form Solutions for an Explicit Modern Ideal Tontine with Bequest Motive: John Dagpunar
2021: Forecasting directional movements of stock prices for intraday trading using LSTM and random forests: Pushpendu Ghosh, Ariel Neufeld and Jajati Keshari Sahoo
2021: Hedging with Linear Regressions and Neural Networks: Johannes Ruf and Weiguan Wang
2021: Estimating Treatment Effects with Observed Confounders and Mediators: Shantanu Gupta, Zachary C. Lipton and David Childers
2021: Double/Debiased Machine Learning for Dynamic Treatment Effects via g-Estimation: Greg Lewis and Vasilis Syrgkanis
2021: Asymptotically Optimal Control of a Centralized Dynamic Matching Market with General Utilities: Jose H. Blanchet, Martin I. Reiman, Viragh Shah, Lawrence M. Wein and Linjia Wu
2021: Electricity prices and tariffs to keep everyone happy: a framework for fixed and nodal prices coexistence in distribution grids with optimal tariffs for investment cost recovery: Iacopo Savelli and Thomas Morstyn
2021: Regularized Estimation of High-Dimensional Vector AutoRegressions with Weakly Dependent Innovations: Ricardo P. Masini, Marcelo Medeiros and Eduardo F. Mendes
2021: The equivalent constant-elasticity-of-variance (CEV) volatility of the stochastic-alpha-beta-rho (SABR) model: Jaehyuk Choi and Lixin Wu
2021: Optimal ratcheting of dividends in insurance: Hansjoerg Albrecher, Pablo Azcue and Nora Muler
2021: Noncompliance in randomized control trials without exclusion restrictions: Masayuki Sawada
2021: Bias and Consistency in Three-way Gravity Models: Martin Weidner and Thomas Zylkin
2021: Two-Stage Electricity Markets with Renewable Energy Integration: Market Mechanisms and Equilibrium Analysis: Nathan Dahlin and Rahul Jain
2021: The classification of term structure shapes in the two-factor Vasicek model -- a total positivity approach: Martin Keller-Ressel
2021: On the inconsistency of matching without replacement: Fredrik S\"avje
2021: Gittins' theorem under uncertainty: Samuel N. Cohen and Tanut Treetanthiploet
2021: Identification and Estimation of Discrete Choice Models with Unobserved Choice Sets: Victor Aguiar and Nail Kashaev
2021: A class of recursive optimal stopping problems with applications to stock trading: Katia Colaneri and Tiziano De Angelis
2021: Identification and Estimation of a Partially Linear Regression Model using Network Data: Eric Auerbach
2021: Verifying the existence of maximum likelihood estimates for generalized linear models: Sergio Correia, Paulo Guimar\~aes and Thomas Zylkin
2021: High-dimensional statistical arbitrage with factor models and stochastic control: Jorge Guijarro-Ordonez
2021: Closing the U.S. gender wage gap requires understanding its heterogeneity: Philipp Bach, Victor Chernozhukov and Martin Spindler
2021: Geometrically Convergent Simulation of the Extrema of L\'{e}vy Processes: Jorge Ignacio Gonz\'alez C\'azares, Aleksandar Mijatovi\'c and Ger\'onimo Uribe Bravo
2021: Permutation Tests for Equality of Distributions of Functional Data: Federico Bugni and Joel L. Horowitz
2021: Characterization of the probability and information entropy of a process with an increasing sample space by different functional forms of expansion, with an application to hyperinflation: Laurence Francis Lacey
2021: Application of deep reinforcement learning for Indian stock trading automation: Supriya Bajpai
2021: Decision Towards Green Careers and Sustainable Development: Adam Sulich, Malgorzata Rutkowska and Uma Shankar Singh
2021: The Green Management Towards a Green Industrial Revolution: Malgorzata Rutkowska and Adam Sulich
2021: Mobility and Economic Impact of COVID-19 Restrictions in Italy using Mobile Network Operator Data: Michele Vespe, Umberto Minora, Stefano Iacus, Spyridon Spyratos, Francesco Sermi, Matteo Fontana, Biagio Ciuffo and Panayotis Christidis
2021: Optimal Claiming of Social Security Benefits: Steven Diamond, Stephen Boyd, David Greenberg, Mykel Kochenderfer and Andrew Ang
2021: Deep Reinforcement Learning in Quantitative Algorithmic Trading: A Review: Tidor-Vlad Pricope
2021: Optimal Algorithms for Multiwinner Elections and the Chamberlin-Courant Rule: Kamesh Munagala, Zeyu Shen and Kangning Wang
2021: An algebraic approach to revealed preferences: Mikhail Freer and Cesar Martinelli
2021: Multi-step Reflection Principle and Barrier Options: Hangsuck Lee, Gaeun Lee and Seongjoo Song
2021: Assessing Brazilian agri-food policies: what impact on family farms?: Valdemar J. Wesz Junior, Simone Piras, Catia Grisa and Stefano Ghinoi
2021: Determinants of budget deficits: Focus on the effects from the COVID-19 crisis: Dragan Tevdovski, Petar Jolakoski and Viktor Stojkoski
2021: Bioelectrical brain activity can predict prosocial behavior: Mikhail Kunavin, Tatiana Kozitsina, Mikhail Myagkov, Irina Kozhevnikova, Mikhail Pankov and Ludmila Sokolova
2021: An Implementation Approach to Rotation Programs: Ville Korpela, Michele Lombardi and Riccardo D. Saulle
2021: Asset volatility forecasting:The optimal decay parameter in the EWMA model: Axel A. Araneda
2021: Estimating air quality co-benefits of energy transition using machine learning: Da Zhang, Qingyi Wang, Shaojie Song, Simiao Chen, Mingwei Li, Lu Shen, Siqi Zheng, Bofeng Cai and Shenhao Wang
2021: Impact of Public and Private Investments on Economic Growth of Developing Countries: Faruque Ahamed
2021: Constraint-Based Inference of Heuristics for Foreign Exchange Trade Model Optimization: Nikolay Ivanov and Qiben Yan
2021: Characterization of the probability and information entropy of a process with an exponentially increasing sample space and its application to the Broad Money Supply: Laurence F Lacey
2021: Specification tests for GARCH processes: Giuseppe Cavaliere, Indeewara Perera and Anders Rahbek
2021: Volatility Modeling of Stocks from Selected Sectors of the Indian Economy Using GARCH: Jaydip Sen, Sidra Mehtab and Abhishek Dutta
2021: Cybersecurity and Sustainable Development: Adam Sulich, Malgorzata Rutkowska, Agnieszka Krawczyk-Jezierska, Jaroslaw Jezierski and Tomasz Zema
2021: Blending Advertising with Organic Content in E-Commerce: A Virtual Bids Optimization Approach: Carlos Carrion, Zenan Wang, Harikesh Nair, Xianghong Luo, Yulin Lei, Xiliang Lin, Wenlong Chen, Qiyu Hu, Changping Peng, Yongjun Bao and Weipeng Yan
2021: A Note on Optimal Fees for Constant Function Market Makers: Robin Fritsch and Roger Wattenhofer
2021: Correlation Concern: Andrew Ellis
2021: Neural Options Pricing: Timothy DeLise
2021: A Computational Model of the Institutional Analysis and Development Framework: Nieves Montes
2021: An Introduction To Regret Minimization In Algorithmic Trading: A Survey of Universal Portfolio Techniques: Thomas Orton
2021: Corruption Determinants, Geography, and Model Uncertainty: Sajad Rahimian
2021: Trade the Event: Corporate Events Detection for News-Based Event-Driven Trading: Zhihan Zhou, Liqian Ma and Han Liu
2021: Managing Manufacturing and Delivery of Personalised Medicine: Current and Future Models: Andreea Avramescu, Richard Allmendinger and Manuel L\'opez-Ib\'a\~nez
2021: Effects of limited and heterogeneous memory in hidden-action situations: Patrick Reinwald, Stephan Leitner and Friederike Wall
2021: Assessing asset-liability risk with neural networks: Patrick Cheridito, John Ery and Mario V. W\"uthrich
2021: Bitcoin: Like a Satellite or Always Hardcore? A Core-Satellite Identification in the Cryptocurrency Market: Christoph J. B\"orner, Ingo Hoffmann, Jonas Krettek, Lars M. K\"urzinger and Tim Schmitz
2021: On the Return Distributions of a Basket of Cryptocurrencies and Subsequent Implications: Christoph J. B\"orner, Ingo Hoffmann, Jonas Krettek, Lars M. K\"urzinger and Tim Schmitz
2021: Multi-Dimensional Screening: Buyer-Optimal Learning and Informational Robustness: Rahul Deb and Anne-Katrin Roesler
2021: Deep Kernel Gaussian Process Based Financial Market Predictions: Yong Shi, Wei Dai, Wen Long and Bo Li
2021: The Effect of Providing Peer Information on Evaluation for Gender Equalized and ESG Oriented Firms: An Internet Survey Experiment: Eiji Yamamura
2021: Effects of COVID-19 Vaccine Developments and Rollout on the Capital Market -- A Case Study: Maximilian Vierlboeck and Roshanak Rose Nilchiani
2021: Quantum algorithm for credit valuation adjustments: Javier Alcazar, Andrea Cadarso, Amara Katabarwa, Marta Mauri, Borja Peropadre, Guoming Wang and Yudong Cao
2021: Conditional Non-Lattice Integration, Pricing and Superhedging: Christian Bender, Sebastian E. Ferrando and Alfredo L. Gonzalez
2021: Climate, Agriculture and Food: Ariel Ortiz-Bobea
2021: Measuring Financial Advice: aligning client elicited and revealed risk: John Thompson, Longlong Feng, R. Mark Reesor, Chuck Grace and Adam Metzler
2021: How residence permits affect the labor market attachment of foreign workers: Evidence from a migration lottery in Liechtenstein: Berno Buechel, Selina Gangl and Martin Huber
2021: Perception of corruption influences entrepreneurship inside established companies: F. Javier Sanchez-Vidal and Camino Ramon-Llorens
2021: The Giving Game: Peter Weijland
2021: Environmental Kuznets Curve & Effectiveness of International Policies: Evidence from Cross Country Carbon Emission Analysis: Elvan Ece Satici and Bayram Cakir
2021: Impact of Financial Inclusion on the Socio-Economic Status of Rural and Urban Households of Vulnerable Sections in Karnataka: Manohar Serrao, Aloysius Sequeira and K. V. M. Varambally
2021: Fat Tails and Black Swans: Exact Results for Multiplicative Processes with Resets: Dami\'an H. Zanette and Susanna Manrubia
2021: The relationship between economic growth and environment. Testing the EKC hypothesis for Latin American countries: C. Seri and A. de Juan Fernandez
2021: A Category for Extensive-Form Games: Peter Streufert
2021: Optimal system design for energy communities in multi-family buildings: the case of the German Tenant Electricity Law: Fritz Braeuer, Max Kleinebrahm, Elias Naber, Fabian Scheller and Russell McKenna
2021: Empirical Analysis of Service Quality, Reliability and End-User Satisfaction on Electronic Banking in Nigeria: Esther Enoch Yusuf and Abubakar Bala
2021: Vector autoregression models with skewness and heavy tails: Sune Karlsson, Stepan Mazur and Hoang Nguyen
2021: Does energy efficiency affect ambient PM2.5? The moderating role of energy investment: Cunyi Yang, Tinghui Li and Khaldoon Albitar
2021: Does Geopolitics Have an Impact on Energy Trade? Empirical Research on Emerging Countries: Fen Li, Cunyi Yang, Zhenghui Li and Pierre Failler
2021: Information Cascades and Social Learning: Sushil Bikhchandani, David Hirshleifer, Omer Tamuz and Ivo Welch
2021: The Problems of Personal Income Tax on Revenue Generation in Gombe State: Abubakar Bala, Esther Yusuf Enoch and Salisu Yakubu
2021: Evaluating the Effect of Credit Collection Policy on Portfolio Quality of Micro-Finance Bank: Esther Yusuf Enoch, Abubakar Mahmud Digil and Usman Abubakar Arabo
2021: Inference for multi-valued heterogeneous treatment effects when the number of treated units is small: Marina Dias and Demian Pouzo
2021: Financial Time Series Analysis and Forecasting with HHT Feature Generation and Machine Learning: Tim Leung and Theodore Zhao
2021: Towards Artificial Intelligence Enabled Financial Crime Detection: Zeinab Rouhollahi
2021: Blessing or Curse of Democracy?: Current Evidence from the Covid-19 Pandemic: Ryan P. Badman, Yunxin Wu, Keigo Inukai and Rei Akaishi
2021: Dominance Solvability in Random Games: Noga Alon, Kirill Rudov and Leeat Yariv
2021: Model-Free Finance and Non-Lattice Integration: Christian Bender, Sebastian Ferrando and Alfredo Gonzalez
2021: Pricing multivariate european equity option using gaussian mixture distributions and evt-based copulas: Hassane Abba Mallam, Diakarya Barro, Yameogo WendKouni and Bisso Saley
2021: Deprivation, Crime, and Abandonment: Do Other Midwestern Cities Have 'Little Detroits'?: Scott Hegerty
2021: Pravuil: Global Consensus for a United World: David Cerezo S\'anchez
2021: Turnover-Adjusted Information Ratio: Feng Zhang, Xi Wang and Honggao Cao
2021: The impact of Over The Top service providers on the Global Mobile Telecom Industry: A quantified analysis and recommendations for recovery: Ahmed Awwad
2021: A note on the CAPM with endogenously consistent market returns: Andreas Krause
2021: The impact of social media presence and board member composition on new venture success: Evidences from VC-backed U.S. startups: P. A. Gloor, A. Fronzetti Colladon, F. Grippa, B. M. Hadley and S. Woerner
2021: Identification and Estimation of a Partially Linear Regression Model using Network Data: Inference and an Application to Network Peer Effects: Eric Auerbach
2021: Epistemic Planning with Attention as a Bounded Resource: Gaia Belardinelli and Rasmus K. Rendsvig
2021: Estimation of economic losses due to milk fever and efficiency gains if prevented: evidence from Haryana, India: A G Cariappa, B. S. Chandel, G. Sankhala, V. Mani, R. Sendhil, Anil Dixit and B. S. Meena
2021: Exploring trade-offs between landscape impact, land use and resource quality for onshore variable renewable energy: an application to Great Britain: R. McKenna, Ismir Mulalic, I. Soutar, J. M. Weinand, J. Price, S. Petrovic and K. Mainzer
2021: Valuation of European Options under an Uncertain Market Price of Volatility Risk: Bartosz Jaroszkowski and Max Jensen
2021: State-Promoted Investment for Industrial Reforms: an Information Design Approach: Keeyoung Rhee, Myungkyu Shim and Ji Zhang
2021: Dependence Modeling and Risk Assessment of a Financial Portfolio with ARMA-APARCH-EVT models based on HACs: Dodo Natatou Moutari, Hassane Abba Mallam, Diakarya Barro and Bisso Saley
2021: Two Sample Unconditional Quantile Effect: Atsushi Inoue, Tong Li and Qi Xu
2021: Guaranteeing Maximin Shares: Some Agents Left Behind: Hadi Hosseini and Andrew Searns
2021: Calibrated Click-Through Auctions: An Information Design Approach: Dirk Bergemann, Paul Duetting, Renato Paes Leme and Song Zuo
2021: A Fully Quantization-based Scheme for FBSDEs: Giorgia Callegaro, Alessandro Gnoatto and Martino Grasselli
2021: Robo-Advising: Enhancing Investment with Inverse Optimization and Deep Reinforcement Learning: Haoran Wang and Shi Yu
2021: Using four different online media sources to forecast the crude oil price: M. Elshendy, A. Fronzetti Colladon, E. Battistoni and P. A. Gloor
2021: A Simple Model of Monetary Policy under Phillips-Curve Causal Disagreements: Ran Spiegler
2021: A Generalized Framework for Measuring Pedestrian Accessibility around the World Using Open Data: Shiqin Liu, Carl Higgs, Jonathan Arundel, Geoff Boeing, Nicholas Cerdera, David Moctezuma, Ester Cerin, Deepti Adlakha, Melanie Lowe and Billie Giles-Corti
2021: Anabolic Persuasion: Kfir Eliaz and Ran Spiegler
2021: Deep Graph Convolutional Reinforcement Learning for Financial Portfolio Management -- DeepPocket: Farzan Soleymani and Eric Paquet
2021: AI and Shared Prosperity: Katya Klinova and Anton Korinek
2021: Liquidity Stress Testing in Asset Management -- Part 2. Modeling the Asset Liquidity Risk: Thierry Roncalli, Amina Cherief, Fatma Karray-Meziou and Margaux Regnault
2021: Optimal Lockdown Policies driven by Socioeconomic Costs: Elena Gubar, Laura Policardo, Edgar Sánchez Carrera and Vladislav Taynitskiy
2021: Identification robust inference for moments based analysis of linear dynamic panel data models: Maurice J. G. Bun and Frank Kleibergen
2021: Double robust inference for continuous updating GMM: Frank Kleibergen and Zhaoguo Zhan
2021: BBE: Simulating the Microstructural Dynamics of an In-Play Betting Exchange via Agent-Based Modelling: Dave Cliff
2021: Improvements to Modern Portfolio Theory based models applied to electricity systems: Gabriel Malta Castro, Claude Kl\"ockl, Peter Regner, Johannes Schmidt and Amaro Olimpio Pereira
2021: Adaptive Complementary Ensemble EMD and Energy-Frequency Spectra of Cryptocurrency Prices: Tim Leung and Theodore Zhao
2021: What shapes climate change perceptions in Africa? A random forest approach: Juan B. Gonzalez and Alfonso Sanchez
2021: Are the Spatial Concentrations of Core-City and Suburban Poverty Converging in the Rust Belt?: Scott Hegerty
2021: Bank Density, Population Density, and Economic Deprivation Across the United States: Scott Hegerty
2021: Acquisitive Crimes, Time of Day, and Multiunit Housing in the City of Milwaukee: Scott Hegerty
2021: Spatial Measures of Socioeconomic Deprivation: An Application to Four Midwestern Industrial Cities: Scott Hegerty
2021: Putting a Compass on the Map of Elections: Niclas Boehmer, Robert Bredereck, Piotr Faliszewski, Rolf Niedermeier and Stanis{\l}aw Szufa
2021: Studying the association of online brand importance with museum visitors: An application of the semantic brand score: A. Fronzetti Colladon, F. Grippa and R. Innarella
2021: Using social network and semantic analysis to analyze online travel forums and forecast tourism demand: A Fronzetti Colladon, B Guardabascio and R Innarella
2021: Attention elasticities and invariant information costs: D\'aniel Csaba
2021: How Costly is Noise? Data and Disparities in Consumer Credit: Laura Blattner and Scott Nelson
2021: Optimal Reinsurance and Investment under Common Shock Dependence Between Financial and Actuarial Markets: Claudia Ceci, Katia Colaneri and Alessandra Cretarola
2021: Derivation of wealth distributions from biased exchange of money: Fei Cao and Sebastien Motsch
2021: Stationary Discounted and Ergodic Mean Field Games of Singular Control: Haoyang Cao, Jodi Dianetti and Giorgio Ferrari
2021: Cohort Shapley value for algorithmic fairness: Masayoshi Mase, Art B. Owen and Benjamin B. Seiler
2021: Efficient Least Squares Monte-Carlo Technique for PFE/EE Calculations: Yuriy Krepkiy, Asif Lakhany and Amber Zhang
2021: Actuarial strategy for pricing Asian options under a mixed fractional Brownian motion with jumps: Foad Shokrollahi, Davood Ahmadian and Luca Vincenzo Ballestra
2021: Trends in the E-commerce and in the Traditional Retail Sectors During the Covid-19 Pandemic: an Evolutionary Game Approach: Andr\'e Barreira da Silva Rocha, Matheus Oliveira Meirim and Lara Corr\^ea Nogueira
2021: Heterogeneously Perceived Incentives in Dynamic Environments: Rationalization, Robustness and Unique Selections: Evan Piermont and Peio Zuazo-Garin
2021: Generalized BSDEs with random time horizon in a progressively enlarged filtration: Anna Aksamit, Libo Li and Marek Rutkowski
2021: The cross-sectional distribution of portfolio returns and applications: Ludovic Cal\`es, Apostolos Chalkis and Ioannis Z. Emiris
2021: Revisiting the Implied Remaining Variance framework of Carr and Sun (2014): Locally consistent dynamics and sandwiched martingales: Claude Martini and Iacopo Raffaelli
2021: How Unique is Milwaukee's 53206? An Examination of Disaggregated Socioeconomic Characteristics Across the City and Beyond: Scott Hegerty
2021: Do City Borders Constrain Ethnic Diversity?: Scott Hegerty
2021: Using social network analysis to prevent money laundering: A. Fronzetti Colladon and E. Remondi
2021: Carbon Leakage in a European Power System with Inhomogeneous Carbon Prices: Markus Schlott, Omar El Sayed, Mariia Bilousova, Fabian Hofmann, Alexander Kies and Horst St\"ocker
2021: Emerging Platform Work in the Context of the Regulatory Loophole (The Uber Fiasco in Hungary): Csaba Mako, Miklos Illessy, Jozsef Pap and Saeed Nosratabadi
2021: Generalized Autoregressive Moving Average Models with GARCH Errors: Tingguo Zheng, Han Xiao and Rong Chen
2021: A rough SABR formula: Masaaki Fukasawa and Jim Gatheral
2021: Economic analysis of tidal stream turbine arrays: a review: Zoe Goss, Daniel Coles and Matthew Piggott
2021: Can an Agency Role-Reversal Lead to an Organizational Collapse?; A Study Proposal: Yossi Haimberg
2021: On the Role of Incentives in Evolutionary Approaches to Organizational Design: Stephan Leitner
2021: Least squares Monte Carlo methods in stochastic Volterra rough volatility models: Henrique Guerreiro and Jo\~ao Guerra
2021: Bayesian inference and superstatistics to describe long memory processes of financial time series: Geoffrey Ducournau
2021: Symbol Dynamics, Information theory and Complexity of Economic time series: Geoffrey Ducournau
2021: Hedging under rough volatility: Masaaki Fukasawa, Blanka Horvath and Peter Tankov
2021: Reinforcement Learning with Expert Trajectory For Quantitative Trading: Sihang Chen, Weiqi Luo and Chao Yu
2021: On representation of energy storage in electricity planning models: James H. Merrick, John Bistline and Geoffrey J. Blanford
2021: Dynamic Choices and Common Learning: Rahul Deb and Ludovic Renou
2021: A parallel-network continuous quantitative trading model with GARCH and PPO: Zhishun Wang, Wei Lu, Kaixin Zhang, Tianhao Li and Zixi Zhao
2021: Deeply decarbonizing residential and urban central districts through photovoltaics plus electric vehicle applications: Takuro Kobashi, Younghun Choi, Yujiro Hirano, Yoshiki Yamagata and Kelvin Say
2021: Global Index on Financial Losses due to Crime in the United States: Thilini Mahanama, Abootaleb Shirvani and Svetlozar Rachev
2021: Investigating Socio-spatial Differences between Solo Ridehailing and Pooled Rides in Diverse Communities: Jason Soria and Amanda Stathopoulos
2021: Normal Tempered Stable Processes and the Pricing of Energy Derivatives: Piergiacomo Sabino
2021: Impact of digital economic activity on regional economic growth: A Case study from northern Minas Gerais between 2009 To 2018: Cesar R Salas-Guerra
2021: Stock Price Forecasting in Presence of Covid-19 Pandemic and Evaluating Performances of Machine Learning Models for Time-Series Forecasting: Navid Mottaghi and Sara Farhangdoost
2021: Should You Take Investment Advice From WallStreetBets? A Data-Driven Approach: Tolga Buz and Gerard de Melo
2021: Epidemics in modern economies: Torsten Heinrich
2021: Fractional Barndorff-Nielsen and Shephard model: applications in variance and volatility swaps, and hedging: Nicholas Salmon and Indranil SenGupta
2021: Sustainability of Collusion and Market Transparency in a Sequential Search Market: a Generalization: Jacopo De Tullio and Giuseppe Puleio
2021: Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation: Xue Dong He and Xun Yu Zhou
2021: Aggregate Cyber-Risk Management in the IoT Age: Cautionary Statistics for (Re)Insurers and Likes: Ranjan Pal, Ziyuan Huang, Xinlong Yin, Sergey Lototsky, Swades De, Sasu Tarkoma, Mingyan Liu, Jon Crowcroft and Nishanth Sastry
2021: Exploring Diffusion Characteristics that Influence Serious Games Adoption Decisions: Katerina Antonopoulou and Nicholas Dacre
2021: Market Potential for CO$_2$ Removal and Sequestration from Renewable Natural Gas Production in California: Jun Wong, Jonathan Santoso, Marjorie Went and Daniel Sanchez
2021: Reputational Bargaining with Ultimatum Opportunities: Mehmet Ekmekci and Hanzhe Zhang
2021: Home advantage and crowd attendance: Evidence from rugby during the Covid 19 pandemic: Federico Fioravanti, Fernando Delbianco and Fernando Tohm\'e
2021: Why and how systematic strategies decay: Antoine Falck, Adam Rej and David Thesmar
2021: Revenue Adequate Prices for Chance-Constrained Electricity Markets with Variable Renewable Energy Sources: Xin Shi, Alberto Lamadrid and Luis F. Zuluaga
2021: How the 'Auction Cube' Supports the Selection of Auction Designs in Industrial Procurement: Gregor Berz, Florian Rupp and Brian Sieben
2021: On Wholesale Electricity Prices and Market Values in a Carbon-Neutral Energy System: Diana B\"ottger and Philipp H\"artel
2021: A nonparametric instrumental approach to endogeneity in competing risks models: Jad Beyhum, Jean-Pierre Florens and Ingrid Van Keilegom
2021: Post-Brexit power of European Union from the world trade network analysis: Justin Loye, Katia Jaffr\`es-Runser and Dima Shepelyansky
2021: BERT based freedom to operate patent analysis: Michael Freunek and Andr\'e Bodmer
2021: Active peer effects in residential photovoltaic adoption: evidence on impact drivers among potential and current adopters in Germany: Fabian Scheller, S\"oren Graupner, James Edwards, Jann Weinand and Thomas Bruckner
2021: Optimal stopping with signatures: Christian Bayer, Paul Hager, Sebastian Riedel and John Schoenmakers
2021: MRC-LSTM: A Hybrid Approach of Multi-scale Residual CNN and LSTM to Predict Bitcoin Price: Qiutong Guo, Shun Lei, Qing Ye and Zhiyang Fang
2021: Learning Bermudans: Riccardo Aiolfi, Nicola Moreni, Marco Bianchetti, Marco Scaringi and Filippo Fogliani
2021: Selection and Behavioral Responses of Health Insurance Subsidies in the Long Run: Evidence from a Field Experiment in Ghana: Patrick Asuming, Hyuncheol Bryant Kim and Armand Sim
2021: Neo-humanism and COVID-19: Opportunities for a socially and environmentally sustainable world: Francesco Sarracino and Kelsey O'Connor
2021: High Dimensional Decision Making, Upper and Lower Bounds: Farzad Pourbabaee
2021: Order flow and price formation: Fabrizio Lillo
2021: The Black Market for Beijing License Plates: {\O}ystein Daljord, Guillaume Pouliot, Junji Xiao and Mandy Hu
2021: A model of inter-organizational network formation: Shweta Gaonkar and Angelo Mele
2021: Detecting bid-rigging coalitions in different countries and auction formats: David Imhof and Hannes Wallimann
2021: Lecture Notes on Voting Theory: Davide Grossi
2021: Modeling Managerial Search Behavior based on Simon's Concept of Satisficing: Friederike Wall
2021: Managing mental & psychological wellbeing amidst COVID-19 pandemic: Positive psychology interventions: Maria Tresita Paul V. and N. Uma Devi
2021: If it Looks like a Human and Speaks like a Human... Dialogue and cooperation in human-robot interactions: Mario Maggioni and Domenico Rossignoli
2021: Extending the Heston Model to Forecast Motor Vehicle Collision Rates: Darren Shannon and Grigorios Fountas
2021: Merton Investment Problems in Finance and Insurance for the Hawkes-based Models: Anatoliy Swishchuk
2021: JDOI Variance Reduction Method and the Pricing of American-Style Options: Johan Auster, Ludovic Mathys and Fabio Maeder
2021: Low emission zones: Effects on alternative-fuel vehicle uptake and fleet CO2 emissions: Jens Peters, Mercedes Burguillo and Jose Arranz
2021: Identification at the Zero Lower Bound: Sophocles Mavroeidis
2021: Uncovering Bias in Order Assignment: Darren Grant
2021: BERT based patent novelty search by training claims to their own description: Michael Freunek and Andr\'e Bodmer
2021: The economic impact of weather and climate: Richard Tol
2021: Estimating Sibling Spillover Effects with Unobserved Confounding Using Gain-Scores: David C. Mallinson and Felix Elwert
2021: Climate Change Valuation Adjustment (CCVA) using parameterized climate change impacts: Chris Kenyon and Mourad Berrahoui
2021: A maximum entropy model of bounded rational decision-making with prior beliefs and market feedback: Benjamin Patrick Evans and Mikhail Prokopenko
2021: Vote Delegation and Misbehavior: Hans Gersbach, Akaki Mamageishvili and Manvir Schneider
2021: Models, Markets, and the Forecasting of Elections: Rajiv Sethi, Julie Seager, Emily Cai, Daniel M. Benjamin and Fred Morstatter
2021: Willingness to Pay and Attitudinal Preferences of Indian Consumers for Electric Vehicles: Prateek Bansal, Rajeev Ranjan Kumar, Alok Raj, Subodh Dubey and Daniel J. Graham
2021: Simultaneous supply and demand constraints in input-output networks: The case of Covid-19 in Germany, Italy, and Spain: Anton Pichler and J. Farmer
2021: Leveraging latent persistency in United States patent and trademark applications to gain insight into the evolution of an innovation-driven economy: Iraj Daizadeh
2021: A Perturbation Approach to Optimal Investment, Liability Ratio, and Dividend Strategies: Zhuo Jin, Zuo Quan Xu and Bin Zou
2021: A Threshold for Quantum Advantage in Derivative Pricing: Shouvanik Chakrabarti, Rajiv Krishnakumar, Guglielmo Mazzola, Nikitas Stamatopoulos, Stefan Woerner and William J. Zeng
2021: How cumulative is technological knowledge?: P. G. J. Persoon, R. N. A. Bekkers and F. Alkemade
2021: Using Machine Learning to Create an Early Warning System for Welfare Recipients: Dario Sansone and Anna Zhu
2021: Generating unfavourable VaR scenarios with patchwork copulas: Dietmar Pfeifer and Olena Ragulina
2021: Debiasing classifiers: is reality at variance with expectation?: Ashrya Agrawal, Florian Pfisterer, Bernd Bischl, Francois Buet-Golfouse, Srijan Sood, Jiahao Chen, Sameena Shah and Sebastian Vollmer
2021: Quantum Speedup of Monte Carlo Integration with respect to the Number of Dimensions and its Application to Finance: Kazuya Kaneko, Koichi Miyamoto, Naoyuki Takeda and Kazuyoshi Yoshino
2021: Learning from Forecast Errors: A New Approach to Forecast Combinations: Tae Hwy Lee and Ekaterina Seregina
2021: Duality for optimal consumption with randomly terminating income: Ashley Davey, Michael Monoyios and Harry Zheng
2021: Conditional Systemic Risk Measures: Alessandro Doldi and Marco Frittelli
2021: Pandemic Lessons -- Devising an assessment framework to analyse policies for sustainability: Pradipta Banerjee and Subhrabrata Choudhury
2021: Prediction intervals for Deep Neural Networks: Tullio Mancini, Hector Calvo-Pardo and Jose Olmo
2021: Deep Distributional Time Series Models and the Probabilistic Forecasting of Intraday Electricity Prices: Nadja Klein, Michael Stanley Smith and David J. Nott
2021: Robust Utility Maximization in a Multivariate Financial Market with Stochastic Drift: J\"orn Sass and Dorothee Westphal
2021: Ordinal Bayesian incentive compatibility in random assignment model: Sulagna Dasgupta and Debasis Mishra
2021: Nonclassical Measurement Error in the Outcome Variable: Christoph Breunig and Stephan Martin
2021: Separability vs. robustness of Orlicz spaces: financial and economic perspectives: Felix-Benedikt Liebrich and Max Nendel
2021: Optimal Bidding Strategy for Maker Auctions: Michael Darlin, Nikolaos Papadis and Leandros Tassiulas
2021: The SINC way: A fast and accurate approach to Fourier pricing: Fabio Baschetti, Giacomo Bormetti, Silvia Romagnoli and Pietro Rossi
2021: High-Resolution Poverty Maps in Sub-Saharan Africa: Kamwoo Lee and Jeanine Braithwaite
2021: Efficient closed-form estimation of large spatial autoregressions: Abhimanyu Gupta
2021: No COVID-19 Climate Silver Lining in the US Power Sector: Max Luke, Priyanshi Somani, Turner Cotterman, Dhruv Suri and Stephen J. Lee
2021: Radner equilibrium and systems of quadratic BSDEs with discontinuous generators: Luis Escauriaza, Daniel C. Schwarz and Hao Xing
2021: Log-modulated rough stochastic volatility models: Christian Bayer, Fabian Andsem Harang and Paolo Pigato
2021: A Canon of Probabilistic Rationality: Simone Cerreia-Vioglio, Per Olov Lindberg, Fabio Maccheroni, Massimo Marinacci and Aldo Rustichini
2021: Identification and Formal Privacy Guarantees: Tatiana Komarova and Denis Nekipelov
2021: Teamwise Mean Field Competitions: Xiang Yu, Yuchong Zhang and Zhou Zhou
2021: Delegation in Veto Bargaining: Navin Kartik, Andreas Kleiner and Richard Van Weelden
2021: Accuracy of Deep Learning in Calibrating HJM Forward Curves: Fred Espen Benth, Nils Detering and Silvia Lavagnini
2021: Bootstrap Inference for Quantile Treatment Effects in Randomized Experiments with Matched Pairs: Liang Jiang, Xiaobin Liu, Peter Phillips and Yichong Zhang
2021: A game theoretical approach to homothetic robust forward investment performance processes in stochastic factor models: Juan Li, Wenqiang Li and Gechun Liang
2021: Cores in discrete exchange economies with complex endowments: Jun Zhang
2021: Efficient and fair trading algorithms in market design environments: Jingsheng Yu and Jun Zhang
2021: No arbitrage SVI: Claude Martini and Arianna Mingone
2021: Tail Granger causalities and where to find them: extreme risk spillovers vs. spurious linkages: Piero Mazzarisi, Silvia Zaoli, Carlo Campajola and Fabrizio Lillo
2021: Multialternative Neural Decision Processes: Carlo Baldassi, Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci and Marco Pirazzini
2021: From orders to prices: A stochastic description of the limit order book to forecast intraday returns: Johannes Bleher, Michael Bleher and Thomas Dimpfl
2021: A Time Series Analysis-Based Stock Price Prediction Using Machine Learning and Deep Learning Models: Sidra Mehtab and Jaydip Sen
2021: Stress testing and systemic risk measures using multivariate conditional probability: Tomaso Aste
2021: Market Efficient Portfolios in a Systemic Economy: Kerstin Awiszus, Agostino Capponi and Stefan Weber
2021: Estimating the Effect of Central Bank Independence on Inflation Using Longitudinal Targeted Maximum Likelihood Estimation: Philipp F. M. Baumann, Michael Schomaker and Enzo Rossi
2021: The Multiplayer Colonel Blotto Game: Enric Boix-Adser\`a, Benjamin L. Edelman and Siddhartha Jayanti
2021: Decreasing market value of variable renewables can be avoided by policy action: T. Brown and L. Reichenberg
2021: A Bayesian Long Short-Term Memory Model for Value at Risk and Expected Shortfall Joint Forecasting: Zhengkun Li, Minh-Ngoc Tran, Chao Wang, Richard Gerlach and Junbin Gao
2021: Production externalities and dispersion process in a multi-region economy: Minoru Osawa and Jos\'e M. Gaspar
2021: The Logic of Strategic Assets: From Oil to Artificial Intelligence: Jeffrey Ding and Allan Dafoe
2021: Robust perfect equilibrium in large games: Enxian Chen, Lei Qiao, Xiang Sun and Yeneng Sun
2021: Perfect bidder collusion through bribe and request: Jingfeng Lu, Zongwei Lu and Christian Riis
2021: Decision Making under Uncertainty: An Experimental Study in Market Settings: Federico Echenique, Taisuke Imai and Kota Saito
2021: Random concave functions: Peter Baxendale and Ting-Kam Leonard Wong
2021: On Incentive Compatibility in Dynamic Mechanism Design With Exit Option in a Markovian Environment: Tao Zhang and Quanyan Zhu
2021: Optimal investment and contingent claim valuation with exponential disutility under proportional transaction costs: Alet Roux and Zhikang Xu
2021: An Experiment on Network Density and Sequential Learning: Krishna Dasaratha and Kevin He
2021: Coase Meets Bellman: Dynamic Programming for Production Networks: Tomoo Kikuchi, Kazuo Nishimura, John Stachurski and Junnan Zhang
2021: Martingale transport with homogeneous stock movements: Stephan Eckstein and Michael Kupper
2021: Detecting p-hacking: Graham Elliott, Nikolay Kudrin and Kaspar Wüthrich
2021: Machine learning with kernels for portfolio valuation and risk management: Lotfi Boudabsa and Damir Filipovic
2021: Incorporating prior financial domain knowledge into neural networks for implied volatility surface prediction: Yu Zheng, Yongxin Yang and Bowei Chen
2021: Optimal mechanism for the sale of a durable good: Laura Doval and Vasiliki Skreta
2021: Peer Effects in Random Consideration Sets: Nail Kashaev and Natalia Lazzati
2021: A stochastic partial differential equation model for limit order book dynamics: Rama Cont and Marvin S. Mueller
2021: Integrability and Identification in Multinomial Choice Models: Debopam Bhattacharya
2021: Monotone Sharpe ratios and related measures of investment performance: Mikhail Zhitlukhin
2021: NEU: A Meta-Algorithm for Universal UAP-Invariant Feature Representation: Anastasis Kratsios and Cody Hyndman
2021: Scenario-based Risk Evaluation: Ruodu Wang and Johanna F. Ziegel
2021: Perturbation analysis of sub/super hedging problems: Sergey Badikov, Mark H. A. Davis and Antoine Jacquier
2021: An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls: Victor Chernozhukov, Kaspar W\"uthrich and Yinchu Zhu
2021: RNN-based counterfactual prediction, with an application to homestead policy and public schooling: Jason Poulos and Shuxi Zeng
2021: Dynamic Quantile Function Models: Wilson Ye Chen, Gareth W. Peters, Richard H. Gerlach and Scott A. Sisson
2021: Winterization of Texan power system infrastructure is profitable but risky: Katharina Gruber, Tobias Gauster, Peter Regner, Gregor Laaha and Johannes Schmidt
2021: Probability Premium and Attitude Towards Probability: Louis R. Eeckhoudt and Roger Laeven
2021: Contracts in Electricity Markets under EU ETS: A Stochastic Programming Approach: Arega Abate, Rossana Riccardi and Carlos Ruiz
2021: Driver Positioning and Incentive Budgeting with an Escrow Mechanism for Ridesharing Platforms: Hao Yi Ong, Daniel Freund and Davide Crapis
2021: Optimal Execution with Quadratic Variation Inventories: Rene Carmona and Laura Leal
2021: Regional poverty in Bulgaria in the period 2008-2019: Iva Raycheva
2021: Generalized Linear Models with Structured Sparsity Estimators: Mehmet Caner
2021: The Effect of Marketing Investment on Firm Value and Systematic Risk: Musaab Mousa, Saeed Nosratabadi, Judit Sagi and Amir Mosavi
2021: Prediction of Food Production Using Machine Learning Algorithms of Multilayer Perceptron and ANFIS: Saeed Nosratabadi, Sina Ardabili, Zoltan Lakner, Csaba Mako and Amir Mosavi
2021: A Graph-based Similarity Function for CBDT: Acquiring and Using New Information: Federico E. Contiggiani, Fernando Delbianco and Fernando Tohm\'e
2021: Stakeholder dynamics in residential solar energy adoption: findings from focus group discussions in Germany: Fabian Scheller, Isabel Doser, Emily Schulte, Simon Johanning, Russell McKenna and Thomas Bruckner
2021: Quantum Quantitative Trading: High-Frequency Statistical Arbitrage Algorithm: Xi-Ning Zhuang, Zhao-Yun Chen, Yu-Chun Wu and Guo-Ping Guo
2021: The impact of past pandemics on CO$_2$ emissions and transition to renewable energy: Michał Brzeziński
2021: FX Market Volatility: Anton Koshelev
2021: The role of Common Agricultural Policy (CAP) in enhancing and stabilising farm income: an analysis of income transfer efficiency and the Income Stabilisation Tool: Luigi Biagini and Simone Severini
2021: Where to Refuel: Modeling On-the-way Choice of Convenience Outlet: Ari Pramono and Harmen Oppewal
2021: Applying Convolutional Neural Networks for Stock Market Trends Identification: Ekaterina Zolotareva
2021: Modelling Net Loan Loss with Bayesian and Frequentist Regression Analysis: Nathan Thomas Provost
2021: The Future of Employment Revisited: How Model Selection Determines Automation Forecasts: Fabian Stephany and Hanno Lorenz
2021: Social Norms Offer Explanation for Inconsistent Effects of Incentives on Prosocial Behavior: Caroline Graf, Eva-Maria Merz, Bianca Suanet and Pamala Wiepking
2021: A Review of Disease and Development: Ruiwu Liu
2021: Changepoint detection in random coefficient autoregressive models: Lajos Horvath and Lorenzo Trapani
2021: State capacity and vulnerability to natural disasters: Richard Tol
2021: Climate Change Adaptation in the British Columbia Wine Industry Can carbon sequestration technology lower the B.C. Wine Industry's greenhouse gas emissions?: Lee Cartier and Svan Lembke
2021: Search and Competition with Flexible Investigations: Vasudha Jain and Mark Whitmeyer
2021: Early Human Capital Accumulation and Decentralization: Guy Tchuente
2021: Computational Performance of Deep Reinforcement Learning to find Nash Equilibria: Christoph Graf, Viktor Zobernig, Johannes Schmidt and Claude Kl\"ockl
2021: On the joint volatility dynamics in dairy markets: Anthony Rezitis and Gregor Kastner
2021: The Impact of Brazil on Global Grain Dynamics: A Study on Cross-Market Volatility Spillovers: Felipe Avileis and Mindy Mallory
2021: Combining incentives for pollination with collective action to provide a bundle of ecosystem services in farmland: Jerome Faure, Lauriane Mouysset and Sabrina Gaba
2021: Constructing long-short stock portfolio with a new listwise learn-to-rank algorithm: Xin Zhang, Lan Wu and Zhixue Chen
2021: To What Extent do Labor Market Outcomes respond to UI Extensions?: Aiwei Huang
2021: Weak Instrumental Variables: Limitations of Traditional 2SLS and Exploring Alternative Instrumental Variable Estimators: Aiwei Huang, Madhurima Chandra and Laura Malkhasyan
2021: Interference, Bias, and Variance in Two-Sided Marketplace Experimentation: Guidance for Platforms: Hannah Li, Geng Zhao, Ramesh Johari and Gabriel Y. Weintraub
2021: Whats the worth of a promise? Evaluating the indirect effects of a program to reduce early marriage in India: Shreya Biswas and Upasak Das
2021: Weathering the Storm: How Foreign Aid and Institutions Affect Entrepreneurship Following Natural Disasters: Christopher Boudreaux, Anand Jha and Monica Escaleras
2021: Social capital and small business productivity: The mediating roles of financing and customer relationships: Christopher Boudreaux, George Clarke and Anand Jha
2021: Hermite Polynomial-based Valuation of American Options with General Jump-Diffusion Processes: Li Chen and Guang Zhang
2021: Regshock: Interactive Visual Analytics of Systemic Risk in Financial Networks: Zhibin Niu, Junqi Wu, Dawei Cheng and Jiawan Zhang
2021: Using Satellite Imagery and Deep Learning to Evaluate the Impact of Anti-Poverty Programs: Luna Yue Huang, Solomon Hsiang and Marco Gonzalez-Navarro
2021: Estimating Future VaR from Value Samples and Applications to Future Initial Margin: Narayan Ganesan and Bernhard Hientzsch
2021: Pricing Asian Options with Correlators: Silvia Lavagnini
2021: Does home advantage without crowd exist in American football?: D\'avid Zolt\'an Szab\'o and Diego Andr\'es P\'erez
2021: Dynamic investment portfolio optimization using a Multivariate Merton Model with Correlated Jump Risk: Bahareh Afhami, Mohsen Rezapour, Mohsen Madadi and Vahed Maroufy
2021: The Crowd Classification Problem: Social Dynamics of Binary Choice Accuracy: Joshua Becker, Douglas Guilbeault and Ned Smith
2021: Investigating farming efficiency through a two stage analytical approach: Application to the agricultural sector in Northern Oman: Amar Oukil and Slim Zekri
2021: Approximate option pricing formula for Barndorff-Nielsen and Shephard model: Takuji Arai
2021: An Examination of Demographic Differences in Obtaining Investment and Financial Planning Information: Paul Bechly
2021: Random perfect information games: J\'anos Flesch, Arkadi Predtetchinski and Ville Suomala
2021: Adaptive learning for financial markets mixing model-based and model-free RL for volatility targeting: Eric Benhamou, David Saltiel, Serge Tabachnik, Sui Kai Wong and Fran\c{c}ois Chareyron
2021: Macroeconomic forecasting with statistically validated knowledge graphs: Sonja Tilly and Giacomo Livan
2021: Automatic Double Machine Learning for Continuous Treatment Effects: Sylvia Klosin
2021: Nonlinear Pricing with Misspecified and Arbitrary Perception of the Marginal Price: Diego Alejandro Murillo Taborda
2021: Policy with stochastic hysteresis: Georgii Riabov and Aleh Tsyvinski
2021: On the relation between Preference Reversal and Strategy-Proofness: K. P. S. Bhaskara Rao, Achille Basile and Surekha Rao
2021: Three little arbitrage theorems: Mauricio Contreras G. and Roberto Ortiz H
2021: I Want to Tell You? Maximizing Revenue in First-Price Two-Stage Auctions: Galit Ashkenazi-Golan, Yevgeny Tsodikovich and Yannick Viossat
2021: CATE meets ML -- The Conditional Average Treatment Effect and Machine Learning: Daniel Jacob
2021: Market Value of Differentially-Private Smart Meter Data: Saurab Chhachhi and Fei Teng
2021: GARCH-UGH: A bias-reduced approach for dynamic extreme Value-at-Risk estimation in financial time series: Hibiki Kaibuchi, Yoshinori Kawasaki and Gilles Stupfler
2021: Calibrating an adaptive Farmer-Joshi agent-based model for financial markets: Ivan Jericevich, Murray McKechnie and Tim Gebbie
2021: Stock Market Trend Analysis Using Hidden Markov Model and Long Short Term Memory: Mingwen Liu, Junbang Huo, Yulin Wu and Jinge Wu
2021: Interpretability in deep learning for finance: a case study for the Heston model: Damiano Brigo, Xiaoshan Huang, Andrea Pallavicini and Haitz Saez de Ocariz Borde
2021: Dissension or consensus? Management and Business Research in Latin America and the Caribbean: Julian D. Cortes
2021: Aiding Long-Term Investment Decisions with XGBoost Machine Learning Model: Ekaterina Zolotareva
2021: A public micro pension programme in Brazil: Heterogeneity among states and setting up of benefit age adjustment: Renata Gomes Alcoforado and Alfredo D. Eg\'idio dos Reis
2021: The probabilistic rank random assignment rule and its axiomatic characterization: Yajing Chen, Patrick Harless and Zhenhua Jiao
2021: Decomposition scheme matters more than you may think: Anna Naszodi
2021: Pareto Optimality, Functional Dependence and Collective Agency: Chenwei Shi and Yiyang Wang
2021: On the regularity of human mobility patterns at times of a pandemic: Fabio Vanni and David Lambert
2021: On the Investment Strategies in Occupational Pension Plans: Frank Bosserhoff, An Chen, Nils Sorensen and Mitja Stadje
2021: Costlier switching strengthens competition even without advertising: Sander Heinsalu
2021: Avoiding the bullies: The resilience of cooperation among unequals: Michael Foley, Rory Smead, Patrick Forber and Christoph Riedl
2021: Ordering results between the largest claims arising from two general heterogeneous portfolios: Sangita Das and Suchandan Kayal
2021: Mechanism Design Approach to School Choice: One versus Many: Battal Dogan
2021: Improving Transparency in IDIQ Contracts: A Comparison of Common Procurement Issues Affecting Economies Across the Atlantic and Suggested Solutions: Sareesh Rawat
2021: Exploratory Data Analysis of Electric Tricycle as Sustainable Public Transport Mode in General Santos City Using Logistic Regression: Geoffrey L. Cueto, Francis Aldrine A. Uy and Keith Anshilo Diaz
2021: Contribui\c{c}\~ao do ecoturismo para o uso sustent\'avel dos recursos h\'idricos do munic\'ipio de Rondon\'opolis-MT: Manoel Benedito Nirdo da Silva Campos
2021: Benford's laws tests on S&P500 daily closing values and the corresponding daily log-returns both point to huge non-conformity: Marcel Ausloos, Valerio Ficcadenti, Gurjeet Dhesi and Muhammad Shakeel
2021: Removing non-smoothness in solving Black-Scholes equation using a perturbation method: Endah R. M. Putri, Lutfi Mardianto, Amirul Hakam, Chairul Imron and Hadi Susanto
2021: Estimating and Improving Dynamic Treatment Regimes With a Time-Varying Instrumental Variable: Shuxiao Chen and Bo Zhang
2021: Micro-Estimates of Wealth for all Low- and Middle-Income Countries: Guanghua Chi, Han Fang, Sourav Chatterjee and Joshua Blumenstock
2021: A robust specification test in linear panel data models: Beste Hamiye Beyaztas, Soutir Bandyopadhyay and Abhijit Mandal
2021: Lessons Learned from Photovoltaic Auctions in Germany: Taimyra Batz Li\~neiro and Felix M\"usgens
2021: Mission Statement Effect on Research and Innovation Performance: Julian D. Cortes, Diego Tellez and Jesus Godoy
2021: A comparative study of Different Machine Learning Regressors For Stock Market Prediction: Nazish Ashfaq, Zubair Nawaz and Muhammad Ilyas
2021: Mission Statements in Universities: Readability and performance: Julian D. Cortes, Liliana Rivera and Katerina Bohle Carbonell
2021: The Struggle with Inequality: Shin-Ichiro Inaba
2021: Quantifying firm-level economic systemic risk from nation-wide supply networks: Christian Diem, Andr\'as Borsos, Tobias Reisch, J\'anos Kert\'esz and Stefan Thurner
2021: Optimal Design of Limited Partnership Agreements: Mohammad Abbas Rezaei
2021: Unprecedented decarbonization of China's power system in the post-COVID era: Biqing Zhu, Rui Guo, Zhu Deng, Wenli Zhao, Piyu Ke, Xinyu Dou, Steven J. Davis, Philippe Ciais, Pierre Gentine and Zhu Liu
2021: Enabling Machine Learning Algorithms for Credit Scoring -- Explainable Artificial Intelligence (XAI) methods for clear understanding complex predictive models: Przemys{\l}aw Biecek, Marcin Chlebus, Janusz Gajda, Alicja Gosiewska, Anna Kozak, Dominik Ogonowski, Jakub Sztachelski and Piotr Wojewnik
2021: Analysis of optimal portfolio on finite and small time horizons for a stochastic volatility market model: Minglian Lin and Indranil SenGupta
2021: Profitability Analysis in Stock Investment Using an LSTM-Based Deep Learning Model: Jaydip Sen, Abhishek Dutta and Sidra Mehtab
2021: Loss of structural balance in stock markets: Eva Ferreira, Susan Orbe, J. Ascorbebeitia, Brais Álvarez Pereira and E. Estrada
2021: Don't throw efficiency out with the bathwater: A reply to Jeffery and Verheijen (2020): Bartosz Bartkowski
2021: The Ruble Collapse in an Online Marketplace: Some Lessons for Market Designers: John Horton
2021: Analysis of the tradeoff between health and economic impacts of the Covid-19 epidemic: Samson Lasaulce, Chao Zhang, Vineeth Varma and Irinel Constantin Morarescu
2021: A Maximum Principle approach to deterministic Mean Field Games of Control with Absorption: Paulwin Graewe, Ulrich Horst and Ronnie Sircar
2021: Application of maximal monotone operator method for solving Hamilton-Jacobi-Bellman equation arising from optimal portfolio selection problem: Daniel Sevcovic and Cyril Izuchukwu Udeani
2021: A Bayesian analysis of gain-loss asymmetry: Andrea Giuseppe Di Iura and Giulia Terenzi
2021: On the effect of social norms on performance in teams with distributed decision makers: Ravshanbek Khodzhimatov, Stephan Leitner and Friederike Wall
2021: Time is Money: The Equilibrium Trading Horizon and Optimal Arrival Price: Kevin Patrick Darby
2021: Financial Markets Prediction with Deep Learning: Jia Wang, Tong Sun, Benyuan Liu, Yu Cao and Degang Wang
2021: The Efficient Hedging Frontier with Deep Neural Networks: Zheng Gong, Carmine Ventre and John O'Hara
2021: Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis: Claudiu Albulescu, Michel Mina and Cornel Oros
2021: Assessing the practicability of the condition used for dynamic equilibrium in Pasinetti theory of distribution: A Jayakrishnan and Anil Lal S
2021: Analysis of bank leverage via dynamical systems and deep neural networks: Fabrizio Lillo, Giulia Livieri, Stefano Marmi, Anton Solomko and Sandro Vaienti
2021: WTO GPA and Sustainable Procurement as Tools for Transitioning to a Circular Economy: Sareesh Rawat
2021: Option to survive or surrender: carbon asset management and optimization in thermal power enterprises from China: Yue Liu, Lixin Tian, Zhuyun Xie, Zaili Zhen and Huaping Sun
2021: Echo Chambers: Voter-to-Voter Communication and Political Competition: Monica Anna Giovanniello
2021: Vaccine allocation to blue-collar workers: L\'aszl\'o Czaller, Gerg\H{o} T\'oth and Balázs Lengyel
2021: The Effect of Sport in Online Dating: Evidence from Causal Machine Learning: Daniel Boller, Michael Lechner and Gabriel Okasa
2021: Uncovering commercial activity in informal cities: Daniel Straulino, Juan C. Saldarriaga, Jairo A. G\'omez, Juan Duque and Neave O'Clery
2021: On A Class Of Rank-Based Continuous Semimartingales: David Itkin and Martin Larsson
2021: Projection Bias in Effort Choices: Marc Kaufmann
2021: Wealth distribution in modern societies: collected data and a master equation approach: Istvan Gere, Szabolcs Kelemen, Geza Toth, Tamas Biro and Zoltan Neda
2021: CLVSA: A Convolutional LSTM Based Variational Sequence-to-Sequence Model with Attention for Predicting Trends of Financial Markets: Jia Wang, Tong Sun, Benyuan Liu, Yu Cao and Hongwei Zhu
2021: Optimal Market Making by Reinforcement Learning: Matias Selser, Javier Kreiner and Manuel Maurette
2021: E-Commerce in Turkey and SAP Integrated E-Commerce System: Ahmet Kaya and \"Omer Aydin
2021: Environmental assessment of a new generation battery: The magnesium-sulfur system: Claudia Tomasini Montenegro, Jens Peters, Manuel Baumann, Zhirong Zhao-Karger, Christopher Wolter and Marcel Weil
2021: Market Regime Detection via Realized Covariances: A Comparison between Unsupervised Learning and Nonlinear Models: Andrea Bucci and Vito Ciciretti
2021: Embeddings and Attention in Predictive Modeling: Kevin Kuo and Ronald Richman
2021: The Value of Excess Supply in Spatial Matching Markets: Mohammad Akbarpour, Yeganeh Alimohammadi, Shengwu Li and Amin Saberi
2021: The Proper Use of Google Trends in Forecasting Models: Marcelo Medeiros and Henrique F. Pires
2021: The value of big data for analyzing growth dynamics of technology based new ventures: Maksim Malyy, Zeljko Tekic and Tatiana Podladchikova
2021: Fiscal Stimulus of Last Resort: Alessandro Piergallini
2021: Multiscale Governance: David Pastor-Escuredo and Philip Treleaven
2021: Pricing without no-arbitrage condition in discrete time: Laurence Carassus and Emmanuel L\'epinette
2021: Future of work: ethics: David Pastor-Escuredo
2021: Driving Factors Behind the Social Role of Retail Centers on Recreational Activities: Sepideh Baghaee, Saeed Nosratabadi, Farshid Aram and Amir Mosavi
2021: Revisiting the empirical fundamental relationship of traffic flow for highways using a causal econometric approach: Anupriya, Daniel J. Graham, Daniel H\"orcher and Prateek Bansal
2021: Wost Case in Voting and Bargaining: Anna bogomolnaia Ron Holzman Herve Moulin
2021: Economics in Nouns and Verbs: W. Brian Arthur
2021: Spatial parking planning design with mixed conventional and autonomous vehicles: Qida Su and David Z. W. Wang
2021: A Big Data Analysis of the Ethereum Network: from Blockchain to Google Trends: Dorsa Mohammadi Arezooji
2021: Optimal parking provision in multi-modal morning commute problem considering ride-sourcing service: Qida Su
2021: Monte Carlo Simulation of SDEs using GANs: Jorino van Rhijn, Cornelis Oosterlee, Lech Grzelak and Shuaiqiang Liu
2021: A lattice approach to the Beta distribution induced by stochastic dominance: Theory and applications: Yann Braouezec and John Cagnol
2021: Equity Impacts of Dollar Store Vaccine Distribution: Judith Chevalier, Jason L. Schwartz, Yihua Su and Kevin R. Williams
2021: Occupational Mobility: Theory and Estimation for Italy: Irene Brunetti and Davide Fiaschi
2021: Trends in eBusiness and eGovernment: Antonio S\'anchez-Bay\'on, Miguel \'Angel Garc\'ia-Ramos Lucero, Annie Ng Cheng San, Choy Johnn Yee, Krishna Moorthy, Alex Foo Tun Lee, Angelita Kithatu-Kiwekete, Shikha Vyas-Doorgapersad, Anthony Kiryagana Isabirye, Nobukhosi Dlodlo, Lydia Mbati, Edmore Tarambiwa, Chengedzai Mafini, Anastas Djurovski, Ephrem Habtemichael Redda and Jhalukpreya Surujlal
2021: Perpetual callable American volatility options in a mean-reverting volatility model: Hsuan-Ku Liu
2021: A general methodology to measure labour market dynamics: Davide Fiaschi and Cristina Tealdi
2021: Distributional Offline Continuous-Time Reinforcement Learning with Neural Physics-Informed PDEs (SciPhy RL for DOCTR-L): Igor Halperin
2021: Bottleneck Congestion And Work Starting Time Distribution Considering Household Travels: Qida Su and David Z. W. Wang
2021: The Persistent Effect of Famine on Present-Day China: Evidence from the Billionaires: Pramod Sur and Masaru Sasaki
2021: Influence of risk tolerance on long-term investments: A Malliavin calculus approach: Hyungbin Park
2021: The Production and Consumption of Social Media: Apostolos Filippas and John Horton
2021: Herd Behavior in Crypto Asset Market and Effect of Financial Information on Herd Behavior: \"Uzeyir Aydin, B\"u\c{s}ra A\u{g}an and \"Omer Aydin
2021: On the Perception of Plagiarism in Academia: Context and Intent: Aaron Gregory and Joshua Leeman
2021: Optimal Fees for Geometric Mean Market Makers: Alex Evans, Guillermo Angeris and Tarun Chitra
2021: Limit Theorems for Default Contagion and Systemic Risk: Hamed Amini, Zhongyuan Cao and Agnes Sulem
2021: A Comparative Evaluation of Predominant Deep Learning Quantified Stock Trading Strategies: Haohan Zhang
2021: Putting a price on tenure: Thiago Marzagao
2021: Co-Creation of Innovative Gamification Based Learning: A Case of Synchronous Partnership: Nicholas Dacre, Vasilis Gkogkidis and Peter Jenkins
2021: How to Motivate and Engage Generation Clash of Clans at Work? Emergent Properties of Business Gamification Elements in the Digital Economy: Nicholas Dacre, Panos Constantinides and Joe Nandhakumar
2021: How Many Online Workers are there in the World? A Data-Driven Assessment: Otto K\"assi, Vili Lehdonvirta and Fabian Stephany
2021: Root-n-consistent Conditional ML estimation of dynamic panel logit models with fixed effects: Hugo Kruiniger
2021: Cross-verification and Persuasive Cheap Talk: Alp Atakan, Mehmet Ekmekci and Ludovic Renou
2021: Information Design in Multi-stage Games: Miltiadis Makris and Ludovic Renou
2021: Hedging of Financial Derivative Contracts via Monte Carlo Tree Search: Oleg Szehr
2021: The Role of a Nation's Culture in the Country's Governance: Stochastic Frontier Analysis: Vladim\'ir Hol\'y and Tom\'a\v{s} Evan
2021: On the stability of the martingale optimal transport problem: A set-valued map approach: Ariel Neufeld and Julian Sester
2021: Limiting Value of the Kolkata Index for Social Inequality and a Possible Social Constant: Asim Ghosh and Bikas K Chakrabarti
2021: Least Squares Monte Carlo applied to Dynamic Monetary Utility Functions: Hampus Engsner
2021: Neural networks-based algorithms for stochastic control and PDEs in finance: Maximilien Germain, Huy\^en Pham and Xavier Warin
2021: Temporal Clustering of Disorder Events During the COVID-19 Pandemic: Gian Maria Campedelli and Maria Rita D'Orsogna
2021: Wild Randomness, and the application of Hyperbolic Diffusion in Financial Modelling: Will Hicks
2021: Bayesian analysis of seasonally cointegrated VAR model: Justyna Wr\'oblewska
2021: Machine Learning Advances for Time Series Forecasting: Ricardo P. Masini, Marcelo Medeiros and Eduardo F. Mendes
2021: Dynamical Characteristics of Global Stock Markets Based on Time Dependent Tsallis Non-Extensive Statistics and Generalized Hurst Exponents: Ioannis P. Antoniades, Leonidas P. Karakatsanis and Evgenios G. Pavlos
2021: Persuasion Produces the (Diamond) Paradox: Mark Whitmeyer
2021: A Basket Half Full: Sparse Portfolios: Ekaterina Seregina
2021: Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model: Liao Zhu, Robert Jarrow and Martin T. Wells
2021: A note on the option price and 'Mass at zero in the uncorrelated SABR model and implied volatility asymptotics': Jaehyuk Choi and Lixin Wu
2021: Naive analytics equilibrium: Ron Berman and Yuval Heller
2021: Multilevel Monte-Carlo for computing the SCR with the standard formula and other stress tests: Aur\'elien Alfonsi, Adel Cherchali and Jose Arturo Infante Acevedo
2021: The role of negative emissions in meeting China's 2060 carbon neutrality goal: Jay Fuhrman, Andres F. Clarens, Haewon McJeon, Pralit Patel, Scott C. Doney, William Shobe and Shreekar Pradhan
2021: Competition versus Cooperation: A class of solvable mean field impulse control problems: S\"oren Christensen, Berenice Anne Neumann and Tobias Sohr
2021: Infinite-Dimensional Fisher Markets and Tractable Fair Division: Yuan Gao and Christian Kroer
2021: Price, Volatility and the Second-Order Economic Theory: Victor Olkhov
2021: Simulation-based optimisation of the timing of loan recovery across different portfolios: Arno Botha, Conrad Beyers and Pieter de Villiers
2021: Vector copulas: Yanqin Fan and Marc Henry
2021: Pseudo-Hermiticity, Martingale Processes and Non-Arbitrage Pricing: Will Hicks
2021: Identification of Time-Varying Transformation Models with Fixed Effects, with an Application to Unobserved Heterogeneity in Resource Shares: Irene Botosaru, Chris Muris and Krishna Pendakur
2021: Quantum Computation for Pricing the Collateralized Debt Obligations: Hao Tang, Anurag Pal, Lu-Feng Qiao, Tian-Yu Wang, Jun Gao and Xian-Min Jin
2021: The Historical Impact of Anthropogenic Climate Change on Global Agricultural Productivity: Ariel Ortiz-Bobea, Toby R. Ault, Carlos M. Carrillo, Robert G. Chambers and David B. Lobell
2021: Limits of random walks with distributionally robust transition probabilities: Daniel Bartl, Stephan Eckstein and Michael Kupper
2021: Reputation for Playing Mixed Actions: A Characterization Theorem: Harry Pei
2021: Optimal Tracking Portfolio with A Ratcheting Capital Benchmark: Lijun Bo, Huafu Liao and Xiang Yu
2021: Optimal trade execution in an order book model with stochastic liquidity parameters: Julia Ackermann, Thomas Kruse and Mikhail Urusov
2021: Neural Jump Ordinary Differential Equations: Consistent Continuous-Time Prediction and Filtering: Calypso Herrera, Florian Krach and Josef Teichmann
2021: Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling: Ioannis Anagnostou, Tiziano Squartini, Drona Kandhai and Diego Garlaschelli
2021: Fast and Accurate Variational Inference for Models with Many Latent Variables: Rub\'en Loaiza-Maya, Michael Smith, David J. Nott and Peter Danaher
2021: Functional Decision Theory in an Evolutionary Environment: Noah Topper
2021: No-arbitrage concepts in topological vector lattices: Eckhard Platen and Stefan Tappe
2021: Equity Factors: To Short Or Not To Short, That Is The Question: Florent Benaych-Georges, Jean-Philippe Bouchaud and Stefano Ciliberti
2021: The Low-volatility Anomaly and the Adaptive Multi-Factor Model: Robert Jarrow, Rinald Murataj, Martin T. Wells and Liao Zhu
2021: Financial replicator dynamics: emergence of systemic-risk-averting strategies: Indrajit Saha and Veeraruna Kavitha
2021: On Ridership and Frequency: Simon Berrebi, Sanskruti Joshi and Kari E Watkins
2021: Oracle Efficient Estimation of Structural Breaks in Cointegrating Regressions: Karsten Schweikert
2021: An Economical Business-Cycle Model: Pascal Michaillat and Emmanuel Saez
2021: Direct and indirect transactions and requirements: Husna Betul Coskun and Huseyin Coskun
2021: Dynamically Aggregating Diverse Information: Annie Liang, Xiaosheng Mu and Vasilis Syrgkanis
2021: The option pricing model based on time values: an application of the universal approximation theory on unbounded domains: Yang Qu and Ming-Xi Wang
2021: Deep Neural Networks for Choice Analysis: Architectural Design with Alternative-Specific Utility Functions: Shenhao Wang, Baichuan Mo and Jinhua Zhao
2021: Is culture related to strong science? An empirical investigation: Mahmood Khosrowjerdi and Lutz Bornmann
2021: Constraint Qualifications in Partial Identification: Hiroaki Kaido, Francesca Molinari and Jörg Stoye
2021: Forecasting e-scooter substitution of direct and access trips by mode and distance: Mina Lee, Joseph Y. J. Chow, Gyugeun Yoon and Brian Yueshuai He
2021: The Family of Alpha,[a,b] Stochastic Orders: Risk vs. Expected Value: Bar Light and Andres Perlroth
2021: Forward-Selected Panel Data Approach for Program Evaluation: Zhentao Shi and Jingyi Huang
2021: Uncertainty in the Hot Hand Fallacy: Detecting Streaky Alternatives to Random Bernoulli Sequences: David M. Ritzwoller and Joseph P. Romano
2021: A Stock Market Model Based on CAPM and Market Size: Andrey Sarantsev, Blessing Ofori-Atta and Brandon Flores
2021: Correlators of Polynomial Processes: Fred Espen Benth and Silvia Lavagnini
2021: The Likelihood of Mixed Hitting Times: Jaap H. Abbring and Tim Salimans
2021: A Uniform Bound on the Operator Norm of Sub-Gaussian Random Matrices and Its Applications: Grigory Franguridi and Hyungsik Moon
2021: Bayesian prediction of jumps in large panels of time series data: Angelos Alexopoulos, Petros Dellaportas and Omiros Papaspiliopoulos
2021: Fuzzy Difference-in-Discontinuities: Identification Theory and Application to the Affordable Care Act: Hector Galindo-Silva, Nibene Habib Some and Guy Tchuente
2021: Deep Neural Networks for Choice Analysis: Extracting Complete Economic Information for Interpretation: Shenhao Wang, Qingyi Wang and Jinhua Zhao
2021: M Equilibrium: A theory of beliefs and choices in games: Jacob Goeree and Philippos Louis
2021: Revealed Price Preference: Theory and Empirical Analysis: Rahul Deb, Yuichi Kitamura, John Quah and Jörg Stoye
2021: David vs Goliath (You against the Markets), A Dynamic Programming Approach to Separate the Impact and Timing of Trading Costs: Ravi Kashyap
2021: Fiscal stimulus as an optimal control problem: Philip A. Ernst, Michael B. Imerman, Larry Shepp and Quan Zhou
2021: The Homogenous Properties of Automated Market Makers: Johannes Rude Jensen, Mohsen Pourpouneh, Kurt Nielsen and Omri Ross
2021: Where are the opportunities for growth in the professional services space?: Edouard Ribes
2021: We Live in a Motorized Civilization: Robert Moses Replies to Robert Caro: Geoff Boeing
2021: The link between unemployment and real economic growth in developed countries: Ivan Kitov
2021: Forecasting open-high-low-close data contained in candlestick chart: Huiwen Wang, Wenyang Huang and Shanshan Wang
2021: Productivity development in the construction industry and human capital: a literature review: Matthias Bahr and Leif Laszig
2021: Robust Experimentation in the Continuous Time Bandit Problem: Farzad Pourbabaee
2021: Models and numbers: Representing the world or imposing order?: Matthias Kaiser, Tatjana Buklijas and Peter Gluckman
2021: Solving Heterogeneous General Equilibrium Economic Models with Deep Reinforcement Learning: Edward Hill, Marco Bardoscia and Arthur Turrell
2021: Dimension reduction of open-high-low-close data in candlestick chart based on pseudo-PCA: Wenyang Huang, Huiwen Wang and Shanshan Wang
2021: Optimal class assignment problem: a case study at Gunma University: Akifumi Kira, Kiyohito Nagano, Manabu Sugiyama and Naoyuki Kamiyama
2021: Optimal Retirement Time and Consumption with the Variation in Habitual Persistence: Lin He, Zongxia Liang, Yilun Song and Qi Ye
2021: Deep Hedging of Derivatives Using Reinforcement Learning: Jay Cao, Jacky Chen, John Hull and Zissis Poulos
2021: Text Mining of Stocktwits Data for Predicting Stock Prices: Mukul Jaggi, Priyanka Mandal, Shreya Narang, Usman Naseem and Matloob Khushi
2021: On Capital Allocation for a Risk Measure Derived from Ruin Theory: Guusje Delsing, Michel Mandjes, Peter Spreij and Erik Winands
2021: The Formation of Global Free Trade Agreement: Akira Okada and Yasuhiro Shirata
2021: Technological Leapfrogging and Manufacturing Value-added in sub-Saharan African (1990-2018): Segun Ojo and Edward Oladipo Ogunleye
2021: Functional structure in production networks: Carolina Mattsson, Frank W. Takes, Eelke M. Heemskerk, Cees Diks, Gert Buiten, Albert Faber and Peter M. A. Sloot
2021: Research on Portfolio Liquidation Strategy under Discrete Times: Qixuan Luo, Yu Shi and Handong Li
2021: Analytic formula for option margin with liquidity costs under dynamic delta hedging: Kyungsub Lee and Byoung Ki Seo
2021: Portfolio Optimization with Sparse Multivariate Modelling: Pier Francesco Procacci and Tomaso Aste
2021: How has labour market power evolved? Comparing labour market monopsony in Peru and the United States: Jorge Davalos and Ekkehard Ernst
2021: Accurate Stock Price Forecasting Using Robust and Optimized Deep Learning Models: Jaydip Sen and Sidra Mehtab
2021: Drivers of academic engagement in public-private research collaboration: an empirical study: Giovanni Abramo and Ciriaco Andrea D'Angelo
2021: Public-private research collaborations: longitudinal field-level analysis of determinants, frequency and impact: Giovanni Abramo, Francesca Apponi and Ciriaco Andrea D'Angelo
2021: Replicating Market Makers: Guillermo Angeris, Alex Evans and Tarun Chitra
2021: Public transport users versus private vehicle users: differences about quality of service, satisfaction and attitudes toward public transport in Madrid (Spain): Juan de O\~na, Esperanza Est\'evez and Rocio de O\~na
2021: Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data: Zhaoxing Gao and Ruey S. Tsay
2021: Inequality, Identity, and Partisanship: How redistribution can stem the tide of mass polarization: Alexander J. Stewart, Joshua B. Plotkin and Nolan McCarty
2021: Reliability of MST identification in correlation-based market networks: V. A. Kalyagin, A. P. Koldanov and P. A. Koldanov
2021: Isolating the impact of trading on grid frequency fluctuations: Benjamin Sch\"afer, Marc Timme and Dirk Witthaut
2021: Evolutionary Strategies with Analogy Partitions in p-guessing Games: Aymeric Vie
2021: A Genetic Algorithm approach to Asymmetrical Blotto Games with Heterogeneous Valuations: Aymeric Vie
2021: Superiority of mild interventions against COVID-19 on public health and economic measures: Makoto Niwa, Yasushi Hara, Yusuke Matsuo, Hodaka Narita, Lim Yeongjoo, Shintaro Sengoku and Kota Kodama
2021: Stock price forecast with deep learning: Firuz Kamalov, Linda Smail and Ikhlaas Gurrib
2021: Forecasting with Deep Learning: S&P 500 index: Firuz Kamalov, Linda Smail and Ikhlaas Gurrib
2021: Addressing spatial dependence in technical efficiency estimation: A Spatial DEA frontier approach: Julian Ramajo, Miguel Márquez and Geoffrey Hewings
2021: Testing for threshold effects in the TARMA framework: Greta Goracci, Simone Giannerini, Kung-Sik Chan and Howell Tong
2021: Intraday trading strategy based on time series and machine learning for Chinese stock market: Qunwei Wang, Y. Zhou and Jim Huangnan Shen
2021: Phase transition of the monotonicity assumption in learning local average treatment effects: Yinchu Zhu
2021: Making it normal for new enrollments: Effect of institutional and pandemic influence on selecting an engineering institution under the COVID-19 pandemic situation: Prashant Mahajan and Vaishali Patil
2021: Modeling of crisis periods in stock markets: Apostolos Chalkis, Emmanouil Christoforou, Theodore Dalamagkas and Ioannis Z. Emiris
2021: Mostly electric assisted airplanes (MEAP) for regional aviation: A South Asian perspective: Vinamra Chaturvedi
2021: Pricing Energy Derivatives in Markets Driven by Tempered Stable and CGMY Processes of Ornstein-Uhlenbeck Type: Piergiacomo Sabino
2021: Simple Diagnostics for Two-Way Fixed Effects: Pamela Jakiela
2021: The Current Chinese Global Supply Chain Monopoly and the Covid-19 Pandemic: George Rapciewicz and Donald Buresh
2021: Conveying Value via Categories: Paula Onuchic and Debraj Ray
2021: The Success of AdaBoost and Its Application in Portfolio Management: Yijian Chuan, Chaoyi Zhao, Zhenrui He and Lan Wu
2021: The black hole of logistics costs of digitizing commodity money: Boliang Lin and Ruixi Lin
2021: To vote, or not to vote: on the epidemiological impact of electoral campaigns at the time of COVID-19: Davide Cipullo and Marco Le Moglie
2021: Interpreting Deep Learning Models with Marginal Attribution by Conditioning on Quantiles: M. Merz, R. Richman, T. Tsanakas and M. V. W\"uthrich
2021: Optimal exit decision of venture capital under time-inconsistent preferences: Yanzhao Li, Ju'e Guo, Yongwu Li and Xu Zhang
2021: Grand challenges and emergent modes of convergence science: Alexander M. Petersen, Mohammed E. Ahmed and Ioannis Pavlidis
2021: Support Vector Regression Parameters Optimization using Golden Sine Algorithm and its application in stock market: Mohammadreza Ghanbari and Mahdi Goldani
2021: The Stable Marriage Problem: an Interdisciplinary Review from the Physicist's Perspective: Enrico Maria Fenoaltea, Izat B. Baybusinov, Jianyang Zhao, Lei Zhou and Yi-Cheng Zhang
2021: A Deep Deterministic Policy Gradient-based Strategy for Stocks Portfolio Management: Huanming Zhang, Zhengyong Jiang and Jionglong Su
2021: Dynamic Term Structure Models for SOFR Futures: Jacob Bjerre Skov and David Skovmand
2021: Differentiation in a Two-Dimensional Market with Endogenous Sequential Entry: Jeffrey Michler and Benjamin Gramig
2021: Risk, Agricultural Production, and Weather Index Insurance in Village India: Jeffrey Michler, Frederi G. Viens and Gerald E. Shively
2021: AI Specialization for Pathways of Economic Diversification: Saurabh Mishra, Robert Koopman, Giuditta De-Prato, Anand Rao, Israel Osorio-Rodarte, Julie Kim, Nikola Spatafora, Keith Strier and Andrea Zaccaria
2021: Risk aggregation and capital allocation using a new generalized Archimedean copula: Fouad Marri and Khouzeima Moutanabbir
2021: Real GDP per capita: global redistribution of economic power: Ivan Kitov
2021: Multicriteria asset allocation in practice: Kerstin D\"achert, Ria Grindel, Elisabeth Leoff, Jonas Mahnkopp, Florian Schirra and J\"org Wenzel
2021: Quantum propensity in economics: David Orrell and Monireh Houshmand
2021: Locational Marginal Pricing: Towards a Free Market in Power: Martin Higgins
2021: Multi-Period Portfolio Optimization using Model Predictive Control with Mean-Variance and Risk Parity Frameworks: Xiaoyue Li, A. Sinem Uysal and John M. Mulvey
2021: On Spurious Causality, CO2, and Global Temperature: Philippe Goulet Coulombe and Maximilian G\"obel
2021: Leveraged ETF Investing: Tal Miller
2021: Statistical Arbitrage Risk Premium by Machine Learning: Raymond C. W. Leung and Yu-Man Tam
2021: Do Word Embeddings Really Understand Loughran-McDonald's Polarities?: Mengda Li and Charles-Albert Lehalle
2021: Reviewing methods and assumptions for high-resolution large-scale onshore wind energy potential assessments: Russell McKenna, Stefan Pfenninger, Heidi Heinrichs, Johannes Schmidt, Iain Staffell, Katharina Gruber, Andrea N. Hahmann, Malte Jansen, Michael Klingler, Natascha Landwehr, Xiaoli Guo Lars\'en, Johan Lilliestam, Bryn Pickering, Martin Robinius, Tim Tr\"ondle, Olga Turkovska, Sebastian Wehrle, Jann Michael Weinand and Jan Wohland
2021: A Survey of Forex and Stock Price Prediction Using Deep Learning: Zexin Hu, Yiqi Zhao and Matloob Khushi
2021: Radical Complexity: Jean-Philippe Bouchaud
2021: Examining norms and social expectations surrounding exclusive breastfeeding: Evidence from Mali: Cristina Bicchieri, Upasak Das, Samuel Gant and Rachel Sander
2021: Should the Endless Frontier of Federal Science be Expanded?: David Baltimore, Robert Conn, William H Press, Thomas Rosenbaum, David N Spergel, Shirley M Tilghman and Harold Varmus
2021: Robust equilibrium strategies in a defined benefit pension plan game: Guohui Guan, Jiaqi Hu and Zongxia Liang
2021: Randentropy: a software to measure inequality in random systems: Guglielmo D'Amico, Stefania Scocchera and Loriano Storchi
2021: Feature Learning for Stock Price Prediction Shows a Significant Role of Analyst Rating: Jaideep Singh and Matloob Khushi
2021: Predicting the Behavior of Dealers in Over-The-Counter Corporate Bond Markets: Yusen Lin, Jinming Xue and Louiqa Raschid
2021: Risk-dependent centrality in the Brazilian stock market: Michel Alexandre, Kau\^e Lopes de Moraes and Francisco Aparecido Rodrigues
2021: A production function with variable elasticity of substitution greater than one: Constantin Chilarescu
2021: Decentralising the United Kingdom: the Northern Powerhouse strategy and urban ownership links between firms since 2010: Natalia Zdanowska and Robin Morphet
2021: Learning in Markets: Greed Leads to Chaos but Following the Price is Right: Yun Kuen Cheung, Stefanos Leonardos and Georgios Piliouras
2021: Understanding Smart Contracts: Hype or Hope?: Elizaveta Zinovyeva, Raphael Reule and Wolfgang Karl H\"ardle
2021: A Microsimulation Analysis of the Distributional Impact over the Three Waves of the COVID-19 Crisis in Ireland: Cathal O'Donoghue, Denisa Sologon, Iryna Kyzyma and John McHale
2021: Finite element solutions of the nonlinear RAPM Black-Scholes model: Dongming Wei, Yogi Ahmad Erlangga, Andrey Pak and Laila Zhexembay
2021: Territorial differences in the spread of COVID-19 in European regions and US counties: Fabrizio Natale, Stefano Iacus, Alessandra Conte, Spyridon Spyratos and Francesco Sermi
2021: On statistical estimation and inferences in optional regression models: Mohamed Abdelghani, Alexander Melnikov and Andrey Pak
2021: What are the key components of an entrepreneurial ecosystem in a developing economy? A longitudinal empirical study on technology business incubators in China: Xiangfei Yuan, Haijing Hao, Chenghua Guan and Alex Pentland
2021: Risks for Academic Research Projects, An Empirical Study of Perceived Negative Risks and Possible Responses: P. Alison Paprica
2021: Diffusion of Innovation In Competitive Markets-A Study on the Global Smartphone Diffusion: Semra Gunduc
2021: A closed-form approximation for pricing geometric Istanbul options: Mohamed Amine Kacef and Kamal Boukhetala
2021: Electricity intraday price modeling with marked Hawkes processes: Thomas Deschatre and Pierre Gruet
2021: Price and Fulfillment Strategies in Omnichannel Retailing: Yasuyuki Kusuda
2021: Modern risks of small businesses: A. R Baghirzade
2021: Assessment of the Effectiveness of State Participation in Economic Clusters: A. R. Baghirzade and B. Kushbakov
2021: Convergence of Computed Dynamic Models with Unbounded Shock: Kenichiro McAlinn and Kosaku Takanashi
2021: Dual Labor Market and the "Phillips Curve Puzzle": Hideaki Aoyama, Corrado Di Guilmi, Yoshi Fujiwara and Hiroshi Yoshikawa
2021: Sensitivity analysis of an integrated climate-economic model: Benjamin M. Bolker, Matheus R. Grasselli and Emma Holmes
2021: Complex decision-making strategies in a stock market experiment explained as the combination of few simple strategies: Gael Poux-Medard, Sergio Cobo-Lopez, Jordi Duch, Roger Guimera and Marta Sales-Pardo
2021: Extension of the Lagrange multiplier test for error cross-section independence to large panels with non normal errors: Zhaoyuan Li and Jianfeng Yao
2021: Learning Organization using Conversational Social Network for Social Customer Relationship Management Effort: Andry Alamsyah, Yahya Peranginangin and Gabriel Nurhadi
2021: Relatedness in the Era of Machine Learning: Andrea Tacchella, Andrea Zaccaria, Marco Miccheli and Luciano Pietronero
2021: Crowdfunding for Independent Parties: A. R. Baghirzade and B. Kushbakov
2021: Financial factors selection with knockoffs: fund replication, explanatory and prediction networks: Damien Challet, Christian Bongiorno and Guillaume Pelletier
2021: The Physics of Financial Networks: Marco Bardoscia, Paolo Barucca, Stefano Battiston, Fabio Caccioli, Giulio Cimini, Diego Garlaschelli, Fabio Saracco, Tiziano Squartini and Guido Caldarelli
2021: On the marginal utility of fiat money: insurmountable circularity or not?: Michael Reiss
2021: Portfolio risk allocation through Shapley value: Patrick S. Hagan, Andrew Lesniewski, Georgios E. Skoufis and Diana E. Woodward
2021: Problems with Risk Matrices Using Ordinal Scales: Michael Krisper
2021: Multivariate tail covariance for generalized skew-elliptical distributions: Baishuai Zuo and Chuancun Yin
2021: Urban Epidemic Hazard Index for Chinese Cities: Why Did Small Cities Become Epidemic Hotspots?: Tianyi Li, Jiawen Luo and Cunrui Huang
2021: Core equivalence with large agents: Aubrey Clark
2021: The impact of state capacity on the cross-country variations in COVID-19 vaccination rates: Dragan Tevdovski, Petar Jolakoski and Viktor Stojkoski
2021: A note on local uniqueness of equilibria: How isolated is a local equilibrium?: Stefano Matta
2021: On Asymptotic Log-Optimal Buy-and-Hold Strategy: Chung-Han Hsieh
2021: Phase Transitions in Kyle's Model with Market Maker Profit Incentives: Charles-Albert Lehalle, Eyal Neuman and Segev Shlomov
2021: Environmental performance of shared micromobility and personal alternatives using integrated modal LCA: Anne de Bortoli
2021: On a log-symmetric quantile tobit model applied to female labor supply data: Dan\'ubia R. Cunha, Jose Angelo Divino and Helton Saulo
2021: Portfolio Optimization Constrained by Performance Attribution: Yuan Hu and W. Brent Lindquist
2021: Optimizing Expected Shortfall under an $\ell_1$ constraint -- an analytic approach: G\'abor Papp, Imre Kondor and Fabio Caccioli
2021: Optimal management of DC pension fund under relative performance ratio and VaR constraint: Guohui Guan, Zongxia Liang and Yi Xia
2021: The impact of online machine-learning methods on long-term investment decisions and generator utilization in electricity markets: Alexander J. M. Kell, A. Stephen McGough and Matthew Forshaw
2021: The Determinants of Democracy Revisited: An Instrumental Variable Bayesian Model Averaging Approach: Sajad Rahimian
2021: Mean Field Contest with Singularity: Marcel Nutz and Yuchong Zhang
2021: Deep Hedging, Generative Adversarial Networks, and Beyond: Hyunsu Kim
2021: Contracts for acquiring information: Aubrey Clark and Giovanni Reggiani
2021: Prediction of financial time series using LSTM and data denoising methods: Qi Tang, Tongmei Fan, Ruchen Shi, Jingyan Huang and Yidan Ma
2021: Sector coupling via hydrogen to lower the cost of energy system decarbonization: Guannan He, Dharik S. Mallapragada, Abhishek Bose, Clara F. Heuberger and Emre Gen\c{c}er
2021: Extremal points of Lorenz curves and applications to inequality analysis: Amparo Ba\'illo, Javier C\'arcamo and Carlos Mora-Corral
2021: High-dimensional estimation of quadratic variation based on penalized realized variance: Kim Christensen, Mikkel Slot Nielsen and Mark Podolskij
2021: An Agent-Based Modelling Approach to Brain Drain: Furkan G\"ursoy and Bertan Badur
2021: Event-Based Dynamic Banking Network Exploration for Economic Anomaly Detection: Andry Alamsyah, Dian Puteri Ramadhani and Farida Titik Kristanti
2021: Sales Prediction Model Using Classification Decision Tree Approach For Small Medium Enterprise Based on Indonesian E-Commerce Data: Raden Johannes and Andry Alamsyah
2021: Pricing Perpetual American put options with asset-dependent discounting: Jonas Al-Hadad and Zbigniew Palmowski
2021: The Importance of Funding Space-Based Research: Devan Taylor
2021: Global Daily CO$_2$ emissions for the year 2020: Zhu Liu, Zhu Deng, Philippe Ciais, Jianguang Tan, Biqing Zhu, Steven J. Davis, Robbie Andrew, Olivier Boucher, Simon Ben Arous, Pep Canadel, Xinyu Dou, Pierre Friedlingstein, Pierre Gentine, Rui Guo, Chaopeng Hong, Robert B. Jackson, Daniel M. Kammen, Piyu Ke, Corinne Le Quere, Crippa Monica, Greet Janssens-Maenhout, Glen Peters, Katsumasa Tanaka, Yilong Wang, Bo Zheng, Haiwang Zhong, Taochun Sun and Hans Joachim Schellnhuber
2021: Automation-driven innovation management? Toward Innovation-Automation-Strategy cycle: Piotr Tomasz Makowski and Yuya Kajikawa
2021: Multi-level Adaptation of Distributed Decision-Making Agents in Complex Task Environments: Dar\'io Blanco-Fern\'andez, Stephan Leitner and Alexandra Rausch
2021: The Support and Resistance Line Method: An Analysis via Optimal Stopping: Vicky Henderson, Saul Jacka and Ruiqi Liu
2021: Measuring Vacancies: Firm-level Evidence from Two Measures: Niels-Jakob Harbo Hansen and Hans Sievertsen
2021: Pricing high-dimensional Bermudan options with hierarchical tensor formats: Christian Bayer, Martin Eigel, Leon Sallandt and Philipp Trunschke
2021: Prior-free Dynamic Mechanism Design With Limited Liability: Mark Braverman, Jon Schneider and S. Matthew Weinberg
2021: Commentary on World Development Report 2020: Trading for Development in the Age of Global Value Chains: Rajkumar Byahut, Sourish Dutta, Chidambaran G. Iyer and Manikantha Nataraj
2021: Was there a COVID-19 harvesting effect in Northern Italy?: Augusto Cerqua, Roberta Di Stefano, Marco Letta and Sara Miccoli
2021: No-Transaction Band Network: A Neural Network Architecture for Efficient Deep Hedging: Shota Imaki, Kentaro Imajo, Katsuya Ito, Kentaro Minami and Kei Nakagawa
2021: The LOB Recreation Model: Predicting the Limit Order Book from TAQ History Using an Ordinary Differential Equation Recurrent Neural Network: Zijian Shi, Yu Chen and John Cartlidge
2021: How good is good? Probabilistic benchmarks and nanofinance+: Rolando Gonzales Martínez
2021: SWIFT calibration of the Heston model: Eudald Romo and Luis Ortiz-Gracia
2021: The Origination and Distribution of Money Market Instruments: Sterling Bills of Exchange during the First Globalization: Olivier Accominotti, Delio Lucena-Piquero and Stefano Ugolini
2021: Standing on the Shoulders of Machine Learning: Can We Improve Hypothesis Testing?: Gary Cornwall, Jeff Chen and Beau Sauley
2021: Reducing the Volatility of Cryptocurrencies -- A Survey of Stablecoins: Ayten Kahya, Bhaskar Krishnamachari and Seokgu Yun
2021: The Kernel Trick for Nonlinear Factor Modeling: Varlam Kutateladze
2021: Can Machine Learning Catch the COVID-19 Recession?: Philippe Goulet Coulombe, Massimiliano Marcellino and Dalibor Stevanovic
2021: A combinatorial optimization approach to scenario filtering in portfolio selection: Justo Puerto, Federica Ricca, Mois\'es Rodr\'iguez-Madrena and Andrea Scozzari
2021: Explainable AI in Credit Risk Management: Branka Hadji Misheva, Joerg Osterrieder, Ali Hirsa, Onkar Kulkarni and Stephen Fung Lin
2021: Distortion in Social Choice Problems: The First 15 Years and Beyond: Elliot Anshelevich, Aris Filos-Ratsikas, Nisarg Shah and Alexandros A. Voudouris
2021: Statistical mechanics and Bayesian Inference addressed to the Osborne Paradox: Geoffrey Ducournau
2021: Computing Prices for Target Profits in Contracts: Ghurumuruhan Ganesan
2021: Confronting Machine Learning With Financial Research: Kristof Lommers, Ouns El Harzli and Jack Kim
2021: Pricing Exchange Rate Options and Quanto Caps in the Cross-Currency Random Field LIBOR Market Model: Rajinda Wickrama
2021: Quasi-maximum likelihood estimation of break point in high-dimensional factor models: Jiangtao Duan, Jushan Bai and Xu Han
2021: Modeling Price Clustering in High-Frequency Prices: Vladim\'ir Hol\'y and Petra Tomanov\'a
2021: Non-stationary GARCH modelling for fitting higher order moments of financial series within moving time windows: Luke De Clerk and Sergey Savel'ev
2021: Optimal Transport of Information: Semyon Malamud, Anna Cieslak and Andreas Schrimpf
2021: Pricing decisions under manufacturer's component open-supply strategy: Peiya Zhu, Xiaofei Qian, Xinbao Liu and Shaojun Lu
2021: Understanding algorithmic collusion with experience replay: Bingyan Han
2021: Adaptive Doubly Robust Estimator from Non-stationary Logging Policy under a Convergence of Average Probability: Masahiro Kato
2021: The Golden Age of the Mathematical Finance: Jos\'e Manuel Corcuera
2021: A deep learning model for gas storage optimization: Nicolas Curin, Michael Kettler, Xi Kleisinger-Yu, Vlatka Komaric, Thomas Krabichler, Josef Teichmann and Hanna Wutte
2021: Two-Sided Matching Markets in the ELLIS 2020 PhD Program: Maximilian Mordig, Riccardo Della Vecchia, Nicol\`o Cesa-Bianchi and Bernhard Sch\"olkopf
2021: Absolute Value Constraint: The Reason for Invalid Performance Evaluation Results of Neural Network Models for Stock Price Prediction: Yi Wei
2021: Inference on the New Keynesian Phillips Curve with Very Many Instrumental Variables: Max-Sebastian Dov\`i
2021: Dynamic industry uncertainty networks and the business cycle: Jozef Baruník, Mattia Bevilacqua and Robert Faff
2021: Bus operators in competition: a directed location approach: Fernanda Herrera and Sergio I. L\'opez
2021: Extreme-Strike Comparisons and Structural Bounds for SPX and VIX Options: Andrew Papanicolaou
2021: Minority games played by arbitrageurs on the energy market: Tim Ritmeester and Hildegard Meyer-Ortmanns
2021: Minimax Risk and Uniform Convergence Rates for Nonparametric Dyadic Regression: Bryan S. Graham, Fengshi Niu and James Powell
2021: Unbounded Dynamic Programming via the Q-Transform: Qingyin Ma, John Stachurski and Alexis Akira Toda
2021: Simultaneous inference for time-varying models: Sayar Karmakar, Stefan Richter and Wei Biao Wu
2021: Implementation of a cost-benefit analysis of Demand-Responsive Transport with a Multi-Agent Transport Simulation: Conny Grunicke, Jan Christian Schl\"uter and Jani-Pekka Jokinen
2021: Getting to a feasible income equality: Ji-Won Park and Chae Un Kim
2021: Fat tails arise endogenously in asset prices from supply/demand, with or without jump processes: Gunduz Caginalp
2021: Simulation of the drawdown and its duration in L\'{e}vy models via stick-breaking Gaussian approximation: Jorge Gonz\'alez C\'azares and Aleksandar Mijatovi\'c
2021: Saturating stable matchings: Muhammad Maaz
2021: Solution to the Equity Premium Puzzle: Atilla Aras
2021: A Note on Utility Indifference Pricing with Delayed Information: Peter Bank and Yan Dolinsky
2021: Adaptive Bernstein Copulas and Risk Management: Dietmar Pfeifer and Olena Ragulina
2021: Presence of Women in Economics Academia: Evidence from India: Ambrish Dongre, Karan Singhal and Upasak Das
2021: Multiscale characteristics of the emerging global cryptocurrency market: Marcin W\k{a}torek, Stanis{\l}aw Dro\.zd\.z, Jaros{\l}aw Kwapie\'n, Ludovico Minati, Pawe{\l} O\'swi\k{e}cimka and Marek Stanuszek
2021: Low-Rank Approximations of Nonseparable Panel Models: Iv\'an Fern\'andez-Val, Hugo Freeman and Martin Weidner
2021: Unconventional Policies Effects on Stock Market Volatility: A MAP Approach: Demetrio Lacava, Giampiero Gallo and Edoardo Otranto
2021: Background risk and small-stakes risk aversion: Xiaosheng Mu, Luciano Pomatto, Philipp Strack and Omer Tamuz
2021: Economic irreversibility in pandemic control processes: Rigorous modeling of delayed countermeasures and consequential cost increases: Tsuyoshi Hondou
2021: Network Structures of Collective Intelligence: The Contingent Benefits of Group Discussion: Joshua Becker, Abdullah Almaatouq and Em\H{o}ke-\'Agnes Horv\'at
2021: COVID-19 Impact on Global Maritime Mobility: Leonardo M. Millefiori, Paolo Braca, Dimitris Zissis, Giannis Spiliopoulos, Stefano Marano, Peter K. Willett and Sandro Carniel
2021: Bayesian modelling of time-varying conditional heteroscedasticity: Sayar Karmakar and Arkaprava Roy
2021: Portfolio Selection under Median and Quantile Maximization: Xue Dong He, Zhaoli Jiang and Steven Kou
2021: Convergence of Deep Fictitious Play for Stochastic Differential Games: Jiequn Han, Ruimeng Hu and Jihao Long
2021: Macroeconomic Data Transformations Matter: Philippe Goulet Coulombe, Maxime Leroux, Dalibor Stevanovic and St\'ephane Surprenant
2021: What can we learn about SARS-CoV-2 prevalence from testing and hospital data?: Daniel W. Sacks, Nir Menachemi, Peter Embi and Coady Wing
2021: Scalable Bayesian estimation in the multinomial probit model: Ruben Loaiza-Maya and Didier Nibbering
2021: A Research on Cross-sectional Return Dispersion and Volatility of US Stock Market during COVID-19: Jiawei Du
2021: Contracting over persistent information: Wei Zhao, Claudio Mezzetti, Ludovic Renou and Tristan Tomala
2021: Stability in Repeated Matching Markets: Ce Liu
2021: Inference in Bayesian Additive Vector Autoregressive Tree Models: Florian Huber and Luca Rossini
2021: The Macroeconomy as a Random Forest: Philippe Goulet Coulombe
2021: Horseshoe Prior Bayesian Quantile Regression: David Kohns and Tibor Szendrei
2021: An elementary approach to the Merton problem: Martin Herdegen, David Hobson and Joseph Jerome
2021: A Repo Model of Fire Sales with VWAP and LOB Pricing Mechanisms: Maxim Bichuch and Zachary Feinstein
2021: Nonparametric Expected Shortfall Forecasting Incorporating Weighted Quantiles: Giuseppe Storti and Chao Wang
2021: Detecting Latent Communities in Network Formation Models: Shujie Ma, Liangjun Su and Yichong Zhang
2021: Arctic Amplification of Anthropogenic Forcing: A Vector Autoregressive Analysis: Philippe Goulet Coulombe and Maximilian G\"obel
2021: On the Equivalence of Neural and Production Networks: Roy Gernhardt and Bjorn Persson
2021: Maximum Likelihood Estimation of Stochastic Frontier Models with Endogeneity: Samuele Centorrino and Mar\'ia P\'erez-Urdiales
2021: Sensitivity to Calibrated Parameters: Thomas H. J{\o}rgensen
2021: A price on warming with a supply chain directed market: John F. Raffensperger
2021: Fast Bayesian Record Linkage With Record-Specific Disagreement Parameters: Thomas Stringham
2021: Complete and competitive financial markets in a complex world: Gianluca Cassese
2021: Asymptotic Linearity of Consumption Functions and Computational Efficiency: Qingyin Ma and Alexis Akira Toda
2021: On the statistics of scaling exponents and the Multiscaling Value at Risk: Giuseppe Brandi and T. Di Matteo
2021: Cross Currency Valuation and Hedging in the Multiple Curve Framework: Alessandro Gnoatto and Nicole Seiffert
2021: The sub-fractional CEV model: Axel A. Araneda and Nils Bertschinger
2021: Supermartingale deflators in the absence of a num\'eraire: Philipp Harms, Chong Liu and Ariel Neufeld
2021: Time-inconsistent consumption-investment problems in incomplete markets under general discount functions: Yushi Hamaguchi
2021: Regularized Quantile Regression with Interactive Fixed Effects: Junlong Feng
2021: Robust Contracting in General Contract Spaces: Julio Backhoff-Veraguas, Patrick Beissner and Ulrich Horst
2021: Stochastic leverage effect in high-frequency data: a Fourier based analysis: Imma Valentina Curato and Simona Sanfelici
2021: Weighted Envy-Freeness in Indivisible Item Allocation: Mithun Chakraborty, Ayumi Igarashi, Warut Suksompong and Yair Zick
2021: Matching Estimators with Few Treated and Many Control Observations: Bruno Ferman
2021: Spectral inference for large Stochastic Blockmodels with nodal covariates: Angelo Mele, Lingxin Hao, Joshua Cape and Carey E. Priebe
2021: Optimal make take fees in a multi market maker environment: Bastien Baldacci, Dylan Possama\"i and Mathieu Rosenbaum
2021: Optimal Bookmaking: Matthew Lorig, Zhou Zhou and Bin Zou
2021: General equilibrium in a heterogeneous-agent incomplete-market economy with many consumption goods and a risk-free bond: Bar Light
2021: (In)Stability for the Blockchain: Deleveraging Spirals and Stablecoin Attacks: Ariah Klages-Mundt and Andreea Minca
2021: Optimal Stopping under Model Ambiguity: a Time-Consistent Equilibrium Approach: Yu-Jui Huang and Xiang Yu
2021: A unified approach to xVA with CSA discounting and initial margin: Francesca Biagini, Alessandro Gnoatto and Immacolata Oliva
2021: Driver Surge Pricing: Nikhil Garg and Hamid Nazerzadeh
2021: Cointegration in high frequency data: Simon Clinet and Yoann Potiron
2021: Robust Mathematical Formulation and Probabilistic Description of Agent-Based Computational Economic Market Models: Maximilian Beikirch, Simon Cramer, Martin Frank, Philipp Otte, Emma Pabich and Torsten Trimborn
2021: Second-order Inductive Inference: an axiomatic approach: Patrick H. O'Callaghan
2021: Liquidity in Competitive Dealer Markets: Peter Bank, Ibrahim Ekren and Johannes Muhle-Karbe
2021: Simple Bounds for Utility Maximization with Small Transaction Costs: Bruno Bouchard and Johannes Muhle-Karbe
2021: Are Unobservables Separable?: Andrii Babii and Jean-Pierre Florens
2021: Approaches to Asian Option Pricing with Discrete Dividends: Jacob Lundgren and Yuri Shpolyanskiy
2021: Calibration of a Hybrid Local-Stochastic Volatility Stochastic Rates Model with a Control Variate Particle Method: Andrei Cozma, Matthieu Mariapragassam and Christoph Reisinger
2021: Asymptotics for rough stochastic volatility models: Martin Forde and Hongzhong Zhang
2021: TradeR: Practical Deep Hierarchical Reinforcement Learning for Trade Execution: Karush Suri, Xiao Qi Shi, Konstantinos Plataniotis and Yuri Lawryshyn
2021: Bayesian optimal investment and reinsurance with dependent financial and insurance risks: Nicole B\"auerle and Gregor Leimcke
2021: The Impact of COVID-19 on Stock Market Volatility in Pakistan: Ateeb Akhter Shah Syed and Kaneez Fatima
2021: Stock market's physical properties description based on Stokes law: Geoffrey Ducournau
2021: Panel semiparametric quantile regression neural network for electricity consumption forecasting: Xingcai Zhou and Jiangyan Wang
2021: Consequential LCA for territorial and multimodal transportation policies: method and application to the free-floating e-scooter disruption in Paris: Anne de Bortoli and Zoi Christoforou
2021: On the Subbagging Estimation for Massive Data: Tao Zou, Xian Li, Xuan Liang and Hansheng Wang
2021: Time Matters: Exploring the Effects of Urgency and Reaction Speed in Automated Traders: Henry Hanifan, Ben Watson, John Cartlidge and Dave Cliff
2021: Epidemics with Behavior: Satoshi Fukuda, Nenad Kos and Christoph Wolf
2021: Modelling Optimal Policies of Demand Responsive Transport and Interrelationships between Occupancy Rate and Costs: Jani-Pekka Jokinen
2021: Scale matters: The daily, weekly and monthly volatility and predictability of Bitcoin, Gold, and the S&P 500: Nassim Dehouche
2021: Forecasting high-frequency financial time series: an adaptive learning approach with the order book data: Parley Ruogu Yang
2021: How to Issue a Central Bank Digital Currency: David Chaum, Christian Grothoff and Thomas Moser
2021: A Comparison of Indonesia E-Commerce Sentiment Analysis for Marketing Intelligence Effort: Andry Alamsyah and Fatma Saviera
2021: The Cost of Pollution in the Upper Atoyac River Basin: A Systematic Review: Maria Eugenia Ibarraran, Romeo A. Saldana-Vazquez and Tamara Perez-Garcia
2021: Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings: Federico Belotti, Alessandro Casini, Leopoldo Catania, Stefano Grassi and Pierre Perron
2021: The use of primary energy factors and CO2 intensities -- reviewing the state of play in academic literature: Sam Hamels, Eline Himpe, Jelle Laverge, Marc Delghust, Kjartan Van den Brande, Arnold Janssens and Johan Albrecht
2021: Priming prosocial behavior and expectations in response to the Covid-19 pandemic -- Evidence from an online experiment: Valeria Fanghella, Thi-Thanh-Tam Vu and Luigi Mittone
2021: History-Augmented Collaborative Filtering for Financial Recommendations: Baptiste Barreau and Laurent Carlier
2021: Granddaughter and voting for a female candidate: Eiji Yamamura
2021: State Heterogeneity Analysis of Financial Volatility Using High-Frequency Financial Data: Dohyun Chun and Donggyu Kim
2021: General Bayesian time-varying parameter VARs for predicting government bond yields: Manfred Fischer, Niko Hauzenberger, Florian Huber and Michael Pfarrhofer
2021: Discord and Harmony in Networks: Andrea Galeotti, Benjamin Golub, Sanjeev Goyal and Rithvik Rao
2021: Does Bankruptcy Protection Affect Asset Prices? Evidence from changes in Homestead Exemptions: Yildiray Yildirim and Albert Zevelev
2021: Scaling of Urban Income Inequality in the United States: Elisa Heinrich Mora, Jacob J. Jackson, Cate Heine, Geoffrey B. West, Vicky Chuqiao Yang and Christopher P. Kempes
2021: Matching with Trade-offs: Revealed Preferences over Competing Characteristics: Alfred Galichon and Bernard Salani\'e
2021: Vector quantile regression and optimal transport, from theory to numerics: Guillaume Carlier, Victor Chernozhukov, Gwendoline De Bie and Alfred Galichon
2021: The Stochastic Balance Equation for the American Option Value Function and its Gradient: Malkhaz Shashiashvili
2021: Deep Equal Risk Pricing of Financial Derivatives with Multiple Hedging Instruments: Alexandre Carbonneau and Fr\'ed\'eric Godin
2021: Deep Stochastic Volatility Model: Xiuqin Xu and Ying Chen
2021: Optimal Dynamic Futures Portfolios Under a Multiscale Central Tendency Ornstein-Uhlenbeck Model: Tim Leung and Yang Zhou
2021: Regional and Sectoral Structures and Their Dynamics of Chinese Economy: A Network Perspective from Multi-Regional Input-Output Tables: Tao Wang, Shiying Xiao, Jun Yan and Panpan Zhang
2021: Optimal dynamic regulation of carbon emissions market: A variational approach: Ren\'e A\"id and Sara Biagini
2021: Understanding the Farmers, Environmental Citizenship Behaviors Towards Climate Change. The Moderating Mediating Role of Environmental Knowledge and Ascribed Responsibility: Immaculate Maumoh and Emmanuel H. Yindi
2021: Summarizing Online Conversation of Indonesia Tourism Industry using Network Text Analysis: Andry Alamsyah, Sheila Shafira and Muhamad Alfin Yudhistira
2021: Mapping Organization Knowledge Network and Social Media Based Reputation Management: Andry Alamsyah and Maribella Syawiluna
2021: Measuring Marketing Communications Mix Effort Using Magnitude Of Influence And Influence Rank Metric: Andry Alamsyah, Endang Sofyan and Tsana Hasti Nabila
2021: Interactions between social norms and incentive mechanisms in organizations: Ravshanbek Khodzhimatov, Stephan Leitner and Friederike Wall
2021: Property Business Classification Model Based on Indonesia E-Commerce Data: Andry Alamsyah, Fariz Denada Sudrajat and Herry Irawan
2021: Inference in Incomplete Models: Alfred Galichon and Marc Henry
2021: Set Identification in Models with Multiple Equilibria: Alfred Galichon and Marc Henry
2021: A learning scheme by sparse grids and Picard approximations for semilinear parabolic PDEs: Jean-Fran\c{c}ois Chassagneux, Junchao Chen, Noufel Frikha and Chao Zhou
2021: Data-driven analysis of central bank digital currency (CBDC) projects drivers: Toshiko Matsui and Daniel Perez
2021: Exploring the role of Awareness, Government Policy, and Infrastructure in adapting B2C E-Commerce to East African Countries: Emmanuel H. Yindi, Immaculate Maumoh and Prisillah L. Mahavile
2021: Misguided Use of Observed Covariates to Impute Missing Covariates in Conditional Prediction: A Shrinkage Problem: Charles Manski, Michael Gmeiner and Anat Tamburc
2021: Conditional Value at Risk and Partial Moments for the Metalog Distributions: Valentyn Khokhlov
2021: CoinTossX: An open-source low-latency high-throughput matching engine: Ivan Jericevich, Dharmesh Sing and Tim Gebbie
2021: Cointegrated Solutions of Unit-Root VARs: An Extended Representation Theorem: Mario Faliva and Maria Zoia
2021: A Novel Multi-Period and Multilateral Price Index: Consuelo Nava and Maria Zoia
2021: Estimation and Inference by Stochastic Optimization: Three Examples: Jean-Jacques Forneron and Serena Ng
2021: Mechanism Design Powered by Social Interactions: Dengji Zhao
2021: The relations of Choquet Integral and G-Expectation: Ju Hong Kim
2021: M\'etodos Emp\'iricos Aplicados \`a An\'alise Econ\^omica do Direito: Thomas Conti
2021: Auction Type Resolution on Smart Derivatives: Yusuke Ikeno, James Angel, Shin'ichiro Matsuo and Ryosuke Ushida
2021: Internal hydro- and wind portfolio optimisation in real-time market operations: Hans Ole Riddervold, Ellen Krohn Aasg{\aa}rd, Lisa Haukaas and Magnus Korp{\aa}s
2021: How Decentralized is the Governance of Blockchain-based Finance: Empirical Evidence from four Governance Token Distributions: Johannes Rude Jensen, Victor von Wachter and Omri Ross
2021: Monitoring the pandemic: A fractional filter for the COVID-19 contact rate: Tobias Hartl
2021: Approximate Bayes factors for unit root testing: Magris Martin and Iosifidis Alexandros
2021: Thiele's Differential Equation Based on Markov Jump Processes with Non-countable State Space: Emmanuel Coffie, Sindre Duedahl and Frank Proske
2021: Supporting Financial Inclusion with Graph Machine Learning and Super-App Alternative Data: Luisa Roa, Andr\'es Rodr\'iguez-Rey, Alejandro Correa-Bahnsen and Carlos Valencia
2021: Linear-quadratic stochastic delayed control and deep learning resolution: William Lefebvre and Enzo Miller
2021: Minimal entropy and uniqueness of price equilibria in a pure exchange economy: Andrea Loi and Stefano Matta
2021: Incentives for accelerating the production of Covid-19 vaccines in the presence of adjustment costs: Claudius Gros and Daniel Gros
2021: The Expediting Effect of Monitoring on Infrastructural Works. A Regression-Discontinuity Approach with Multiple Assignment Variables: Giuseppe Francesco Gori, Patrizia Lattarulo and Marco Mariani
2021: In and out of lockdown: Propagation of supply and demand shocks in a dynamic input-output model: Anton Pichler, Marco Pangallo, R. Maria del Rio-Chanona, François Lafond and J. Farmer
2021: Spatial Correlation Robust Inference: Ulrich K. M\"uller and Mark W. Watson
2021: Corporate Social Responsibility and Corporate Governance: A cognitive approach: Rania B\'eji, Ouidad Yousfi and Abdelwahed Omri
2021: Deep Structural Estimation: With an Application to Option Pricing: Hui Chen, Antoine Didisheim and Simon Scheidegger
2021: The Gender Pay Gap Revisited with Big Data: Do Methodological Choices Matter?: Anthony Strittmatter and Conny Wunsch
2021: Sustainable and Resilient Systems for Intergenerational Justice: Sahar Zandi
2021: A Core of E-Commerce Customer Experience based on Conversational Data using Network Text Methodology: Andry Alamsyah, Nurlisa Laksmiani and Lies Anisa Rahimi
2021: The Small World Phenomenon and Network Analysis of ICT Startup Investment in Indonesia and Singapore: Farid Naufal Aslam and Andry Alamsyah
2021: Big Data meets Causal Survey Research: Understanding Nonresponse in the Recruitment of a Mixed-mode Online Panel: Barbara Felderer, Jannis Kueck and Martin Spindler
2021: A Regret Analysis of Bilateral Trade: Nicol\`o Cesa-Bianchi, Tommaso Cesari, Roberto Colomboni, Federico Fusco and Stefano Leonardi
2021: The economic dependency of the Bitcoin security: Pavel Ciaian, d'Artis Kancs and Miroslava Rajcaniova
2021: Multilayer heat equations: application to finance: Andrey Itkin, A. Lipton and D. Muravey
2021: An Effort to Measure Customer Relationship Performance in Indonesia's Fintech Industry: Alisya Putri Rabbani, Andry Alamsyah and Sri Widiyanesti
2021: On Technical Trading and Social Media Indicators in Cryptocurrencies' Price Classification Through Deep Learning: Marco Ortu, Nicola Uras, Claudio Conversano, Giuseppe Destefanis and Silvia Bartolucci
2021: Power-Law Return-Volatility Cross Correlations of Bitcoin: T. Takaishi
2021: Surrogate Monte Carlo: A. Christian Silva and Fernando F. Ferreira
2021: LATE for History: Alberto Bisin and Andrea Moro
2021: Integrating Floor Plans into Hedonic Models for Rent Price Appraisal: Kirill Solovev and Nicolas Pr\"ollochs
2021: Interdependencies between Mining Costs, Mining Rewards and Blockchain Security: Pavel Ciaian, d'Artis Kancs and Miroslava Rajcaniova
2021: Constructing valid instrumental variables in generalized linear causal models from directed acyclic graphs: {\O}yvind Hoveid
2021: Best vs. All: Equity and Accuracy of Standardized Test Score Reporting: Sampath Kannan, Mingzi Niu, Aaron Roth and Rakesh Vohra
2021: Assessment of a failure prediction model in the energy sector: a multicriteria discrimination approach with Promethee based classification: Silvia Angilella and Maria Rosaria Pappalardo
2021: The corruptive force of AI-generated advice: Margarita Leib, Nils C. K\"obis, Rainer Rilke, Marloes Hagens and Bernd Irlenbusch
2021: Entropy methods for identifying hedonic models: Arnaud Dupuy, Alfred Galichon and Marc Henry
2021: Canonical Correlation and Assortative Matching: A Remark: Arnaud Dupuy and Alfred Galichon
2021: Personality Traits and the Marriage Market: Arnaud Dupuy and Alfred Galichon
2021: Selecting Matchings via Multiwinner Voting: How Structure Defeats a Large Candidate Space: Niclas Boehmer, Markus Brill and Ulrike Schmidt-Kraepelin
2021: Time-varying properties of asymmetric volatility and multifractality in Bitcoin: Tetsuya Takaishi
2021: REST: Relational Event-driven Stock Trend Forecasting: Wentao Xu, Weiqing Liu, Chang Xu, Jiang Bian, Jian Yin and Tie-Yan Liu
2021: How Misuse of Statistics Can Spread Misinformation: A Study of Misrepresentation of COVID-19 Data: Shailesh Bharati and Rahul Batra
2021: Aggregate Modeling and Equilibrium Analysis of the Crowdsourcing Market for Autonomous Vehicles: Xiaoyan Wang, Xi Lin and Meng Li
2021: Detecting and Quantifying Wash Trading on Decentralized Cryptocurrency Exchanges: Friedhelm Victor and Andrea Marie Weintraud
2021: Expected utility theory on mixture spaces without the completeness axiom: David McCarthy, Kalle Mikkola and Teruji Thomas
2021: Online voluntary mentoring: Optimising the assignment of students and mentors: P\'eter Bir\'o and M\'arton Gyetvai
2021: Linear programming approach to nonparametric inference under shape restrictions: with an application to regression kink designs: Harold D. Chiang, Kengo Kato, Yuya Sasaki and Takuya Ura
2021: Like Attract Like? A Structural Comparison of Homogamy across Same-Sex and Different-Sex Households: Edoardo Ciscato, Alfred Galichon and Marion Gouss\'e
2021: On Human Capital and Team Stability: Pierre-Andr\'e Chiappori, Alfred Galichon and Bernard Salani\'e
2021: Identification and Inference Under Narrative Restrictions: Raffaella Giacomini, Toru Kitagawa and Matthew Read
2021: Uncertainty spill-overs: when policy and financial realms overlap: Emanuele Bacchiocchi and Catalin Dragomirescu-Gaina
2021: Approximate Expected Utility Rationalization: Federico Echenique, Kota Saito and Taisuke Imai
2021: Deep Reinforcement Learning for Portfolio Optimization using Latent Feature State Space (LFSS) Module: Kumar Yashaswi
2021: Inference on two component mixtures under tail restrictions: Marc Henry, Koen Jochmans and Bernard Salani\'e
2021: Duality in dynamic discrete-choice models: Khai Xiang Chiong, Alfred Galichon and Matt Shum
2021: Local Utility and Multivariate Risk Aversion: Arthur Charpentier, Alfred Galichon and Marc Henry
2021: Labor Informality and Credit Market Accessibility: Alina Malkova, Klara Sabirianova Peter and Jan Svejnar
2021: Portfolio Performance Attribution via Shapley Value: Nicholas Moehle, Stephen Boyd and Andrew Ang
2021: Interactive Network Visualization of Opioid Crisis Related Data- Policy, Pharmaceutical, Training, and More: Olga Scrivner, Elizabeth McAvoy, Thuy Nguyen, Tenzin Choeden, Kosali Simon and Katy B\"orner
2021: Dynamic Structural Impact of the COVID-19 Outbreak on the Stock Market and the Exchange Rate: A Cross-country Analysis Among BRICS Nations: Rupam Bhattacharyya, Sheo Rama, Atul Kumar and Indrajit Banerjee
2021: Empowering Patients Using Smart Mobile Health Platforms: Evidence From A Randomized Field Experiment: Anindya Ghose, Xitong Guo, Beibei Li and Yuanyuan Dang
2021: Combination of window-sliding and prediction range method based on LSTM model for predicting cryptocurrency: Yifan Yao and Lina Wang
2021: FRM Financial Risk Meter for Emerging Markets: Souhir Ben Amor, Michael Althof and Wolfgang Karl H\"ardle
2021: Do the propensity and drivers of academics' engagement in research collaboration with industry vary over time?: Giovanni Abramo, Francesca Apponi and Ciriaco Andrea D'Angelo
2021: Gendered impact of COVID-19 pandemic on research production: a cross-country analysis: Giovanni Abramo, Ciriaco Andrea D'Angelo and Ida Mele
2021: The effects of citation-based research evaluation schemes on self-citation behavior: Giovanni Abramo, Ciriaco Andrea D'Angelo and Leonardo Grilli
2021: Group Quantization of Quadratic Hamiltonians in Finance: Santiago Garcia
2021: Lowest-cost virus suppression: Jacob Janssen and Yaneer Bar-Yam
2021: Black-box model risk in finance: Samuel N. Cohen, Derek Snow and Lukasz Szpruch
2021: View about consumption tax and grandchildren: Eiji Yamamura
2021: Liquidation, Leverage and Optimal Margin in Bitcoin Futures Markets: Zhiyong Cheng, Jun Deng, Tianyi Wang and Mei Yu
2021: Asymmetric Tsallis distributions for modelling financial market dynamics: Sandhya Devi
2021: Extreme dependence for multivariate data: Damien Bosc and Alfred Galichon
2021: Dilation bootstrap: Alfred Galichon and Marc Henry
2021: Assessing Sensitivity of Machine Learning Predictions.A Novel Toolbox with an Application to Financial Literacy: Falco J. Bargagli Stoffi, Kenneth De Beckker, Joana E. Maldonado and Kristof De Witte
2021: Ordinal and cardinal solution concepts for two-sided matching: Federico Echenique and Alfred Galichon
2021: Matching in Closed-Form: Equilibrium, Identification, and Comparative Statics: Raicho Bojilov and Alfred Galichon
2021: Research Methods of Assessing Global Value Chains: Sourish Dutta
2021: Comonotonic measures of multivariate risks: Ivar Ekeland, Alfred Galichon and Marc Henry
2021: Optimal transportation and the falsifiability of incompletely specified economic models: Ivar Ekeland, Alfred Galichon and Marc Henry
2021: A test of non-identifying restrictions and confidence regions for partially identified parameters: Alfred Galichon and Marc Henry
2021: Trade Union Strategies towards Platform Workers: Exploration Instead of Action (The Case of Hungarian Trade Unions): Szilvia Borbely, Csaba Mako, Miklos Illessy and Saeed Nostrabadi
2021: Cyber Risk in Health Facilities: A Systematic Literature Review: Alberto Sardi, Alessandro Rizzi, Enrico Sorano and Anna Guerrieri
2021: Dynamic Performance Management: An Approach for Managing the Common Goods: A. Sardi and E. Sorano
2021: A note on global identification in structural vector autoregressions: Emanuele Bacchiocchi and Toru Kitagawa
2021: Increasing the price of a university degree does not significantly affect enrolment if income contingent loans are available: evidence from HECS in Australia: Fabio Martinenghi
2021: Variational Autoencoders: A Hands-Off Approach to Volatility: Maxime Bergeron, Nicholas Fung, John Hull and Zissis Poulos
2021: Identification of Matching Complementarities: A Geometric Viewpoint: Alfred Galichon
2021: Mobility-based contact exposure explains the disparity of spread of COVID-19 in urban neighborhoods: Rajat Verma, Takahiro Yabe and Satish V. Ukkusuri
2021: Policy options for digital infrastructure strategies: A simulation model for broadband universal service in Africa: Edward Oughton
2021: De-carbonization of global energy use during the COVID-19 pandemic: Zhu Liu, Biqing Zhu, Philippe Ciais, Steven J. Davis, Chenxi Lu, Haiwang Zhong, Piyu Ke, Yanan Cui, Zhu Deng, Duo Cui, Taochun Sun, Xinyu Dou, Jianguang Tan, Rui Guo, Bo Zheng, Katsumasa Tanaka, Wenli Zhao and Pierre Gentine
2021: Applications of Machine Learning in Document Digitisation: Christian Dahl, Torben S. D. Johansen, Emil N. S{\o}rensen, Christian E. Westermann and Simon F. Wittrock
2021: Econometric model of children participation in family dairy farming in the center of dairy farming, West Java Province, Indonesia: Achmad Firman and Ratna Ayu Saptati
2021: Noether theorem in stochastic optimal control problems via contact symmetries: Francesco C. De Vecchi, Elisa Mastrogiacomo, Mattia Turra and Stefania Ugolini
2021: When to Quit Gambling, if You Must!: Sang Hu, Jan Obloj and Xun Yu Zhou
2021: The Refined Assortment Optimization Problem: Gerardo Berbeglia, Alvaro Flores and Guillermo Gallego
2021: Bounds and Heuristics for Multi-Product Personalized Pricing: Guillermo Gallego and Gerardo Berbeglia
2021: Hypothetical bias in stated choice experiments: Part II. Macro-scale analysis of literature and effectiveness of bias mitigation methods: Milad Haghani, Michiel Bliemer, John M. Rose, Harmen Oppewal and Emily Lancsar
2021: Hypothetical bias in stated choice experiments: Part I. Integrative synthesis of empirical evidence and conceptualisation of external validity: Milad Haghani, Michiel Bliemer, John M. Rose, Harmen Oppewal and Emily Lancsar
2021: Does Collateral Value Affect Asset Prices? Evidence from a Natural Experiment in Texas: Albert Zevelev
2021: How the Massachusetts Assault Weapons Ban Enforcement Notice Changed Firearm Sales: Meenakshi Balakrishna and Kenneth C. Wilbur
2021: Liquidity Stress Testing using Optimal Portfolio Liquidation: Mike Weber, Iuliia Manziuk and Bastien Baldacci
2021: Insurance Business and Sustainable Development: Dietmar Pfeifer and Vivien Langen
2021: The housing problem and revealed preference theory: duality and an application: Ivar Ekeland and Alfred Galichon
2021: Dual theory of choice with multivariate risks: Alfred Galichon and Marc Henry
2021: The VAR at Risk: Alfred Galichon
2021: The Econometrics and Some Properties of Separable Matching Models: Alfred Galichon and Bernard Salani\'e
2021: Airport Capacity and Performance in Europe -- A study of transport economics, service quality and sustainability: Branko Bubalo
2021: Super-replication with transaction costs under model uncertainty for continuous processes: Huy N. Chau, Masaaki Fukasawa and Miklos Rasonyi
2021: Pyramid scheme in stock market: a kind of financial market simulation: Yong Shi, Bo Li and Guangle Du
2021: The Great Equalizer: Medicare and the Geography of Consumer Financial Strain: Paul Goldsmith-Pinkham, Maxim Pinkovskiy and Jacob Wallace
2021: Discretizing Unobserved Heterogeneity: Thibaut Lamadon
2021: Artificial intelligence applied to bailout decisions in financial systemic risk management: Daniele Petrone, Neofytos Rodosthenous and Vito Latora
2021: The VIX index under scrutiny of machine learning techniques and neural networks: Ali Hirsa, Joerg Osterrieder, Branka Hadji Misheva, Wenxin Cao, Yiwen Fu, Hanze Sun and Kin Wai Wong
2021: Deep Hedging under Rough Volatility: Blanka Horvath, Josef Teichmann and Zan Zuric
2021: Teams: Heterogeneity, Sorting, and Complementarity: Stephane Bonhomme
2021: A survey of some recent applications of optimal transport methods to econometrics: Alfred Galichon
2021: Adaptive Random Bandwidth for Inference in CAViaR Models: Alain Hecq and Li Sun
2021: The Macroeconomic Impacts of Entitlements: Ateeb Akhter Shah Syed, Kaneez Fatima and Riffat Arshad
2021: From optimal martingales to randomized dual optimal stopping: Denis Belomestny and John Schoenmakers
2021: A Stochastic Time Series Model for Predicting Financial Trends using NLP: Pratyush Muthukumar and Jie Zhong
2021: Reinventing the Utility for DERs: A Proposal for a DSO-Centric Retail Electricity Market: Rabab Haider, David D'Achiardi, Venkatesh Venkataramanan, Anurag Srivastava, Anjan Bose and Anuradha M. Annaswamy
2021: Quantum crypto-economics: Blockchain prediction markets for the evolution of quantum technology: Peter P. Rohde, Vijay Mohan, Sinclair Davidson, Chris Berg, Darcy Allen, Gavin K. Brennen and Jason Potts
2021: Structural Interventions in Networks: Yang Sun, Wei Zhao and Junjie Zhou
2021: A Balance for Fairness: Fair Distribution Utilising Physics in Games of Characteristic Function Form: Song-Ju Kim, Taiki Takahashi and Kazuo Sano
2021: Policy choices can help keep 4G and 5G universal broadband affordable: Edward J Oughton, Niccol\`o Comini, Vivien Foster and Jim W Hall
2021: Narrow Bracketing in Work Choices: Francesco Fallucchi and Marc Kaufmann
2021: Portfolio Construction Using Stratified Models: Jonathan Tuck, Shane Barratt and Stephen Boyd
2021: Mechanistic Framework of Global Value Chains: Sourish Dutta
2021: Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19: Nick James
2021: Assessing the Sensitivity of Synthetic Control Treatment Effect Estimates to Misspecification Error: Billy Ferguson and Brad Ross
2021: A Pairwise Strategic Network Formation Model with Group Heterogeneity: With an Application to International Travel: Tadao Hoshino
2021: A machine learning solver for high-dimensional integrals: Solving Kolmogorov PDEs by stochastic weighted minimization and stochastic gradient descent through a high-order weak approximation scheme of SDEs with Malliavin weights: Riu Naito and Toshihiro Yamada
2021: United States FDA drug approvals are persistent and polycyclic: Insights into economic cycles, innovation dynamics, and national policy: Iraj Daizadeh
2021: Equitable preference relations on infinite utility streams: Ram Dubey and Giorgio Laguzzi
2021: Extended Gini Index: Ram Dubey and Giorgio Laguzzi
2021: On Classifying the Effects of Policy Announcements on Volatility: Giampiero Gallo, Demetrio Lacava and Edoardo Otranto
2021: Classification of Priorities Such That Deferred Acceptance is Obviously Strategyproof: Clayton Thomas
2021: A Stationary Kyle Setup: Microfounding propagator models: Michele Vodret, Iacopo Mastromatteo, Bence T\'oth and Michael Benzaquen
2021: Sentiment Correlation in Financial News Networks and Associated Market Movements: Xingchen Wan, Jie Yang, Slavi Marinov, Jan-Peter Calliess, Stefan Zohren and Xiaowen Dong
2021: Pattern recognition in micro-trading behaviors before stock price jumps: A framework based on multivariate time series analysis: Ao Kong, Robert Azencott, Hongliang Zhu and Xindan Li
2021: Causal Campbell-Goodhart's law and Reinforcement Learning: Hal Ashton
2021: Price of Anarchy of Simple Auctions with Interdependent Values: Alon Eden, Michal Feldman, Inbal Talgam-Cohen and Ori Zviran
2021: When Does it Pay Off to Learn a New Skill? Revealing the Complementary Benefit of Cross-Skilling: Fabian Stephany
2021: Learning Risk Preferences from Investment Portfolios Using Inverse Optimization: Shi Yu, Haoran Wang and Chaosheng Dong
2021: Lockdown effects in US states: an artificial counterfactual approach: Carlos B. Carneiro, I\'uri H. Ferreira, Marcelo Medeiros, Henrique F. Pires and Eduardo Zilberman
2021: An analysis of network filtering methods to sovereign bond yields during COVID-19: Raymond Ka-Kay Pang, Oscar Granados, Harsh Chhajer and Erika Fille Legara
2021: The impact of social influence in Australian real-estate: market forecasting with a spatial agent-based model: Benjamin Patrick Evans, Kirill Glavatskiy, Michael S. Harr\'e and Mikhail Prokopenko
2021: Sustainable Border Control Policy in the COVID-19 Pandemic: A Math Modeling Study: Zhen Zhu, Enzo Weber, Till Strohsal and Duaa Serhan
2021: The Identity Fragmentation Bias: Tesary Lin and Sanjog Misra
2021: Layoffs, Inequity and COVID-19: A Longitudinal Study of the Journalism Jobs Crisis in Australia from 2012 to 2020: Nik Dawson, Sacha Molitorisz, Marian-Andrei Rizoiu and Peter Fray
2021: Interacting Regional Policies in Containing a Disease: Arun G. Chandrasekhar, Paul Goldsmith-Pinkham, Matthew Jackson and Samuel Thau
2021: On the equivalence between the Kinetic Ising Model and discrete autoregressive processes: Carlo Campajola, Fabrizio Lillo, Piero Mazzarisi and Daniele Tantari
2021: Analytic Calibration in Andreasen-Huge SABR Model: K. E. Feldman
2021: Positionality-Weighted Aggregation Methods for Cumulative Voting: Takeshi Kato, Yasuhiro Asa and Misa Owa
2021: Tax-Aware Portfolio Construction via Convex Optimization: Nicholas Moehle, Mykel J. Kochenderfer, Stephen Boyd and Andrew Ang
2021: Equilibrium Behaviors in Repeated Games: Yingkai Li and Harry Pei
2021: On the value of non-Markovian Dynkin games with partial and asymmetric information: Tiziano De Angelis, Nikita Merkulov and Jan Palczewski
2021: Bridging the COVID-19 Data and the Epidemiological Model using Time Varying Parameter SIRD Model: Cem Çakmaklı and Yasin Simsek
2021: Impact of COVID-19 behavioral inertia on reopening strategies for New York City Transit: Ding Wang, Brian Yueshuai He, Jingqin Gao, Joseph Y. J. Chow, Kaan Ozbay and Shri Iyer
2021: Credit migration: Generating generators: Richard J. Martin
2021: Gender Inequality in Research Productivity During the COVID-19 Pandemic: Ruomeng Cui, Hao Ding and Feng Zhu
2021: Learning a functional control for high-frequency finance: Laura Leal, Mathieu Lauri\`ere and Charles-Albert Lehalle
2021: V-, U-, L-, or W-shaped economic recovery after COVID: Insights from an Agent Based Model: Dhruv Sharma, Jean-Philippe Bouchaud, Stanislao Gualdi, Marco Tarzia and Francesco Zamponi
2021: Modeling and Controlling the Spread of Epidemic with Various Social and Economic Scenarios: S. P. Lukyanets, I. S. Gandzha and O. V. Kliushnichenko
2021: A Bayesian Time-Varying Autoregressive Model for Improved Short- and Long-Term Prediction: Christoph Berninger, Almond St\"ocker and David R\"ugamer
2021: Choice with Endogenous Categorization: Andrew Ellis and Yusufcan Masatlioglu
2021: The Pricing of Quanto Options: An empirical copula approach: Rafael Felipe Carmargo Prudencio and Christian D. J\"akel
2021: Hedging and machine learning driven crude oil data analysis using a refined Barndorff-Nielsen and Shephard model: Humayra Shoshi and Indranil SenGupta
2021: Classical Option Pricing and Some Steps Further: Victor Olkhov
2021: Revealing Cluster Structures Based on Mixed Sampling Frequencies: Yeonwoo Rho, Yun Liu and Hie Joo Ahn
2021: Quantification of Risk in Classical Models of Finance: Alois Pichler and Ruben Schlotter
2021: On finite population games of optimal trading: David Evangelista and Yuri Thamsten
2021: Relative Arbitrage: Sharp Time Horizons and Motion by Curvature: Martin Larsson and Johannes Ruf
2021: Impact of Congestion Charge and Minimum Wage on TNCs: A Case Study for San Francisco: Sen Li, Kameshwar Poolla and Pravin Varaiya
2021: Causal mediation analysis with double machine learning: Helmut Farbmacher, Martin Huber, Luk\'a\v{s} Laff\'ers, Henrika Langen and Martin Spindler
2021: VAT Compliance Incentives: Maria-Augusta Miceli
2021: Identifiability and Estimation of Possibly Non-Invertible SVARMA Models: A New Parametrisation: Bernd Funovits
2021: Associating Ridesourcing with Road Safety Outcomes: Insights from Austin Texas: Eleftheria Kontou and Noreen C. McDonald
2021: Competition between shared autonomous vehicles and public transit: A case study in Singapore: Baichuan Mo, Zhejing Cao, Hongmou Zhang, Yu Shen and Jinhua Zhao
2021: Dynamics of the Price Behavior in Stock Market: A Statistical Physics Approach: Hung T. Diep and Gabriel Desgranges
2021: ResLogit: A residual neural network logit model for data-driven choice modelling: Melvin Wong and Bilal Farooq
2021: Econometrics For Decision Making: Building Foundations Sketched By Haavelmo And Wald: Charles Manski
2021: High-Dimensional Granger Causality Tests with an Application to VIX and News: Andrii Babii, Eric Ghysels and Jonas Striaukas
2021: A Quantum algorithm for linear PDEs arising in Finance: Filipe Fontanela, Antoine Jacquier and Mugad Oumgari
2021: Pricing FX Options under Intermediate Currency: S. Maurer, T. E. Sharp and M. V. Tretyakov
2021: An analysis of Uniswap markets: Guillermo Angeris, Hsien-Tang Kao, Rei Chiang, Charlie Noyes and Tarun Chitra
2021: Price mediated contagion through capital ratio requirements with VWAP liquidation prices: Tathagata Banerjee and Zachary Feinstein
2021: Sector Neutral Portfolios: Long memory motifs persistence in market structure dynamics: Jeremy Turiel and Tomaso Aste
2021: Stability of Equilibrium Asset Pricing Models: A Necessary and Sufficient Condition: Jaroslav Borovička and John Stachurski
2021: Debiased/Double Machine Learning for Instrumental Variable Quantile Regressions: Jau-er Chen, Chien-Hsun Huang and Jia-Jyun Tien
2021: Dynamics of symmetric SSVI smiles and implied volatility bubbles: Mehdi El Amrani, Antoine Jacquier and Claude Martini
2021: Subspace Clustering for Panel Data with Interactive Effects: Jiangtao Duan, Wei Gao, Hao Qu and Hon Keung Tony
2021: Deep Prediction of Investor Interest: a Supervised Clustering Approach: Baptiste Barreau, Laurent Carlier and Damien Challet
2021: Tree-based Synthetic Control Methods: Consequences of moving the US Embassy: Nicolaj S{\o}ndergaard M\"uhlbach and Mikkel Slot Nielsen
2021: Improving Information from Manipulable Data: Alex Frankel and Navin Kartik
2021: A procedure for loss-optimising default definitions across simulated credit risk scenarios: Arno Botha, Conrad Beyers and Pieter de Villiers
2021: Heterogeneous Choice Sets and Preferences: Levon Barseghyan, Maura Coughlin, Francesca Molinari and Joshua Teitelbaum
2021: Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol: Darjus Hosszejni and Gregor Kastner
2021: Dynamically Stable Matching: Laura Doval
2021: lpdensity: Local Polynomial Density Estimation and Inference: Matias Cattaneo, Michael Jansson and Xinwei Ma
2021: Supervised Machine Learning for Eliciting Individual Demand: John A. Clithero, Jae Joon Lee and Joshua Tasoff
2021: Limit Theorems for Network Dependent Random Variables: Denis Kojevnikov, Vadim Marmer and Kyungchul Song
2021: The Incidental Parameters Problem in Testing for Remaining Cross-section Correlation: Arturas Juodis and Simon Reese
2021: On LASSO for Predictive Regression: Ji Hyung Lee, Zhentao Shi and Zhan Gao
2021: Robustness in the Optimization of Risk Measures: Paul Embrechts, Alexander Schied and Ruodu Wang
2021: An alternative quality of life ranking on the basis of remittances: D\'ora Gr\'eta Petr\'oczy
2021: Shape-Enforcing Operators for Point and Interval Estimators: Xi Chen, Victor Chernozhukov, Iv\'an Fern\'andez-Val, Scott Kostyshak and Ye Luo
2021: Scalar multivariate risk measures with a single eligible asset: Zachary Feinstein and Birgit Rudloff
2021: A Bayesian panel VAR model to analyze the impact of climate change on high-income economies: Florian Huber, Tamás Krisztin and Michael Pfarrhofer
2021: Explicit description of all deflators for market models under random horizon with applications to NFLVR: Tahir Choulli and Sina Yansori
2021: Protecting Pegged Currency Markets from Speculative Investors: Eyal Neuman and Alexander Schied
2021: The time interpretation of expected utility theory: Ole Peters and Alexander Adamou
2021: Identification of hedonic equilibrium and nonseparable simultaneous equations: Victor Chernozhukov, Alfred Galichon, Marc Henry and Brendan Pass
2021: Universal Trading for Order Execution with Oracle Policy Distillation: Yuchen Fang, Kan Ren, Weiqing Liu, Dong Zhou, Weinan Zhang, Jiang Bian, Yong Yu and Tie-Yan Liu
2021: Indian Economy and Nighttime Lights: Jeet Agnihotri and Subhankar Mishra
2021: Wavelet Denoised-ResNet CNN and LightGBM Method to Predict Forex Rate of Change: Yiqi Zhao and Matloob Khushi
2021: Event-Driven LSTM For Forex Price Prediction: Ling Qi, Matloob Khushi and Josiah Poon
2021: Resource Availability in the Social Cloud: An Economics Perspective: Pramod C. Mane, Nagarajan Krishnamurthy and Kapil Ahuja
2021: Flashot: A Snapshot of Flash Loan Attack on DeFi Ecosystem: Yixin Cao, Chuanwei Zou and Xianfeng Cheng
2021: Controlling volatility of wind-solar power: Hans Lustfeld
2021: The Impact of the COVID-19 Pandemic on Scientific Research in the Life Sciences: Massimo Riccaboni and Luca Verginer
2021: Nonstationary Portfolios: Diversification in the Spectral Domain: Bruno Scalzo, Alvaro Arroyo, Ljubisa Stankovic and Danilo P. Mandic
2021: Social Mobility in India: A. Singh, A. Forcina and K. Muniyoor
2021: Recruitment, effort, and retention effects of performance contracts for civil servants: Experimental evidence from Rwandan primary schools: Clare Leaver, Owen Ozier, Pieter Serneels and Andrew Zeitlin
2021: Global health science leverages established collaboration network to fight COVID-19: Stefano Bianchini, Moritz M\"uller, Pierre Pelletier and Kevin Wirtz
2021: An evolutionary view on the emergence of Artificial Intelligence: Matheus Leusin, Bjoern Jindra and Daniel S. Hain
2021: Time Series (re)sampling using Generative Adversarial Networks: Christian Dahl and Emil N. S{\o}rensen
2021: Rapid detection of fast innovation under the pressure of COVID-19: Nicola Melluso, Andrea Bonaccorsi, Filippo Chiarello and Gualtiero Fantoni
2021: Shapley-Scarf Housing Markets: Respecting Improvement, Integer Programming, and Kidney Exchange: P\'eter Bir\'o, Flip Klijn, Xenia Klimentova and Ana Viana
2021: Conservative Updating: Matthew Kovach
2021: Network-centric indicators for fragility in global financial indices: Areejit Samal, Sunil Kumar, Yasharth Yadav and Anirban Chakraborti
2021: A Class of Explicit optimal contracts in the face of shutdown: Jessica Martin and St\'ephane Villeneuve
2021: Evaluating the Discrimination Ability of Proper Multivariate Scoring Rules: Carol Alexander, Michael Coulon, Yang Han and Xiaochun Meng
2021: The Behavioral Economics of Intrapersonal Conflict: A Critical Assessment: Sebastian Kr\"ugel and Matthias Uhl
2021: Tree-based Node Aggregation in Sparse Graphical Models: Ines Wilms and Jacob Bien
2021: Estimating value at risk and conditional tail expectation for extreme and aggregate risks: Suman Thapa and Yiqiang Q. Zhao
2021: A deep learning algorithm for optimal investment strategies: Daeyung Gim and Hyungbin Park
2021: The Bootstrap for Network Dependent Processes: Denis Kojevnikov
2021: New Formulations of Ambiguous Volatility with an Application to Optimal Dynamic Contracting: Peter G. Hansen
2021: Gaussian Process Latent Class Choice Models: Georges Sfeir, Filipe Rodrigues and Maya Abou-Zeid
2021: Investors Embrace Gender Diversity, Not Female CEOs: The Role of Gender in Startup Fundraising: Christopher Cassion, Yuhang Qian, Constant Bossou and Margareta Ackerman
2021: The sooner the better: lives saved by the lockdown during the COVID-19 outbreak. The case of Italy: Roy Cerqueti, Raffaella Coppier, Alessandro Girardi and Marco Ventura
2021: Current and Emergent Economic Impacts of Covid-19 and Brexit on UK Fresh Produce and Horticultural Businesses: Lilian Korir, Archie Drake, Martin Collison, Tania Carolina Camacho-Villa, Elizabeth Sklar and Simon Pearson
2021: Hiding Behind Machines: When Blame Is Shifted to Artificial Agents: Till Feier, Jan Gogoll and Matthias Uhl
2021: Four Ways to Scale Up: Smart, Dumb, Forced, and Fumbled: Bent Flyvbjerg
2021: Understanding the uneven spread of COVID-19 in the context of the global interconnected economy: Dimitrios Tsiotas and Vassilis Tselios
2021: Sample path generation of the stochastic volatility CGMY process and its application to path-dependent option pricing: Young Shin Kim
2021: Identifying and Estimating Perceived Returns to Binary Investments: Clint Harris
2021: Collective strategy condensation: When envy splits societies: Claudius Gros
2021: Data sharing games: V\'ictor Gallego, Roi Naveiro, David R\'ios Insua and Wolfram Rozas
2021: Robustness of the international oil trade network under targeted attacks to economies: N. Wei, W. -J. Xie and W. -X. Zhou
2021: The Market Measure of Carbon Risk and its Impact on the Minimum Variance Portfolio: Th\'eo Roncalli, Th\'eo Le Guenedal, Fr\'ed\'eric Lepetit, Thierry Roncalli and Takaya Sekine
2021: Exploring the Complicated Relationship Between Patents and Standards, With a Particular Focus on the Telecommunications Sector: Nikolaos Athanasios Anagnostopoulos
2021: A Certainty Equivalent Merton Problem: Nicholas Moehle and Stephen Boyd
2021: How COVID-19 influences healthcare workers' happiness: Panel data analysis in Japan: Eiji Yamamura and Yoshiro Tsutsui
2021: A nowcasting approach to generate timely estimates of Mexican economic activity: An application to the period of COVID-19: Francisco Corona, Graciela Gonz\'alez-Far\'ias and Jes\'us L\'opez-P\'erez
2021: The Role of Cost in the Integration of Security Features in Integrated Circuits for Smart Cards: Nikolaos Athanasios Anagnostopoulos
2021: Discrete Choice Analysis with Machine Learning Capabilities: Youssef M. Aboutaleb, Mazen Danaf, Yifei Xie and Moshe Ben-Akiva
2021: Pricing Energy Storage in Real-time Market: Cong Chen, Lang Tong and Ye Guo
2021: Unveiling Spatial Patterns of Disaster Impacts and Recovery Using Credit Card Transaction Variances: Faxi Yuan, Amir Esmalian, Bora Oztekin and Ali Mostafavi
2021: Political Regime and COVID 19 death rate: efficient, biasing or simply different autocracies ?: Guilhem Cassan and Milan Van Steenvoort
2021: A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver: Akihiko Takahashi, Yoshifumi Tsuchida and Toshihiro Yamada
2021: The Two-Sided Market Network Analysis Based on Transfer Entropy & Labelr: Seung Bin Baik
2021: Capital growth and survival strategies in a market with endogenous prices: Mikhail Zhitlukhin
2021: Machine Learning for Strategic Inference: Inkoo Cho and Jonathan Libgober
2021: Is the Capability approach a useful tool for decision aiding in public policy making?: Nicolas Fayard, Chabane Mazri and Alexis Tsouki\`as
2021: Where does the Stimulus go? Deep Generative Model for Commercial Banking Deposits: Ni Zhan
2021: Graphical Models for Financial Time Series and Portfolio Selection: Ni Zhan, Yijia Sun, Aman Jakhar and He Liu
2021: Extensive networks would eliminate the demand for pricing formulas: Jaegi Jeon, Kyunghyun Park and Jeonggyu Huh
2021: Probabilistic Framework For Loss Distribution Of Smart Contract Risk: Petar Jevtic and Nicolas Lanchier
2021: How does COVID-19 change insurance and vaccine demand? Evidence from short-panel data in Japan: Eiji Yamamura and Yoshiro Tsutsui
2021: A Contextualist Decision Theory: Saleh Afroogh
2021: Nine Challenges in Modern Algorithmic Trading and Controls: Jackie Shen
2021: Mechanism Design for Cumulative Prospect Theoretic Agents: A General Framework and the Revelation Principle: Soham R. Phade and Venkat Anantharam
2021: Leadership and Institutional Reforms: Matata Ponyo Mapon and Jean-Paul K. Tsasa
2021: Long-term effects of female teacher on her pupils' smoking behaviour later in life: Eiji Yamamura
2021: Female teachers effect on male pupils' voting behavior and preference formation: Eiji Yamamura
2021: Changing views about remote working during the COVID-19 pandemic: Evidence using panel data from Japan: Eiji Yamamura and Yoshiro Tsutsui
2021: Impact of closing schools on mental health during the COVID-19 pandemic: Evidence using panel data from Japan: Eiji Yamamura and Yoshiro Tsutsui
2021: Multi-Scale Games: Representing and Solving Games on Networks with Group Structure: Kun Jin, Yevgeniy Vorobeychik and Mingyan Liu
2021: The Log Moment formula for implied volatility: Vimal Raval and Antoine Jacquier
2021: One-dimensional game-theoretic differential equations: Rafa{\l} M. {\L}ochowski, Nicolas Perkowski and David J. Pr\"omel
2021: DKPRG or how to succeed in the Kolkata Paise Restaurant gamevia TSP: Kalliopi Kastampolidou, Christos Papalitsas and Theodore Andronikos
2021: Twitter Subjective Well-Being Indicator During COVID-19 Pandemic: A Cross-Country Comparative Study: Tiziana Carpi, Airo Hino, Stefano Iacus and Giuseppe Porro
2021: The fiscal response to revenue shocks: Simon Berset, Martin Huber and Mark Schelker
2021: The Elephant in the Room: Why Transformative Education Must Address the Problem of Endless Exponential Economic Growth: Chirag Dhara and Vandana Singh
2021: Evidence and Behaviour of Support and Resistance Levels in Financial Time Series: Ken Chung and Anthony Bellotti
2021: Beating the Market with Generalized Generating Portfolios: Patrick Mijatovic
2021: Towards a more sustainable academic publishing system: Mohsen Kayal, Jane Ballard and Ehsan Kayal
2021: Decomposition of Bilateral Trade Flows Using a Three-Dimensional Panel Data Model: Yufeng Mao, Bin Peng, Mervyn Silvapulle, Param Silvapulle and Yanrong Yang
2021: A Two-Population Mortality Model to Assess Longevity Basis Risk: Selin \"Ozen and \c{S}ule \c{S}ahin
2021: The Impact of Digital Marketing on Sausage Manufacturing Companies in the Altos of Jalisco: Guillermo Jose Navarro del Toro
2021: Diagnosis of systemic risk and contagion across financial sectors: Sayuj Choudhari and Richard Licheng Zhu
2021: GDP Forecasting using Payments Transaction Data: Arunav Das
2021: Visual Analytics approach for finding spatiotemporal patterns from COVID19: Arunav Das
2021: Exponential Kernels with Latency in Hawkes Processes: Applications in Finance: Marcos Costa Santos Carreira
2021: Modelling Universal Order Book Dynamics in Bitcoin Market: Fabin Shi, Nathan Aden, Shengda Huang, Neil Johnson, Xiaoqian Sun, Jinhua Gao, Li Xu, Huawei Shen, Xueqi Cheng and Chaoming Song
2021: Causal Gradient Boosting: Boosted Instrumental Variable Regression: Edvard Bakhitov and Amandeep Singh
2021: Testing Models of Strategic Uncertainty: Equilibrium Selection in Repeated Games: Emanuel Vespa, Taylor Weidman and Alistair Wilson
2021: Crisis Propagation in a Heterogeneous Self-Reflexive DSGE Model: Federico Guglielmo Morelli, Michael Benzaquen, Jean-Philippe Bouchaud and Marco Tarzia
2021: Should the government reward cooperation? Insights from an agent-based model of wealth redistribution: Frank Schweitzer, Luca Verginer and Giacomo Vaccario
2021: Copositive Duality for Discrete Markets and Games: Cheng Guo, Merve Bodur and Joshua A. Taylor
2021: Scared into Action: How Partisanship and Fear are Associated with Reactions to Public Health Directives: Mike Lindow, David DeFranza, Arul Mishra and Himanshu Mishra
2021: Intergenerational transmission of culture among immigrants: Gender gap in education among first and second generations: Hamid NoghaniBehambari, Nahid Tavassoli and Farzaneh Noghani
2021: Quantifying the importance of firms by means of reputation and network control: Yan Zhang and Frank Schweitzer
2021: Optimal reinsurance problem under fixed cost and exponential preferences: Matteo Brachetta and Claudia Ceci
2021: Social Media, Content Moderation, and Technology: Yi Liu, Pinar Yildirim and Z. John Zhang
2021: Dynamic pricing under nested logit demand: David M\"uller, Yurii Nesterov and Vladimir Shikhman
2021: Text analysis in financial disclosures: Sridhar Ravula
2021: Learning and Upgrading in Global Value Chains: An Analysis of India's Manufacturing Sector: Sourish Dutta
2021: Short Rate Dynamics: A Fed Funds and SOFR perspective: Karol Gellert and Erik Schl\"ogl
2021: Quantum option pricing using Wick rotated imaginary time evolution: Santosh Kumar Radha
2021: Mean-Variance Investment and Risk Control Strategies -- A Time-Consistent Approach via A Forward Auxiliary Process: Yang Shen and Bin Zou
2021: Early-life Income Shocks and Old-Age Cause-Specific Mortality: Hamid NoghaniBehambari, Farzaneh Noghani and Nahid Tavassoli
2021: A Reinforcement Learning Based Encoder-Decoder Framework for Learning Stock Trading Rules: Mehran Taghian, Ahmad Asadi and Reza Safabakhsh
2021: Best-response dynamics in directed network games: P\'eter Bayer, Gy\"orgy Kozics and N\'ora Gabriella Sz\H{o}ke
2021: A $C^{0,1}$-functional It\^o's formula and its applications in mathematical finance: Bruno Bouchard, Gr\'egoire Loeper and Xiaolu Tan
2021: On the RND under Heston's stochastic volatility model: Ben Boukai
2021: The 'COVID' Crash of the 2020 U.S. Stock Market: Min Shu, Ruiqiang Song and Wei Zhu
2021: Using the Econometric Models for Identification of Risk Factors for Albanian SMEs (Case study: SMEs of Gjirokastra region): Lorenc Kociu and Kledian Kodra
2021: Bootstrapping Non-Stationary Stochastic Volatility: H. Peter Boswijk, Giuseppe Cavaliere, Anders Rahbek and Iliyan Georgiev
2021: Ramadan and Infants Health Outcomes: Hossein Abbaszadeh Shahri
2021: Comparison of the effects of investor attention using search volume data before and after mobile device popularization: Jonghyeon Min
2021: Exploring the association between R&D expenditure and the job quality in the European Union: Fernando Almeida and Nelson Amoedo
2021: Visualizing the Financial Impact of Presidential Tweets on Stock Markets: Ujwal Kandi, Sasikanth Gujjula, Venkatesh Buddha and V S Bhagavan
2021: Firearms Law and Fatal Police Shootings: A Panel Data Analysis: Marco Rogna and Diep Bich Nguyen
2021: Does external medical review reduce disability insurance inflow?: Helge Liebert
2021: Forecasting Commodity Prices Using Long Short-Term Memory Neural Networks: Racine Ly, Fousseini Traore and Khadim Dia
2021: Market Making with Stochastic Liquidity Demand: Simultaneous Order Arrival and Price Change Forecasts: Agostino Capponi, Jos\'e E. Figueroa-L\'opez and Chuyi Yu
2021: Valuation of electricity storage contracts using the COS method: Boris C. Boonstra and Cornelis Oosterlee
2021: Friend-Based Ranking in Practice: Francis Bloch and Matthew Olckers
2021: Dynamic Curves for Decentralized Autonomous Cryptocurrency Exchanges: Bhaskar Krishnamachari, Qi Feng and Eugenio Grippo
2021: Optimal control of the decumulation of a retirement portfolio with variable spending and dynamic asset allocation: Peter A. Forsyth, Kenneth R. Vetzal and Graham Westmacott
2021: Improved ACD-based financial trade durations prediction leveraging LSTM networks and Attention Mechanism: Yong Shi, Wei Dai, Wen Long and Bo Li
2021: Does double-blind peer-review reduce bias? Evidence from a top computer science conference: Mengyi Sun, Jainabou Barry Danfa and Misha Teplitskiy
2021: Analyzing the response to TV serials retelecast during COVID19 lockdown in India: Sandeep Ranjan
2021: Upswing in Industrial Activity and Infant Mortality during Late 19th Century US: Nahid Tavassoli, Hamid Noghanibehambari, Farzaneh Noghani and Mostafa Toranji
2021: Measurement of Global Value Chain (GVC) Participation in World Development Report 2020: Sourish Dutta
2021: Predicting CEO Compensation in Non-Controlled Public Corporations with the Canonical Regression Quantile Method: Joseph Haimberg and Stephen Portnoy
2021: Theory and Applications of Financial Chaos Index: Masoud Ataei, Shengyuan Chen, Zijiang Yang and M. Reza Peyghami
2021: Liquidity Stress Testing in Asset Management -- Part 1. Modeling the Liability Liquidity Risk: Thierry Roncalli, Fatma Karray-Meziou, Fran\c{c}ois Pan and Margaux Regnault
2021: Online Multivalid Learning: Means, Moments, and Prediction Intervals: Varun Gupta, Christopher Jung, Georgy Noarov, Mallesh M. Pai and Aaron Roth
2021: A Model of Market Making and Price Impact: Angad Singh
2021: Regression Discontinuity Design with Many Thresholds: Marinho Bertanha
2021: The OxyContin Reformulation Revisited: New Evidence From Improved Definitions of Markets and Substitutes: Shiyu Zhang and Daniel Guth
2021: Mind the wealth gap: a new allocation method to match micro and macro statistics for household wealth: Michele Cantarella, Andrea Neri and Maria Giovanna Ranalli
2021: Using attention to model long-term dependencies in occupancy behavior: Max Kleinebrahm, Jacopo Torriti, Russell McKenna, Armin Ardone and Wolf Fichtner
2021: Credit Crunch: The Role of Household Lending Capacity in the Dutch Housing Boom and Bust 1995-2018: Menno Schellekens and Taha Yasseri
2021: The Value Added of Machine Learning to Causal Inference: Evidence from Revisited Studies: Anna Baiardi and Andrea A. Naghi
2021: Bankruptcy prediction using disclosure text features: Sridhar Ravula
2021: Governmental incentives for green bonds investment: Bastien Baldacci and Dylan Possama\"i
2021: What does the consumer know about the environmental damage caused by the disposable cup and the need to replace it: Guillermo Jos\'e Navarro del Toro
2021: COVID-19 spreading in financial networks: A semiparametric matrix regression model: Monica Billio, Roberto Casarin, Costola Michele and Iacopini Matteo
2021: The 2020 Global Stock Market Crash: Endogenous or Exogenous?: Ruiqiang Song, Min Shu and Wei Zhu
2021: Exploring the Impact of COVID-19 in the Sustainability of Airbnb Business Model: Rim Krouk and Fernando Almeida
2021: Forward indifference valuation and hedging of basis risk under partial information: Mahan Tahvildari
2021: Pricing spread option with liquidity adjustments: Kevin Shuai Zhang and Traian Pirvu
2021: Measuring Human Adaptation to AI in Decision Making: Application to Evaluate Changes after AlphaGo: Minkyu Shin, Jin Kim and Minkyung Kim
2021: Cities in a world of diminishing transport costs: Tomoya Mori and Minoru Osawa
2021: Binary Classification Tests, Imperfect Standards, and Ambiguous Information: Gabriel Ziegler
2021: The Averaging Principle for Non-autonomous Slow-fast Stochastic Differential Equations and an Application to a Local Stochastic Volatility Model: Filippo de Feo
2021: Estimating real-world probabilities: A forward-looking behavioral framework: Ricardo Cris\'ostomo
2021: Effective Algorithms for Optimal Portfolio Deleveraging Problem with Cross Impact: Hezhi Luo, Yuanyuan Chen, Xianye Zhang, Duan Li and Huixian Wu
2021: Risk & returns around FOMC press conferences: a novel perspective from computer vision: Alexis Marchal
2021: Asymptotic Normality for Multivariate Random Forest Estimators: Kevin Li
2021: Robust Analysis of Stock Price Time Series Using CNN and LSTM-Based Deep Learning Models: Sidra Mehtab, Jaydip Sen and Subhasis Dasgupta
2021: Weak Identification in Discrete Choice Models: David T. Frazier, Eric Renault, Lina Zhang and Xueyan Zhao
2021: Bitcoin's future carbon footprint: Shize Qin, Lena Klaa{\ss}en, Ulrich Gallersd\"orfer, Christian Stoll and Da Zhang
2021: Consumer Theory with Non-Parametric Taste Uncertainty and Individual Heterogeneity: Christopher Dobronyi and Christian Gouri\'eroux
2021: On Information Asymmetry in Competitive Multi-Agent Reinforcement Learning: Convergence and Optimality: Ezra Tampubolon, Haris Ceribasic and Holger Boche
2021: The English Patient: Evaluating Local Lockdowns Using Real-Time COVID-19 & Consumption Data: John Gathergood and Benedict Guttman-Kenney
2021: Information thermodynamics of financial markets: the Glosten-Milgrom model: L\'eo Touzo, Matteo Marsili and Don Zagier
2021: DoubleEnsemble: A New Ensemble Method Based on Sample Reweighting and Feature Selection for Financial Data Analysis: Chuheng Zhang, Yuanqi Li, Xi Chen, Yifei Jin, Pingzhong Tang and Jian Li
2021: Local Regression Distribution Estimators: Matias Cattaneo, Michael Jansson and Xinwei Ma
2021: Network geometry and market instability: Areejit Samal, Hirdesh K. Pharasi, Sarath Jyotsna Ramaia, Harish Kannan, Emil Saucan, J\"urgen Jost and Anirban Chakraborti
2021: How Market Ecology Explains Market Malfunction: Maarten P. Scholl, Anisoara Calinescu and J. Farmer
2021: Explicit solution simulation method for the 3/2 model: Iro Ren\'e Kouarfate, Michael A. Kouritzin and Anne MacKay
2021: Do economic effects of the anti-COVID-19 lockdowns in different regions interact through supply chains?: Hiroyasu Inoue, Yohsuke Murase and Yasuyuki Todo
2021: Spearman's footrule and Gini's gamma: Local bounds for bivariate copulas and the exact region with respect to Blomqvist's beta: Damjana Kokol Bukov\v{s}ek, Toma\v{z} Ko\v{s}ir, Bla\v{z} Moj\v{s}kerc and Matja\v{z} Omladi\v{c}
2021: Strategy-proof allocation with outside option: Jun Zhang
2021: Scenario Forecast of Cross-border Electric Interconnection towards Renewables in South America: Wenhao Wang, Jing Meng, Duan Chen and Wei Cong
2021: Tiered Random Matching Markets: Rank is Proportional to Popularity: Itai Ashlagi, Mark Braverman, Amin Saberi, Clayton Thomas and Geng Zhao
2021: Law-invariant functionals that collapse to the mean: Fabio Bellini, Pablo Koch-Medina, Cosimo Munari and Gregor Svindland
2021: Exact Computation of Maximum Rank Correlation Estimator: Youngki Shin and Zvezdomir Todorov
2021: Series expansions and direct inversion for the Heston model: Simon J. A. Malham, Jiaqi Shen and Anke Wiese
2021: Bounding Infection Prevalence by Bounding Selectivity and Accuracy of Tests: With Application to Early COVID-19: Jörg Stoye
2021: On social welfare orders satisfying anonymity and asymptotic density-one Pareto: Ram Dubey, Giorgio Laguzzi and Francesco Ruscitti
2021: "Big Data" and its Origins: Francis Diebold
2021: Who Manipulates Data During Pandemics? Evidence from Newcomb-Benford Law: Vadim S. Balashov, Yuxing Yan and Xiaodi Zhu
2021: Perpetual American options with asset-dependent discounting: Jonas Al-Hadad and Zbigniew Palmowski
2021: Polarization in Networks: Identification-alienation Framework: Kenan Huremović and Ali Ozkes
2021: Optimal portfolios for different anticipating integrals under insider information: Carlos Escudero and Sandra Ranilla-Cortina
2021: Quantum Computing for Finance: State of the Art and Future Prospects: Daniel J. Egger, Claudio Gambella, Jakub Marecek, Scott McFaddin, Martin Mevissen, Rudy Raymond, Andrea Simonetto, Stefan Woerner and Elena Yndurain
2021: Markowitz portfolio selection for multivariate affine and quadratic Volterra models: Eduardo Abi Jaber, Enzo Miller and Huy\^en Pham
2021: From the Black-Karasinski to the Verhulst model to accommodate the unconventional Fed's policy: Andrey Itkin, A. Lipton and D. Muravey
2021: First exit-time analysis for an approximate Barndorff-Nielsen and Shephard model with stationary self-decomposable variance process: Shantanu Awasthi and Indranil SenGupta
2021: IMF Programs and Economic Growth in the DRC: Matata Ponyo Mapon and Jean-Paul K. Tsasa
2021: Coordinated Transaction Scheduling in Multi-Area Electricity Markets: Equilibrium and Learning: Mariola Ndrio, Subhonmesh Bose, Lang Tong and Ye Guo
2021: AdaVol: An Adaptive Recursive Volatility Prediction Method: Nicklas Werge and Olivier Wintenberger
2021: Renewable Power Trades and Network Congestion Externalities: Nayara Aguiar, Indraneel Chakraborty and Vijay Gupta
2021: Optimal Equilibria for Multi-dimensional Time-inconsistent Stopping Problems: Yu-Jui Huang and Zhenhua Wang
2021: Super-App Behavioral Patterns in Credit Risk Models: Financial, Statistical and Regulatory Implications: Luisa Roa, Alejandro Correa-Bahnsen, Gabriel Suarez, Fernando Cort\'es-Tejada, Mar\'ia A. Luque and Cristi\'an Bravo
2021: Deep Learning for Portfolio Optimization: Zihao Zhang, Stefan Zohren and Stephen Roberts
2021: Non-Extensive Value-at-Risk Estimation During Times of Crisis: Ahmad Hajihasani, Ali Namaki, Nazanin Asadi and Reza Tehrani
2021: Instability of Defection in the Prisoner's Dilemma Under Best Experienced Payoff Dynamics: Srinivas Arigapudi, Yuval Heller and Igal Milchtaich
2021: A Theory of the Saving Rate of the Rich: Qingyin Ma and Alexis Akira Toda
2021: Multinomial logit processes and preference discovery: inside and outside the black box: Simone Cerreia-Vioglio, Fabio Maccheroni, Massimo Marinacci and Aldo Rustichini
2021: Order book dynamics with liquidity fluctuations: limit theorems and large deviations: Helder Rojas, Artem Logachov and Anatoly Yambartsev
2021: Bayesian Consensus: Consensus Estimates from Miscalibrated Instruments under Heteroscedastic Noise: Chirag Nagpal, Robert E. Tillman, Prashant Reddy and Manuela Veloso
2021: The leverage effect and other stylized facts displayed by Bitcoin returns: F. N. M. de Sousa Filho, J. N. Silva, M. A. Bertella and E. Brigatti
2021: Applications of the Coase Theorem: Tatyana Deryugina, Frances Moore and Richard Tol
2021: Time-varying volatility in Bitcoin market and information flow at minute-level frequency: Irena Barja\v{s}i\'c and Nino Antulov-Fantulin
2021: Containment efficiency and control strategies for the Corona pandemic costs: Claudius Gros, Roser Valenti, Lukas Schneider, Kilian Valenti and Daniel Gros
2021: Mechanism Design for Large Scale Network Utility Maximization: Meng Zhang and Deepanshu Vasal
2021: Time-varying neural network for stock return prediction: Steven Y. K. Wong, Jennifer Chan, Lamiae Azizi and Richard Y. D. Xu
2021: Dynamics of state-wise prospective reserves in the presence of non-monotone information: Marcus C. Christiansen and Christian Furrer
2021: Modelling volatile time series with v-transforms and copulas: Alexander J. McNeil
2021: Tourism Demand Forecasting: An Ensemble Deep Learning Approach: Shaolong Sun, Yanzhao Li, Ju-e Guo and Shouyang Wang
2021: Intra-Horizon Expected Shortfall and Risk Structure in Models with Jumps: Walter Farkas, Ludovic Mathys and Nikola Vasiljevi\'c
2021: Deep combinatorial optimisation for optimal stopping time problems: application to swing options pricing: Thomas Deschatre and Joseph Mikael
2021: Efficient allocations in double auction markets: Teemu Pennanen
2021: A Stochastic Investment Model for Actuarial Use in South Africa: \c{S}ule \c{S}ahin and Shaun Levitan
2021: The Rise of Multiple Institutional Affiliations in Academia: Hanna Hottenrott, Michael Rose and Cornelia Lawson
2021: Closed form optimal exercise boundary of the American put option: Yerkin Kitapbayev
2021: Equilibria and Systemic Risk in Saturated Networks: Leonardo Massai, Giacomo Como and Fabio Fagnani
2021: Simplified stochastic calculus with applications in Economics and Finance: Ale\v{s} \v{C}ern\'y and Johannes Ruf
2021: Convergence rates of large-time sensitivities with the Hansen--Scheinkman decomposition: Hyungbin Park
2021: Synthetic Controls with Staggered Adoption: Eli Ben-Michael, Avi Feller and Jesse Rothstein
2021: Synthetic Controls with Imperfect Pre-Treatment Fit: Bruno Ferman and Cristine Pinto
2021: The value of power-related options under spectrally negative L\'evy processes: Jean-Philippe Aguilar
2021: How have German University Tuition Fees Affected Enrollment Rates: Robust Model Selection and Design-based Inference in High-Dimensions: Konstantin G\"orgen and Melanie Schienle
2021: An analytical perturbative solution to the Merton Garman model using symmetries: Xavier Calmet and Nathaniel Wiesendanger Shaw
2021: The Economics of Enlightenment: Time Value of Knowledge and the Net Present Value (NPV) of Knowledge Machines, A Proposed Approach Adapted from Finance: Ravi Kashyap
2021: L\'evy-Ito Models in Finance: George Bouzianis, Lane P. Hughston, Sebastian Jaimungal and Leandro S\'anchez-Betancourt
2021: Testing for Quantile Sample Selection: Valentina Corradi and Daniel Gutknecht
2021: Unforeseen Evidence: Evan Piermont
2021: On the Evolution of U.S. Temperature Dynamics: Francis Diebold and Glenn Rudebusch
2021: From quadratic Hawkes processes to super-Heston rough volatility models with Zumbach effect: Aditi Dandapani, Paul Jusselin and Mathieu Rosenbaum
2021: When Risks and Uncertainties Collide: Mathematical Finance for Arbitrage Markets in a Quantum Mechanical View: Simone Farinelli and Hideyuki Takada
2021: Risk-Sensitive Compact Decision Trees for Autonomous Execution in Presence of Simulated Market Response: Svitlana Vyetrenko and Shaojie Xu
2021: Counterfactual Analysis under Partial Identification Using Locally Robust Refinement: Nathan Canen and Kyungchul Song
2021: Threshold Regression with Nonparametric Sample Splitting: Yoonseok Lee and Yulong Wang
2021: On the fair division of a random object: Anna Bogomolnaia, Herve Moulin and Fedor Sandomirskiy
2021: Discrete Choice under Risk with Limited Consideration: Levon Barseghyan, Francesca Molinari and Matthew Thirkettle
2021: A martingale concept for non-monotone information in a jump process framework: Marcus C. Christiansen
2021: The Hull-White Model under Volatility Uncertainty: Julian H\"olzermann
2021: Law-invariant functionals on general spaces of random variables: Fabio Bellini, Pablo Koch-Medina, Cosimo Munari and Gregor Svindland
2021: A Semi-parametric Realized Joint Value-at-Risk and Expected Shortfall Regression Framework: Chao Wang, Richard Gerlach and Qian Chen
2021: Generalized Laplace Inference in Multiple Change-Points Models: Alessandro Casini and Pierre Perron
2021: Finite-Sample Optimal Estimation and Inference on Average Treatment Effects Under Unconfoundedness: Timothy Armstrong and Michal Koles\'ar
2021: Counterparty Credit Limits: The Impact of a Risk-Mitigation Measure on Everyday Trading: Martin D. Gould, Nikolaus Hautsch, Sam D. Howison and Mason A. Porter
2021: Viability and Arbitrage under Knightian Uncertainty: Matteo Burzoni, Frank Riedel and H. Mete Soner
2021: Managing Default Contagion in Inhomogeneous Financial Networks: Nils Detering, Thilo Meyer-Brandis, Konstantinos Panagiotou and Daniel Ritter
2021: Decoupling the short- and long-term behavior of stochastic volatility: Mikkel Bennedsen, Asger Lunde and Mikko S. Pakkanen
2021: Which eligible assets are compatible with comonotonic capital requirements?: Pablo Koch-Medina, Cosimo Munari and Gregor Svindland
2021: Existence of continuous euclidean embeddings for a weak class of orders: Lawrence Carr

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