Papers

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2020: Challenging Practical Features of Bitcoin by the Main Altcoins: Andrew Spurr and Marcel Ausloos
2020: Pricing the COVID-19 Vaccine: A Mathematical Approach: Susan Martonosi, Banafsheh Behzad and Kayla Cummings
2020: Quantum credit loans: Ardenghi Juan Sebastian
2020: Portfolio Optimization with 2D Relative-Attentional Gated Transformer: Tae Wan Kim and Matloob Khushi
2020: Adversarial trading: Alexandre Miot
2020: How to Identify Investor's types in real financial markets by means of agent based simulation: Filippo Neri
2020: Predicting Residential Property Value in Catonsville, Maryland: A Comparison of Multiple Regression Techniques: Lee Whieldon and Huthaifa Ashqar
2020: Breaking Ties: Regression Discontinuity Design Meets Market Design: Atila Abdulkadiroglu, Joshua Angrist, Yusuke Narita and Parag Pathak
2020: Predicting the Performance of a Future United Kingdom Grid and Wind Fleet When Providing Power to a Fleet of Battery Electric Vehicles: Anthony D Stephens and David R Walwyn
2020: The Role of Referrals in Immobility, Inequality, and Inefficiency in Labor Markets: Lukas Bolte, Nicole Immorlica and Matthew Jackson
2020: Assessing Sensitivity to Unconfoundedness: Estimation and Inference: Matthew Masten, Alexandre Poirier and Linqi Zhang
2020: Life insurance policies with cash flows subject to random interest rate changes: David R. Ba\~nos
2020: Skewness of local logarithmic exports: Sung-Gook Choi and Deok-Sun Lee
2020: Algorithms for Learning Graphs in Financial Markets: Jos\'e Vin\'icius de Miranda Cardoso, Jiaxi Ying and Daniel Perez Palomar
2020: The Economics of Variable Renewables and Electricity Storage: Javier L\'opez Prol and Wolf-Peter Schill
2020: Sequential Deep Learning for Credit Risk Monitoring with Tabular Financial Data: Jillian M. Clements, Di Xu, Nooshin Yousefi and Dmitry Efimov
2020: What is the impact of labor displacement on management consulting services?: Edouard Ribes
2020: Development and similarity of insurance markets of European Union countries after the enlargement in 2004: Anna Denkowska and Stanisław Wanat
2020: The Involution of Industrial Life Cycle on Atlantic City Gambling Industry: Jin Quan Zhou and Wen Jin He
2020: REME -- Renewable Energy and Materials Economy -- The Path to Energy Security, Prosperity and Climate Stability: Peter Eisenberger
2020: The wealth of nations and the health of populations: A quasi-experimental design of the impact of sovereign debt crises on child mortality: Adel Daoud
2020: Self-sustained price bubbles driven by Bitcoin innovations and adaptive behavior: Misha Perepelitsa and Ilya Timofeyev
2020: The impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach: Monica Billio, Roberto Casarin, Enrica De Cian, Malcolm Mistry and Ayokunle Osuntuyi
2020: Growth, development, and structural change at the firm-level: The example of the PR China: Torsten Heinrich, Jangho Yang and Shuanping Dai
2020: On a Japanese Subjective Well-Being Indicator Based on Twitter data: Tiziana Carpi, Airo Hino, Stefano Iacus and Giuseppe Porro
2020: Simple approaches on how to discover promising strategies for efficient enterprise performance, at time of crisis in the case of SMEs: Voronoi clustering and outlier effects perspective: Marcel Ausloos, Francesca Bartolacci, Nicola G. Castellano and Roy Cerqueti
2020: Succeeding at home and abroad -- Accounting for the international spillovers of cities' SDG actions: Rebecka Ericsdotter Engstrom, David Collste, Sarah E. Cornell, Francis X Johnson, Henrik Carlsen, Fernando Jaramillo, Goran Finnveden, Georgia Destouni, Mark Howells, Nina Weitz, Viveka Palm and Francesco Fuso-Nerini
2020: Calculated Boldness: Optimizing Financial Decisions with Illiquid Assets: Stanislav Shalunov, Alexei Kitaev, Yakov Shalunov and Arseniy Akopyan
2020: Value of agreement in decision analysis: Concept, measures and application: Tom Pape
2020: Prioritising data items for business analytics: Framework and application to human resources: Tom Pape
2020: Analysis of Randomized Experiments with Network Interference and Noncompliance: Bora Kim
2020: Negative votes to depolarize politics: Karthik H. Shankar
2020: A Theory of Updating Ambiguous Information: Rui Tang
2020: Quantile regression with generated dependent variable and covariates: Jayeeta Bhattacharya
2020: Using social recognition to address the gender difference in volunteering for low-promotability tasks: Ritwik Banerjee and Priyoma Mustafi
2020: Filtering the intensity of public concern from social media count data with jumps: Matteo Iacopini and Carlo Santagiustina
2020: SoK: Lending Pools in Decentralized Finance: Massimo Bartoletti, James Hsin-yu Chiang and Alberto Lluch-Lafuente
2020: Memory-Gated Recurrent Networks: Yaquan Zhang, Qi Wu, Nanbo Peng, Min Dai, Jing Zhang and Hu Wang
2020: Awareness Logic: A Kripke-based Rendition of the Heifetz-Meier-Schipper Model: Gaia Belardinelli and Rasmus K. Rendsvig
2020: If Global or Local Investor Sentiments are Prone to Developing an Impact on Stock Returns, is there an Industry Effect?: Jing Shi, Marcel Ausloos and Tingting Zhu
2020: Optimal trading without optimal control: Bastien Baldacci, Jerome Benveniste and Gordon Ritter
2020: Estimating The Effect Of Subscription based Streaming Services On The Demand For Game Consoles: Tung Yu Marco Chan, Yue Zhang and Tsun Yi Yeung
2020: Systemic Risk in Financial Networks: A Survey: Matthew Jackson and Agathe Pernoud
2020: Market Impact in Trader-Agents: Adding Multi-Level Order-Flow Imbalance-Sensitivity to Automated Trading Systems: Zhen Zhang and Dave Cliff
2020: Topological data analysis and UNICEF Multiple Indicator Cluster Surveys: Jun Ru Anderson, Fahrudin Memic and Ismar Volic
2020: Involuntary unemployment in overlapping generations model due to instability of the economy: Yasuhito Tanaka
2020: How dark is the dark side of diversification?: Pedro Cadenas, Henryk Gzyl and Hyun Woong Park
2020: How many people are infected? A case study on SARS-CoV-2 prevalence in Austria: Gabriel Ziegler
2020: Acceptability maximization: Gabriela Kov\'a\v{c}ov\'a, Birgit Rudloff and Igor Cialenco
2020: Split-then-Combine simplex combination and selection of forecasters: Antonio Martin Arroyo and Aranzazu de Juan Fernandez
2020: Expanding on Repeated Consumer Search Using Multi-Armed Bandits and Secretaries: Tung Yu Marco Chan
2020: A geometric analysis of nonlinear dynamics and its application to financial time series: Isao Shoji and Masahiro Nozawa
2020: Off-Policy Optimization of Portfolio Allocation Policies under Constraints: Nymisha Bandi and Theja Tulabandhula
2020: Valuation Models Applied to Value-Based Management. Application to the Case of UK Companies with Problems: Marcel Ausloos
2020: Insider trading in the run-up to merger announcements. Before and after the UK's Financial Services Act 2012: Rebecaa Pham and Marcel Ausloos
2020: Uncertainty on the Reproduction Ratio in the SIR Model: Sean Elliott and Christian Gourieroux
2020: An Empirical Evaluation On The Effectiveness Of Medicaid Expansion Across 49 States: Tung Yu Marco Chan
2020: National Accounts as a Stock-Flow Consistent System, Part 1: The Real Accounts: Matti Estola and Kristian Veps\"al\"ainen
2020: Policy Transforms and Learning Optimal Policies: Thomas M. Russell
2020: The Probabilistic Serial and Random Priority Mechanisms with Minimum Quotas: Marek Bojko
2020: High-frequency dynamics of the implied volatility surface: Bastien Baldacci
2020: Power mixture forward performance processes: Levon Avanesyan and Ronnie Sircar
2020: Achieving Reliable Causal Inference with Data-Mined Variables: A Random Forest Approach to the Measurement Error Problem: Mochen Yang, Edward McFowland, Gordon Burtch and Gediminas Adomavicius
2020: The role of time estimation in decreased impatience in Intertemporal Choice: Camila S. Agostino Peter M. E. Claessens, Fuat Balci and Yossi Zana
2020: Optimal ratcheting of dividends in a Brownian risk model: Hansjoerg Albrecher, Pablo Azcue and Nora Muler
2020: Censored EM algorithm for Weibull mixtures: application to arrival times of market orders: Markus Kreer, Ayse Kizilersu and Anthony W. Thomas
2020: Trademark filings and patent application count time series are structurally near-identical and cointegrated: Implications for studies in innovation: Iraj Daizadeh
2020: Matching in size: How market impact depends on the concentration of trading: Ilija Zovko
2020: Trader-Company Method: A Metaheuristic for Interpretable Stock Price Prediction: Katsuya Ito, Kentaro Minami, Kentaro Imajo and Kei Nakagawa
2020: Heavy tailed distributions in closing auctions: M. Derksen, B. Kleijn and R. de Vilder
2020: Geometric Brownian motion with affine drift and its time-integral: Runhuan Feng, Pingping Jiang and Hans Volkmer
2020: Dynamic Reinsurance in Discrete Time Minimizing the Insurer's Cost of Capital: Alexander Glauner
2020: The Thermodynamic Approach to Whole-Life Insurance: A Method for Evaluation of Surrender Risk: Jiro Akahori, Yuuki Ida, Maho Nishida and Shuji Tamada
2020: Hiring from a pool of workers: Azar Abizada and In\'acio B\'o
2020: Optimal switch from a fossil-fueled to an electric vehicle: Paolo Falbo, Giorgio Ferrari, Giorgio Rizzini and Maren Diane Schmeck
2020: The Causal Learning of Retail Delinquency: Yiyan Huang, Cheuk Hang Leung, Xing Yan, Qi Wu, Nanbo Peng, Dongdong Wang and Zhixiang Huang
2020: Levelling Down and the COVID-19 Lockdowns: Uneven Regional Recovery in UK Consumer Spending: John Gathergood, Fabian Gunzinger, Benedict Guttman-Kenney, Edika Quispe-Torreblanca and Neil Stewart
2020: Decentralized Finance, Centralized Ownership? An Iterative Mapping Process to Measure Protocol Token Distribution: Matthias Nadler and Fabian Sch\"ar
2020: Economic dimension of crimes against cultural-historical and archaeological heritage (EN): Shteryo Nozharov
2020: Exact Trend Control in Estimating Treatment Effects Using Panel Data with Heterogenous Trends: Chirok Han
2020: Disentangling the socio-ecological drivers behind illegal fishing in a small-scale fishery managed by a TURF system: Silvia de Juan, Maria Dulce Subida, Andres Ospina-Alvarez, Ainara Aguilar and Miriam Fernandez
2020: Development of cloud, digital technologies and the introduction of chip technologies: Ali R. Baghirzade
2020: Exploring Narrative Economics: An Agent-Based-Modeling Platform that Integrates Automated Traders with Opinion Dynamics: Kenneth Lomas and Dave Cliff
2020: Model of cunning agents: Mateusz Denys
2020: A mathematical model of national-level food system sustainability: Conor Goold, Simone Pfuderer, William H. M. James, Nik Lomax, Fiona Smith and Lisa M. Collins
2020: When does the tail wag the dog? Curvature and market making: Guillermo Angeris, Alex Evans and Tarun Chitra
2020: Identification of inferential parameters in the covariate-normalized linear conditional logit model: Philip Erickson
2020: Strategic bidding via the interplay of minimum income condition orders in day-ahead power exchanges: D\'avid Csercsik
2020: Treating Research Writing: Symptoms and Maladies: Varanya Chaubey
2020: Fair and Efficient Allocations under Lexicographic Preferences: Hadi Hosseini, Sujoy Sikdar, Rohit Vaish and Lirong Xia
2020: The structure of multiplex networks predicts play in economic games and real-world cooperation: Curtis Atkisson and Monique Borgerhoff Mulder
2020: Welfare Analysis via Marginal Treatment Effects: Yuya Sasaki and Takuya Ura
2020: Decision Making under Uncertainty: A Game of Two Selves: Jianming Xia
2020: Tensoring volatility calibration: Mariano Zeron and Ignacio Ruiz
2020: Deep Portfolio Optimization via Distributional Prediction of Residual Factors: Kentaro Imajo, Kentaro Minami, Katsuya Ito and Kei Nakagawa
2020: Misspecified Beliefs about Time Lags: Yingkai Li and Harry Pei
2020: Building Cross-Sectional Systematic Strategies By Learning to Rank: Daniel Poh, Bryan Lim, Stefan Zohren and Stephen Roberts
2020: Impact of Regional Reactions to War on Contemporary Chinese Trade: Xuejian Wang
2020: Product Differentiation and Geographical Expansion of Exports Network at Industry level: Xuejian Wang
2020: Monetary Risk Measures: Guangyan Jia, Jianming Xia and Rongjie Zhao
2020: Multi-market Oligopoly of Equal Capacity: Ruda Zhang and Roger Ghanem
2020: Non-fundamental Home Bias in International Equity Markets: Gyu Hyun Kim
2020: An approximate closed formula for European Mortgage Options: Manuel Lopez Galvan
2020: Deep Reinforcement Learning for Stock Portfolio Optimization: Le Trung Hieu
2020: The Deep Parametric PDE Method: Application to Option Pricing: Kathrin Glau and Linus Wunderlich
2020: Bihar Assembly Elections 2020: An Analysis: Mudit Kapoor and Shamika Ravi
2020: Portfolio optimization with two quasiconvex risk measures: \c{C}a\u{g}{\i}n Ararat
2020: A Sentiment Analysis Approach to the Prediction of Market Volatility: Justina Deveikyte, Helyette Geman, Carlo Piccari and Alessandro Provetti
2020: A novel algorithm for clearing financial obligations between companies -- an application within the Romanian Ministry of Economy: Lucian-Ionut Gavrila and Alexandru Popa
2020: Applications of Mean Field Games in Financial Engineering and Economic Theory: Rene Carmona
2020: Liability Design with Information Acquisition: Francisco Poggi and Bruno Strulovici
2020: The relative impact of private research on scientific advancement: Giovanni Abramo, Ciriaco Andrea D'Angelo and Flavia Di Costa
2020: How Covid-19 Pandemic Changes the Theory of Economics?: Matti Estola
2020: Minimizing Spectral Risk Measures Applied to Markov Decision Processes: Nicole B\"auerle and Alexander Glauner
2020: Business Cycles as Collective Risk Fluctuations: Victor Olkhov
2020: Systemic Risk in Market Microstructure of Crude Oil and Gasoline Futures Prices: A Hawkes Flocking Model Approach: Hyun Jin Jang, Kiseop Lee and Kyungsub Lee
2020: The Testing Multiplier: Fear vs Containment: Francesco Furno
2020: Optimal Insurance to Minimize the Probability of Ruin: Inverse Survival Function Formulation: Bahman Angoshtari and Virginia R. Young
2020: Explainable AI for Interpretable Credit Scoring: Lara Marie Demajo, Vince Vella and Alexiei Dingli
2020: Every Corporation Owns Its Image: Corporate Credit Ratings via Convolutional Neural Networks: Bojing Feng, Wenfang Xue, Bindang Xue and Zeyu Liu
2020: Social Capital Contributions to Food Security: A Comprehensive Literature Review: Saeed Nosratabadi, Nesrine Khazami, Marwa Ben Abdallah, Zoltan Lackner, Shahab S. Band, Amir Mosavi and Csaba Mako
2020: Competition, Politics, & Social Media: Benson Tsz Kin Leung and Pinar Yildirim
2020: Pandemic risk management: resources contingency planning and allocation: Xiaowei Chen, Wing Fung Chong, Runhuan Feng and Linfeng Zhang
2020: New Perspectives to Reduce Stress through Digital Humor: Misnal Munir, Amaliyah and Moses Pandin
2020: Constructing trading strategy ensembles by classifying market states: Michal Balcerak and Thomas Schmelzer
2020: Decision making in Economics -- a behavioral approach: Amitesh Saha
2020: Assessing the effects of seasonal tariff-rate quotas on vegetable prices in Switzerland: Daria Loginova, Marco Portmann and Martin Huber
2020: On the Resource Allocation for Political Campaigns: Sebasti\'an Morales and Charles Thraves
2020: Policy Maker's Credibility with Predetermined Instruments for Forward-Looking Targets: Jean-Bernard Chatelain and Kirsten Ralf
2020: Impact of weather factors on migration intention using machine learning algorithms: John Aoga, Juhee Bae, Stefanija Veljanoska, Siegfried Nijssen and Pierre Schaus
2020: Imperfect Credibility versus No Credibility of Optimal Monetary Policy: Jean-Bernard Chatelain and Kirsten Ralf
2020: A New Parametrization of Correlation Matrices: Ilya Archakov and Peter Hansen
2020: Biased Programmers? Or Biased Data? A Field Experiment in Operationalizing AI Ethics: Bo Cowgill, Fabrizio Dell'Acqua, Samuel Deng, Daniel Hsu, Nakul Verma and Augustin Chaintreau
2020: The Managerial Effects of Algorithmic Fairness Activism: Bo Cowgill, Fabrizio Dell'Acqua and Sandra Matz
2020: A Concern Analysis of FOMC Statements Comparing The Great Recession and The COVID-19 Pandemic: Luis Felipe Guti\'errez, Sima Siami-Namini, Neda Tavakoli and Akbar Siami Namin
2020: Business and consumer uncertainty in the face of the pandemic: A sector analysis in European countries: Oscar Claveria
2020: Impact of COVID-19 on the trade of goods and services in Spain: Asier Minondo
2020: Competition analysis on the over-the-counter credit default swap market: Louis Abraham
2020: Bayesian Quantile-Based Portfolio Selection: Taras Bodnar, Mathias Lindholm, Vilhelm Niklasson and Erik Thors\'en
2020: Estimating the Blood Supply Elasticity: Evidence from a Universal Scale Benefit Scheme: Sara R. Machado
2020: Bull and Bear Markets During the COVID-19 Pandemic: John Maheu, Thomas McCurdy and Yong Song
2020: Research trends in combinatorial optimisation: Jann Michael Weinand, Kenneth S\"orensen, Pablo San Segundo, Max Kleinebrahm and Russell McKenna
2020: Ethnicity and gender influence the decision making in a multinational state: The case of Russia: Tatiana Kozitsina, Anna Mikhaylova, Anna Komkova, Anastasia Peshkovskaya, Anna Sedush, Olga Menshikova, Mikhail Myagkov and Ivan Menshikov
2020: A Study on the Efficiency of the Indian Stock Market: Devansh Jain, Manthan Patel, Aman Narsaria and Siddharth Malik
2020: Labor Reforms in Rajasthan: A boon or a bane?: Diti Goswami and Sourabh Paul
2020: Assignment Maximization: Mustafa O\u{g}uz Afacan, In\'acio B\'o and Bertan Turhan
2020: Molehills into mountains: Transitional pressures from household PV-battery adoption under flat retail and feed-in tariffs: Kelvin Say and Michele John
2020: Transaction Fee Mechanism Design for the Ethereum Blockchain: An Economic Analysis of EIP-1559: Tim Roughgarden
2020: Context information increases revenue in ad auctions: Evidence from a policy change: S{\i}la Ada, Nadia Abou Nabout and Elea Feit
2020: Testable Implications of Multiple Equilibria in Discrete Games with Correlated Types: Aureo de Paula and Xun Tang
2020: Optimal Payoff under the Generalized Dual Theory of Choice: Xue Dong He and Zhaoli Jiang
2020: Wealth concentration in systems with unbiased binary exchanges: Ben-Hur Francisco Cardoso, Sebasti\'an Gon\c{c}alves and Jos\'e Roberto Iglesias
2020: Mediated Persuasion: Andrew Kosenko
2020: Principal Component Analysis and Factor Analysis for Feature Selection in Credit Rating: Shenghuan Yang, Lonut Florescu and Md Tariqul Islam
2020: Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models: Constandina Koki, Stefanos Leonardos and Georgios Piliouras
2020: Robust Forecasting: Timothy Christensen, Hyungsik Roger Moon and Frank Schorfheide
2020: A deep neural network algorithm for semilinear elliptic PDEs with applications in insurance mathematics: Stefan Kremsner, Alexander Steinicke and Michaela Sz\"olgyenyi
2020: Preventing COVID-19 Fatalities: State versus Federal Policies: Jean-Paul Renne, Guillaume Roussellet and Gustavo Schwenkler
2020: Minimum Wage, Labor Equilibrium, and the Productivity Horizon: A Visual Examination: John R. Moser
2020: A Simple, Short, but Never-Empty Confidence Interval for Partially Identified Parameters: Jörg Stoye
2020: The use of scaling properties to detect relevant changes in financial time series: a new visual warning tool: Ioannis P. Antoniades, Giuseppe Brandi, L. G. Magafas and T. Di Matteo
2020: On Detecting Spoofing Strategies in High Frequency Trading: Xuan Tao, Andrew Day, Lan Ling and Samuel Drapeau
2020: Association between COVID-19 cases and international equity indices: Nick James and Max Menzies
2020: Tracking GDP in real-time using electricity market data: insights from the first wave of COVID-19 across Europe: Carlo Fezzi and Valeria Fanghella
2020: Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs: Florian Huber, Gary Koop, Luca Onorante, Michael Pfarrhofer and Josef Schreiner
2020: Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark: Jesus Lago, Grzegorz Marcjasz, Bart De Schutter and Rafał Weron
2020: Early warnings of COVID-19 outbreaks across Europe from social media?: Milena Lopreite, Pietro Panzarasa, Michelangelo Puliga and Massimo Riccaboni
2020: Data-Driven Option Pricing using Single and Multi-Asset Supervised Learning: Anindya Goswami, Sharan Rajani and Atharva Tanksale
2020: Off-Policy Exploitability-Evaluation in Two-Player Zero-Sum Markov Games: Kenshi Abe and Yusuke Kaneko
2020: Risk management of guaranteed minimum maturity benefits under stochastic mortality and regime-switching by Fourier space time-stepping framework: Wenlong Hu
2020: An unsupervised deep learning approach in solving partial integro-differential equations: Ali Hirsa and Weilong Fu
2020: A decomposition of general premium principles into risk and deviation: Max Nendel, Frank Riedel and Maren Diane Schmeck
2020: Measuring Macroeconomic Uncertainty: The Labor Channel of Uncertainty from a Cross-Country Perspective: Andreas Dibiasi and Samad Sarferaz
2020: The Cost of Undisturbed Landscapes: Sebastian Wehrle, Johannes Schmidt and Christian Mikovits
2020: Trends, Reversion, and Critical Phenomena in Financial Markets: Christof Schmidhuber
2020: Optimal Group Size in Microlending: Philip Protter and Alejandra Quintos
2020: An Artificial Intelligence Solution for Electricity Procurement in Forward Markets: Thibaut Th\'eate, S\'ebastien Mathieu and Damien Ernst
2020: On the optimality of joint periodic and extraordinary dividend strategies: Benjamin Avanzi, Hayden Lau and Bernard Wong
2020: Machine Learning Time Series Regressions with an Application to Nowcasting: Andrii Babii, Eric Ghysels and Jonas Striaukas
2020: Decisions and Performance Under Bounded Rationality: A Computational Benchmarking Approach: Dainis Zegners, Uwe Sunde and Anthony Strittmatter
2020: Applying the Nash Bargaining Solution for a Reasonable Royalty: David M. Kryskowski and David Kryskowski
2020: Temporal mixture ensemble models for intraday volume forecasting in cryptocurrency exchange markets: Nino Antulov-Fantulin, Tian Guo and Fabrizio Lillo
2020: Infinite-Duration All-Pay Bidding Games: Guy Avni, Isma\"el Jecker and {\DJ}or{\dj}e \v{Z}ikeli\'c
2020: Quadratic Hedging for Sequential Claims with Random Weights in Discrete Time: Jun Deng and Bin Zou
2020: On the modelling of multivariate counts with Cox processes and dependent shot noise intensities: Benjamin Avanzi, Gregory Clive Taylor, Bernard Wong and Xinda Yang
2020: Sequential hypothesis testing in machine learning, and crude oil price jump size detection: Michael Roberts and Indranil SenGupta
2020: From code to market: Network of developers and correlated returns of cryptocurrencies: Lorenzo Lucchini, Laura Alessandretti, Bruno Lepri, Angela Gallo and Andrea Baronchelli
2020: Optimal periodic dividend strategies for spectrally negative L\'evy processes with fixed transaction costs: Benjamin Avanzi, Hayden Lau and Bernard Wong
2020: Rationalizing Rational Expectations: Characterization and Tests: Xavier D'Haultfoeuille, Christophe Gaillac and Arnaud Maurel
2020: A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model: Grzegorz Krzy\.zanowski and Marcin Magdziarz
2020: Feasible Joint Posterior Beliefs: Itai Arieli, Yakov Babichenko, Fedor Sandomirskiy and Omer Tamuz
2020: Top of the Batch: Interviews and the Match: Federico Echenique, Ruy Gonzalez, Alistair Wilson and Leeat Yariv
2020: Time-inhomogeneous Gaussian stochastic volatility models: Large deviations and super roughness: Archil Gulisashvili
2020: The Effect of Weather Conditions on Fertilizer Applications: A Spatial Dynamic Panel Data Analysis: Anna Gloria Bill\`e and Marco Rogna
2020: Permutation-Weighted Portfolios and the Efficiency of Commodity Futures Markets: Ricardo Fernholz and Robert Fernholz
2020: Optimal contracts under adverse selection for staple goods: efficiency of in-kind insurance: Cl\'emence Alasseur, Corinne Chaton and Emma Hubert
2020: A simple microstructural explanation of the concavity of price impact: Sergey Nadtochiy
2020: Bayesian Median Autoregression for Robust Time Series Forecasting: Zijian Zeng and Meng Li
2020: On the difference between the volatility swap strike and the zero vanna implied volatility: Elisa Alos, Frido Rolloos and Kenichiro Shiraya
2020: Denting the FRTB IMA computational challenge via Orthogonal Chebyshev Sliding Technique: Mariano Zeron-Medina Laris and Ignacio Ruiz
2020: Asset Price Bubbles in market models with proportional transaction costs: Francesca Biagini and Thomas Reitsam
2020: A Generalized Markov Chain Model to Capture Dynamic Preferences and Choice Overload: Kumar Goutam, Vineet Goyal and Agathe Soret
2020: Disclosure Games with Large Evidence Spaces: Shaofei Jiang
2020: Change of drift in one-dimensional diffusions: Sascha Desmettre, Gunther Leobacher and L. C. G. Rogers
2020: Conservation Laws in a Limit Order Book: Jan Rosenzweig
2020: Revenue allocation in Formula One: a pairwise comparison approach: D\'ora Gr\'eta Petr\'oczy and L\'aszl\'o Csat\'o
2020: Implementing result-based agri-environmental payments by means of modelling: Bartosz Bartkowski, Nils Droste, Mareike Lie{\ss}, William Sidemo-Holm, Ulrich Weller and Mark Brady
2020: Isotonic Regression Discontinuity Designs: Andrii Babii and Rohit Kumar
2020: Analysis of Networks via the Sparse $\beta$-Model: Mingli Chen, Kengo Kato and Chenlei Leng
2020: Neural network regression for Bermudan option pricing: Bernard Lapeyre and J\'er\^ome Lelong
2020: Regularities in stock markets: Abhin Kakkad, Harsh Vasoya and Arnab K. Ray
2020: Ergodicity-breaking reveals time optimal decision making in humans: David Meder, Finn Rabe, Tobias Morville, Kristoffer H. Madsen, Magnus T. Koudahl, Ray J. Dolan, Hartwig R. Siebner and Oliver J. Hulme
2020: Average Density Estimators: Efficiency and Bootstrap Consistency: Matias Cattaneo and Michael Jansson
2020: Stability of martingale optimal transport and weak optimal transport: Julio Backhoff-Veraguas and Gudmund Pammer
2020: Granger Causality Testing in High-Dimensional VARs: a Post-Double-Selection Procedure: Alain Hecq, Luca Margaritella and Stephan Smeekes
2020: Relational Communication: Anton Kolotilin and Hongyi Li
2020: On approximations of Value at Risk and Expected Shortfall involving kurtosis: Matyas Barczy, Adam Dudas and Jozsef Gall
2020: Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution: Jaehyuk Choi, Yeda Du and Qingshuo Song
2020: Fast calibration of two-factor models for energy option pricing: Emanuele Fabbiani, Andrea Marziali and Giuseppe De Nicolao
2020: Quasi-Experimental Shift-Share Research Designs: Kirill Borusyak, Peter Hull and Xavier Jaravel
2020: Analysis of the optimal exercise boundary of American put options with delivery lags: Gechun Liang and Zhou Yang
2020: Difference-in-Differences with Multiple Time Periods: Brantly Callaway and Pedro Sant'Anna
2020: Honest Confidence Sets in Nonparametric IV Regression and Other Ill-Posed Models: Andrii Babii
2020: Model Selection for Treatment Choice: Penalized Welfare Maximization: Eric Mbakop and Max Tabord-Meehan
2020: Model-Independent Price Bounds for Catastrophic Mortality Bonds: Raj Kumari Bahl and Sotirios Sabanis
2020: Polynomial term structure models: Si Cheng and Michael R. Tehranchi
2020: Research on Regional Urban Economic Development by Nightlight-time Remote Sensing: Jiongyan Zhang
2020: Towards robust and speculation-reduction real estate pricing models based on a data-driven strategy: Vladimir Vargas-Calder\'on and Jorge E. Camargo
2020: Portfolio Optimisation Using the D-Wave Quantum Annealer: Frank Phillipson and Harshil Singh Bhatia
2020: Automated Creation of a High-Performing Algorithmic Trader via Deep Learning on Level-2 Limit Order Book Data: Aaron Wray, Matthew Meades and Dave Cliff
2020: Some game theoretic marketing attribution models: Elisenda Molina, Juan Tejada and Tom Weiss
2020: The Unintended Consequences of Stay-at-Home Policies on Work Outcomes: The Impacts of Lockdown Orders on Content Creation: Xunyi Wang, Reza Mousavi and Yili Hong
2020: A Comparison of Statistical and Machine Learning Algorithms for Predicting Rents in the San Francisco Bay Area: Paul Waddell and Arezoo Besharati-Zadeh
2020: The Effect of Education on Smoking Decisions in the United States: Sang T. Truong
2020: Gender diversity in research teams and citation impact in Economics and Management: Abdelghani Maddi and Yves Gingras
2020: TailCoR: Sla{\dj}ana Babi\'c, Christophe Ley, Lorenzo Ricci and David Veredas
2020: Collective dynamics of stock market efficiency: Luiz G. A. Alves, Higor Y. D. Sigaki, Matjaz Perc and Haroldo V. Ribeiro
2020: On Absolute and Relative Change: Silvan Brauen, Philipp Erpf and Micha Wasem
2020: Temporal assortment of cooperators in the spatial prisoner's dilemma: Tim Johnson and Oleg Smirnov
2020: On the effectiveness of the European Central Bank's conventional and unconventional policies under uncertainty: Niko Hauzenberger, Michael Pfarrhofer and Anna Stelzer
2020: Adaptive Inference in Multivariate Nonparametric Regression Models Under Monotonicity: Koohyun Kwon and Soonwoo Kwon
2020: Inference in Regression Discontinuity Designs under Monotonicity: Koohyun Kwon and Soonwoo Kwon
2020: Reconstruction Rating Model of Sovereign Debt by Logical Analysis of Data: Elnaz Gholipour, B\'ela Vizv\'ari and Zolt\'an Lakner
2020: Finding Optimal Cancer Treatment using Markov Decision Process to Improve Overall Health and Quality of Life: Navonil Deb, Abhinandan Dalal and Gopal Krishna Basak
2020: An authenticated and secure accounting system for international emissions trading: Chenxing Li, Yang Yu, Andrew Chi-Chih Yao, Da Zhang and Xiliang Zhang
2020: Nowcasting Networks: Marc Chataigner, Stephane Crepey and Jiang Pu
2020: An Equilibrium Model for the Cross-Section of Liquidity Premia: Johannes Muhle-Karbe, Xiaofei Shi and Chen Yang
2020: Multi-asset Generalised Variance Swaps in Barndorff-Nielsen and Shephard model: Subhojit Biswas, Diganta Mukherjee and Indranil SenGupta
2020: Fragile, yet resilient: Adaptive decline in a collaboration network of firms: Frank Schweitzer, Giona Casiraghi, Mario V. Tomasello and David Garcia
2020: Price of liquidity in the reinsurance of fund returns: David Saunders, Luis Seco and Markus Senn
2020: State Space Vasicek Model of a Longevity Bond: Georgina Onuma Kalu, Chinemerem Dennis Ikpe, Benjamin Ifeanyichukwu Oruh and Samuel Asante Gyamerah
2020: The Application of Data Mining in the Production Processes: Hamza Saad
2020: Use Bagging Algorithm to Improve Prediction Accuracy for Evaluation of Worker Performances at a Production Company: Hamza Saad
2020: The risk of death in newborn businesses during the first years in market: Faustino Prieto, Jos\'e Mar\'ia Sarabia and Enrique Calder\'in-Ojeda
2020: Doubly weighted M-estimation for nonrandom assignment and missing outcomes: Akanksha Negi
2020: Assessing Systemic Risk in the Insurance Sector via Network Theory: Gian Paolo Clemente and Alessandra Cornaro
2020: Machine Predictions and Human Decisions with Variation in Payoffs and Skill: Michael Allan Ribers and Hannes Ullrich
2020: Discrete time multi-period mean-variance model: Bellman type strategy and Empirical analysis: Shuzhen Yang
2020: A Framework for Conceptualizing Islamic Bank Socialization in Indonesia: Suryo Budi Santoso and Herni Justiana Astuti
2020: The power of islamic scholars lecture to decide using Islamic bank with customer response strength approach: Suryo Budi Santoso and Herni Justiana Astuti
2020: Real-Time Detection of Volatility in Liquidity Provision: Matthew Brigida
2020: The short-run impact of COVID-19 on the activity in the insurance industry in the Republic of North Macedonia: Viktor Stojkoski, Petar Jolakoski and Igor Ivanovski
2020: Solving path dependent PDEs with LSTM networks and path signatures: Marc Sabate-Vidales, David \v{S}i\v{s}ka and Lukasz Szpruch
2020: Understanding the Distributional Aspects of Microcredit Expansions: Melvyn Weeks and Tobias Gabel Christiansen
2020: Sequential Defaulting in Financial Networks: P\'al Andr\'as Papp and Roger Wattenhofer
2020: Nonparametric instrumental regression with right censored duration outcomes: Jad Beyhum, Jean-Pierre FLorens and Ingrid Van Keilegom
2020: Pricing in Integrated Heat and Power Markets: Alvaro Gonzalez-Castellanos, David Pozo and Aldo Bischi
2020: Affine Pricing and Hedging of Collateralized Debt Obligations: Zehra Eksi and Damir Filipovi\'c
2020: Belief Error and Non-Bayesian Social Learning: Experimental Evidence: Bo\u{g}a\c{c}han \c{C}elen, Sen Geng and Huihui Li
2020: Allocating marketing resources over social networks: A long-term analysis: Vineeth S. Varma, Samson Lasaulce, Julien Mounthanyvong and Irinel-Constantin Morarescu
2020: A Risk Based approach for the Solvency Capital requirement for Health Plans: Fabio Baione, Davide Biancalana and Paolo De Angelis
2020: An application of Zero-One Inflated Beta regression models for predicting health insurance reimbursement: Fabio Baione, Davide Biancalana and Paolo De Angelis
2020: Cooperation in the Age of COVID-19: Evidence from Public Goods Games: Patrick Mellacher
2020: Tempered stable distributions and finite variation Ornstein-Uhlenbeck processes: Nicola Cufaro Petroni and Piergiacomo Sabino
2020: Pricing the Information Quantity in Artworks: Lan Ju, Zhiyong Tu and Changyong Xue
2020: On Simultaneous Long-Short Stock Trading Controllers with Cross-Coupling: Atul Deshpande, John A Gubner and B. Ross Barmish
2020: A Two-Way Transformed Factor Model for Matrix-Variate Time Series: Zhaoxing Gao and Ruey S. Tsay
2020: Assessing the use of transaction and location based insights derived from Automatic Teller Machines (ATMs) as near real time sensing systems of economic shocks: Dharani Dhar Burra and Sriganesh Lokanathan
2020: COVID-19 and the stock market: evidence from Twitter: Rahul Goel, Lucas Javier Ford, Maksym Obrizan and Rajesh Sharma
2020: Space-time budget allocation policy design for viral marketing: I. C. Morarescu, V. S. Varma, L. Busoniu and S. Lasaulce
2020: Static Hedging of Weather and Price Risks in Electricity Markets: Javier Pantoja Robayo and Juan C. Vera
2020: Marketing resource allocation in duopolies over social networks: Vineeth S. Varma, Irinel-Constantin Morarescu, Samson Lasaulce and Samuel Martin
2020: Generalized Filtrations and Its Application to Binomial Asset Pricing Models: Takanori Adachi, Katsushi Nakajima and Yoshihiro Ryu
2020: Option Pricing Incorporating Factor Dynamics in Complete Markets: Yuan Hu, Abootaleb Shirvani, W. Brent Lindquist, Frank J. Fabozzi and Svetlozar T. Rachev
2020: Aplica\c{c}\~ao do Movimento Browniano Geom\'etrico para Simula\c{c}\~ao de Pre\c{c}os de A\c{c}\~oes do \'Indice Brasileiro de Small Caps: Marcos Vin\'icius dos Santos Ara\'ujo
2020: Portfolio Risk Measurement Using a Mixture Simulation Approach: Seyed Mohammad Sina Seyfi, Azin Sharifi and Hamidreza Arian
2020: Forecasting Probability of Default for Consumer Loan Management with Gaussian Mixture Models: Hamidreza Arian, Seyed Mohammad Sina Seyfi and Azin Sharifi
2020: Implicit Incentives for Fund Managers with Partial Information: Flavio Angelini, Katia Colaneri, Stefano Herzel and Marco Nicolosi
2020: Do tar roads bring tourism? Growth corridor policy and tourism development in the Zambezi region, Namibia: Linus Kalvelage, Javier Revilla Diez and Michael Bollig
2020: Double blind vs. open review: an evolutionary game logit-simulating the behavior of authors and reviewers: Mantas Radzvilas, Francesco De Pretis, William Peden, Daniele Tortoli and Barbara Osimani
2020: Price formation and optimal trading in intraday electricity markets with a major player: Olivier F\'eron, Peter Tankov and Laura Tinsi
2020: The effect of monetary incentives on sociality induced cooperation: Tatiana Kozitsina, Alexander Chaban, Evgeniya Lukinova and Mikhail Myagkov
2020: Exact Multivariate Amplitude Distributions for Non-Stationary Gaussian or Algebraic Fluctuations of Covariances or Correlations: Thomas Guhr and Andreas Schell
2020: Smart Close-out Netting: Akber Datoo and Christopher D. Clack
2020: Impact of crop diversification on socio-economic life of tribal farmers: A case study from Eastern ghats of India: Sadasiba Tripathy and Sandhyarani Das
2020: A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models: Francis J. DiTraglia and Camilo Garcia-Jimeno
2020: Identifying the effect of a mis-classified, binary, endogenous regressor: Francis J. DiTraglia and Camilo Garcia-Jimeno
2020: Ambient heat and human sleep: Kelton Minor, Andreas Bjerre-Nielsen, Sigga Svala Jonasdottir, Sune Lehmann and Nick Obradovich
2020: A Reputation for Honesty: Drew Fudenberg, Ying Gao and Harry Pei
2020: A Generalized Focused Information Criterion for GMM: Minsu Chang and Francis J. DiTraglia
2020: A Mixed-Method Landscape Analysis of SME-focused B2B Platforms in Germany: Tina Krell, Fabian Braesemann, Fabian Stephany, Nicolas Friederici and Philip Meier
2020: Population synthesis for urban resident modeling using deep generative models: Martin Johnsen, Oliver Brandt, Sergio Garrido and Francisco C. Pereira
2020: Stochastic stability of agglomeration patterns in an urban retail model: Minoru Osawa, Takashi Akamatsu and Yosuke Kogure
2020: The Uncertain Shape of Grey Swans: Extreme Value Theory with Uncertain Threshold: Hamidreza Arian, Hossein Poorvasei, Azin Sharifi and Shiva Zamani
2020: Shadow economy and populism-risk and uncertainty factors for establishing low-carbon economy of Balkan countries-case study for Bulgaria: Shteryo Nozharov and Nina Nikolova
2020: Prospects and challenges of quantum finance: Adam Bouland, Wim van Dam, Hamed Joorati, Iordanis Kerenidis and Anupam Prakash
2020: Contingent Capital with Stock Price Triggers in Interbank Networks: Anne G. Balter, Nikolaus Schweizer and Juan C. Vera
2020: Gaussian Transforms Modeling and the Estimation of Distributional Regression Functions: Richard Spady and Sami Stouli
2020: COVID-Town: An Integrated Economic-Epidemiological Agent-Based Model: Patrick Mellacher
2020: Assessing the attraction of cities on venture capital from a scaling law perspective: Ruiqi Li, Lingyun Lu, Weiwei Gu, Shaodong Ma, Gang Xu and H. Eugene Stanley
2020: Forecasting and Analyzing the Military Expenditure of India Using Box-Jenkins ARIMA Model: Deepanshu Sharma and Kritika Phulli
2020: Reviewing energy system modelling of decentralized energy autonomy: Jann Michael Weinand, Fabian Scheller and Russell McKenna
2020: Reel Stock Analysis for an Integrated Paper Packaging Company: Constantine Goulimis and Gaston Simone
2020: From passive to active: Flexibility from electric vehicles in the context of transmission system development: Philipp Andreas Gunkel, Claire Bergaentzl\'e, Ida Gr{\ae}sted Jensen and Fabian Scheller
2020: Competition between simultaneous demand-side flexibility options: The case of community electricity storage systems: Fabian Scheller, Robert Burkhardt, Robert Schwarzeit, Russell McKenna and Thomas Bruckner
2020: Disentangling Community-level Changes in Crime Trends During the COVID-19 Pandemic in Chicago: Gian Maria Campedelli, Serena Favarin, Alberto Aziani and Alex R. Piquero
2020: Portfolio Liquidation Games with Self-Exciting Order Flow: Guanxing Fu, Ulrich Horst and Xiaonyu Xia
2020: Deep Neural Networks and Neuro-Fuzzy Networks for Intellectual Analysis of Economic Systems: Alexey Averkin and Sergey Yarushev
2020: Spontaneous symmetry breaking in Quantum Finance: Ivan Arraut, Alan Au and Alan Ching-biu Tse
2020: On social networks that support learning: Itai Arieli, Fedor Sandomirskiy and Rann Smorodinsky
2020: Startup & Unicorn Growth Valuation: Andreas A. Aigner and Walter Schrabmair
2020: Tracking change-points in multivariate extremes: Miguel de Carvalho, Manuele Leonelli and Alex Rossi
2020: Testing and Dating Structural Changes in Copula-based Dependence Measures: Florian Stark and Sven Otto
2020: Optimal Policy Learning: From Theory to Practice: Giovanni Cerulli
2020: Reducing bias in difference-in-differences models using entropy balancing: Matthew Cefalu, Brian G. Vegetabile, Michael Dworsky, Christine Eibner and Federico Girosi
2020: Short Term Electricity Market Designs: Identified Challenges and Promising Solutions: Lina Silva-Rodriguez, Anibal Sanjab, Elena Fumagalli, Ana Virag and Madeleine Gibescu
2020: Dynamic sensitivities and Initial Margin via Chebyshev Tensors: Mariano Zeron and Ignacio Ruiz
2020: Occupational Network Structure and Vector Assortativity for illustrating patterns of social mobility: Vinay Reddy Venumuddala
2020: Reinforced Deep Markov Models With Applications in Automatic Trading: Tadeu A. Ferreira
2020: Comparing the market microstructure between two South African exchanges: Ivan Jericevich, Patrick Chang and Tim Gebbie
2020: SuperDeConFuse: A Supervised Deep Convolutional Transform based Fusion Framework for Financial Trading Systems: Pooja Gupta, Angshul Majumdar, Emilie Chouzenoux and Giovanni Chierchia
2020: A bivariate Normal Inverse Gaussian process with stochastic delay: efficient simulations and applications to energy markets: Matteo Gardini, Piergiacomo Sabino and Emanuela Sasso
2020: DoWhy: An End-to-End Library for Causal Inference: Amit Sharma and Emre Kiciman
2020: Screening and Information-Sharing Externalities: Quitz\'e Valenzuela-Stookey
2020: Inference under Superspreading: Determinants of SARS-CoV-2 Transmission in Germany: Patrick W. Schmidt
2020: Unifying the theory of storage and the risk premium by an unobservable intrinsic electricity price: Wieger Hinderks, Ralf Korn and Andreas Wagner
2020: Platform-Mediated Competition: Quitz\'e Valenzuela-Stookey
2020: Redistribution Through Tax Relief: Quitz\'e Valenzuela-Stookey
2020: XVA Valuation under Market Illiquidity: Weijie Pang and Stephan Sturm
2020: Identifying Latent Structures in Maternal Employment: Evidence on the German Parental Benefit Reform: Sophie-Charlotte Klose
2020: Balancing the Payment System: Toma\v{z} Fleischman and Paolo Dini
2020: Monetary Policy and Firm Dynamics: Matthew Read
2020: Multiscale Control of Stackelberg Games: Michael Herty, Sonja Steffensen and Anna Th\"unen
2020: Did Hurricane Katrina Reduce Mortality?: Robert Kaestner
2020: Effect of Short-Term Debt on Financial Growth of Non-Financial Firms Listed at Nairobi Securities Exchange: David Haritone Shikumo, Oluoch Oluoch and Joshua Matanda Wepukhulu
2020: The importance of dynamic risk constraints for limited liability operators: John Armstrong, Damiano Brigo and Alex S. L. Tse
2020: Socio-demographic goals within digitalization environment: a gender aspect: Olga A. Zolotareva and Aleksandr V. Bezrukov
2020: Agent-based Computational Economics in Management Accounting Research: Opportunities and Difficulties: Friederike Wall and Stephan Leitner
2020: How the Availability of Higher Education Affects Incentives? Evidence from Federal University Openings in Brazil: Guilherme Jardim
2020: Social Media and Political Contributions: The Impact of New Technology on Political Competition: Maria Petrova, Ananya Sen and Pinar Yildirim
2020: Rule-based Strategies for Dynamic Life Cycle Investment: T. R. B. den Haan, K. W. Chau, M. van der Schans and Cornelis Oosterlee
2020: The polarizing impact of numeracy, economic literacy, and science literacy on attitudes toward immigration: Lucia Savadori, Giuseppe Espa and Maria Michela Dickson
2020: Adaptive Combinatorial Allocation: Maximilian Kasy and Alexander Teytelboym
2020: Comparing the collective behavior of banking industry: Hanie. Vahabi, Ali Namaki and Reza Raei
2020: Insights into Fairness through Trust: Multi-scale Trust Quantification for Financial Deep Learning: Alexander Wong, Andrew Hryniowski and Xiao Yu Wang
2020: Economic Principles of PoPCoin, a Democratic Time-based Cryptocurrency: Haoqian Zhang, Cristina Basescu and Bryan Ford
2020: Greetings from a Triparental Planet: Gizem Bacaksizlar, Stefani Crabtree, Joshua Garland, Natalie Grefenstette, Albert Kao, David Kinney, Artemy Kolchinsky, Tyler Marghetis, Michael Price, Maria Riolo, Hajime Shimao, Ashley Teufel, Tamara van der Does and Vicky Chuqiao Yang
2020: Synthetic Data Generation for Economists: Allison Koenecke and Hal Varian
2020: Estimating County-Level COVID-19 Exponential Growth Rates Using Generalized Random Forests: Zhaowei She, Zilong Wang, Turgay Ayer, Asmae Toumi and Jagpreet Chhatwal
2020: Constrained Serial Rule on the Full Preference Domain: Priyanka Shende
2020: Insights from Optimal Pandemic Shielding in a Multi-Group SEIR Framework: Philipp Bach, Victor Chernozhukov and Martin Spindler
2020: The Frequency of Convergent Games under Best-Response Dynamics: Samuel C. Wiese and Torsten Heinrich
2020: Coresets for Regressions with Panel Data: Lingxiao Huang, K. Sudhir and Nisheeth K. Vishnoi
2020: Competition in Fund Management and Forward Relative Performance Criteria: Michail Anthropelos, Tianran Geng and Thaleia Zariphopoulou
2020: Asset Allocation via Machine Learning and Applications to Equity Portfolio Management: Qing Yang, Zhenning Hong, Ruyan Tian, Tingting Ye and Liangliang Zhang
2020: Social networks, confirmation bias and shock elections: Edoardo Gallo and Alastair Langtry
2020: The implications of large-scale containment policies on global maritime trade during the COVID-19 pandemic: Jasper Verschuur, Elco Koks and Jim Hall
2020: The public debt multiplier: Alice Albonico, Guido Ascari and Alessandro Gobbi
2020: Sectoral Labor Mobility and Optimal Monetary Policy: Alessandro Cantelmo and Giovanni Melina
2020: Endogenous Representation of Asset Returns: Zhipu Zhou, Alexander Shkolnik and Sang-Yun Oh
2020: Using Information to Amplify Competition: Wenhao Li
2020: Interpretable Neural Networks for Panel Data Analysis in Economics: Yucheng Yang, Zhong Zheng and Weinan E
2020: To Act or not to Act? Political competition in the presence of a threat: Arthur Fishman and Doron Klunover
2020: Time your hedge with Deep Reinforcement Learning: Eric Benhamou, David Saltiel, Sandrine Ungari and Abhishek Mukhopadhyay
2020: Necessity of Hyperbolic Absolute Risk Aversion for the Concavity of Consumption Functions: Alexis Akira Toda
2020: Modeling and analysis of the effect of COVID-19 on the stock price: V and L-shape recovery: Ajit Mahata, Anish Rai, Om Prakash and Md Nurujjaman
2020: Economic Complexity and Growth: Can value-added exports better explain the link?: Philipp Koch
2020: Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning: Eric Benhamou, David Saltiel, Jean-Jacques Ohana and Jamal Atif
2020: A Survey on Data Pricing: from Economics to Data Science: Jian Pei
2020: Bear Markets and Recessions versus Bull Markets and Expansions: Abdulnasser Hatemi-J
2020: Equity warrant pricing under subdiffusive fractional Brownian motion of the short rate: Foad Shokrollahi and Marcin Marcin Magdziarz
2020: Barriers to grid-connected battery systems: Evidence from the Spanish electricity market: Yu Hu, David Soler Soneira and Mar\'ia Jes\'us S\'anchez
2020: Flexible Mixture Priors for Large Time-varying Parameter Models: Niko Hauzenberger
2020: Prior knowledge distillation based on financial time series: Jie Fang and Jianwu Lin
2020: Reputation Building under Observational Learning: Harry Pei
2020: Mean-Variance Portfolio Management with Functional Optimization: Ka Wai Tsang and Zhaoyi He
2020: Detecting and explaining changes in various assets' relationships in financial markets: Makoto Naraoka, Teruaki Hayashi, Takaaki Yoshino, Toshiaki Sugie, Kota Takano and Yukio Ohsawa
2020: Learning Undirected Graphs in Financial Markets: Jos\'e Vin\'icius de Miranda Cardoso and Daniel P. Palomar
2020: Continuous time mean-variance-utility portfolio problem and its equilibrium strategy: Ben-Zhang Yang, Xin-Jiang He and Song-Ping Zhu
2020: Construction of Minimum Spanning Trees from Financial Returns using Rank Correlation: Tristan Millington and Mahesan Niranjan
2020: Modality for Scenario Analysis and Maximum Likelihood Allocation: Takaaki Koike and Marius Hofert
2020: Targeting predictors in random forest regression: Daniel Borup, Bent Jesper Christensen, Nicolaj N{\o}rgaard M\"uhlbach and Mikkel Slot Nielsen
2020: Complex risk statistics with scenario analysis: Fei Sun and Yichuan Dong
2020: Market states: A new understanding: Hirdesh K. Pharasi, Eduard Seligman and Thomas H. Seligman
2020: Malliavin-Mancino estimators implemented with non-uniform fast Fourier transforms: Patrick Chang, Etienne Pienaar and Tim Gebbie
2020: Cournot-Nash equilibrium and optimal transport in a dynamic setting: Beatrice Acciaio, Julio Backhoff-Veraguas and Junchao Jia
2020: Alpha Discovery Neural Network based on Prior Knowledge: Jie Fang, Shutao Xia, Jianwu Lin, Zhikang Xia, Xiang Liu and Yong Jiang
2020: Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19: Nick James, Max Menzies and Jennifer Chan
2020: Fools Rush In: Competitive Effects of Reaction Time in Automated Trading: Henry Hanifan and John Cartlidge
2020: Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations: Masaaki Fujii
2020: Bounds on Multi-asset Derivatives via Neural Networks: Luca De Gennaro Aquino and Carole Bernard
2020: Personalized Robo-Advising: Enhancing Investment through Client Interaction: Agostino Capponi, Sveinn Olafsson and Thaleia Zariphopoulou
2020: Constrained Pseudo-market Equilibrium: Federico Echenique, Antonio Miralles and Jun Zhang
2020: Discrete time portfolio optimisation managing value at risk under heavy tail return distribution: Subhojit Biswas and Diganta Mukherjee
2020: Portfolio Optimization Managing Value at Risk under Heavy Tail Return, using Stochastic Maximum Principle: Subhojit Biswas, Mrinal K. Ghosh and Diganta Mukherjee
2020: Estimating Unobserved Individual Heterogeneity Using Pairwise Comparisons: Elena Krasnokutskaya, Kyungchul Song and Xun Tang
2020: Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP: Peter Knaus, Angela Bitto-Nemling, Annalisa Cadonna and Sylvia Fr\"uhwirth-Schnatter
2020: Common Decomposition of Correlated Brownian Motions and its Financial Applications: Tianyao Chen, Xue Cheng and Jingping Yang
2020: Compactification of Extensive Game Structures and Backward Dominance Procedure: Shuige Liu
2020: Boosting: Why You Can Use the HP Filter: Peter Phillips and Zhentao Shi
2020: Martingale optimal transport duality: Patrick Cheridito, Matti Kiiski, David J. Pr\"omel and H. Mete Soner
2020: Testing for Differences in Stochastic Network Structure: Eric Auerbach
2020: Stealed-bid Auctions: Detecting Bid Leakage via Semi-Supervised Learning: Dmitry I. Ivanov and Alexander Nesterov
2020: Evaluating Range Value at Risk Forecasts: Tobias Fissler and Johanna F. Ziegel
2020: Stochastic derivative estimation for max-stable random fields: Erwan Koch and Christian Y. Robert
2020: Precise asymptotics: robust stochastic volatility models: Peter K. Friz, Paul Gassiat and Paolo Pigato
2020: A New Form of Banking -- Concept and Mathematical Model of Venture Banking: Brian P Hanley
2020: Non-testability of instrument validity under continuous endogenous variables: Florian Gunsilius
2020: A Convergent Linear Regression Method for Forward-Backward Stochastic Differential Equations with Jumps: Tingting Ye and Liangliang Zhang
2020: Equity Default Clawback Swaps to Implement Venture Banking: Brian P. Hanley
2020: Data driven partition-of-unity copulas with applications to risk management: Dietmar Pfeifer, Andreas M\"andle and Olena Ragulina
2020: A review of two decades of correlations, hierarchies, networks and clustering in financial markets: Gautier Marti, Frank Nielsen, Miko{\l}aj Bi\'nkowski and Philippe Donnat
2020: Is Collusion-Proof Procurement Expensive?: Gaurab Aryal and Maria Gabrielli
2020: Augmenting transferred representations for stock classification: Elizabeth Fons, Paula Dawson, Xiao-jun Zeng, John Keane and Alexandros Iosifidis
2020: How do the Covid-19 Prevention Measures Interact with Sustainable Development Goals?: Shima Beigi
2020: Picking Efficient Portfolios from 3,171 US Common Stocks with New Quantum and Classical Solvers: Jeffrey Cohen and Clark Alexander
2020: Generalised geometric Brownian motion: Theory and applications to option pricing: Viktor Stojkoski, Trifce Sandev, Lasko Basnarkov, Ljupco Kocarev and Ralf Metzler
2020: When "Better" is better than "Best": Ben Amiet, Andrea Collevecchio and Kais Hamza
2020: Nonparametric Identification of Production Function, Total Factor Productivity, and Markup from Revenue Data: Hiroyuki Kasahara and Yoichi Sugita
2020: Strategy-proof and Envy-free Mechanisms for House Allocation: Priyanka Shende and Manish Purohit
2020: Distributionally Robust Newsvendor with Moment Constraints: Derek Singh and Shuzhong Zhang
2020: Optimal control of multiple Markov switching stochastic system with application to portfolio decision: Jianmin Shi
2020: Quantifying the trade-off between income stability and the number of members in a pooled annuity fund: Thomas Bernhardt and Catherine Donnelly
2020: Machine Learning for Experimental Design: Methods for Improved Blocking: Brian Quistorff and Gentry Johnson
2020: Preference Estimation in Deferred Acceptance with Partial School Rankings: Shanjukta Nath
2020: Disparities in ridesourcing demand for mobility resilience: A multilevel analysis of neighborhood effects in Chicago, Illinois: Elisa Borowski, Jason Soria, Joseph Schofer and Amanda Stathopoulos
2020: Discrete-time portfolio optimization under maximum drawdown constraint with partial information and deep learning resolution: Carmine De Franco, Johann Nicolle and Huy\^en Pham
2020: Are randomness of behavior and information flow important to opinion forming in organization?: Agnieszka Kowalska-Stycze\'n and Krzysztof Malarz
2020: Modelling and simulation of dependence structures in nonlife insurance with Bernstein copulas: Dietmar Pfeifer, Doreen Strassburger and Joerg Philipps
2020: Fear and Volatility in Digital Assets: Faizaan Pervaiz, Christopher Goh, Ashley Pennington, Samuel Holt, James West and Shaun Ng
2020: Event-Driven Learning of Systematic Behaviours in Stock Markets: Xianchao Wu
2020: Anticipated impacts of Brexit scenarios on UK food prices and implications for policies on poverty and health: a structured expert judgement update: Martine J Barons and Willy Aspinall
2020: Design Diversity for Improving Efficiency and Reducing Risk in Oil and Gas Well Stimulation under Uncertain Reservoir Conditions: Cheng Cheng
2020: Evaluating data augmentation for financial time series classification: Elizabeth Fons, Paula Dawson, Xiao-jun Zeng, John Keane and Alexandros Iosifidis
2020: Price response functions and spread impact in correlated financial markets: Juan C. Henao-Londono, Sebastian M. Krause and Thomas Guhr
2020: Monetary-fiscal interactions under price level targeting: Guido Ascari, Anna Florio and Alessandro Gobbi
2020: Modeling European regional FDI flows using a Bayesian spatial Poisson interaction model: Tamás Krisztin and Philipp Piribauer
2020: Maximum Spectral Measures of Risk with given Risk Factor Marginal Distributions: Mario Ghossoub, Jesse Hall and David Saunders
2020: Liquidity Constraints and Demand for Healthcare: Evidence from Danish Welfare Recipients: Frederik Plesner Lyngse
2020: E-Commerce Delivery Demand Modeling Framework for An Agent-Based Simulation Platform: Takanori Sakai, Yusuke Hara, Ravi Seshadri, Andr\'e Alho, Md Sami Hasnine, Peiyu Jing, ZhiYuan Chua and Moshe Ben-Akiva
2020: Evaluating the impact of next generation broadband on local business creation: Philip Chen, Edward J Oughton, Pete Tyler, Mo Jia and Jakub Zagdanski
2020: Risk Preferences and Efficiency of Household Portfolios: Agostino Capponi and Zhaoyu Zhang
2020: Financial Data Analysis Using Expert Bayesian Framework For Bankruptcy Prediction: Amir Mukeri, Habibullah Shaikh and D. P. Gaikwad
2020: Stock Price Prediction Using CNN and LSTM-Based Deep Learning Models: Sidra Mehtab and Jaydip Sen
2020: Deep learning for CVA computations of large portfolios of financial derivatives: Kristoffer Andersson and Cornelis Oosterlee
2020: Derivatives Pricing in Non-Arbitrage Market: N. S. Gonchar
2020: Off-Policy Evaluation of Bandit Algorithm from Dependent Samples under Batch Update Policy: Masahiro Kato and Yusuke Kaneko
2020: A Finite Element Approach to the Numerical Solutions of Leland's Mode: Dongming Wei, Yogi Ahmad Erlangga and Gulzat Zhumakhanova
2020: Options Pricing for Two Stocks by Black Sholes Time Fractional Order NonLinear Partial Differential Equation: Kamran Zakaria and Saeed Hafeez
2020: Robust Optimization Approaches for Portfolio Selection: A Computational and Comparative Analysis: A. Georgantas
2020: What can be learned from satisfaction assessments?: Naftali Cohen, Simran Lamba and Prashant Reddy
2020: Analysis of the Impact of High-Frequency Trading on Artificial Market Liquidity: Isao Yagi, Yuji Masuda and Takanobu Mizuta
2020: Trading Strategies of a Leveraged ETF in a Continuous Double Auction Market Using an Agent-Based Simulation: Isao Yagi, Shunya Maruyama and Takanobu Mizuta
2020: Conditional beta and uncertainty factor in the cryptocurrency pricing model: Khanh Nguyen
2020: On the profitability of selfish blockchain mining under consideration of ruin: Hansjoerg Albrecher and Pierre-Olivier Goffard
2020: Determinants of Financial Performance of Microfinance Banks in Kenya: King'ori S. Ngumo, Kioko W. Collins and Shikumo H. David
2020: Determinants of Lending to Small and Medium Enterprises by Commercial Banks in Kenya: David Haritone Shikumo and Mwangi Mirie
2020: A Practical Guide of Off-Policy Evaluation for Bandit Problems: Masahiro Kato, Kenshi Abe, Kaito Ariu and Shota Yasui
2020: Modeling the US-China trade conflict: a utility theory approach: Yuhan Zhang and Cheng Chang
2020: Love Thy Neighbor? Perceived Community Abidance and Private Compliance to COVID-19 Norms in India: Upasak Das, Prasenjit Sarkhel and Sania Ashraf
2020: Model of continuous random cascade processes in financial markets: Jun-ichi Maskawa and Koji Kuroda
2020: Forecasting With Factor-Augmented Quantile Autoregressions: A Model Averaging Approach: Anthoulla Phella
2020: Option Hedging with Risk Averse Reinforcement Learning: Edoardo Vittori, Michele Trapletti and Marcello Restelli
2020: Optimal per-loss reinsurance and investment to minimize the probability of drawdown: Xia Han and Zhibin Liang
2020: Trade-offs and synergies in managing coastal flood risk: A case study for New York City: Robert L. Ceres, Chris E. Forest and Klaus Keller
2020: Supporting Tool for The Transition of Existing Small and Medium Enterprises Towards Industry 4.0: Miguel Baritto, Md Mashum Billal, S. M. Muntasir Nasim, Rumana Afroz Sultana, Mohammad Arani and Ahmed Jawad Qureshi
2020: Harnessing Ambient Sensing & Naturalistic Driving Systems to Understand Links Between Driving Volatility and Crash Propensity in School Zones: A generalized hierarchical mixed logit framework: Behram Wali and Asad Khattak
2020: On the impact of publicly available news and information transfer to financial markets: Metod Jazbec, Barna P\'asztor, Felix Faltings, Nino Antulov-Fantulin and Petter N. Kolm
2020: An assessment of European electricity arbitrage using storage systems: Fernando N\'u\~nez, David Canca and \'Angel Arcos-Vargas
2020: Theory-based residual neural networks: A synergy of discrete choice models and deep neural networks: Shenhao Wang, Baichuan Mo and Jinhua Zhao
2020: Approximation-Robust Inference in Dynamic Discrete Choice: Ben Deaner
2020: Duration of exposure to inheritance law in India: Examining the heterogeneous effects on empowerment: Shreya Biswas, Upasak Das and Prasenjit Sarkhel
2020: Adversarial Attacks on Deep Algorithmic Trading Policies: Yaser Faghan, Nancirose Piazza, Vahid Behzadan and Ali Fathi
2020: Quantifying Uncertainties in Estimates of Income and Wealth Inequality: Marta Boczon
2020: Fire Sales, the LOLR and Bank Runs with Continuous Asset Liquidity: Ulrich Bindseil and Edoardo Lanari
2020: Worst-case sensitivity: Jun-ya Gotoh, Michael Jong Kim and Andrew E. B. Lim
2020: Analysis of Regional Cluster Structure By Principal Components Modelling in Russian Federation: Alexander V. Bezrukov
2020: Time-varying Forecast Combination for High-Dimensional Data: Bin Chen and Kenwin Maung
2020: Thermodynamics of markets: Sergey Rashkovskiy
2020: Impact of crop diversification on tribal farmer's income: A case study from Eastern ghats of India: Sadasiba Tripathy and Sandhyarani Das
2020: Are Crises Predictable? A Review of the Early Warning Systems in Currency and Stock Markets: Peiwan Wang and Lu Zong
2020: Identifying Crisis-Critical Intellectual Property Challenges during the Covid-19 Pandemic: A scenario analysis and conceptual extrapolation of innovation ecosystem dynamics using a visual mapping approach: Alexander Moerchel, Frank Tietze, Leonidas Aristodemou and Pratheeba Vimalnath
2020: Equilibrium price in intraday electricity markets: Ren\'e Aid, Andrea Cosso and Huy\^en Pham
2020: The Duopoly Analysis of Graphics Card Market: Nan Miles Xi
2020: Differentiation of subjects of the Russian Federation according to the main parameters of socio-economic development: Natalia A. Sadovnikova, Leysan A. Davletshina, Olga A. Zolotareva and Olga O. Lebedinskaya
2020: Analysis of the impact of maker-taker fees on the stock market using agent-based simulation: Isao Yagi, Mahiro Hoshino and Takanobu Mizuta
2020: Scenario-decomposition Solution Framework for Nonseparable Stochastic Control Problems: Xin Huang, Duan Li and Daniel Zhuoyu Long
2020: Evolutionary dynamics in financial markets with heterogeneities in strategies and risk tolerance: Wen-Juan Xu, Chen-Yang Zhong, Fei Ren, Tian Qiu, Rong-Da Chen, Yun-Xin He and Li-Xin Zhong
2020: Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk: Tetsuo Kurosaki and Young Shin Kim
2020: A Model of Choice with Minimal Compromise: Mario Vazquez Corte
2020: Is Image Encoding Beneficial for Deep Learning in Finance? An Analysis of Image Encoding Methods for the Application of Convolutional Neural Networks in Finance: Dan Wang, Tianrui Wang and Ionu\c{t} Florescu
2020: Information Coefficient as a Performance Measure of Stock Selection Models: Feng Zhang, Ruite Guo and Honggao Cao
2020: Hybrid Modelling Approaches for Forecasting Energy Spot Prices in EPEC market: Tahir Miriyev, Alessandro Contu, Kevin Schafers and Ion Gabriel Ion
2020: Individual Heterogeneity and Cultural Attitudes in Credence Goods Provision: Johnny Tang
2020: Parsimonious Quantile Regression of Financial Asset Tail Dynamics via Sequential Learning: Xing Yan, Weizhong Zhang, Lin Ma, Wei Liu and Qi Wu
2020: An Application of H\"older's Inequality to Economics: James Otterson
2020: Measures of Model Risk in Continuous-time Finance Models: Emese Lazar, Shuyuan Qi and Radu Tunaru
2020: Estimating Sleep & Work Hours from Alternative Data by Segmented Functional Classification Analysis (SFCA): Klaus Ackermann, Simon Angus and Paul Raschky
2020: How to Sell Hard Information: S. Nageeb Ali, Nima Haghpanah, Xiao Lin and Ron Siegel
2020: The measure of model risk in credit capital requirements: Roberto Baviera
2020: Mass Flow Analysis of SARS-CoV-2 for quantified COVID-19 Risk Analysis: Gjalt Huppes and Ruben Huele
2020: Heteroscedasticity test of high-frequency data with jumps and microstructure noise: Qiang Liu, Zhi Liu and Chuanhai Zhang
2020: Comment: Individualized Treatment Rules Under Endogeneity: Sukjin and Han
2020: A Deep Learning Framework for Predicting Digital Asset Price Movement from Trade-by-trade Data: Qi Zhao
2020: The application of multivariate classification in evaluating the regional differentiation by population income in Russia: Natalia A. Sadovnikova and Olga A. Zolotareva
2020: A Horserace of Volatility Models for Cryptocurrency: Evidence from Bitcoin Spot and Option Markets: Yeguang Chi and Wenyan Hao
2020: Optimal Insurance under Maxmin Expected Utility: Corina Birghila, Tim J. Boonen and Mario Ghossoub
2020: Choosing News Topics to Explain Stock Market Returns: Paul Glasserman, Kriste Krstovski, Paul Laliberte and Harry Mamaysky
2020: Markov Decision Processes with Recursive Risk Measures: Nicole B\"auerle and Alexander Glauner
2020: Long term dynamics of poverty transitions in India: Anand Sahasranaman
2020: Catastrophic health expenditure and inequalities -- a district level study of West Bengal: Pijush Kanti Das
2020: Non-Additive Axiologies in Large Worlds: Christian Tarsney and Teruji Thomas
2020: An Application of Dirac's Interaction Picture to Option Pricing: Mauricio Contreras G
2020: Should the Ransomware be Paid?: Rui Fang, Maochao Xu and Peng Zhao
2020: A bi-directional approach to comparing the modular structure of networks: Daniel Straulino, Mattie Landman and Neave O'Clery
2020: Asset Price Forecasting using Recurrent Neural Networks: Hamed Vaheb
2020: Local and Non-local Fractional Porous Media Equations: Fatemeh Gharari, Karina Arias-Calluari, Fernando Alonso-Marroquin and Morteza. N. Najafi
2020: An Extension of the Birkhoff-von Neumann Theorem to Non-Bipartite Graphs: Vijay V. Vazirani
2020: Monitoring War Destruction from Space: A Machine Learning Approach: Hannes Mueller, Andre Groger, Jonathan Hersh, Andrea Matranga and Joan Serrat
2020: Differentially Private Secure Multi-Party Computation for Federated Learning in Financial Applications: David Byrd and Antigoni Polychroniadou
2020: Twin Estimates of the Effects of Prenatal Environment, Child Biology, and Parental Bias on Sex Differences in Early Age Mortality: Roland Pongou
2020: The loss optimisation of loan recovery decision times using forecast cash flows: Arno Botha, Conrad Beyers and Pieter de Villiers
2020: A Game-Theoretic Analysis of the Empirical Revenue Maximization Algorithm with Endogenous Sampling: Xiaotie Deng, Ron Lavi, Tao Lin, Qi Qi, Wenwei Wang and Xiang Yan
2020: Inflation, ECB and short-term interest rates: A new model, with calibration to market data: F. Antonacci, C. Costantini, F. D'Ippoliti and M. Papi
2020: Tight Bounds for a Class of Data-Driven Distributionally Robust Risk Measures: Derek Singh and Shuzhong Zhang
2020: Specilized day trading -- a new view on an old game: V Simovic and V Simovic
2020: Identifying causal channels of policy reforms with multiple treatments and different types of selection: Annabelle Doerr and Anthony Strittmatter
2020: The Knowledge Graph for Macroeconomic Analysis with Alternative Big Data: Yucheng Yang, Yue Pang, Guanhua Huang and Weinan E
2020: Valid t-ratio Inference for IV: David S. Lee, Justin McCrary, Marcelo Moreira and Jack Porter
2020: Towards Self-Regulating AI: Challenges and Opportunities of AI Model Governance in Financial Services: Eren Kurshan, Hongda Shen and Jiahao Chen
2020: Off the Grid... and Back Again? The Recent Evolution of American Street Network Planning and Design: Geoff Boeing
2020: The relationship between driving volatility in time to collision and crash injury severity in a naturalistic driving environment: Behram Wali, Asad Khattak and Thomas Karnowski
2020: Sparse network asymptotics for logistic regression: Bryan S. Graham
2020: Deep Reinforcement Learning for Asset Allocation in US Equities: Miquel Noguer i Alonso and Sonam Srivastava
2020: Jump Models with delay -- option pricing and logarithmic Euler-Maruyama scheme: Nishant Agrawal and Yaozhong Hu
2020: Debreu's open gap lemma for semiorders: A. Estevan
2020: Hierarchical PCA and Modeling Asset Correlations: Marco Avellaneda and Juan Andr\'es Serur
2020: Inference with a single treated cluster: Andreas Hagemann
2020: Agent Based Computational Model Aided Approach to Improvise the Inequality-Adjusted Human Development Index (IHDI) for Greater Parity in Real Scenario Assessments: Pradipta Banerjee and Subhrabrata Choudhury
2020: Sentiment of tweets and socio-economic characteristics as the determinants of voting behavior at the regional level. Case study of 2019 Polish parliamentary election: Grzegorz Krochmal
2020: No data? No problem! A Search-based Recommendation System with Cold Starts: Pedro M. Gardete and Carlos Santos
2020: Dynamic coalitions in complex task environments: To change or not to change a winning team?: Dario Blanco-Fernandez, Stephan Leitner and Alexandra Rausch
2020: Modeling the commodity prices of base metals in Indian commodity market using a Higher Order Markovian Approach: Suryadeepto Nag, Sankarshan Basu and Siddhartha P. Chakrabarty
2020: Cyclical phenomena in technological change: Mario Coccia
2020: AHEAD: Ad-Hoc Electronic Auction Design: Joffrey Derchu, Philippe Guillot, Thibaut Mastrolia and Mathieu Rosenbaum
2020: Comment on Gouri\'eroux, Monfort, Renne (2019): Identification and Estimation in Non-Fundamental Structural VARMA Models: Bernd Funovits
2020: Leader Cultural Intelligence and Organizational Performance: Saeed Nosratabadi, Parvaneh Bahrami, Khodayar Palouzian and Amir Mosavi
2020: Modelling Temperature Variation of Mushroom Growing Hall Using Artificial Neural Networks: Sina Ardabili, Amir Mosavi, Asghar Mahmoudi, Tarahom Mesri Gundoshmian, Saeed Nosratabadi and Annamaria R. Varkonyi-Koczy
2020: State of the Art Survey of Deep Learning and Machine Learning Models for Smart Cities and Urban Sustainability: Saeed Nosratabadi, Amir Mosavi, Ramin Keivani, Sina Ardabili and Farshid Aram
2020: Extending Social Resource Exchange to Events of Abundance and Sufficiency: Jonas B{\aa}{\aa}th and Adel Daoud
2020: Heterogeneity in Food Expenditure amongst US families: Evidence from Longitudinal Quantile Regression: Arjun Gupta, Soudeh Mirghasemi and Mohammad Arshad Rahman
2020: Pricing and Hedging the No-Negative-Equity Guarantee in Equity-Release Mortgages: Kevin Engelbrecht and Saul Jacka
2020: Strikingly Suspicious Overnight and Intraday Returns: Bruce Knuteson
2020: A Class of Time-Varying Vector Moving Average Models: Nonparametric Kernel Estimation and Application: Yayi Yan, Jiti Gao and Bin Peng
2020: Group cohesion under individual regulatory constraints: Delia Coculescu and Freddy Delbaen
2020: Bitcoin and its impact on the economy: Merrick Wang
2020: Wealth and Poverty: The Effect of Poverty on Communities: Merrick Wang and Robert Johnston
2020: Use Cases of Quantum Optimization for Finance: Samuel Mugel, Enrique Lizaso and Roman Orus
2020: Deep Learning for Digital Asset Limit Order Books: Rakshit Jha, Mattijs De Paepe, Samuel Holt, James West and Shaun Ng
2020: Market laws: Caglar Tuncay
2020: Gold Standard Pairs Trading Rules: Are They Valid?: Miroslav Fil
2020: Knowledge Discovery in Cryptocurrency Transactions: A Survey: Xiao Fan Liu, Xin-Jian Jiang, Si-Hao Liu and Chi Kong Tse
2020: Resilient Urban Housing Markets: Shocks vs. Fundamentals: Amine Ouazad
2020: How Macroeconomists Lost Control of Stabilization Policy: Towards Dark Ages: Jean-Bernard Chatelain and Kirsten Ralf
2020: When Local Governments' Stay-at-Home Orders Meet the White House's "Opening Up America Again": Reza Mousavi and Bin Gu
2020: Copula-Based Factor Model for Credit Risk Analysis: Meng-Jou Lu, Cathy Yi-Hsuan Chen and Wolfgang Karl H\"ardle
2020: Ants, robots, humans: a self-organizing, complex systems modeling approach: Martin Jaraiz
2020: Semi-analytic pricing of double barrier options with time-dependent barriers and rebates at hit: Andrey Itkin and Dmitry Muravey
2020: Optimal Order Execution in Intraday Markets: Minimizing Costs in Trade Trajectories: Christopher Kath and Florian Ziel
2020: Regularized Solutions to Linear Rational Expectations Models: Majid Al-Sadoon
2020: Infinite horizon utility maximisation from inter-temporal wealth: Michael Monoyios
2020: Quantifying the impact of COVID-19 on the US stock market: An analysis from multi-source information: Asim Kumer Dey, Toufiqul Haq, Kumer Das and Irina Panovska
2020: Neural Network-based Automatic Factor Construction: Jie Fang, Jianwu Lin, Shutao Xia, Yong Jiang, Zhikang Xia and Xiang Liu
2020: Generalized Autoregressive Score asymmetric Laplace Distribution and Extreme Downward Risk Prediction: Hong Shaopeng
2020: Understanding the dynamics emerging from infodemics: A call to action for interdisciplinary research: Stephan Leitner, Bartosz Gula, Dietmar Jannach, Ulrike Krieg-Holz and Friederike Wall
2020: Deep Learning modeling of Limit Order Book: a comparative perspective: Antonio Briola, Jeremy Turiel and Tomaso Aste
2020: Forecasting with Bayesian Grouped Random Effects in Panel Data: Boyuan Zhang
2020: Robust communication on networks: Marie Laclau, Ludovic Renou and Xavier Venel
2020: Interdependence in active mobility adoption: Joint modelling and motivational spill-over in walking, cycling and bike-sharing: M Said, A Biehl and Amanda Stathopoulos
2020: DeFi Protocols for Loanable Funds: Interest Rates, Liquidity and Market Efficiency: Lewis Gudgeon, Sam M. Werner, Daniel Perez and William J. Knottenbelt
2020: Optimal Trading with Differing Trade Signals: Ryan Donnelly and Matthew Lorig
2020: Stablecoins 2.0: Economic Foundations and Risk-based Models: Ariah Klages-Mundt, Dominik Harz, Lewis Gudgeon, Jun-You Liu and Andreea Minca
2020: Corona Games: Masks, Social Distancing and Mechanism Design: Balazs Pejo and Gergely Biczok
2020: Black to Negative: Embedded optionalities in commodities markets: Richard J. Martin and Aldous Birchall
2020: Explicit option valuation in the exponential NIG model: Jean-Philippe Aguilar
2020: Earnings Prediction with Deep Learning: Lars Elend, Sebastian A. Tideman, Kerstin Lopatta and Oliver Kramer
2020: Long-range memory test by the burst and inter-burst duration distribution: Vygintas Gontis
2020: The energy distance for ensemble and scenario reduction: Florian Ziel
2020: Causal Impact of Masks, Policies, Behavior on Early Covid-19 Pandemic in the U.S: Victor Chernozhukov, Hiroyuki Kasaha and Paul Schrimpf
2020: Daily Middle-Term Probabilistic Forecasting of Power Consumption in North-East England: Roberto Baviera and Giuseppe Messuti
2020: Inequality Measures: The Kolkata index in comparison with other measures: Suchismita Banerjee, Bikas K. Chakrabarti, Manipushpak Mitra and Suresh Mutuswami
2020: Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction: Jiexia Ye, Juanjuan Zhao, Kejiang Ye and Chengzhong Xu
2020: Economic Conditions for Innovation: Private vs. Public Sector: Tom\'a\v{s} Evan and Vladim\'ir Hol\'y
2020: An Application of Deep Reinforcement Learning to Algorithmic Trading: Thibaut Th\'eate and Damien Ernst
2020: On the parabolic equation for portfolio problems: Dariusz Zawisza
2020: Exploring the Effects of COVID-19 Containment Policies on Crime: An Empirical Analysis of the Short-term Aftermath in Los Angeles: Gian Maria Campedelli, Alberto Aziani and Serena Favarin
2020: Stochastic Frontier Analysis with Generalized Errors: inference, model comparison and averaging: Kamil Makie{\l}a and B{\l}a\.zej Mazur
2020: Optimal market making with persistent order flow: Paul Jusselin
2020: The Role of Uncertainty in Controlling Climate Change: Yongyang Cai
2020: Off-Policy Evaluation and Learning for External Validity under a Covariate Shift: Masahiro Kato, Masatoshi Uehara and Shota Yasui
2020: Optimal liquidation for a risk averse investor in a one-sided limit order book driven by a Levy process: Arne Lokka and Junwei Xu
2020: Automatic Financial Feature Construction: Jie Fang, Shutao Xia, Jianwu Lin and Yong Jiang
2020: Multiple yield curve modelling with CBI processes: Claudio Fontana, Alessandro Gnoatto and Guillaume Szulda
2020: Explaining black box decisions by Shapley cohort refinement: Masayoshi Mase, Art B. Owen and Benjamin Seiler
2020: Cross-validated covariance estimators for high-dimensional minimum-variance portfolios: Sven Husmann, Antoniya Shivarova and Rick Steinert
2020: Dual Instrumental Variable Regression: Krikamol Muandet, Arash Mehrjou, Si Kai Lee and Anant Raj
2020: Identifiability of Structural Singular Vector Autoregressive Models: Bernd Funovits and Alexander Braumann
2020: Optimal Dividend Strategy for an Insurance Group with Contagious Default Risk: Zhuo Jin, Huafu Liao, Yue Yang and Xiang Yu
2020: Recovering Preferences from Finite Data: Christopher Chambers, Federico Echenique and Nicolas Lambert
2020: Dynamics of reallocation within India's income distribution: Anand Sahasranaman and Henrik Jeldtoft Jensen
2020: Robust pricing and hedging of options on multiple assets and its numerics: Stephan Eckstein, Gaoyue Guo, Tongseok Lim and Jan Obloj
2020: State Drug Policy Effectiveness: Comparative Policy Analysis of Drug Overdose Mortality: Jarrod Olson, Po-Hsu Allen Chen, Marissa White, Nicole Brennan and Ning Gong
2020: Lifetime Ruin under High-watermark Fees and Drift Uncertainty: Junbeom Lee, Xiang Yu and Chao Zhou
2020: Equilibrium concepts for time-inconsistent stopping problems in continuous time: Erhan Bayraktar, Jingjie Zhang and Zhou Zhou
2020: Racial Disparities in Voting Wait Times: Evidence from Smartphone Data: M. Keith Chen, Kareem Haggag, Devin Pope and Ryne Rohla
2020: Dynamic Programming with State-Dependent Discounting: John Stachurski and Junnan Zhang
2020: `Regression Anytime' with Brute-Force SVD Truncation: Christian Bender and Nikolaus Schweizer
2020: Deep Learning-Based Least Square Forward-Backward Stochastic Differential Equation Solver for High-Dimensional Derivative Pricing: Jian Liang, Zhe Xu and Peter Li
2020: Trading via Image Classification: Naftali Cohen, Tucker Balch and Manuela Veloso
2020: From small markets to big markets: Laurence Carassus and Miklos Rasonyi
2020: Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model: Feiyu Jiang, Dong Li and Ke Zhu
2020: Small-time, large-time and $H\to 0$ asymptotics for the Rough Heston model: Martin Forde, Stefan Gerhold and Benjamin Smith
2020: Sparse structures with LASSO through Principal Components: forecasting GDP components in the short-run: Saulius Jokubaitis, Dmitrij Celov and Remigijus Leipus
2020: Deep Smoothing of the Implied Volatility Surface: Damien Ackerer, Natasa Tagasovska and Thibault Vatter
2020: The mitigating role of regulation on the concentric patterns of broadband diffusion. The case of Finland: Jaume Benseny, Juuso T\"oyli, Heikki H\"amm\"ainen and Andr\'es Arcia-Moret
2020: Risk-neutral pricing for APT: Laurence Carassus and Miklos Rasonyi
2020: Certainty Equivalent and Utility Indifference Pricing for Incomplete Preferences via Convex Vector Optimization: Birgit Rudloff and Firdevs Ulus
2020: Fixed Effects Binary Choice Models: Estimation and Inference with Long Panels: Daniel Czarnowske and Amrei Stammann
2020: Asymptotics for volatility derivatives in multi-factor rough volatility models: Chloe Lacombe, Aitor Muguruza and Henry Stone
2020: The Empirical Content of Binary Choice Models: Debopam Bhattacharya
2020: On the monotonicity of the eigenvector method: L\'aszl\'o Csat\'o and D\'ora Gr\'eta Petr\'oczy
2020: The ineffectiveness of coherent risk measures: John Armstrong and Damiano Brigo
2020: Scaling of inefficiencies in the U.S. equity markets: Evidence from three market indices and more than 2900 securities: John H. Ring, Colin M. Van Oort, David R. Dewhurst, Tyler J. Gray, Christopher M. Danforth and Brian F. Tivnan
2020: Supplement to "Erratum: Higher Order Elicitability and Osband's Principle": Tobias Fissler and Johanna F. Ziegel
2020: Mean-variance portfolio selection under partial information with drift uncertainty: Jie Xiong, Zuo quan Xu and Jiayu Zheng
2020: Asymmetric Network Connectedness of Fears: Jozef Baruník, Mattia Bevilacqua and Radu Tunaru
2020: On the solution uniqueness in portfolio optimization and risk analysis: Bogdan Grechuk, Andrzej Palczewski and Jan Palczewski
2020: Nonparametric Regression with Selectively Missing Covariates: Christoph Breunig and Peter Haan
2020: A big data based method for pass rates optimization in mathematics university lower division courses: Fernando A Morales, Cristian C Chica, Carlos A Osorio and Daniel Cabarcas J
2020: VLSTM: Very Long Short-Term Memory Networks for High-Frequency Trading: Prakhar Ganesh and Puneet Rakheja
2020: State-Varying Factor Models of Large Dimensions: Markus Pelger and Ruoxuan Xiong
2020: Convergence of utility indifference prices to the superreplication price in a multiple-priors framework: Romain Blanchard and Laurence Carassus
2020: On a robust risk measurement approach for capital determination errors minimization: Marcelo Righi, Fernanda Maria M\"uller and Marlon Ruoso Moresco
2020: Uniform Post Selection Inference for LAD Regression and Other Z-estimation problems: Alexandre Belloni, Victor Chernozhukov and Kengo Kato
2020: Bridging the gap between Markowitz planning and deep reinforcement learning: Eric Benhamou, David Saltiel, Sandrine Ungari and Abhishek Mukhopadhyay
2020: AAMDRL: Augmented Asset Management with Deep Reinforcement Learning: Eric Benhamou, David Saltiel, Sandrine Ungari, Abhishek Mukhopadhyay and Jamal Atif
2020: Evaluation of company investment value based on machine learning: Junfeng Hu, Xiaosa Li, Yuru Xu, Shaowu Wu and Bin Zheng
2020: Stock2Vec: A Hybrid Deep Learning Framework for Stock Market Prediction with Representation Learning and Temporal Convolutional Network: Xing Wang, Yijun Wang, Bin Weng and Aleksandr Vinel
2020: Regression to the Tail: Why the Olympics Blow Up: Bent Flyvbjerg, Alexander Budzier and Daniel Lunn
2020: Are cryptocurrencies becoming more interconnected?: Nektarios Aslanidis, Aurelio Fernandez Bariviera and Alejandro Perez-Laborda
2020: On The Quest For Economic Prosperity: A Higher Education Strategic Perspective For The Mena Region: Amr A. Adly
2020: Pareto's 80/20 Rule and the Gaussian Distribution: Katsuaki Tanabe
2020: Predicting Non Farm Employment: Tarun Bhatia
2020: On the Pricing of Currency Options under Variance Gamma Process: Azwar Abdulsalam, Gowri Jayprakash and Abhijeet Chandra
2020: Expectations, Networks, and Conventions: Benjamin Golub and Stephen Morris
2020: Forecasting Short-term load using Econometrics time series model with T-student Distribution: Kasun Chandrarathna, Arman Edalati and AhmadReza Fourozan Tabar
2020: Difference-in-Differences for Ordinal Outcomes: Application to the Effect of Mass Shootings on Attitudes toward Gun Control: Soichiro Yamauchi
2020: Transparency, Auditability and eXplainability of Machine Learning Models in Credit Scoring: Michael B\"ucker, Gero Szepannek, Alicja Gosiewska and Przemyslaw Biecek
2020: An AI approach to measuring financial risk: Lining Yu, Wolfgang Karl H\"ardle, Lukas Borke and Thijs Benschop
2020: lCARE -- localizing Conditional AutoRegressive Expectiles: Xiu Xu, Andrija Mihoci and Wolfgang Karl H\"ardle
2020: The role of behavioural plasticity in finite vs infinite populations: M. Kleshnina, K. Kaveh and K. Chatterjee
2020: Predictors of Social Distancing and Mask-Wearing Behavior: Panel Survey in Seven U.S. States: Plamen Nikolov, Andreas Pape, Ozlem Tonguc and Charlotte Williams
2020: Teacher turnover in Rwanda: Andrew Zeitlin
2020: Client engineering of XVA in crisis and normality: Restructuring, Mandatory Breaks and Resets: Chris Kenyon
2020: On the Continuity of the Feasible Set Mapping in Optimal Transport: Mario Ghossoub and David Saunders
2020: Practical Option Valuations of Futures Contracts with Negative Underlying Prices: Anatoliy Swishchuk, Ana Roldan-Contreras, Elham Soufiani, Guillermo Martinez, Mohsen Seifi, Nishant Agrawal and Yao Yao
2020: A Decade of Evidence of Trend Following Investing in Cryptocurrencies: Evans Rozario, Samuel Holt, James West and Shaun Ng
2020: A first econometric analysis of the CRIX family: Shi Chen, Cathy Yi-Hsuan Chen and Wolfgang Karl H\"ardle
2020: Pareto efficient combinatorial auctions: dichotomous preferences without quasilinearity: Komal Malik and Debasis Mishra
2020: The Affiliate Matching Problem: On Labor Markets where Firms are Also Interested in the Placement of Previous Workers: Samuel Dooley and John P. Dickerson
2020: A test for Heckscher-Ohlin using value-added exports: Philipp Koch and Clemens Fessler
2020: A note on the impact of news on US household inflation expectations: Ben Zhe Wang, Jeffrey Sheen, Stefan Tr\"uck, Shih-Kang Chao and Wolfgang Karl H\"ardle
2020: A step-by-step guide to design, implement, and analyze a discrete choice experiment: Daniel P\'erez-Troncoso
2020: Qlib: An AI-oriented Quantitative Investment Platform: Xiao Yang, Weiqing Liu, Dong Zhou, Jiang Bian and Tie-Yan Liu
2020: Pricing Cryptocurrency Options: Ai Jun Hou, Weining Wang, Cathy Y. H. Chen and Wolfgang Karl H\"ardle
2020: Efficient Portfolios: Keith A. Lewis
2020: Analysis of the main factors for the configuration of green ports in Colombia: Abraham Londono Pineda, Tatiana Arias Naranjo and Jose Alejandro Cano Arenas
2020: Stock Price Prediction Using Machine Learning and LSTM-Based Deep Learning Models: Sidra Mehtab, Jaydip Sen and Abhishek Dutta
2020: CoVaR with volatility clustering, heavy tails and non-linear dependence: Michele Leonardo Bianchi, Giovanni De Luca and Giorgia Rivieccio
2020: The Two Growth Rates of the Economy: Alexander Adamou, Yonatan Berman and Ole Peters
2020: Distillation of News Flow into Analysis of Stock Reactions: Junni L. Zhang, Wolfgang Karl H\"ardle, Cathy Y. Chen and Elisabeth Bommes
2020: Recent Developments on Factor Models and its Applications in Econometric Learning: Jianqing Fan, Kunpeng Li and Yuan Liao
2020: Complexity in economic and social systems: cryptocurrency market at around COVID-19: Stanis{\l}aw Dro\.zd\.z, Jaros{\l}aw Kwapie\'n, Pawe{\l} O\'swi\k{e}cimka, Tomasz Stanisz and Marcin W\k{a}torek
2020: On the Existence of Conditional Maximum Likelihood Estimates of the Binary Logit Model with Fixed Effects: Martin Mugnier
2020: A Time Series Data Analysis of Indian Commercial Dynamism: Samsul Alam
2020: Trading multiple mean reversion: E. Boguslavskaya, M. Boguslavsky and D. Muravey
2020: Industrial Topics in Urban Labor System: Jaehyuk Park, Morgan R. Frank, Lijun Sun and Hyejin Youn
2020: CRIX an index for cryptocurrencies: Simon Trimborn and Wolfgang Karl H\"ardle
2020: Implied Basket Correlation Dynamics: Wolfgang Karl H\"ardle and Elena Silyakova
2020: Convergence of Optimal Expected Utility for a Sequence of Binomial Models: Friedrich Hubalek and Walter Schachermayer
2020: Regularization Approach for Network Modeling of German Power Derivative Market: Shi Chen, Wolfgang Karl H\"ardle and Brenda L\'opez Cabrera
2020: Model-driven statistical arbitrage on LETF option markets: Sergey Nasekin and Wolfgang Karl H\"ardle
2020: Optimal probabilistic forecasts: When do they work?: Gael M. Martin, Rub\'en Loaiza-Maya, David T. Frazier, Worapree Maneesoonthorn and Andrés Ramírez Hassan
2020: Volterra mortality model: Actuarial valuation and risk management with long-range dependence: Ling Wang, Mei Choi Chiu and Hoi Ying Wong
2020: Sulfur emission reduction in cargo ship manufacturers and shipping companies based on MARPOL Annex VI: Abraham Londono Pineda, Jose Alejandro Cano and Lissett Pulgarin
2020: Endogenous Stochastic Arbitrage Bubbles and the Black--Scholes model: Mauricio Contreras G
2020: A study into the impact of anti-extradition bill protests on Bangladeshi immigration into Hong Kong: Siddhartha Datta
2020: Generalized distance to a simplex and a new geometrical method for portfolio optimization: Fr\'ed\'eric Butin
2020: A bounded operator approach to technical indicators without lag: Fr\'ed\'eric Butin
2020: Simplicial persistence of financial markets: filtering, generative processes and portfolio risk: Jeremy D. Turiel, Paolo Barucca and Tomaso Aste
2020: International Trade Finance from the Origins to the Present: Market Structures, Regulation and Governance: Olivier Accominotti and Stefano Ugolini
2020: Solving the Optimal Trading Trajectory Problem Using Simulated Bifurcation: Kyle Steinhauer, Takahisa Fukadai and Sho Yoshida
2020: Semiparametric Testing with Highly Persistent Predictors: Bas Werker and Bo Zhou
2020: Mean-variance portfolio selection with tracking error penalization: William Lefebvre, Gregoire Loeper and Huy\^en Pham
2020: Identification and Estimation of A Rational Inattention Discrete Choice Model with Bayesian Persuasion: Moyu Liao
2020: Tail behavior of stopped L\'evy processes with Markov modulation: Brendan Beare, Won-Ki Seo and Alexis Akira Toda
2020: Using Machine Learning and Alternative Data to Predict Movements in Market Risk: Thomas Dierckx, Jesse Davis and Wim Schoutens
2020: Latent Dirichlet Allocation Models for World Trade Analysis: Diego Kozlowski, Viktoriya Semeshenko and Andrea Molinari
2020: Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary: Timo Dimitriadis, Xiaochun Liu and Julie Schnaitmann
2020: What factors have caused Japanese prefectures to attract a larger population influx?: Keisuke Kokubun
2020: An Agent-Based Model of Delegation Relationships With Hidden-Action: On the Effects of Heterogeneous Memory on Performance: Patrick Reinwald, Stephan Leitner and Friederike Wall
2020: Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid: Marius Lux, Wolfgang Karl H\"ardle and Stefan Lessmann
2020: Which Trading Agent is Best? Using a Threaded Parallel Simulation of a Financial Market Changes the Pecking-Order: Michael Rollins and Dave Cliff
2020: Recent scaling properties of Bitcoin price returns: Tetsuya Takaishi
2020: The Frisch--Waugh--Lovell Theorem for Standard Errors: Peng Ding
2020: Spatial Differencing for Sample Selection Models with Unobserved Heterogeneity: Alexander Klein and Guy Tchuente
2020: Optimal market making under partial information and numerical methods for impulse control games with applications: Diego Zabaljauregui
2020: Crime Aggregation, Deterrence, and Witness Credibility: Harry Pei and Bruno Strulovici
2020: Supervised learning for the prediction of firm dynamics: Falco J. Bargagli-Stoffi, Jan Niederreiter and Massimo Riccaboni
2020: Capital Flows and the Stabilizing Role of Macroprudential Policies in CESEE: Markus Eller, Niko Hauzenberger, Florian Huber, Helene Schuberth and Lukas Vashold
2020: Application of a system of indicatirs for assessing the socio-economic situation of a subject based on digital shadows: Olga G. Lebedinskaya
2020: Covid-19 impact on cryptocurrencies: evidence from a wavelet-based Hurst exponent: M. Bel\'en Arouxet, Aurelio Fernandez Bariviera, Ver\'onica E. Pastor and Victoria Vampa
2020: Machine Learning for Temporal Data in Finance: Challenges and Opportunities: Jason Wittenbach, Brian d'Alessandro and C. Bayan Bruss
2020: Mechanisms for a No-Regret Agent: Beyond the Common Prior: Modibo Camara, Jason Hartline and Aleck Johnsen
2020: Volatility Forecasting with 1-dimensional CNNs via transfer learning: Bernadett Aradi, G\'abor Petneh\'azi and J\'ozsef G\'all
2020: Forecasting the Leading Indicator of a Recession: The 10-Year minus 3-Month Treasury Yield Spread: Sudiksha Joshi
2020: Object Recognition for Economic Development from Daytime Satellite Imagery: Klaus Ackermann, Alexey Chernikov, Nandini Anantharama, Miethy Zaman and Paul Raschky
2020: Inferring hidden potentials in analytical regions: uncovering crime suspect communities in Medell\'in: Alejandro Puerta-Cuartas and Andr\'es Ram\'irez-Hassan
2020: Deep Replication of a Runoff Portfolio: Thomas Krabichler and Josef Teichmann
2020: The 2020 Sturgis Motorcycle Rally and COVID-19: Yong Cai and Grant Goehring
2020: On the Effectiveness of Minisum Approval Voting in an Open Strategy Setting: An Agent-Based Approach: Joop van de Heijning, Stephan Leitner and Alexandra Rausch
2020: Is Factor Momentum More than Stock Momentum?: Antoine Falck, Adam Rej and David Thesmar
2020: Using Nudges to Prevent Student Dropouts in the Pandemic: Guilherme Lichand and Julien Christen
2020: Improving Investment Suggestions for Peer-to-Peer (P2P) Lending via Integrating Credit Scoring into Profit Scoring: Yan Wang and Xuelei Sherry Ni
2020: X-Value adjustments: accounting versus economic management perspectives: Alberto Elices
2020: Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies: Alla Petukhina, Simon Trimborn, Wolfgang Karl H\"ardle and Hermann Elendner
2020: Fairness principles for insurance contracts in the presence of default risk: Delia Coculescu and Freddy Delbaen
2020: Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies: Alla A. Petukhina, Raphael Reule and Wolfgang Karl H\"ardle
2020: Random Non-Expected Utility: Non-Uniqueness: Yi-Hsuan Lin
2020: A Framework for Crop Price Forecasting in Emerging Economies by Analyzing the Quality of Time-series Data: Ayush Jain, Smit Marvaniya, Shantanu Godbole and Vitobha Munigala
2020: Multi-utility representations of incomplete preferences induced by set-valued risk measures: Cosimo Munari
2020: Inter-organisational patent opposition network: How companies form adversarial relationships: Tomomi Kito, Nagi Moriya and Junichi Yamanoi
2020: The Impact of COVID-19 and Policy Responses on Australian Income Distribution and Poverty: Jinjing Li, Yogi Vidyattama, Hai Anh La, Riyana Miranti and Denisa Sologon
2020: Sales Policies for a Virtual Assistant: Wenjia Ba, Haim Mendelson and Mingxi Zhu
2020: Counterfactual and Welfare Analysis with an Approximate Model: Roy Allen and John Rehbeck
2020: Topological Data Analysis for Portfolio Management of Cryptocurrencies: Rodrigo Rivera-Castro, Polina Pilyugina and Evgeny Burnaev
2020: A Stock Prediction Model Based on DCNN: Qiao Zhou and Ningning Liu
2020: Doubly Robust Semiparametric Difference-in-Differences Estimators with High-Dimensional Data: Yang Ning, Sida Peng and Jing Tao
2020: Capturing dynamics of post-earnings-announcement drift using genetic algorithm-optimised supervised learning: Zhengxin Joseph Ye and Bjorn W. Schuller
2020: An Analysis of Random Elections with Large Numbers of Voters: Matthew Harrison-Trainor
2020: Dependent Conditional Value-at-Risk for Aggregate Risk Models: Bony Josaphat and Khreshna Syuhada
2020: Do Black and Indigenous Communities Receive their Fair Share of Vaccines Under the 2018 CDC Guidelines: Parag Pathak, Harald Schmidt, Adam Solomon, Edwin Song, Tayfun S\"onmez and Utku Unver
2020: Limit Order Book (LOB) shape modeling in presence of heterogeneously informed market participants: Mouhamad Drame
2020: Skewing Quanto with Simplicity: George Hong
2020: Unlucky Number 13? Manipulating Evidence Subject to Snooping: Uwe Hassler and Marc-Oliver Pohle
2020: The role of parallel trends in event study settings: An application to environmental economics: Michelle Marcus and Pedro Sant'Anna
2020: Using Household Grants to Benchmark the Cost Effectiveness of a USAID Workforce Readiness Program: Craig McIntosh and Andrew Zeitlin
2020: A note on large deviations in life insurance: Stefan Gerhold
2020: Deep Learning in Science: Stefano Bianchini, Moritz M\"uller and Pierre Pelletier
2020: Eliciting Information from Sensitive Survey Questions: Yonghong An and Pengfei Liu
2020: An approximate solution for options market-making in high dimension: Bastien Baldacci, Joffrey Derchu and Iuliia Manziuk
2020: XVA Analysis From the Balance Sheet: Claudio Albanese, Stephane Crepey, Rodney Hoskinson and Bouazza Saadeddine
2020: Coexisting Hidden and self-excited attractors in an economic system of integer or fractional order: Marius-F. Danca
2020: An energy-based macroeconomic model validated by global historical series since 1820: Herve Bercegol and Henri Benisty
2020: Modelling uncertainty in coupled electricity and gas systems -- is it worth the effort?: Iegor Riepin, Thomas M\"obius and Felix M\"usgens
2020: Effect of pop-up bike lanes on cycling in European cities: Sebastian Kraus and Nicolas Koch
2020: Counting the costs of COVID-19: why future treatment option values matter: Adrian Kent
2020: Portfolio Optimization on the Dispersion Risk and the Asymmetric Tail Risk: Young Shin Kim
2020: Nice guys don't always finish last: succeeding in hierarchical organizations: Doron Klunover
2020: Fourier instantaneous estimators and the Epps effect: Patrick Chang
2020: Teacher-to-classroom assignment and student achievement: Bryan Graham, Geert Ridder, Petra Thiemann and Gema Zamarro
2020: Arbitrage concepts under trading restrictions in discrete-time financial markets: Claudio Fontana and Wolfgang J. Runggaldier
2020: Examining the Effect of COVID-19 on Foreign Exchange Rate and Stock Market -- An Applied Insight into the Variable Effects of Lockdown on Indian Economy: Indrajit Banerjee, Atul Kumar and Rupam Bhattacharyya
2020: Optimal Hedging in Incomplete Markets: George Bouzianis and Lane P. Hughston
2020: Risk-Sensitive Reinforcement Learning: a Martingale Approach to Reward Uncertainty: Nelson Vadori, Sumitra Ganesh, Prashant Reddy and Manuela Veloso
2020: Proper scoring rules for evaluating asymmetry in density forecasting: Matteo Iacopini, Francesco Ravazzolo and Luca Rossini
2020: Multi-Agent Reinforcement Learning in a Realistic Limit Order Book Market Simulation: Micha\"el Karpe, Jin Fang, Zhongyao Ma and Chen Wang
2020: Heterogeneous Effects of Job Displacement on Earnings: Afrouz Azadikhah Jahromi and Brantly Callaway
2020: Testing Finite Moment Conditions for the Consistency and the Root-N Asymptotic Normality of the GMM and M Estimators: Yuya Sasaki and Yulong Wang
2020: A Computational Approach to Hedging Credit Valuation Adjustment in a Jump-Diffusion Setting: T. van der Zwaard, Lech Grzelak and Cornelis Oosterlee
2020: Artificial Intelligence versus Maya Angelou: Experimental evidence that people cannot differentiate AI-generated from human-written poetry: Nils K\"obis and Luca Mossink
2020: Forward utilities and Mean-field games under relative performance concerns: Goncalo dos Reis and Vadim Platonov
2020: Al\`os type decomposition formula for Barndorff-Nielsen and Shephard model: Takuji Arai
2020: Bounded topologies on Banach spaces and some of their uses in economic theory: a review: Andrew Wrobel
2020: A generative adversarial network approach to calibration of local stochastic volatility models: Christa Cuchiero, Wahid Khosrawi and Josef Teichmann
2020: Differential Machine Learning: Brian Huge and Antoine Savine
2020: Levels of structural change: An analysis of China's development push 1998-2014: Torsten Heinrich, Jangho Yang and Shuanping Dai
2020: Slot-specific Priorities with Capacity Transfers: Michelle Avataneo and Bertan Turhan
2020: Uncovering the Dynamics of Correlation Structures Relative to the Collective Market Motion: Anton J. Heckens, Sebastian M. Krause and Thomas Guhr
2020: The rise of science in low-carbon energy technologies: Kerstin H\"otte, Anton Pichler and François Lafond
2020: Inference by Stochastic Optimization: A Free-Lunch Bootstrap: Jean-Jacques Forneron and Serena Ng
2020: Semi-closed form prices of barrier options in the Hull-White model: Andrey Itkin and Dmitry Muravey
2020: Pricing with Variance Gamma Information: Lane P. Hughston and Leandro S\'anchez-Betancourt
2020: Optimal hedging of a perpetual American put with a single trade: Cheng Cai, Tiziano De Angelis and Jan Palczewski
2020: A New Approach for Macroscopic Analysis to Improve the Technical and Economic Impacts of Urban Interchanges on Traffic Networks: Seyed Hassan Hosseini, Ahmad Mehrabian, Zhila Dehdari Ebrahimi, Mohsen Momenitabar and Mohammad Arani
2020: A deep learning approach for computations of exposure profiles for high-dimensional Bermudan options: Kristoffer Andersson and Cornelis Oosterlee
2020: Optimal liquidation trajectories for the Almgren-Chriss model with Levy processes: Arne Lokka and Junwei Xu
2020: Equal Risk Pricing and Hedging of Financial Derivatives with Convex Risk Measures: Saeed Marzban, Erick Delage and Jonathan Yumeng Li
2020: Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection: Tomasz R. Bielecki, Tao Chen and Igor Cialenco
2020: Detecting Changes in Asset Co-Movement Using the Autoencoder Reconstruction Ratio: Bryan Lim, Stefan Zohren and Stephen Roberts
2020: Measuring the Input Rank in Global Supply Networks: Armando Rungi, Loredana Fattorini and Kenan Huremovic
2020: Neglecting Uncertainties Biases House-Elevation Decisions to Manage Riverine Flood Risks: Mahkameh Zarekarizi, Vivek Srikrishnan and Klaus Keller
2020: Systemic liquidity contagion in the European interbank market: V. Macchiati, G. Brandi, G. Cimini, G. Caldarelli, D. Paolotti and T. Di Matteo
2020: Set-Valued Risk Measures as Backward Stochastic Difference Inclusions and Equations: \c{C}a\u{g}{\i}n Ararat and Zachary Feinstein
2020: Sanction or Financial Crisis? An Artificial Neural Network-Based Approach to model the impact of oil price volatility on Stock and industry indices: Somayeh Kokabisaghi, Mohammadesmaeil Ezazi, Reza Tehrani and Nourmohammad Yaghoubi
2020: To snipe or not to snipe, that is the question! Transitions in sniping behaviour among competing algorithmic traders: Somayeh Kokabisaghi, Eric J Pauwels and Andre B Dorsman
2020: Semiparametric Quantile Models for Ascending Auctions with Asymmetric Bidders: Jayeeta Bhattacharya, Nathalie Gimenes and Emmanuel Guerre
2020: A Principal-Agent approach to Capacity Remuneration Mechanisms: Cl\'emence Alasseur, Heythem Farhat and Marcelo Saguan
2020: Guarantees in Fair Division: general or monotone preferences: Anna Bogomolnaia and Herve Moulin
2020: Manipulable outcomes within the class of scoring voting rules: Mostapha Diss and Boris Tsvelikhovskiy
2020: Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy: Niko Hauzenberger and Michael Pfarrhofer
2020: Semi-discrete optimal transport: Gershon Wolansky
2020: Quantile Factor Models: Liang Chen, Juan Dolado and Jesus Gonzalo
2020: Nonparametric Quantile Regressions for Panel Data Models with Large T: Liang Chen
2020: The Value of Insider Information for Super--Replication with Quadratic Transaction Costs: Yan Dolinsky and Jonathan Zouari
2020: A tale of two sentiment scales: Disentangling short-run and long-run components in multivariate sentiment dynamics: Danilo Vassallo, Giacomo Bormetti and Fabrizio Lillo
2020: Quantum Annealing Algorithm for Expected Shortfall based Dynamic Asset Allocation: Samudra Dasgupta and Arnab Banerjee
2020: Meaningful causal decompositions in health equity research: definition, identification, and estimation through a weighting framework: John W. Jackson
2020: Quantile regression methods for first-price auctions: Nathalie Gimenes and Emmanuel Guerre
2020: Quantile Convolutional Neural Networks for Value at Risk Forecasting: G\'abor Petneh\'azi
2020: Advanced Mathematical Business Strategy Formulation Design: Song-Kyoo Kim
2020: A Mathematical Analysis of an Election System Proposed by Gottlob Frege: Paul Harrenstein, Marie-Louise Lackner and Martin Lackner
2020: From Blackwell Dominance in Large Samples to Renyi Divergences and Back Again: Xiaosheng Mu, Luciano Pomatto, Philipp Strack and Omer Tamuz
2020: Understanding Distributional Ambiguity via Non-robust Chance Constraint: Qi Wu, Shumin Ma, Cheuk Hang Leung, Wei Liu and Nanbo Peng
2020: Conformal Prediction Interval Estimations with an Application to Day-Ahead and Intraday Power Markets: Christopher Kath and Florian Ziel
2020: Mixtures of Mean-Preserving Contractions: Joseph Whitmeyer and Mark Whitmeyer
2020: Copula estimation for nonsynchronous financial data: Arnab Chakrabarti and Rituparna Sen
2020: Enhancing Time Series Momentum Strategies Using Deep Neural Networks: Bryan Lim, Stefan Zohren and Stephen Roberts
2020: Risk Prediction of Peer-to-Peer Lending Market by a LSTM Model with Macroeconomic Factor: Yan Wang and Xuelei Sherry Ni
2020: Factor Investing: A Bayesian Hierarchical Approach: Guanhao Feng and Jingyu He
2020: Equilibrium Asset Pricing with Transaction Costs: Martin Herdegen, Johannes Muhle-Karbe and Dylan Possama\"i
2020: Econophysics of Asset Price, Return and Multiple Expectations: Victor Olkhov
2020: Decentralization Estimators for Instrumental Variable Quantile Regression Models: Hiroaki Kaido and Kaspar Wüthrich
2020: Path Dependent Optimal Transport and Model Calibration on Exotic Derivatives: Ivan Guo and Gregoire Loeper
2020: Factor-Driven Two-Regime Regression: Sokbae (Simon) Lee, Yuan Liao, Myung Hwan Seo and Youngki Shin
2020: Stochastic Revealed Preferences with Measurement Error: Victor Aguiar and Nail Kashaev
2020: Kernel-based collocation methods for Heath-Jarrow-Morton models with Musiela parametrization: Yuki Kinoshita and Yumiharu Nakano
2020: A note on contests with a constrained choice set of effort: Doron Klunover and John Morgan
2020: Local Linear Forests: Rina Friedberg, Julie Tibshirani, Susan Athey and Stefan Wager
2020: Limit Theorems for Factor Models: Stanislav Anatolyev and Anna Mikusheva
2020: Optimal periodic replenishment policies for spectrally positive L\'evy demand processes: Jos\'e-Luis P\'erez, Kazutoshi Yamazaki and Alain Bensoussan
2020: Estimating Dynamic Treatment Effects in Event Studies with Heterogeneous Treatment Effects: Liyang Sun and Sarah Abraham
2020: Market Impact in a Latent Order Book: Ismael Lemhadri
2020: Nonseparable Sample Selection Models with Censored Selection Rules: Iv\'an Fern\'andez-Val, Aico van Vuuren and Francis Vella
2020: Estimation for high-frequency data under parametric market microstructure noise: Simon Clinet and Yoann Potiron
2020: Corrigendum for "Second-order reflected backward stochastic differential equations" and "Second-order BSDEs with general reflection and game options under uncertainty": Anis Matoussi, Dylan Possama\"i and Chao Zhou
2020: Policy Learning with Observational Data: Susan Athey and Stefan Wager
2020: Why Quantitative Structuring?: Andrei N. Soklakov
2020: Dynamic indifference pricing via the G-expectation: Qian Lin
2020: A graphical approach to carbon-efficient spot market scheduling for Power-to-X applications: Neeraj Bokde, Bo Tranberg and Gorm Bruun Andresen
2020: Towards Earnings Call and Stock Price Movement: Zhiqiang Ma, Grace Bang, Chong Wang and Xiaomo Liu
2020: Finding Core Members of Cooperative Games using Agent-Based Modeling: Daniele Vernon-Bido and Andrew J. Collins
2020: Instrumental Variable Quantile Regression: Victor Chernozhukov, Christian Hansen and Kaspar Wüthrich
2020: InClass Nets: Independent Classifier Networks for Nonparametric Estimation of Conditional Independence Mixture Models and Unsupervised Classification: Konstantin T. Matchev and Prasanth Shyamsundar
2020: Reviewing climate change and agricultural market competitiveness: Bakhtmina Zia, Rafiq Muhammad, Institute of Management Sciences, Peshawar, Pakistan, Associate Professor, Institute of Management Sciences, Peshawar and Pakistan
2020: The behavior of stock market prices throughout the episodes of capital inflows: Boubekeur Baba and Guven Sevil
2020: A Myopic Adjustment Process for Mean Field Games with Finite State and Action Space: Berenice Anne Neumann
2020: A continuous-time asset market game with short-lived assets: Mikhail Zhitlukhin
2020: Measuring and Managing Carbon Risk in Investment Portfolios: Th\'eo Roncalli, Th\'eo Le Guenedal, Fr\'ed\'eric Lepetit, Thierry Roncalli and Takaya Sekine
2020: Nonparametric Predictive Inference for Asian options: Ting He
2020: Implication of Natal Care and Maternity Leave on Child Morbidity: Evidence from Ghana: Danny Turkson and Joy Kafui Ahiabor
2020: How is Machine Learning Useful for Macroeconomic Forecasting?: Philippe Goulet Coulombe, Maxime Leroux, Dalibor Stevanovic and St\'ephane Surprenant
2020: Pricing and Capital Allocation for Multiline Insurance Firms With Finite Assets in an Imperfect Market: John A. Major and Stephen J. Mildenhall
2020: Complexity science approach to economic crime: J\'anos Kert\'esz and Johannes Wachs
2020: Market-making with reinforcement-learning (SAC): Alexey Bakshaev
2020: DeepFolio: Convolutional Neural Networks for Portfolios with Limit Order Book Data: Aiusha Sangadiev, Rodrigo Rivera-Castro, Kirill Stepanov, Andrey Poddubny, Kirill Bubenchikov, Nikita Bekezin, Polina Pilyugina and Evgeny Burnaev
2020: How Much Ad Viewability is Enough? The Effect of Display Ad Viewability on Advertising Effectiveness: Christina Uhl, Nadia Abou Nabout and Klaus Miller
2020: A competitive search game with a moving target: Benoit Duvocelle, J\'anos Flesch, Mathias Staudigl and Dries Vermeulen
2020: Changes in mobility and socioeconomic conditions in Bogot\'a city during the COVID-19 outbreak: Marco Due\~nas, Mercedes Campi and Luis Olmos
2020: Share Price Prediction of Aerospace Relevant Companies with Recurrent Neural Networks based on PCA: Linyu Zheng and Hongmei He
2020: A Spatial Analysis of Disposable Income in Ireland: A GWR Approach: Paul Kilgarriff and Martin Charlton
2020: Investigation of Flash Crash via Topological Data Analysis: Wonse Kim, Younng-Jin Kim, Gihyun Lee and Woong Kook
2020: Potential impacts of ballast water regulations on international trade, shipping patterns, and the global economy: An integrated transportation and economic modeling assessment: Zhaojun Wang, Duy Nong, Amanda M. Countryman, James J. Corbett and Travis Warziniack
2020: Untangling the complexity of market competition in consumer goods -A complex Hilbert PCA analysis: Makoto Mizuno, Hideaki Aoyama and Yoshi Fujiwara
2020: Formula to Determine the Countries Equilibrium Exchange Rate With the Dollar and Proposal for a Second Bretton Woods Conference: Walter H. Bruckman
2020: A Data Envelopment Analysis Approach to Benchmark the Performance of Mutual Funds in India: Adit Chopra
2020: The Impact of Sodomy Law Repeals on Crime: Riccardo Ciacci and Dario Sansone
2020: Transaction Costs: Economies of Scale, Optimum, Equilibrium and Efficiency: L\'aszl\'o K\'allay, Tibor Tak\'acs and L\'aszl\'o Trautmann
2020: Implications of the Tradeoff between Inside and Outside Social Status in Group Choice: Takaaki Hamada
2020: Lindahl Equilibrium as a Collective Choice Rule: Faruk Gul and Wolfgang Pesendorfer
2020: Optimizing tail risks using an importance sampling based extrapolation for heavy-tailed objectives: Anand Deo and Karthyek Murthy
2020: Competitive ride-sourcing market with a third-party integrator: Yaqian Zhou, Hai Yang, Jintao Ke, Hai Wang and Xinwei Li
2020: Constrained Trading Networks: Can Kizilkale and Rakesh Vohra
2020: A Blockchain Transaction Graph based Machine Learning Method for Bitcoin Price Prediction: Xiao Li and Weili Wu
2020: Search for a moving target in a competitive environment: Benoit Duvocelle, J\'anos Flesch, Hui Min Shi and Dries Vermeulen
2020: Using detrended deconvolution foreign exchange network to identify currency status: Pengfei Xi, Shiyang Lai, Xueying Wang and Weiqiang Huang
2020: Learning low-frequency temporal patterns for quantitative trading: Joel da Costa and Tim Gebbie
2020: GA-MSSR: Genetic Algorithm Maximizing Sharpe and Sterling Ratio Method for RoboTrading: Zezheng Zhang and Matloob Khushi
2020: Detecting and repairing arbitrage in traded option prices: Samuel N. Cohen, Christoph Reisinger and Sheng Wang
2020: Estimation of the number of irregular foreigners in Poland using non-linear count regression models: Maciej Ber\k{e}sewicz and Katarzyna Pawlukiewicz
2020: Modelling multi-period carbon markets using singular forward backward SDEs: Chassagneux Jean-Francois, Chotai Hinesh and Crisan Dan
2020: Inference for Moment Inequalities: A Constrained Moment Selection Procedure: Rami V. Tabri and Christopher D. Walker
2020: West Australian Pandemic Response: The Black Swan of Black Swans: David Cavanagh, Mark Hoey, Andrew Clark, Michael Small, Paul Bailey and Jon Watson
2020: Reforming the State-Based Forward Guidance through Wage Growth Rate Threshold: Evidence from FRB/US Simulations: Sudiksha Joshi
2020: Portfolio Optimization of 60 Stocks Using Classical and Quantum Algorithms: Jeffrey Cohen, Alex Khan and Clark Alexander
2020: Are temporary value-added tax reductions passed on to consumers? Evidence from Germany's stimulus: Felix Montag, Alina Sagimuldina and Monika Schnitzer
2020: Bounds on Distributional Treatment Effect Parameters using Panel Data with an Application on Job Displacement: Brantly Callaway
2020: Learning Structure in Nested Logit Models: Youssef M. Aboutaleb, Moshe Ben-Akiva and Patrick Jaillet
2020: Neural networks in day-ahead electricity price forecasting: Single vs. multiple outputs: Grzegorz Marcjasz, Jesus Lago and Rafał Weron
2020: Peer effects and endogenous social interactions: Koen Jochmans
2020: A Relation Analysis of Markov Decision Process Frameworks: Tien Mai and Patrick Jaillet
2020: Adaptive trading strategies across liquidity pools: Bastien Baldacci and Iuliia Manziuk
2020: Mobility and Social Efficiency: Ryan Steven Kostiuk
2020: Stochastic reserving with a stacked model based on a hybridized Artificial Neural Network: Eduardo Ramos-P\'erez, Pablo J. Alonso-Gonz\'alez and Jos\'e Javier N\'u\~nez-Vel\'azquez
2020: Verification Results for Age-Structured Models of Economic-Epidemics Dynamics: Giorgio Fabbri, Fausto Gozzi and Giovanni Zanco
2020: Analysing a built-in advantage in asymmetric darts contests using causal machine learning: Daniel Goller
2020: Variance Contracts: Yichun Chi, Xun Yu Zhou and Sheng Chao Zhuang
2020: A free boundary problem arising from a multi-state regime-switching stock trading model: Chonghu Guan, Jing Peng and Zuo Quan Xu
2020: A Stochastic Control Approach to Defined Contribution Plan Decumulation: "The Nastiest, Hardest Problem in Finance": Peter A. Forsyth
2020: Optimal selection of the number of control units in kNN algorithm to estimate average treatment effects: Andr\'es Ram\'irez-Hassan, Raquel Vargas-Correa, Gustavo Garc\'ia and Daniel Londo\~no
2020: Short Term Stress of Covid-19 On World Major Stock Indices: Muhammad Rehan, Jahanzaib Alvi and Suleyman Serdar Karaca
2020: No-Arbitrage Symmetries: I. L. Degano, S. E. Ferrando and A. L. Gonzalez
2020: An estimator for predictive regression: reliable inference for financial economics: Neil Shephard
2020: A Spatial Stochastic SIR Model for Transmission Networks with Application to COVID-19 Epidemic in China: Tatsushi Oka, Wei Wei and Dan Zhu
2020: Image Processing Tools for Financial Time Series Classification: Bairui Du, Delmiro Fernandez-Reyes and Paolo Barucca
2020: The p-Innovation ecosystems model: R. Church, Juan Duque and D. E. Restrepo
2020: Modelling the expected probability of correct assignment under uncertainty: Tom Dvir, Renana Peres and Ze\'ev Rudnick
2020: Exact solutions for a Solow-Swan model with non-constant returns to scale: Nicol\`o Cangiotti and Mattia Sensi
2020: Risk Measures Estimation Under Wasserstein Barycenter: M. Andrea Arias-Serna, Jean-Michel Loubes and Francisco J. Caro-Lopera
2020: Understanding Gambling Behavior and Risk Attitudes Using Cryptocurrency-based Casino Blockchain Data: Jonathan Meng and Feng Fu
2020: Transmission of market orders through communication line with relativistic delay: Peter B. Lerner
2020: A dynamic ordered logit model with fixed effects: Chris Muris, Pedro Raposo and Sotiris Vandoros
2020: Bookmakers' mispricing of the disappeared home advantage in the German Bundesliga after the COVID-19 break: Christian Deutscher, David Winkelmann and Marius \"Otting
2020: Tail risk forecasting using Bayesian realized EGARCH models: Vica Tendenan, Richard Gerlach and Chao Wang
2020: Evidence of Predicting Early Signs of Corporate Bankruptcy Using Financial Ratios in the Indian Landscape: Adit Chopra, Abhi Bansal and Aryaman Wadhwa
2020: Convergence rate of estimators of clustered panel models with misclassification: Andreas Dzemski and Ryo Okui
2020: Connected Incomplete Preferences: Leandro Gorno and Alessandro Rivello
2020: Purely Bayesian counterfactuals versus Newcomb's paradox: L\^e Nguy\^en Hoang
2020: Aggression in the workplace makes social distance difficult: Keisuke Kokubun
2020: A Natural Disasters Index: Thilini V. Mahanama and Abootaleb Shirvani
2020: The Inverted Parabola World of Classical Quantitative Finance: Non-Equilibrium and Non-Perturbative Finance Perspective: Igor Halperin
2020: Transparency versus Performance in Financial Markets: The Role of CSR Communications: Rajiv Kashyap, Mohamed Menisy, Peter Caiazzo and Jim Samuel
2020: Obamacare and a Fix for the IRS Iteration: Samuel J. Ferguson
2020: COVID-19: What If Immunity Wanes?: M. Alper \c{C}enesiz and Lu\'is Guimar\~aes
2020: Pricing group membership: Siddhartha Bandyopadhyay and Antonio Cabrales
2020: An Upper Bound for Functions of Estimators in High Dimensions: Mehmet Caner and Xu Han
2020: Teaching Economics with Interactive Browser-Based Models: Juan Dominguez-Moran and Rouven Geismar
2020: Identifying Opportunities to Improve the Network of Immigration Legal Services Providers: Vasil Yasenov, David Hausman, Michael Hotard, Duncan Lawrence, Alexandra Siegel, Jessica S. Wolff, David D. Laitin and Jens Hainmueller
2020: Geometry of anonymous binary social choices that are strategy-proof: Achille Basile, Surekha Rao and K. P. S. Bhaskara Rao
2020: Anxiety for the pandemic and trust in financial markets: Roy Cerqueti and Valerio Ficcadenti
2020: Distributionally Robust Pricing in Independent Private Value Auctions: Alex Suzdaltsev
2020: Weighted Accuracy Algorithmic Approach In Counteracting Fake News And Disinformation: Kwadwo Osei Bonsu
2020: Optimal semi-static hedging in illiquid markets: Teemu Pennanen and Udomsak Rakwongwan
2020: The Multiplicative Chaos of $H=0$ Fractional Brownian Fields: Paul Hager and Eyal Neuman
2020: Pricing Options Under Rough Volatility with Backward SPDEs: Christian Bayer, Jinniao Qiu and Yao Yao
2020: Equilibrium under TWAP trading with quadratic transaction costs: Eunjung Noh
2020: Solving High-Order Portfolios via Successive Convex Approximation Algorithms: Rui Zhou and Daniel P. Palomar
2020: Testing error distribution by kernelized Stein discrepancy in multivariate time series models: Donghang Luo, Ke Zhu, Huan Gong and Dong Li
2020: Estimating TVP-VAR models with time invariant long-run multipliers: Denis Belomestny, Ekaterina Krymova and Andrey Polbin
2020: A spatial multinomial logit model for analysing urban expansion: Tamás Krisztin, Philipp Piribauer and Michael W\"ogerer
2020: Robust Sequential Search: Karl Schlag and Andriy Zapechelnyuk
2020: A central bank strategy for defending a currency peg: Eyal Neuman, Alexander Schied, Chengguo Weng and Xiaole Xue
2020: Simpler Proofs for Approximate Factor Models of Large Dimensions: Jushan Bai and Serena Ng
2020: Ergodic Annealing: Carlo Baldassi, Fabio Maccheroni, Massimo Marinacci and Marco Pirazzini
2020: Combining distributive ethics and causal Inference to make trade-offs between austerity and population health: Adel Daoud, Anders Herlitz and Sv Subramanian
2020: Towards a Sustainable Agricultural Credit Guarantee Scheme: Reason Lesego Machete
2020: Explicit expressions for joint moments of $n$-dimensional elliptical distributions: Baishuai Zuo, Chuancun Yin and Narayanaswamy Balakrishnan
2020: Government spending and multi-category treatment effects:The modified conditional independence assumption: Koiti Yano
2020: Mean-variance-utility portfolio selection with time and state dependent risk aversion: Ben-Zhang Yang, Xin-Jiang He and Song-Ping Zhu
2020: A Semiparametric Network Formation Model with Unobserved Linear Heterogeneity: Luis E. Candelaria
2020: Note on simulation pricing of $\pi$-options: Zbigniew Palmowski and Tomasz Serafin
2020: Forecasting volatility with a stacked model based on a hybridized Artificial Neural Network: E. Ramos-P\'erez, P. J. Alonso-Gonz\'alez and J. J. N\'u\~nez-Vel\'azquez
2020: Bootstrapping $\ell_p$-Statistics in High Dimensions: Alexander Giessing and Jianqing Fan
2020: Deep learning Profit & Loss: Pietro Rossi, Flavio Cocco and Giacomo Bormetti
2020: iConViz: Interactive Visual Exploration of the Default Contagion Risk of Networked-Guarantee Loans: Zhibin Niu, Runlin Li, Junqi Wu, Dawei Cheng and Jiawan Zhang
2020: Tempered Stable Processes with Time Varying Exponential Tails: Young Shin Kim, Kum-Hwan Roh and Raphael Douady
2020: The Epidemic-Driven Collapse in a System with Limited Economic Resource: I. S. Gandzha, O. V. Kliushnichenko and S. P. Lukyanets
2020: Innovation and imitation: Jess Benhabib, \'Eric Brunet and Mildred Hager
2020: Re-evaluating cryptocurrencies' contribution to portfolio diversification -- A portfolio analysis with special focus on German investors: Tim Schmitz and Ingo Hoffmann
2020: An Optimal Distributionally Robust Auction: Alex Suzdaltsev
2020: Digital Currency and Economic Crises: Helping States Respond: Geoffrey Goodell, Hazem Danny Al-Nakib and Paolo Tasca
2020: Option Pricing in Markets with Informed Traders: Yuan Hu, Abootaleb Shirvani, Stoyan Stoyanov, Young Shin Kim, Frank J. Fabozzi and Svetlozar T. Rachev
2020: Revisiting money and labor for valuing environmental goods and services in developing countries: Habtamu Tilahun Kassahun, Jette Bredahl Jacobsen and Charles F. Nicholson
2020: Evolution, Heritable Risk, and Skewness Loving: Yuval Heller and Arthur Robson
2020: Modeling High-Dimensional Unit-Root Time Series: Zhaoxing Gao and Ruey S. Tsay
2020: Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories: Micha{\l} Narajewski and Florian Ziel
2020: Mapping Coupled Time-series Onto Complex Network: Jamshid Ardalankia, Jafar Askari, Somaye Sheykhali, Emmanuel Haven and G. Reza Jafari
2020: Predicting Skill Shortages in Labor Markets: A Machine Learning Approach: Nik Dawson, Marian-Andrei Rizoiu, Benjamin Johnston and Mary-Anne Williams
2020: Status hierarchy and group cooperation: A generalized model: Hsuan-Wei Lee, Yen-Ping Chang and Yen-Sheng Chiang
2020: Optimal Combination of Arctic Sea Ice Extent Measures: A Dynamic Factor Modeling Approach: Francis Diebold, Maximilian G\"obel, Philippe Goulet Coulombe, Glenn Rudebusch and Boyuan Zhang
2020: Effects of MiFID II on stock price formation: Mike Derksen, Bas Kleijn and Robin de Vilder
2020: Escaping Cannibalization? Correlation-Robust Pricing for a Unit-Demand Buyer: Moshe Babaioff, Michal Feldman, Yannai A. Gonczarowski, Brendan Lucier and Inbal Talgam-Cohen
2020: Unit Root Testing with Slowly Varying Trends: Sven Otto
2020: Conflict externalization and the quest for peace: theory and case evidence from Colombia: Hector Galindo-Silva
2020: Econometric issues with Laubach and Williams' estimates of the natural rate of interest: Daniel Buncic
2020: SHIFT: A Highly Realistic Financial Market Simulation Platform: Thiago W. Alves, Ionut Florescu, George Calhoun and Dragos Bozdog
2020: Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models: Niko Hauzenberger, Florian Huber and Luca Onorante
2020: Economic complexity of prefectures in Japan: Abhijit Chakraborty, Hiroyasu Inoue and Yoshi Fujiwara
2020: Modeling Supply-Chain Networks with Firm-to-Firm Wire Transfers: Thiago Silva, Diego R. Amancio and Benjamin Tabak
2020: Focused Bayesian Prediction: Ruben Loaiza-Maya, Gael M. Martin and David T. Frazier
2020: Centralizing-Unitizing Standardized High-Dimensional Directional Statistics and Its Applications in Finance: Yijian Chuan and Lan Wu
2020: Voluntary Disclosure and Personalized Pricing: S. Nageeb Ali, Greg Lewis and Shoshana Vasserman
2020: Filtration shrinkage, the structure of deflators, and failure of market completeness: Constantinos Kardaras and Johannes Ruf
2020: Generative Synthesis of Insurance Datasets: Kevin Kuo
2020: Reduction of Qubits in Quantum Algorithm for Monte Carlo Simulation by Pseudo-random Number Generator: Koichi Miyamoto and Kenji Shiohara
2020: Bayesian Filtering for Multi-period Mean-Variance Portfolio Selection: Shubhangi Sikaria, Rituparna Sen and Neelesh S. Upadhye
2020: Feasible Generalized Least Squares for Panel Data with Cross-sectional and Serial Correlations: Jushan Bai, Sung Hoon Choi and Yuan Liao
2020: Political Openness and Armed Conflict: Evidence from Local Councils in Colombia: Hector Galindo-Silva
2020: Stationarity of the detrended price return in stock markets: Karina Arias-Calluari, Morteza. N. Najafi, Michael S. Harr\'e and Fernando Alonso-Marroquin
2020: Macroscopic approximation methods for the analysis of adaptive networked agent-based models: The example of a two-sector investment model: Jakob J. Kolb, Finn M\"uller-Hansen, J\"urgen Kurths and Jobst Heitzig
2020: Undiscounted Bandit Games: R Keller and Sven Rady
2020: A financial market with singular drift and no arbitrage: Nacira Agram and Bernt {\O}ksendal
2020: Stability properties of Haezendonck-Goovaerts premium principles: Niushan Gao, Cosimo Munari and Foivos Xanthos
2020: Growth Dynamics of Value and Cost Trade-off in Temporal Networks: Sheida Hasani, Razieh Masoomi, Jamshid Ardalankia, Mohammadbashir Sedighi and Hamid Jafari
2020: MFGs for partially reversible investment: Haoyang Cao and Xin Guo
2020: Theory of Weak Identification in Semiparametric Models: Tetsuya Kaji
2020: Positional Voting and Doubly Stochastic Matrices: Jacqueline Anderson, Brian Camara and John Pike
2020: Forecast Encompassing Tests for the Expected Shortfall: Timo Dimitriadis and Julie Schnaitmann
2020: Efficient Estimation by Fully Modified GLS with an Application to the Environmental Kuznets Curve: Yicong Lin and Hanno Reuvers
2020: Creation of knowledge through exchanges of knowledge: Evidence from Japanese patent data: Tomoya Mori and Shosei Sakaguchi
2020: Derivation of non-classical stochastic price dynamics equations: Carey Caginalp and Gunduz Caginalp
2020: Simple Adaptive Size-Exact Testing for Full-Vector and Subvector Inference in Moment Inequality Models: Gregory Cox and Xiaoxia Shi
2020: Matching for the Israeli "Mechinot" Gap-Year Programs: Handling Rich Diversity Requirements: Yannai A. Gonczarowski, Lior Kovalio, Noam Nisan and Assaf Romm
2020: Statistical Learning for Probability-Constrained Stochastic Optimal Control: Alessandro Balata, Michael Ludkovski, Aditya Maheshwari and Jan Palczewski
2020: Pricing under Fairness Concerns: Erik Eyster, Kristof Madarasz and Pascal Michaillat
2020: Discounted optimal stopping of a Brownian bridge, with application to American options under pinning: Bernardo D'Auria, Eduardo Garc\'ia-Portugu\'es and Abel Guada
2020: Scaling Features of Price-Volume Cross-Correlation: Jamshid Ardalankia, Mohammad Osoolian, Emmanuel Haven and G. Reza Jafari
2020: Combining Outcome-Based and Preference-Based Matching: A Constrained Priority Mechanism: Avidit Acharya, Kirk Bansak and Jens Hainmueller
2020: Risk management with machine-learning-based algorithms: Simon F\'ecamp, Joseph Mikael and Xavier Warin
2020: Strong convergence rates for Markovian representations of fractional processes: Philipp Harms
2020: Estimating population average treatment effects from experiments with noncompliance: Kellie Ottoboni and Jason Poulos
2020: Approximately Optimal Mechanism Design: Tim Roughgarden and Inbal Talgam-Cohen
2020: Functional Sequential Treatment Allocation: Anders Kock, David Preinerstorfer and Bezirgen Veliyev
2020: Economics of disagreement -- financial intuition for the R\'enyi divergence: Andrei N. Soklakov
2020: Complete Subset Averaging with Many Instruments: Seojeong Lee and Youngki Shin
2020: Equitable voting rules: Laurent Bartholdi, Wade Hann-Caruthers, Maya Josyula, Omer Tamuz and Leeat Yariv
2020: Log-optimal portfolio and num\'eraire portfolio for market models stopped at a random time: Tahir Choulli and Sina Yansori
2020: A Flexible Design for Funding Public Goods: Vitalik Buterin, Zoe Hitzig and E. Glen Weyl
2020: Efficient Difference-in-Differences Estimation with High-Dimensional Common Trend Confounding: Michael Zimmert
2020: Exceeding Expectations: Stochastic Dominance as a General Decision Theory: Christian Tarsney
2020: A Generalized Framework for Simultaneous Long-Short Feedback Trading: Joseph D. O'Brien, Mark E. Burke and Kevin Burke
2020: A hybrid econometric-machine learning approach for relative importance analysis: Prioritizing food policy: Akash Malhotra
2020: Ill-posed Estimation in High-Dimensional Models with Instrumental Variables: Christoph Breunig, Enno Mammen and Anna Simoni
2020: Varying Random Coefficient Models: Christoph Breunig
2020: Optimal investment-consumption problem: post-retirement with minimum guarantee: Hassan Dadashi
2020: Quasi-Oracle Estimation of Heterogeneous Treatment Effects: Xinkun Nie and Stefan Wager
2020: Sparse Portfolio selection via Bayesian Multiple testing: Sourish Das and Rituparna Sen
2020: Binary Funding Impacts in Derivative Valuation: Junbeom Lee and Chao Zhou
2020: A Dual Method For Backward Stochastic Differential Equations with Application to Risk Valuation: Andrzej Ruszczynski and Jianing Yao
2020: Locally Robust Semiparametric Estimation: Victor Chernozhukov, Juan Carlos Escanciano, Hidehiko Ichimura, Whitney Newey and James M. Robins
2020: One trade at a time -- unraveling the Equity Premium Puzzle: Andrei N. Soklakov
2020: Elicitation Complexity of Statistical Properties: Rafael Frongillo and Ian A. Kash
2020: Insider Ownership and Dividend Payout Policy: The Role of Business Cycle: Asmar Aliyeva
2020: Crowd, Lending, Machine, and Bias: Runshan Fu, Yan Huang and Param Vir Singh
2020: Supervised Machine Learning Techniques: An Overview with Applications to Banking: Linwei Hu, Jie Chen, Joel Vaughan, Hanyu Yang, Kelly Wang, Agus Sudjianto and Vijayan N. Nair
2020: Corporate Governance and Firms Financial Performance in the United Kingdom: Martin Kyere and Marcel Ausloos
2020: Pricing foreseeable and unforeseeable risks in insurance portfolios: Weihong Ni, Corina Constantinescu, Alfredo Eg\'idio dos Reis and V\'eronique Maume-Deschamps
2020: Applying Data Synthesis for Longitudinal Business Data across Three Countries: M. Jahangir Alam, Benoit Dostie, J\"org Drechsler and Lars Vilhuber
2020: The impact of financial risks on economic growth in EU-15: Ionut Jianu, Laura-Madalina Pirscoveanu and Maria Tudorache
2020: Understanding the Relationship between Social Distancing Policies, Traffic Volume, Air Quality, and the Prevalence of COVID-19 Outcomes in Urban Neighborhoods: Daniel L. Mendoza, Tabitha M. Benney, Rajive Ganguli, Rambabu Pothina, Benjamin Krick, Cheryl S. Pirozzi, Erik T. Crosman and Yue Zhang
2020: Machine Learning approach for Credit Scoring: A. R. Provenzano, D. Trifir\`o, A. Datteo, L. Giada, N. Jean, A. Riciputi, G. Le Pera, M. Spadaccino, L. Massaron and C. Nordio
2020: Multi-stream RNN for Merchant Transaction Prediction: Zhongfang Zhuang, Chin-Chia Michael Yeh, Liang Wang, Wei Zhang and Junpeng Wang
2020: Multivariate General Compound Point Processes in Limit Order Books: Qi Guo, Bruno Remillard and Anatoliy Swishchuk
2020: Lookahead and Hybrid Sample Allocation Procedures for Multiple Attribute Selection Decisions: Jeffrey W. Herrmann and Kunal Mehta
2020: On Single Point Forecasts for Fat-Tailed Variables: Nassim Nicholas Taleb, Yaneer Bar-Yam and Pasquale Cirillo
2020: Investment sizing with deep learning prediction uncertainties for high-frequency Eurodollar futures trading: Trent Spears, Stefan Zohren and Stephen Roberts
2020: The Hansen ratio in mean--variance portfolio theory: Ale\v{s} \v{C}ern\'y
2020: Truthful Equilibria in Generalized Common Agency Models: Ilias Boultzis
2020: Job market effects of COVID-19 on urban Ukrainian households: Tymofii Brik and Maksym Obrizan
2020: Signaling with Private Monitoring: Gonzalo Cisternas and Aaron Kolb
2020: Connecting actuarial judgment to probabilistic learning techniques with graph theory: Roland R. Ramsahai
2020: Measuring the Effectiveness of US Monetary Policy during the COVID-19 Recession: Martin Feldkircher, Florian Huber and Michael Pfarrhofer
2020: Equilibrium Oil Market Share under the COVID-19 Pandemic: Xiaojun Chen, Yun Shi and Xiaozhou Wang
2020: Learning what they think vs. learning what they do: The micro-foundations of vicarious learning: Sanghyun Park and Phanish Puranam
2020: Deep Hedging of Long-Term Financial Derivatives: Alexandre Carbonneau
2020: Detecting bearish and bullish markets in financial time series using hierarchical hidden Markov models: Lennart Oelschl\"ager and Timo Adam
2020: Editorial: Understanding Cryptocurrencies: Wolfgang Karl H\"ardle, Campbell R. Harvey and Raphael Reule
2020: Money flow network among firms' accounts in a regional bank of Japan: Yoshi Fujiwara, Hiroyasu Inoue, Takayuki Yamaguchi, Hideaki Aoyama and Takuma Tanaka
2020: Epidemic response to physical distancing policies and their impact on the outbreak risk: Fabio Vanni, David Lambert and Luigi Palatella
2020: Analysis of the Global Banking Network by Random Matrix Theory: Ali Namaki, Jamshid Ardalankia, Reza Raei, Leila Hedayatifar, Ali Hosseiny, Emmanuel Haven and G. Reza Jafari
2020: A decomposition formula for fractional Heston jump diffusion models: Marc Lagunas-Merino and Salvador Ortiz-Latorre
2020: Insider Trading with Temporary Price Impact: Weston Barger and Ryan Donnelly
2020: Heterogeneity and the Dynamic Effects of Aggregate Shocks: Andreas Tryphonides
2020: Leveraging the Power of Place: A Data-Driven Decision Helper to Improve the Location Decisions of Economic Immigrants: Jeremy Ferwerda, Nicholas Adams-Cohen, Kirk Bansak, Jennifer Fei, Duncan Lawrence, Jeremy M. Weinstein and Jens Hainmueller
2020: Advanced Strategies of Portfolio Management in the Heston Market Model: Jaros{\l}aw Gruszka and Janusz Szwabi\'nski
2020: Economic Reality, Economic Media and Individuals' Expectations: Kristoffer Persson
2020: The Wage Premium of Communist Party Membership: Evidence from China: Plamen Nikolov, Hongjian Wang and Kevin Acker
2020: Total Error and Variability Measures for the Quarterly Workforce Indicators and LEHD Origin-Destination Employment Statistics in OnTheMap: Kevin L. McKinney, Andrew Green, Lars Vilhuber and John Abowd
2020: A well-timed switch from local to global agreements accelerates climate change mitigation: Vadim A. Karatayev, V\'itor V. Vasconcelos, Anne-Sophie Lafuite, Simon A. Levin, Chris T. Bauch and Madhur Anand
2020: Distributionally Robust Markov Decision Processes and their Connection to Risk Measures: Nicole B\"auerle and Alexander Glauner
2020: Visibility graph analysis of economy policy uncertainty indices: Peng-Fei Dai, Xiong Xiong and Wei-Xing Zhou
2020: Catastrophe by Design in Population Games: Destabilizing Wasteful Locked-in Technologies: Stefanos Leonardos, Iosif Sakos, Costas Courcoubetis and Georgios Piliouras
2020: Myopic equilibria, the spanning property, and subgame bundles: Robert Simon, Stanislaw Spiez and Henryk Torunczyk
2020: The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model: Peng-Fei Dai, Xiong Xiong and Wei-Xing Zhou
2020: A Novel Ensemble Deep Learning Model for Stock Prediction Based on Stock Prices and News: Yang Li and Yi Pan
2020: Effects of dynamic capability and marketing strategy on the organizational performance of the banking sector in Makassar, Indonesia: Akhmad Muhammadin, Rashila Ramli, Syamsul Ridjal, Muhlis Kanto, Syamsul Alam and Hamzah Idris
2020: Tile test for back-testing risk evaluation: Gilles Zumbach
2020: Home Advantage in the Brazilian Elite Football: Verifying managers' capacity to outperform their disadvantage: Carlos Denner dos Santos and Jessica Alves
2020: Online Appendix & Additional Results for The Determinants of Social Connectedness in Europe: Michael Bailey, Drew Johnston, Theresa Kuchler, Dominic Russel, Bogdan State and Johannes Stroebel
2020: Generating Empirical Core Size Distributions of Hedonic Games using a Monte Carlo Method: Andrew J. Collins, Sheida Etemadidavan and Wael Khallouli
2020: The Relationship between the Economic and Financial Crises and Unemployment Rate in the European Union -- How Institutions Affected Their Linkage: Ionut Jianu
2020: The societal and ethical relevance of computational creativity: Michele Loi, Eleonora Vigan\`o and Lonneke van der Plas
2020: (Unintended) Consequences of export restrictions on medical goods during the Covid-19 pandemic: Marco Grassia, Giuseppe Mangioni, Stefano Schiavo and Silvio Traverso
2020: Proposal for a Comprehensive (Crypto) Asset Taxonomy: Thomas Ankenbrand, Denis Bieri, Roland Cortivo, Johannes Hoehener and Thomas Hardjono
2020: Nursing Home Staff Networks and COVID-19: M. Keith Chen, Judith Chevalier and Elisa F. Long
2020: Relative wealth concerns with partial information and heterogeneous priors: Chao Deng, Xizhi Su and Chao Zhou
2020: The Mode Treatment Effect: Neng-Chieh Chang
2020: How happy are my neighbours? Modelling spatial spillover effects of well-being: Thanasis Ziogas, Dimitris Ballas, Sierdjan Koster and Arjen Edzes
2020: A comprehensive view of the manifestations of aggregate demand and aggregate supply shocks in Greece, Ireland, Italy and Portugal: Ionut Jianu
2020: The implications of institutional specificities on the income inequalities drivers in European Union: Ionut Jianu, Ion Dobre, Dumitru Alexandru Bodislav, Carmen Valentina Radulescu and Sorin Burlacu
2020: The Effect of Young People Not In Employment, Education or Training, On Poverty Rate in European Union: Ionut Jianu
2020: The impact of government health and education expenditure on income inequality in European Union: Ionut Jianu
2020: The impact of private sector credit on income inequalities in European Union (15 member states): Ionut Jianu
2020: Examining the drivers of business cycle divergence between Euro Area and Romania: Ionut Jianu
2020: The impact of life-saving interventions on fertility: David Roodman
2020: IITK at the FinSim Task: Hypernym Detection in Financial Domain via Context-Free and Contextualized Word Embeddings: Vishal Keswani, Sakshi Singh and Ashutosh Modi
2020: Generating Trading Signals by ML algorithms or time series ones?: Omid Safarzadeh
2020: Formally Verified Trades in Financial Markets: Suneel Sarswat and Abhishek Kr Singh
2020: Continuous-time incentives in hierarchies: Emma Hubert
2020: Deep Local Volatility: Marc Chataigner, St\'ephane Cr\'epey and Matthew Dixon
2020: The impacts of alcohol taxes: A replication review: David Roodman
2020: The domestic economic impacts of immigration: David Roodman
2020: The impacts of incarceration on crime: David Roodman
2020: Variable Selection in Macroeconomic Forecasting with Many Predictors: Zhenzhong Wang, Zhengyuan Zhu and Cindy Yu
2020: Social capital may mediate the relationship between social distance and COVID-19 prevalence: Keisuke Kokubun
2020: Deep neural network for optimal retirement consumption in defined contribution pension system: Wen Chen and Nicolas Langren\'e
2020: Authoritarian Governments Appear to Manipulate COVID Data: Mudit Kapoor, Anup Malani, Shamika Ravi and Arnav Agrawal
2020: Conditional tail risk expectations for location-scale mixture of elliptical distributions: Baishuai Zuo and Chuancun Yin
2020: Absentee and Economic Impact of Low-Level Fine Particulate Matter and Ozone Exposure in K-12 Students: Daniel L. Mendoza, Cheryl S. Pirozzi, Erik T. Crosman, Theodore G. Liou, Yue Zhang, Jessica J. Cleeves, Stephen C. Bannister, William R. L. Anderegg and Robert Paine
2020: Bond indifference prices and indifference yield curves: Matthew Lorig
2020: Symmetry and financial Markets: J{\o}rgen Vitting Andersen and Andrzej Nowak
2020: Uncovering a factor-based expected return conditioning structure with Regression Trees jointly for many stocks: Vassilis Polimenis
2020: Transaction Costs in Execution Trading: David Marcos
2020: Social capital and resilience make an employee cooperate for coronavirus measures and lower his/her turnover intention: Keisuke Kokubun, Yoshiaki Ino and Kazuyoshi Ishimura
2020: Approximate XVA for European claims: Fabio Antonelli, Alessandro Ramponi and Sergio Scarlatti
2020: Prophylaxis of Epidemic Spreading with Transient Dynamics: Geraldine Bouveret and Antoine Mandel
2020: How does stock market reflect the change in economic demand? A study on the industry-specific volatility spillover networks of China's stock market during the outbreak of COVID-19: Fu Qiao and Yan Yan
2020: Keynesian models of depression. Supply shocks and the COVID-19 Crisis: Ignacio Escañuela Romana
2020: Degrees of individual and groupwise backward and forward responsibility in extensive-form games with ambiguity, and their application to social choice problems: Jobst Heitzig and Sarah Hiller
2020: Dynamics of fintech terms in news and blogs and specialization of companies of the fintech industry: Fabio Ciulla and Rosario Mantegna
2020: Time-Equitable Dynamic Tolling Scheme For Single Bottlenecks: John W Helsel, Venktesh Pandey and Stephen D. Boyles
2020: Modeling and measuring incurred claims risk liabilities for a multi-line property and casualty insurer: Carlos Andr\'es Araiza Iturria, Fr\'ed\'eric Godin and M\'elina Mailhot
2020: A More Robust t-Test: Ulrich K. Mueller
2020: Do Online Courses Provide an Equal Educational Value Compared to In-Person Classroom Teaching? Evidence from US Survey Data using Quantile Regression: Manini Ojha and Mohammad Arshad Rahman
2020: Modeling Financial Time Series using LSTM with Trainable Initial Hidden States: Jungsik Hwang
2020: A comparative study of forecasting Corporate Credit Ratings using Neural Networks, Support Vector Machines, and Decision Trees: Parisa Golbayani, Ionu\c{t} Florescu and Rupak Chatterjee
2020: Incentivizing Narrow-Spectrum Antibiotic Development with Refunding: Lucas B\"ottcher and Hans Gersbach
2020: Optimal allocation using the Sortino ratio: Tarek Nassar and Sandro Ephrem
2020: A stochastic control problem with linearly bounded control rates in a Brownian model: Jean-Fran\c{c}ois Renaud and Clarence Simard
2020: A micro-to-macro approach to returns, volumes and waiting times: Guglielmo D'Amico and Filippo Petroni
2020: Equity Tail Risk in the Treasury Bond Market: Mirco Rubin and Dario Ruzzi
2020: A characterization of progressively equivalent probability measures preserving the structure of a compound mixed renewal process: Spyridon M. Tzaninis and Nikolaos D. Macheras
2020: Intelligent Credit Limit Management in Consumer Loans Based on Causal Inference: Hang Miao, Kui Zhao, Zhun Wang, Linbo Jiang, Quanhui Jia, Yanming Fang and Quan Yu
2020: An\'alise dos fatores determinantes para o decreto de pris\~ao preventiva em casos envolvendo acusa\c{c}\~oes por roubo, tr\'afico de drogas e furto: Um estudo no \^ambito das cidades mais populosas do Paran\'a: Giovane Cerezuela Policeno, Mario Edson Passerino Fischer da Silva and Vitor Pestana Ostrensky
2020: Line-Up Elections: Parallel Voting with Shared Candidate Pool: Niclas Boehmer, Robert Bredereck, Piotr Faliszewski, Andrzej Kaczmarczyk and Rolf Niedermeier
2020: Asymptotic minimization of expected time to reach a large wealth level in an asset market game: Mikhail Zhitlukhin
2020: Improving the Robustness of Trading Strategy Backtesting with Boltzmann Machines and Generative Adversarial Networks: Edmond Lezmi, Jules Roche, Thierry Roncalli and Jiali Xu
2020: Gintropy: Gini index based generalization of Entropy: Tam\'as S. Bir\'o and Zolt\'an N\'eda
2020: Time Series Analysis of COVID-19 Infection Curve: A Change-Point Perspective: Feiyu Jiang, Zifeng Zhao and Xiaofeng Shao
2020: Efficient Covariate Balancing for the Local Average Treatment Effect: Phillip Heiler
2020: A Natural Actor-Critic Algorithm with Downside Risk Constraints: Thomas Spooner and Rahul Savani
2020: Robust pricing and hedging via neural SDEs: Patryk Gierjatowicz, Marc Sabate-Vidales, David \v{S}i\v{s}ka, Lukasz Szpruch and \v{Z}an \v{Z}uri\v{c}
2020: Uncertainty-Aware Lookahead Factor Models for Quantitative Investing: Lakshay Chauhan, John Alberg and Zachary C. Lipton
2020: Talents from Abroad. Foreign Managers and Productivity in the United Kingdom: Dimitrios Exadaktylos, Massimo Riccaboni and Armando Rungi
2020: Max-sum tests for cross-sectional dependence of high-demensional panel data: Long Feng, Tiefeng Jiang, Binghui Liu and Wei Xiong
2020: A Dynamic Choice Model with Heterogeneous Decision Rules: Application in Estimating the User Cost of Rail Crowding: Prateek Bansal, Daniel H\"orcher and Daniel J. Graham
2020: The Cathedral and the Starship: Learning from the Middle Ages for Future Long-Duration Projects: Andreas M. Hein
2020: On the harmonic mean representation of the implied volatility: Stefano De Marco
2020: regvis.net -- A Visual Bibliography of Regulatory Visualization: Zhibin Niu, Runlin Li, Junqi Wu, Yaqi Xue and Jiawan Zhang
2020: Volatility model calibration with neural networks a comparison between direct and indirect methods: Dirk Roeder and Georgi Dimitroff
2020: Real-time estimation of the short-run impact of COVID-19 on economic activity using electricity market data: Carlo Fezzi and Valeria Fanghella
2020: Big Data links from Climate to Commodity Production Forecasts and Risk Management: Paulina Concha Larrauri and Upmanu Lall
2020: The Home Office in Times of COVID-19 Pandemic and its impact in the Labor Supply: Jos\'e Nilmar Alves de Oliveira, Jaime Orrillo and Franklin Gamboa
2020: The Effects of Taxes on Wealth Inequality in Artificial Chemistry Models of Economic Activity: Wolfgang Banzhaf
2020: Dynamic Awareness: Joseph Halpern and Evan Piermont
2020: Semi-nonparametric Latent Class Choice Model with a Flexible Class Membership Component: A Mixture Model Approach: Georges Sfeir, Maya Abou-Zeid, Filipe Rodrigues, Francisco Camara Pereira and Isam Kaysi
2020: Deep Importance Sampling: Benjamin Virrion
2020: Impact of COVID-19 on Forecasting Stock Prices: An Integration of Stationary Wavelet Transform and Bidirectional Long Short-Term Memory: Daniel \v{S}tifani\'c, Jelena Musulin, Adrijana Mio\v{c}evi\'c, Sandi Baressi \v{S}egota, Roman \v{S}ubi\'c and Zlatan Car
2020: Spectral Targeting Estimation of $\lambda$-GARCH models: Simon Hetland
2020: Analytical scores for stress scenarios: Pierre Cohort, Jacopo Corbetta and Ismail Laachir
2020: Recombining tree approximations for Game Options in Local Volatility models: Benjamin Gottesman Berdah
2020: Markovian approximation of the rough Bergomi model for Monte Carlo option pricing: Qinwen Zhu, Gr\'egoire Loeper, Wen Chen and Nicolas Langren\'e
2020: Scenarios for a post-COVID-19 world airline network: Jiachen Ye, Peng Ji and Marc Barthelemy
2020: Binary Relations in Mathematical Economics: On the Continuity, Additivity and Monotonicity Postulates in Eilenberg, Villegas and DeGroot: M. Khan and Metin Uyanık
2020: Spatial Iterated Prisoner's Dilemma as a Transformation Semigroup: Isaiah Farahbakhsh and Chrystopher L. Nehaniv
2020: A fully data-driven approach to minimizing CVaR for portfolio of assets via SGLD with discontinuous updating: Sotirios Sabanis and Ying Zhang
2020: Anonymous, non-manipulable, binary social choice: Achille Basile, Surekha Rao and K. P. S. Bhaskara Rao
2020: Analysis on the Pricing model for a Discrete Coupon Bond with Early redemption provision by the Structural Approach: Hyong Chol O and Tae Song Kim
2020: Quantum Pricing with a Smile: Implementation of Local Volatility Model on Quantum Computer: Kazuya Kaneko, Koichi Miyamoto, Naoyuki Takeda and Kazuyoshi Yoshino
2020: From Fear to Hate: How the Covid-19 Pandemic Sparks Racial Animus in the United States: Runjing Lu and Yanying Sheng
2020: Portfolio Optimization of 40 Stocks Using the DWave Quantum Annealer: Jeffrey Cohen, Alex Khan and Clark Alexander
2020: Risk Modelling on Liquidations with L\'{e}vy Processes: Aili Zhang, Ping Chen, Shuanming Li and Wenyuan Wang
2020: Emergency Powers in Response to COVID-19: Policy diffusion, Democracy, and Preparedness: Magnus Lundgren, Mark Klamberg, Karin Sundstr\"om and Julia Dahlqvist
2020: Performance analysis of Zero Black-Derman-Toy interest rate model in catastrophic events: COVID-19 case study: Grzegorz Krzy\.zanowski and Andr\'es Sosa
2020: Construction of confidence interval for a univariate stock price signal predicted through Long Short Term Memory Network: Shankhyajyoti De, Arabin Kumar Dey and Deepak Gauda
2020: Do Methodological Birds of a Feather Flock Together?: Carrie E. Fry and Laura A. Hatfield
2020: Sparse HP Filter: Finding Kinks in the COVID-19 Contact Rate: Sokbae (Simon) Lee, Yuan Liao, Myung Hwan Seo and Youngki Shin
2020: Liquidity Provider Returns in Geometric Mean Markets: Alex Evans
2020: Mean Field Exponential Utility Game: A Probabilistic Approach: Guanxing Fu, Xizhi Su and Chao Zhou
2020: SECure: A Social and Environmental Certificate for AI Systems: Abhishek Gupta, Camylle Lanteigne and Sara Kingsley
2020: Dynamic Network Risk: Jozef Baruník and Michael Ellington
2020: Economic Properties of Multi-Product Supply Chains: Philip A. Tominac and Victor M. Zavala
2020: Egalitarian and Just Digital Currency Networks: Gal Shahaf, Ehud Shapiro and Nimrod Talmon
2020: Information Validates the Prior: A Theorem on Bayesian Updating and Applications: Navin Kartik, Frances Lee and Wing Suen
2020: Methods for forecasting the effect of exogenous risk on stock markets: Karina Arias-Calluari, Fernando Alonso-Marroquin, Morteza Nattagh-Najafi and Michael Harr\'e
2020: Bellman type strategy for the continuous time mean-variance model: Shuzhen Yang
2020: Bitcoin Transaction Networks: an overview of recent results: Nicol\`o Vallarano, Claudio Tessone and Tiziano Squartini
2020: Matching with Generalized Lexicographic Choice Rules: Orhan Ayg\"un and Bertan Turhan
2020: The Category of Node-and-Choice Extensive-Form Games: Peter Streufert
2020: Holding-Based Evaluation upon Actively Managed Stock Mutual Funds in China: Huimin Peng
2020: Correlating L\'evy processes with Self-Decomposability: Applications to Energy Markets: Matteo Gardini, Piergiacomo Sabino and Emanuela Sasso
2020: Pruned Wasserstein Index Generation Model and wigpy Package: Fangzhou Xie
2020: The Second Worldwide Wave of Interest in Coronavirus since the COVID-19 Outbreaks in South Korea, Italy and Iran: A Google Trends Study: Artur Strzelecki
2020: Disturbing the Peace: Anatomy of the Hostile Takeover of China Vanke Co: Taurai Muvunza and Terrill Frantz
2020: Coronavirus Perceptions And Economic Anxiety: Thiemo Fetzer, Lukas Hensel, Johannes Hermle and Christopher Roth
2020: Robust Market Making via Adversarial Reinforcement Learning: Thomas Spooner and Rahul Savani
2020: Data Normalization for Bilinear Structures in High-Frequency Financial Time-series: Dat Thanh Tran, Juho Kanniainen, Moncef Gabbouj and Alexandros Iosifidis
2020: Model order reduction for parametric high dimensional models in the analysis of financial risk: Andreas Binder, Onkar Jadhav and Volker Mehrmann
2020: Regional Inequality Simulations Based on Asset Exchange Models with Exchange Range and Local Support Bias: Takeshi Kato, Yasuyuki Kudo, Hiroyuki Mizuno and Yoshinori Hiroi
2020: The structure of two-valued strategy-proof social choice functions with indifference: Achille Basile, Surekha Rao and K. P. S. Bhaskara Rao
2020: How Safe are European Safe Bonds? An Analysis from the Perspective of Modern Portfolio Credit Risk Models: R\"udiger Frey, Kevin Kurt and Camilla Damian
2020: Community structure in the World Trade Network based on communicability distances: Paolo Bartesaghi, Gian Paolo Clemente and Rosanna Grassi
2020: Stationary Heston model: Calibration and Pricing of exotics using Product Recursive Quantization: Vincent Lemaire, Thibaut Montes and Gilles Pag\`es
2020: Passengers' Travel Behavior in Response to Unplanned Transit Disruptions: Nima Golshani, Ehsan Rahimi, Ramin Shabanpour, Kouros Mohammadian, Joshua Auld and Hubert Ley
2020: Pricing and hedging American-style options with deep learning: Sebastian Becker, Patrick Cheridito and Arnulf Jentzen
2020: Extended Weak Convergence and Utility Maximization with Proportional Transaction Costs: Erhan Bayraktar, Leonid Dolinskyi and Yan Dolinsky
2020: Dynamical approach to Zipf's law: Giordano De Marzo, Andrea Gabrielli, Andrea Zaccaria and Luciano Pietronero
2020: Games of Incomplete Information Played By Statisticians: Annie Liang
2020: Phase separation and scaling in correlation structures of financial markets: Anirban Chakraborti, Hrishidev, Kiran Sharma and Hirdesh K. Pharasi
2020: Latent Dirichlet Analysis of Categorical Survey Responses: Evan Munro and Serena Ng
2020: Mechanics of good trade execution in the framework of linear temporary market impact: Claudio Bellani and Damiano Brigo
2020: Using Wasserstein Generative Adversarial Networks for the Design of Monte Carlo Simulations: Susan Athey, Guido Imbens, Jonas Metzger and Evan Munro
2020: Fixed-k Inference for Conditional Extremal Quantiles: Yuya Sasaki and Yulong Wang
2020: Counting Defiers: Amanda Kowalski
2020: A Model of a Randomized Experiment with an Application to the PROWESS Clinical Trial: Amanda Kowalski
2020: Zero Black-Derman-Toy interest rate model: Grzegorz Krzy\.zanowski, Ernesto Mordecki and Andr\'es Sosa
2020: Relative growth optimal strategies in an asset market game: Yaroslav Drokin and Mikhail Zhitlukhin
2020: Algorithmic market making for options: Bastien Baldacci, Philippe Bergault and Olivier Gu\'eant
2020: Empirical strategy-proofness: Rodrigo Velez and Alexander Brown
2020: Kernel Instrumental Variable Regression: Rahul Singh, Maneesh Sahani and Arthur Gretton
2020: Empirical bias of extreme-price auctions: analysis: Rodrigo Velez and Alexander Brown
2020: Empirical bias and efficiency of alpha-auctions: experimental evidence: Alexander Brown and Rodrigo Velez
2020: Optimally stopping at a given distance from the ultimate supremum of a spectrally negative L\'evy process: M\'onica B. Carvajal Pinto and Kees van Schaik
2020: Regulator-based risk statistics with scenario analysis: Xiaochuan Deng and Fei Sun
2020: On the Evolution of Cryptocurrency Market Efficiency: Akihiko Noda
2020: Matching Points: Supplementing Instruments with Covariates in Triangular Models: Junlong Feng
2020: Time series models for realized covariance matrices based on the matrix-F distribution: Jiayuan Zhou, Feiyu Jiang, Ke Zhu and Wai Keung Li
2020: Improving the Scalability of a Prosumer Cooperative Game with K-Means Clustering: Liyang Han, Thomas Morstyn, Constance Crozier and Malcolm McCulloch
2020: Portfolio optimization with two coherent risk measures: Tahsin Deniz Akt\"urk and \c{C}a\u{g}{\i}n Ararat
2020: Model Selection in Utility-Maximizing Binary Prediction: Jiun-Hua Su
2020: Pricing path-dependent Bermudan options using Wiener chaos expansion: an embarrassingly parallel approach: J\'er\^ome Lelong
2020: Growth, Industrial Externality, Prospect Dynamics, and Well-being on Markets: Emmanuel Chauvet
2020: The Augmented Synthetic Control Method: Eli Ben-Michael, Avi Feller and Jesse Rothstein
2020: Systemic risk assessment through high order clustering coefficient: Roy Cerqueti, Gian Paolo Clemente and Rosanna Grassi
2020: Dynkin games with incomplete and asymmetric information: Tiziano De Angelis, Erik Ekstr\"om and Kristoffer Glover
2020: Classifying Financial Markets up to Isomorphism: John Armstrong
2020: An Automated Approach Towards Sparse Single-Equation Cointegration Modelling: Stephan Smeekes and Etienne Wijler
2020: Option pricing models without probability: a rough paths approach: John Armstrong, Claudio Bellani, Damiano Brigo and Thomas Cass
2020: Optimizing the tie-breaker regression discontinuity design: Art B. Owen and Hal Varian
2020: Sensitivity Analysis using Approximate Moment Condition Models: Timothy Armstrong and Michal Koles\'ar
2020: BooST: Boosting Smooth Trees for Partial Effect Estimation in Nonlinear Regressions: Yuri Fonseca, Marcelo Medeiros, Gabriel Vasconcelos and Alvaro Veiga
2020: Strictly strategy-proof auctions: Matteo Escud\'e and Ludvig Sinander
2020: Artificial Increasing Returns to Scale and the Problem of Sampling from Lognormals: Andres Gomez-Lievano, Vladislav Vysotsky and Jose Lobo
2020: Role of Symmetry in Irrational Choice: Ivan Kozic
2020: Estimation and Inference for Policy Relevant Treatment Effects: Yuya Sasaki and Takuya Ura
2020: Empirical Equilibrium: Rodrigo Velez and Alexander Brown
2020: Indifference pricing of pure endowments via BSDEs under partial information: Claudia Ceci, Katia Colaneri and Alessandra Cretarola
2020: Rational Models for Inflation-Linked Derivatives: Henrik Dam, Andrea Macrina, David Skovmand and David Sloth
2020: On Utility Maximisation Under Model Uncertainty in Discrete-Time Markets: Mikl\'os R\'asonyi and Andrea Meireles-Rodrigues
2020: Towards a General Large Sample Theory for Regularized Estimators: Michael Jansson and Demian Pouzo
2020: Executive stock option exercise with full and partial information on a drift change point: Vicky Henderson, Kamil Klad\'ivko, Michael Monoyios and Christoph Reisinger
2020: Banks as Tanks: A Continuous-Time Model of Financial Clearing: Isaac M. Sonin and Konstantin Sonin
2020: Learning Agents in Black-Scholes Financial Markets: Consensus Dynamics and Volatility Smiles: Tushar Vaidya, Carlos Murguia and Georgios Piliouras
2020: Repo Haircuts and Economic Capital: A Theory of Repo Pricing: Wujiang Lou
2020: Developing a real estate yield investment deviceusing granular data and machine learning: Monica Azqueta-Gavaldon, Gonzalo Azqueta-Gavaldon, Inigo Azqueta-Gavaldon and Andres Azqueta-Gavaldon
2020: COVID-19 Induced Economic Uncertainty: A Comparison between the United Kingdom and the United States: Uğur Pata
2020: Applying Dynamic Training-Subset Selection Methods Using Genetic Programming for Forecasting Implied Volatility: Sana Ben Hamida, Wafa Abdelmalek and Fathi Abid
2020: The New Digital Platforms: Merger Control in Pakistan: Shahzada Aamir Mushtaq and Wang Yuhui
2020: Race and gender income inequality in the USA: black women vs. white men: Ivan Kitov
2020: Government intervention modeling in microeconomic company market evolution: Micha{\l} Chorowski and Ryszard Kutner
2020: A Bivariate Compound Dynamic Contagion Process for Cyber Insurance: Jiwook Jang and Rosy Oh
2020: Risk Management and Return Prediction: Qingyin Ge, Yunuo Ma, Yuezhi Liao, Rongyu Li and Tianle Zhu
2020: Multi-objective Optimal Control of Dynamic Integrated Model of Climate and Economy: Evolution in Action: Mostapha Kalami Heris and Shahryar Rahnamayan
2020: Regression Discontinuity Design with Multivalued Treatments: Carolina Caetano, Gregorio Caetano and Juan Carlos Escanciano
2020: The Equilibrium Existence Duality: Equilibrium with Indivisibilities & Income Effects: Elizabeth Baldwin, Omer Edhan, Ravi Jagadeesan, Paul Klemperer and Alexander Teytelboym
2020: Turbulence on the Global Economy influenced by Artificial Intelligence and Foreign Policy Inefficiencies: Kwadwo Osei Bonsu and Jie Song
2020: Expectation and Price in Incomplete Markets: Paul McCloud
2020: The Yannelis-Prabhakar Theorem on Upper Semi-Continuous Selections in Paracompact Spaces: Extensions and Applications: M. Khan and Metin Uyanık
2020: Dynamic Hedging using Generated Genetic Programming Implied Volatility Models: Fathi Abid, Wafa Abdelmalek and Sana Ben Hamida
2020: Estimation of Covid-19 Prevalence from Serology Tests: A Partial Identification Approach: Panos Toulis
2020: Visualizing and comparing distributions with half-disk density strips: Carlo Santagiustina and Matteo Iacopini
2020: Robust Product Markovian Quantization: Ralph Rudd, Thomas A. McWalter, Joerg Kienitz and Eckhard Platen
2020: Quantitative Statistical Robustness for Tail-Dependent Law Invariant Risk Measures: Wei Wang, Huifu Xu and Tiejun Ma
2020: Large deviation principles for stochastic volatility models with reflection and three faces of the Stein and Stein model: Archil Gulisashvili
2020: Optimal Asset Allocation For Outperforming A Stochastic Benchmark Target: Chendi Ni, Yuying Li, Peter Forsyth and Ray Carroll
2020: Observations on Cooperation: Yuval Heller and Erik Mohlin
2020: A closed-form solution to the risk-taking motivation of subordinated debtholders: Yuval Heller, SharonPeleg-Lazar and Alon Raviv
2020: Coevolution of deception and preferences: Darwin and Nash meet Machiavelli: Yuval Heller and Erik Mohlin
2020: Biased-Belief Equilibrium: Yuval Heller and Eyal Winter
2020: Improving MF-DFA model with applications in precious metals market: Zhongjun Wang, Mengye Sun and A. Elsawah
2020: Option Pricing Under a Discrete-Time Markov Switching Stochastic Volatility with Co-Jump Model: Michael C. Fu, Bingqing Li, Rongwen Wu and Tianqi Zhang
2020: Endogenous Treatment Effect Estimation with some Invalid and Irrelevant Instruments: Qingliang Fan and Yaqian Wu
2020: The Welfare of Ramsey Optimal Policy Facing Auto-Regressive Shocks: Jean-Bernard Chatelain and Kirsten Ralf
2020: Kuhn's Equivalence Theorem for Games in Intrinsic Form: Benjamin Heymann, Michel de Lara and Jean-Philippe Chancelier
2020: Variance and interest rate risk in unit-linked insurance policies: David R. Ba\~nos, Marc Lagunas-Merino and Salvador Ortiz-Latorre
2020: A pure-jump mean-reverting short rate model: Markus Hess
2020: Empirical MSE Minimization to Estimate a Scalar Parameter: Clément de Chaisemartin and Xavier D'Haultf{\oe}uille
2020: A Data-driven Market Simulator for Small Data Environments: Hans B\"uhler, Blanka Horvath, Terry Lyons, Imanol Perez Arribas and Ben Wood
2020: Real-Time Prediction of BITCOIN Price using Machine Learning Techniques and Public Sentiment Analysis: S M Raju and Ali Mohammad Tarif
2020: Comparative Statics in Multicriteria Search Models: Veli Safak
2020: Inference without smoothing for large panels with cross-sectional and temporal dependence: J. Hidalgo and M. Schafgans
2020: Deeply Equal-Weighted Subset Portfolios: Sang Il Lee
2020: Towards Entrepreneurial Ecosystem Indicators: Speed and Acceleration: Th\'eophile Carniel and Jean-Michel Dalle
2020: Reduced-form setting under model uncertainty with non-linear affine processes: Francesca Biagini and Katharina Oberpriller
2020: Matching Multidimensional Types: Theory and Application: Veli Safak
2020: The uniqueness of dynamic Groves mechanisms on restricted domains: Kiho Yoon
2020: Robust and Efficient Approximate Bayesian Computation: A Minimum Distance Approach: David T. Frazier
2020: Option Pricing: Channels, Target Zones and Sideways Markets: Zura Kakushadze
2020: A Model of the Fed's View on Inflation: Thomas Hasenzagl, Filippo Pellegrino, Lucrezia Reichlin and Giovanni Ricco
2020: Dynamic Effects of Persistent Shocks: Mario Alloza, Jesus Gonzalo and Carlos Sanz
2020: Asset Prices and Capital Share Risks: Theory and Evidence: Joseph Byrne, Boulis M. Ibrahim and Xiaoyu Zong
2020: Investor Emotions and Earnings Announcements: Domonkos F. Vamossy
2020: Determining Secondary Attributes for Credit Evaluation in P2P Lending: Revathi Bhuvaneswari and Antonio Segalini
2020: Deep Investing in Kyle's Single Period Model: Paul Friedrich and Josef Teichmann
2020: Fast calibration of the LIBOR Market Model with Stochastic Volatility based on analytical gradient: Herv\'e Andres, Pierre-Edouard Arrouy, Paul Bonnefoy, Alexandre Boumezoued and Sophian Mehalla
2020: Design and Evaluation of Personalized Free Trials: Hema Yoganarasimhan, Ebrahim Barzegary and Abhishek Pani
2020: Numerical aspects of integration in semi-closed option pricing formulas for stochastic volatility jump diffusion models: Josef Dan\v{e}k and J. Posp\'i\v{s}il
2020: Vocational Training Programs and Youth Labor Market Outcomes: Evidence from Nepal: S. Chakravarty, M. Lundberg, Plamen Nikolov and Juliane Zenker
2020: Mitigating Bias in Online Microfinance Platforms: A Case Study on Kiva.org: Soumajyoti Sarkar and Hamidreza Alvari
2020: The Social Welfare Implications of the Zenga Index: Francesca Greselin, Simone Pellegrino and Achille Vernizzi
2020: Locally trimmed least squares: conventional inference in possibly nonstationary models: Zhishui Hu, Ioannis Kasparis and Qiying Wang
2020: Using Company Specific Headlines and Convolutional Neural Networks to Predict Stock Fluctuations: Jonathan Readshaw and Stefano Giani
2020: A Pipeline for Variable Selection and False Discovery Rate Control With an Application in Labor Economics: Sophie-Charlotte Klose and Johannes Lederer
2020: Impact of national lockdown on COVID-19 deaths in select European countries and the US using a Changes-in-Changes model: Mudit Kapoor and Shamika Ravi
2020: Unified Discrete-Time Factor Stochastic Volatility and Continuous-Time Ito Models for Combining Inference Based on Low-Frequency and High-Frequency: Donggyu Kim, Xinyu Song and Yazhen Wang
2020: Tri-criterion model for constructing low-carbon mutual fund portfolios: a preference-based multi-objective genetic algorithm approach: A. Hilario-Caballero, A. Garcia-Bernabeu, J. V. Salcedo and M. Vercher
2020: The Economic Costs of Containing a Pandemic: Asahi Noguchi
2020: Shifting Policy Strategy in Keynesianism: Asahi Noguchi
2020: A note on Almgren-Chriss optimal execution problem with geometric Brownian motion: Bastien Baldacci and Jerome Benveniste
2020: Valid Causal Inference with (Some) Invalid Instruments: Jason Hartford, Victor Veitch, Dhanya Sridhar and Kevin Leyton-Brown
2020: Distributionally Robust Profit Opportunities: Derek Singh and Shuzhong Zhang
2020: Valuing the quality option in agricultural commodity futures: a Monte Carlo simulation based approach: Sanjay Mansabdar and Hussain C Yaganti
2020: Why Stake When You Can Borrow?: Tarun Chitra and Alex Evans
2020: Manifold Feature Index: A novel index based on high-dimensional data simplification: Chenkai Xu, Hongwei Lin and Xuansu Fang
2020: Mechanism of Instrumental Game Theory in The Legal Process via Stochastic Options Pricing Induction: Kwadwo Osei Bonsu and Shoucan Chen
2020: On the Time Trend of COVID-19: A Panel Data Study: Chaohua Dong, Jiti Gao, Oliver Linton and Bin Peng
2020: A simple model of interbank trading with tiered remuneration: Toshifumi Nakamura
2020: COVID-19 response needs to broaden financial inclusion to curb the rise in poverty: Mostak Ahamed and Roxana Guti\'errez-Romero
2020: Conflict in Africa during COVID-19: social distancing, food vulnerability and welfare response: Roxana Guti\'errez-Romero
2020: Investment Disputes and Abnormal Volatility of Stocks: Jozef Baruník, Zdenek Drabek and Matěj Nevrla
2020: Approximate Maximum Likelihood for Complex Structural Models: Veronika Czellar, David T. Frazier and Eric Renault
2020: Nash SIR: An Economic-Epidemiological Model of Strategic Behavior During a Viral Epidemic: David McAdams
2020: A Tweet-based Dataset for Company-Level Stock Return Prediction: Karolina Sowinska and Pranava Madhyastha
2020: Combining Experimental and Observational Data to Estimate Treatment Effects on Long Term Outcomes: Susan Athey, Raj Chetty and Guido Imbens
2020: Stopper-Controller Games embedded in Single-Player Control Problems: Martin Larsson, Marvin S. Mueller and Josef Teichmann
2020: A demographic microsimulation model with an integrated household alignment method: Amarin Siripanich and Taha Rashidi
2020: Analysing the resilience of the European commodity production system with PyResPro, the Python Production Resilience package: Matteo Zampieri, Andrea Toreti, Andrej Ceglar, Pierluca De Palma and Thomas Chatzopoulos
2020: The Importance of Low Latency to Order Book Imbalance Trading Strategies: David Byrd, Sruthi Palaparthi, Maria Hybinette and Tucker Hybinette Balch
2020: Modeling Joint Lives within Families: Olivier Cabrignac, Arthur Charpentier and Ewen Gallic
2020: Hidden Markov Models Applied To Intraday Momentum Trading With Side Information: Hugh Christensen, Simon Godsill and Richard E Turner
2020: Trust and Betrayals: Reputational Payoffs and Behaviors without Commitment: Harry Pei
2020: Repeated Communication with Private Lying Cost: Harry Pei
2020: The Gauss2++ Model -- A Comparison of Different Measure Change Specifications for a Consistent Risk Neutral and Real World Calibration: Christoph Berninger and Julian Pfeiffer
2020: The energy representation of world GDP: Boris M. Dolgonosov
2020: Loss Rate Forecasting Framework Based on Macroeconomic Changes: Application to US Credit Card Industry: Sajjad Taghiyeh, David C Lengacher and Robert B Handfield
2020: Representative Committees of Peers: Reshef Meir, Fedor Sandomirskiy and Moshe Tennenholtz
2020: Nonparametric Tests of Tail Behavior in Stochastic Frontier Models: William, William Horrace and Yulong Wang
2020: Numerical Simulation of Exchange Option with Finite Liquidity: Controlled Variate Model: Kevin S. Zhang and Traian A. Pirvu
2020: Carbon Monitor: a near-real-time daily dataset of global CO2 emission from fossil fuel and cement production: Zhu Liu, Philippe Ciais, Zhu Deng, Steven J. Davis, Bo Zheng, Yilong Wang, Duo Cui, Biqing Zhu, Xinyu Dou, Piyu Ke, Taochun Sun, Rui Guo, Olivier Boucher, Francois-Marie Breon, Chenxi Lu, Runtao Guo, Eulalie Boucher and Frederic Chevallier
2020: Backward Deep BSDE Methods and Applications to Nonlinear Problems: Yajie Yu, Bernhard Hientzsch and Narayan Ganesan
2020: Detangling robustness in high dimensions: composite versus model-averaged estimation: Jing Zhou, Gerda Claeskens and Jelena Bradic
2020: Addressing the Herd Immunity Paradox Using Symmetry, Convexity Adjustments and Bond Prices: Peter Cotton
2020: Minimax Estimation of Conditional Moment Models: Nishanth Dikkala, Greg Lewis, Lester Mackey and Vasilis Syrgkanis
2020: Seemingly Unrelated Regression with Measurement Error: Estimation via Markov chain Monte Carlo and Mean Field Variational Bayes Approximation: Georges Bresson, Anoop Chaturvedi, Mohammad Arshad Rahman and Shalabh
2020: Confidence Interval for Off-Policy Evaluation from Dependent Samples via Bandit Algorithm: Approach from Standardized Martingales: Masahiro Kato
2020: Confidence sets for dynamic poverty indexes: Guglielmo D'Amico, Riccardo De Blasis and Philippe Regnault
2020: Efficient democratic decisions via nondeterministic proportional consensus: Jobst Heitzig and Forest W. Simmons
2020: Reserve Price Optimization for First Price Auctions: Zhe Feng, S\'ebastien Lahaie, Jon Schneider and Jinchao Ye
2020: Text as data: a machine learning-based approach to measuring uncertainty: Rickard Nyman and Paul Ormerod
2020: Risk Attitudes and Human Mobility during the COVID-19 Pandemic: Ho Fai Chan, Ahmed Skali, David Savage, David Stadelmann and Benno Torgler
2020: Trading Privacy for the Greater Social Good: How Did America React During COVID-19?: Anindya Ghose, Beibei Li, Meghanath Macha, Chenshuo Sun and Natasha Ying Zhang Foutz
2020: Public-Private Partnership in the Management of Natural Disasters: A Review: Selene Perazzini
2020: A Public-Private Insurance Model for Natural Risk Management: an Application to Seismic and Flood Risks on Residential Buildings in Italy: Selene Perazzini, Giorgio Stefano Gnecco and Fabio Pammolli
2020: A framework for modeling interdependencies among households, businesses, and infrastructure systems; and their response to disruptions: Mateusz Iwo Dubaniowski and Hans R. Heinimann
2020: Quant Bust 2020: Zura Kakushadze
2020: An overall view of key problems in algorithmic trading and recent progress: Micha\"el Karpe
2020: Ensemble Learning with Statistical and Structural Models: Jiaming Mao and Jingzhi Xu
2020: Relative utility bounds for empirically optimal portfolios: Dmitry B. Rokhlin
2020: Deep Stock Predictions: Akash Doshi, Alexander Issa, Puneet Sachdeva, Sina Rafati and Somnath Rakshit
2020: Vertical vs. Horizontal Policy in a Capabilities Model of Economic Development: Alje van Dam and Koen Frenken
2020: Envy-free Relaxations for Goods, Chores, and Mixed Items: Krist\'of B\'erczi, Erika R. B\'erczi-Kov\'acs, Endre Boros, Fekadu Tolessa Gedefa, Naoyuki Kamiyama, Telikepalli Kavitha, Yusuke Kobayashi and Kazuhisa Makino
2020: An Impulse-Regime Switching Game Model of Vertical Competition: Ren\'e A\"id, Luciano Campi, Liangchen Li and Mike Ludkovski
2020: On forward invariance in Lyapunov stability theorem for local stability: Dai Zusai
2020: False (and Missed) Discoveries in Financial Economics: Campbell R. Harvey and Yan Liu
2020: Generating Realistic Stock Market Order Streams: Junyi Li, Xitong Wang, Yaoyang Lin, Arunesh Sinha and Michael Wellman
2020: What Factors Drive Individual Misperceptions of the Returns to Schooling in Tanzania? Some Lessons for Education Policy: Plamen Nikolov and Nusrat Jimi
2020: Past production constrains current energy demands: persistent scaling in global energy consumption and implications for climate change mitigation: Timothy J. Garrett, Matheus R. Grasselli and Steve Keen
2020: The Effects of Access to Credit on Productivity Among Microenterprises: Separating Technological Changes from Changes in Technical Efficiency: Nusrat Abedin Jimi, Plamen Nikolov, Mohammad Malek and Subal Kumbhakar
2020: Sovereign Default Risk and Credit Supply: Evidence from the Euro Area: Olli Palm\'en
2020: Doubly Multiplicative Error Models with Long- and Short-run Components: Alessandra Amendola, Vincenzo Candila, Fabrizio Cipollini and Giampiero Gallo
2020: Inflation Dynamics of Financial Shocks: Olli Palm\'en
2020: Evaluating the Effectiveness of Regional Lockdown Policies in the Containment of Covid-19: Evidence from Pakistan: Hamza Umer and Muhammad Salar Khan
2020: Coastal Flood Risk in the Mortgage Market: Storm Surge Models' Predictions vs. Flood Insurance Maps: Amine Ouazad
2020: Short-Run Health Consequences of Retirement and Pension Benefits: Evidence from China: Plamen Nikolov and Alan Adelman
2020: Optimal Control of Investment for an Insurer in Two Currency Markets: Qianqian Zhou and Junyi Guo
2020: The pain of a new idea: Do Late Bloomers response to Extension Service in Rural Ethiopia?: Alexander Jordan and Marco Guerzoni
2020: A New Look to Three-Factor Fama-French Regression Model using Sample Innovations: Javad Shaabani and Ali Akbar Jafari
2020: Shallow Neural Hawkes: Non-parametric kernel estimation for Hawkes processes: Sobin Joseph, Lekhapriya Dheeraj Kashyap and Shashi Jain
2020: Notes on Backward Stochastic Differential Equations for Computing XVA: Jun Sekine and Akihiro Tanaka
2020: Time Delay and Investment Decisions: Evidence from an Experiment in Tanzania: Plamen Nikolov
2020: Reaping the Informational Surplus in Bayesian Persuasion: Ronen Gradwohl, Niklas Hahn, Martin Hoefer and Rann Smorodinsky
2020: Consistent Investment of Sophisticated Rank-Dependent Utility Agents in Continuous Time: Ying Hu, Hanqing Jin and Xun Yu Zhou
2020: Evaluating Public Supports to the Investment Activities of Business Firms: A Multilevel Meta-Regression Analysis of Italian Studies: Chiara Bocci, Annalisa Caloffi, Marco Mariani and Alessandro Sterlacchini
2020: On the plausibility of the latent ignorability assumption: Martin Huber
2020: Explaining the distribution of energy consumption at slow charging infrastructure for electric vehicles from socio-economic data: Milan Straka, Rui Carvalho, Gijs van der Poel and \v{L}ubo\v{s} Buzna
2020: Existence of equivalent local martingale deflators in semimartingale market models: Eckhard Platen and Stefan Tappe
2020: One Step at a Time: Does Gradualism Build Coordination?: Maoliang Ye, Jie Zheng, Plamen Nikolov and Sam Asher
2020: Estimates of derivatives of (log) densities and related objects: Joris Pinkse and Karl Schurter
2020: Do Private Household Transfers to the Elderly Respond to Public Pension Benefits? Evidence from Rural China: Plamen Nikolov and Alan Adelman
2020: Variational Inequality Type Formulations of General Market Equilibrium Problems with Local Information: Igor Konnov
2020: Changes in Household Net Financial Assets After the Great Recession: Did Financial Planners Make a Difference?: Joseph W. Goetz, Lance Palmer, Lini Zhang and Swarnankur Chatterjee
2020: A Theory of 'Auction as a Search' in speculative markets: Sudhanshu Pani
2020: The Importance of Cognitive Domains and the Returns to Schooling in South Africa: Evidence from Two Labor Surveys: Plamen Nikolov and Nusrat Jimi
2020: Do Public Program Benefits Crowd Out Private Transfers in Developing Countries? A Critical Review of Recent Evidence: Plamen Nikolov and Matthew Bonci
2020: Influence via Ethos: On the Persuasive Power of Reputation in Deliberation Online: Emaad Manzoor, George H. Chen, Dokyun Lee and Michael Smith
2020: Sig-SDEs model for quantitative finance: Imanol Perez Arribas, Cristopher Salvi and Lukasz Szpruch
2020: A Complete Characterization of Infinitely Repeated Two-Player Games having Computable Strategies with no Computable Best Response under Limit-of-Means Payoff: Jakub Dargaj and Jakob Grue Simonsen
2020: COVID-19 and Global Economic Growth: Policy Simulations with a Pandemic-Enabled Neoclassical Growth Model: Ian Trotter, Lu\'is A. C. Schmidt, Bruno C. M. Pinto, Andrezza L. Batista, J\'essica Pellenz, Maritza Isidro, Aline Rodrigues, Attawan G. S. Suela and Loredany Rodrigues
2020: More Robust Pricing of European Options Based on Fourier Cosine Series Expansions: Fabien Le Floc'h
2020: Strengthening science, technology, and innovation-based incubators to help achieve Sustainable Development Goals: Lessons from India: Kavita Surana, Anuraag Singh and Ambuj D Sagar
2020: Is being an only child harmful to psychological health?: Evidence from an instrumental variable analysis of China's One-Child Policy: Shuxi Zeng, Fan Li and Peng Ding
2020: How to manage the post pandemic opening? A Pontryagin Maximum Principle approach: R. Mansilla
2020: COVID-19 causes record decline in global CO2 emissions: Zhu Liu, Philippe Ciais, Zhu Deng, Ruixue Lei, Steven J. Davis, Sha Feng, Bo Zheng, Duo Cui, Xinyu Dou, Pan He, Biqing Zhu, Chenxi Lu, Piyu Ke, Taochun Sun, Yuan Wang, Xu Yue, Yilong Wang, Yadong Lei, Hao Zhou, Zhaonan Cai, Yuhui Wu, Runtao Guo, Tingxuan Han, Jinjun Xue, Olivier Boucher, Eulalie Boucher, Frederic Chevallier, Yimin Wei, Haiwang Zhong, Chongqing Kang, Ning Zhang, Bin Chen, Fengming Xi, Fran\c{c}ois Marie, Qiang Zhang, Dabo Guan, Peng Gong, Daniel M. Kammen, Kebin He and Hans Joachim Schellnhuber
2020: Structural Regularization: Jiaming Mao and Zhesheng Zheng
2020: QuantNet: Transferring Learning Across Systematic Trading Strategies: Adriano Koshiyama, Sebastian Flennerhag, Stefano B. Blumberg, Nikan Firoozye and Philip Treleaven
2020: Modelling Network Interference with Multi-valued Treatments: the Causal Effect of Immigration Policy on Crime Rates: C. Tort\`u, I. Crimaldi, F. Mealli and L. Forastiere
2020: Improved Price Oracles: Constant Function Market Makers: Guillermo Angeris and Tarun Chitra
2020: One model is not enough: heterogeneity in cryptocurrencies' multifractal profiles: Aurelio Fernandez Bariviera
2020: Kernel Conditional Moment Test via Maximum Moment Restriction: Krikamol Muandet, Wittawat Jitkrittum and Jonas K\"ubler
2020: Rational Choice Hypothesis as X-point of Utility Function and Norm Function: Takeshi Kato, Yasuyuki Kudo, Junichi Miyakoshi, Jun Otsuka, Hayato Saigo, Kaori Karasawa, Hiroyuki Yamaguchi and Yasuo Deguchi
2020: Equal Risk Pricing of Derivatives with Deep Hedging: Alexandre Carbonneau and Fr\'ed\'eric Godin
2020: Lattice structure of the random stable set in many-to-many matching market: Noelia Juarez, Pablo Neme and Jorge Oviedo
2020: Stability and asymptotic analysis of the F\"ollmer-Schweizer decomposition on a finite probability space: Sarah Boese, Tracy Cui, Samuel Johnston, Gianmarco Molino and Oleksii Mostovyi
2020: Variable-lag Granger Causality and Transfer Entropy for Time Series Analysis: Chainarong Amornbunchornvej, Elena Zheleva and Tanya Berger-Wolf
2020: Pricing vulnerable options in a hybrid credit risk model driven by Heston-Nandi GARCH processes: Gechun Liang and Xingchun Wang
2020: Integrated ridesharing services with chance-constrained dynamic pricing and demand learning: Tai-Yu Ma and Sylvain Klein
2020: Exploring Multi-Banking Customer-to-Customer Relations in AML Context with Poincar\'e Embeddings: Lucia Larise Stavarache, Donatas Narbutis, Toyotaro Suzumura, Ray Harishankar and Augustas \v{Z}altauskas
2020: Weak existence and uniqueness for affine stochastic Volterra equations with L1-kernels: Eduardo Abi Jaber
2020: Solution of option pricing equations using orthogonal polynomial expansion: Falko Baustian, Kate\v{r}ina Filipov\'a and Jan Posp\'i\v{s}il
2020: Some pricing tools for the Variance Gamma model: Jean-Philippe Aguilar
2020: VAT tax gap prediction: a 2-steps Gradient Boosting approach: Giovanna Tagliaferri, Daria Scacciatelli and Pierfrancesco Alaimo Di Loro
2020: Deep Fictitious Play for Finding Markovian Nash Equilibrium in Multi-Agent Games: Jiequn Han and Ruimeng Hu
2020: Analytical solution of $k$th price auction: Martin Mihelich and Yan Shu
2020: A many-to-many assignment game and stable outcome algorithm to evaluate collaborative Mobility-as-a-Service platforms: Theodoros P. Pantelidis, Joseph Y. J. Chow and Saeid Rasulkhani
2020: A path-sampling method to partially identify causal effects in instrumental variable models: Florian Gunsilius
2020: Robust portfolio optimization with multi-factor stochastic volatility: Ben-Zhang Yang, Xiaoping Lu, Guiyuan Ma and Song-Ping Zhu
2020: Resolving asset pricing puzzles using price-impact: Xiao Chen, Jin Hyuk Choi, Kasper Larsen and Duane J. Seppi
2020: Utility-based pricing and hedging of contingent claims in Almgren-Chriss model with temporary price impact: Ibrahim Ekren and Sergey Nadtochiy
2020: A fixed-point policy-iteration-type algorithm for symmetric nonzero-sum stochastic impulse control games: Diego Zabaljauregui
2020: Testing nonparametric shape restrictions: Tatiana Komarova and Javier Hidalgo
2020: A multi-factor polynomial framework for long-term electricity forwards with delivery period: Xi Kleisinger-Yu, Vlatka Komaric, Martin Larsson and Markus Regez
2020: Quantitative portfolio selection: using density forecasting to find consistent portfolios: N. Meade, John Beasley and C. J. Adcock
2020: Deep Reinforcement Learning for Foreign Exchange Trading: Yun-Cheng Tsai and Chun-Chieh Wang
2020: Compact Finite Difference Scheme with Hermite Interpolation for Pricing American Put Options Based on Regime Switching Model: Chinonso Nwankwo, Weizhong Dai and Ruihua Liu
2020: Maximum Entropy approach to multivariate time series randomization: Riccardo Marcaccioli and Giacomo Livan
2020: Systemic Optimal Risk Transfer Equilibrium: Francesca Biagini, Alessandro Doldi, Jean-Pierre Fouque, Marco Frittelli and Thilo Meyer-Brandis
2020: Metaheuristics optimized feedforward neural networks for efficient stock price prediction: Bradley J. Pillay and Absalom E. Ezugwu
2020: Relative Bound and Asymptotic Comparison of Expectile with Respect to Expected Shortfall: Samuel Drapeau and Mekonnen Tadese
2020: Optimal Reinsurance and Investment Strategies under Mean-Variance Criteria: Partial and Full Information: Shihao Zhu and Jingtao Shi
2020: Nonparametric estimation in a regression model with additive and multiplicative noise: Christophe Chesneau, Salima El Kolei, Junke Kou and Fabien Navarro
2020: The Regression Discontinuity Design: Matias Cattaneo, Rocio Titiunik and Gonzalo Vazquez-Bare
2020: Optimal auction duration: A price formation viewpoint: Paul Jusselin, Thibaut Mastrolia and Mathieu Rosenbaum
2020: Pure Nash Equilibria and Best-Response Dynamics in Random Games: Ben Amiet, Andrea Collevecchio, Marco Scarsini and Ziwen Zhong
2020: Exact Testing of Many Moment Inequalities Against Multiple Violations: Nick Koning and Paul Bekker
2020: Regulator-based risk statistics for portfolios: Xiaochuan Deng and Fei Sun
2020: Tail probabilities of random linear functions of regularly varying random vectors: Bikramjit Das, Vicky Fasen-Hartmann and Claudia Kl\"uppelberg
2020: Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction: Matteo Mogliani and Anna Simoni
2020: A statistical analysis of time trends in atmospheric ethane: Marina Friedrich, Eric Beutner, Hanno Reuvers, Stephan Smeekes, Jean-Pierre Urbain, Whitney Bader, Bruno Franco, Bernard Lejeune and Emmanuel Mahieu
2020: Mean Field Equilibrium: Uniqueness, Existence, and Comparative Statics: Bar Light and Gabriel Weintraub
2020: Experimenting in Equilibrium: Stefan Wager and Kuang Xu
2020: Rate of Convergence of the Probability of Ruin in the Cram\'er-Lundberg Model to its Diffusion Approximation: Asaf Cohen and Virginia R. Young
2020: Double Deep Q-Learning for Optimal Execution: Brian Ning, Franco Ho Ting Lin and Sebastian Jaimungal
2020: Dynamic Programming with Recursive Preferences: Optimality and Applications: Guanlong Ren and John Stachurski
2020: Asymptotics for Small Nonlinear Price Impact: a PDE Approach to the Multidimensional Case: Erhan Bayraktar, Thomas Caye and Ibrahim Ekren
2020: Estimation of a Structural Break Point in Linear Regression Models: Yaein Baek
2020: Continuity of Utility Maximization under Weak Convergence: Erhan Bayraktar, Yan Dolinsky and Jia Guo
2020: Time-consistent conditional expectation under probability distortion: Jin Ma, Ting-Kam Leonard Wong and Jianfeng Zhang
2020: Economics of carbon-dioxide abatement under an exogenous constraint on cumulative emissions: Ashwin K Seshadri
2020: The Structure of Equilibria in Trading Networks with Frictions: Jan Christoph Schlegel
2020: Systems of ergodic BSDEs arising in regime switching forward performance processes: Ying Hu, Gechun Liang and Shanjian Tang
2020: Network Sensitivity of Systemic Risk: Amanah Ramadiah, Domenico Di Gangi, D. Ruggiero Lo Sardo, Valentina Macchiati, Tuan Pham Minh, Francesco Pinotti, Mateusz Wilinski, Paolo Barucca and Giulio Cimini
2020: Improving Value-at-Risk prediction under model uncertainty: Shige Peng, Shuzhen Yang and Jianfeng Yao
2020: Evolution of the Chinese Guarantee Network under Financial Crisis and Stimulus Program: Yingli Wang, Qingpeng Zhang and Xiaoguang Yang
2020: Network and Panel Quantile Effects Via Distribution Regression: Victor Chernozhukov, Iv\'an Fern\'andez-Val and Martin Weidner
2020: Zipf's Law for Atlas Models: Ricardo Fernholz and Robert Fernholz
2020: Risk Minimization, Regret Minimization and Progressive Hedging Algorithms: Jie Sun, Xinmin Yang, Qiang Yao and Min Zhang
2020: Interconnectedness in the Global Financial Market: Matthias Raddant and Dror Y. Kenett
2020: Prediction defaults for networked-guarantee loans: Dawei Cheng, Zhibin Niu, Yi Tu and Liqing Zhang
2020: Model-independent pricing with insider information: a Skorokhod embedding approach: Beatrice Acciaio, Alexander M. G. Cox and Martin Huesmann
2020: Network Valuation in Financial Systems: Paolo Barucca, Marco Bardoscia, Fabio Caccioli, Marco D'Errico, Gabriele Visentin, Guido Caldarelli and Stefano Battiston
2020: Rational Groupthink: Matan Harel, Elchanan Mossel, Philipp Strack and Omer Tamuz
2020: Leverage efficiency: Ole Peters and Alexander Adamou
2020: Multifractal temporally weighted detrended partial cross-correlation analysis to quantify intrinsic power-law cross-correlation of two non-stationary time series affected by common external factors: Bao-Gen Li, Dian-Yi Ling and Zu-Guo Yu
2020: Effects of Regional Trade Agreement to Local and Global Trade Purity Relationships: Siyu Huang, Wensha Gou, Hongbo Cai, Xiaomeng Li and Qinghua Chen
2020: Adversarial Robustness of Deep Convolutional Candlestick Learner: Jun-Hao Chen, Samuel Yen-Chi Chen, Yun-Cheng Tsai and Chih-Shiang Shur
2020: Commuting Variability by Wage Groups in Baton Rouge 1990-2010: Yujie Hu, Fahui Wang and Chester Wilmot
2020: Shared value economics: an axiomatic approach: Francisco Salas-Molina, Juan Antonio Rodr\'iguez Aguilar and Filippo Bistaffa
2020: Lockdown Strategies, Mobility Patterns and COVID-19: Nikos Askitas, Konstantinos Tatsiramos and Bertrand Verheyden
2020: Evaluating the Properties of a First Choice Weighted Approval Voting System: Peter Butler and Jerry Lin
2020: Statistical Decision Properties of Imprecise Trials Assessing COVID-19 Drugs: Charles Manski and Aleksey Tetenov
2020: When to sell an asset amid anxiety about drawdowns: Neofytos Rodosthenous and Hongzhong Zhang
2020: The impact of COVID-19 on the UK fresh food supply chain: Rebecca Mitchell, Roger Maull, Simon Pearson, Steve Brewer and Martin Collison
2020: Measuring and Visualizing Place-Based Space-Time Job Accessibility: Yujie Hu and Joni Downs
2020: Parametric Modeling of Quantile Regression Coefficient Functions with Longitudinal Data: Paolo Frumento, Matteo Bottai and Iv\'an Fern\'andez-Val
2020: The impacts of asymmetry on modeling and forecasting realized volatility in Japanese stock markets: Daiki Maki and Yasushi Ota
2020: Machine Learning Fund Categorizations: Dhagash Mehta, Dhruv Desai and Jithin Pradeep
2020: Mortality containment vs. economics opening: optimal policies in a SEIARD model: Andrea Aspri, Elena Beretta, Alberto Gandolfi and Etienne Wasmer
2020: Value relevance of the components of oil and gas reserve quantity change disclosures of upstream oil and gas companies in the london stock exchange: Tega Anighoro
2020: Competition among Large and Heterogeneous Small Firms: Lijun Pan and Yongjin Wang
2020: Pricing Energy Contracts under Regime Switching Time-Changed models: Konrad Gajewski, Sebastian Ferrando and Pablo Olivares
2020: Pricing Temperature Derivatives under a Time-Changed Levy Model: Pablo Olivares
2020: On bid and ask side-specific tick sizes: Bastien Baldacci, Philippe Bergault, Joffrey Derchu and Mathieu Rosenbaum
2020: A moment matching method for option pricing under stochastic interest rates: Fabio Antonelli, Alessandro Ramponi and Sergio Scarlatti
2020: Using Machine Learning to Forecast Future Earnings: Xinyue Cui, Zhaoyu Xu and Yue Zhou
2020: On the Bound of Cumulative Return in Trading Series and the Verification Using Technical Trading Rules: Can Yang, Junjie Zhai and Helong Li
2020: Equivalence between forward rate interpolations and discount factor interpolations for the yield curve construction: Jherek Healy
2020: Dynamic Coupling and Market Instability: Christopher D. Clack, Elias Court and Dmitrijs Zaparanuks
2020: Breiman's "Two Cultures" Revisited and Reconciled: Subhadeep, Mukhopadhyay and Kaijun Wang
2020: Probabilistic multivariate electricity price forecasting using implicit generative ensemble post-processing: Tim Janke and Florian Steinke
2020: Notes on the SWIFT method based on Shannon Wavelets for Option Pricing: Fabien Le Floc'h
2020: Oligopoly Dynamics: Bernardo Pimentel
2020: Impact of the State of Emergency Declaration for COVID-19 on Preventive Behaviors and Mental Conditions in Japan: Difference in Difference Analysis using Panel Data: Eiji Yamamura and Yoshiro Tsutsui
2020: From Tether to Libra: Stablecoins, Digital Currency and the Future of Money: Alexander Lipton, Aetienne Sardon, Fabian Sch\"ar and Christian Sch\"upbach
2020: Periodic Strategies II: Generalizations and Extensions: V. K. Oikonomou and J. Jost
2020: The probability of a robust inference for internal validity and its applications in regression models: Tenglong Li and Kenneth A. Frank
2020: Using Network Interbank Contagion in Bank Default Prediction: Riccardo Doyle
2020: Computation of Expected Shortfall by fast detection of worst scenarios: Bruno Bouchard, Adil Reghai and Benjamin Virrion
2020: The best way to select features?: Xin Man and Ernest Chan
2020: Range Value-at-Risk: Multivariate and Extreme Values: Roba Bairakdar, Lu Cao and Melina Mailhot
2020: On Evaluation of Risky Investment Projects. Investment Certainty Equivalence: Andrey Leonidov, Ilya Tipunin and Ekaterina Serebryannikova
2020: Green production as a factor of survival for innovative startups. Evidence from Italy: Riccardo Gianluigi Serio, Maria Michela Dickson, Diego Giuliani and Giuseppe Espa
2020: Financial option valuation by unsupervised learning with artificial neural networks: Beatriz Salvador, Cornelis Oosterlee and Remco van der Meer
2020: Evaluation of Banking Sectors Development in Bangladesh in light of Financial Reform: Nusrat Jahan and K. M. Golam Muhiuddin
2020: Macroeconomic factors for inflation in Argentine 2013-2019: Manuel Lopez Galvan
2020: A De-biased Direct Question Approach to Measuring Consumers' Willingness to Pay: Reto Hofstetter, Klaus Miller, Harley Krohmer and Z. John Zhang
2020: Cooperation in Small Groups -- an Optimal Transport Approach: Xinyang Wang
2020: Scanner data in inflation measurement: from raw data to price indices: Jacek Bia{\l}ek and Maciej Ber\k{e}sewicz
2020: The optimal investment strategy of a DC pension plan under deposit loan spread and the O-U process: Xiao Xu
2020: Production networks and epidemic spreading: How to restart the UK economy?: Anton Pichler, Marco Pangallo, R. Maria del Rio-Chanona, François Lafond and J. Farmer
2020: Does an artificial intelligence perform market manipulation with its own discretion? -- A genetic algorithm learns in an artificial market simulation: Takanobu Mizuta
2020: Coronavirus: Case for Digital Money?: Zura Kakushadze and Jim Kyung-Soo Liew
2020: Finite Mixture Approximation of CARMA(p,q) Models: Lorenzo Mercuri, Andrea Perchiazzo and Edit Rroji
2020: Reduction of valuation risk by Kalman filtering in business valuation models: Rene Scheurwater
2020: Recipes for hedging exotics with illiquid vanillas: Joaquin Fernandez-Tapia and Olivier Gu\'eant
2020: Stochastic modeling of assets and liabilities with mortality risk: Sergio Alvares Maffra, John Armstrong and Teemu Pennanen
2020: Uniform Rates for Kernel Estimators of Weakly Dependent Data: Juan Carlos Escanciano
2020: Communication and Cooperation in Markets: S. Nageeb Ali and David A. Miller
2020: Computations and Complexities of Tarski's Fixed Points and Supermodular Games: Chuangyin Dang, Qi Qi and Yinyu Ye
2020: Pairs Trading with Nonlinear and Non-Gaussian State Space Models: Guang Zhang
2020: Instrumental Variables with Treatment-Induced Selection: Exact Bias Results: Felix Elwert and Elan Segarra
2020: An Investigation into the Equivalency of Three Performance Dimensions: Evidence from Commercial Banks in Bangladesh: Nusrat Jahan
2020: An Empirical Investigation of Cash Conversion Cycle of Manufacturing Firms and its Association with Firm Size and Profitability: Nusrat Jahan
2020: Fractional Top Trading Cycle on the Full Preference Domain: Jingsheng Yu and Jun Zhang
2020: Parisian excursion with capital injection for draw-down reflected Levy insurance risk process: Budhi Surya, Wenyuan Wang, Xianghua Zhao and Xiaowen Zhou
2020: A Flexible Stochastic Conditional Duration Model: Samuel Gingras and William McCausland
2020: The Effects of Smartphones on Well-Being: Theoretical Integration and Research Agenda: Kostadin Kushlev and Matthew R Leitao
2020: Multi-Period Liability Clearing via Convex Optimal Control: Shane Barratt and Stephen Boyd
2020: Patterns in demand side financial inclusion in India -- An inquiry using IHDS Panel Data: Vinay Reddy Venumuddala
2020: Disaster Resilience and Asset Prices: Marco Pagano, Christian Wagner and Josef Zechner
2020: The Distributional Short-Term Impact of the COVID-19 Crisis on Wages in the United States: Yonatan Berman
2020: Determinants of Profitability of Banks: Evidence from Islamic Banks of Bangladesh: Nusrat Jahan
2020: Application of Nonlinear Autoregressive with Exogenous Input (NARX) neural network in macroeconomic forecasting, national goal setting and global competitiveness assessment: Liyang Tang
2020: Evaluation of Accounting and Market Performance: A Study on Listed Islamic Banks of Bangladesh: Nusrat Jahan and M. Ayub Islam
2020: Irregular Identification of Structural Models with Nonparametric Unobserved Heterogeneity: Juan Carlos Escanciano
2020: Two-Sided Random Matching Markets: Ex-Ante Equivalence of the Deferred Acceptance Procedures: Simon Mauras
2020: The Natural Capital Indicator Framework (NCIF): A framework of indicators for national natural capital reporting: Alison Fairbrass, Georgina Mace, Paul Ekins and Ben Milligan
2020: How sustainable environments have reduced the diffusion of coronavirus disease 2019: the interaction between spread of COVID-19 infection, polluting industrialization, wind (renewable) energy: Mario Coccia
2020: Sustaining the economy under partial lockdown: A pandemic centric approach: Saket Saurabh, Ayush Trivedi, Nithilaksh P. Lokesh and Bhagyashree Gaikwad
2020: Nested Model Averaging on Solution Path for High-dimensional Linear Regression: Yang Feng and Qingfeng Liu
2020: Parameter estimation of default portfolios using the Merton model and Phase transition: Masato Hisakado and Shintaro Mori
2020: Parameters of Profitability: Evidence From Conventional and Islamic Banks of Bangladesh: K. M. Golam Muhiuddin and Nusrat Jahan
2020: Optimal Trade-Off Between Economic Activity and Health During an Epidemic: Tommy Andersson, Albin Erlanson, Daniel Spiro and Robert Östling
2020: Application of Facebook's Prophet Algorithm for Successful Sales Forecasting Based on Real-world Data: Emir Zunic, Kemal Korjenic, Kerim Hodzic and Dzenana Donko
2020: Farmers' situation in agriculture markets and role of public interventions in India: Vinay Reddy Venumuddala
2020: Exploring Weak Strategy-Proofness in Voting Theory: Anne Carlstein
2020: Mercury-related health benefits from retrofitting coal-fired power plants in China: Jiashuo Li, Sili Zhou, Wendong Wei, Jianchuan Qi, Yumeng Li, Bin Chen, Ning Zhang, Dabo Guan, Haoqi Qian, Xiaohui Wu, Jiawen Miao, Long Chen, Sai Liang and Kuishuang Feng
2020: Dynamic information design: Deepanshu Vasal
2020: Existence and Uniqueness of Recursive Utility Models in $L_p$: Flint O'Neil
2020: Dynamic shrinkage in time-varying parameter stochastic volatility in mean models: Florian Huber and Michael Pfarrhofer
2020: Determinants of occupational mobility within the social stratification structure in India: Vinay Reddy Venumuddala
2020: Public Concern and the Financial Markets during the COVID-19 outbreak: Michele Costola, Matteo Iacopini and Carlo Santagiustina
2020: Informal Labour in India: Vinay Reddy Venumuddala
2020: Patterns of social mobility across social groups in India: Vinay Reddy Venumuddala
2020: Combining Population and Study Data for Inference on Event Rates: Christoph Rothe
2020: Turing's Children: Representation of Sexual Minorities in STEM: Dario Sansone and Christopher S. Carpenter
2020: Short-Term Investments and Indices of Risk: Yuval Heller and Amnon Schreiber
2020: India Growth Forecast for 2020-21: Amarendra Das and Subhankar Mishra
2020: Multivariate non-Gaussian models for financial applications: Michele Leonardo Bianchi, Asmerilda Hitaj and Gian Luca Tassinari
2020: Inference on Achieved Signal Noise Ratio: Steven E. Pav
2020: Inequality, a scourge of the XXI century: Jos\'e Roberto Iglesias, Ben-Hur Francisco Cardoso and Sebasti\'an Gon\c{c}alves
2020: Stabilizing Congestion in Decentralized Record-Keepers: Assimakis Kattis and Fabian Trottner
2020: Socio-Economic Impacts of COVID-19 on Household Consumption and Poverty: Amory Martin, Maryia Markhvida, Stephane Hallegatte and Brian Walsh
2020: Non-parametric Estimation of Quadratic Hawkes Processes for Order Book Events: Antoine Fosset, Jean-Philippe Bouchaud and Michael Benzaquen
2020: Existence of structured perfect Bayesian equilibrium in dynamic games of asymmetric information: Deepanshu Vasal
2020: Staggered Release Policies for COVID-19 Control: Costs and Benefits of Sequentially Relaxing Restrictions by Age: Henry Zhao, Zhilan Feng, Carlos Castillo-Chavez and Simon A. Levin
2020: Causal Estimation of Stay-at-Home Orders on SARS-CoV-2 Transmission: M. Keith Chen, Yilin Zhuo, Malena de la Fuente, Ryne Rohla and Elisa F. Long
2020: Semi-closed form prices of barrier options in the time-dependent CEV and CIR models: Peter Carr, Andrey Itkin and Dmitry Muravey
2020: Value-at-Risk substitute for non-ruin capital is fallacious and redundant: Vsevolod Malinovskii
2020: Rational Finance Approach to Behavioral Option Pricing: Jiexin Dai, Abootaleb Shirvani and Frank J. Fabozzi
2020: Fractional trends and cycles in macroeconomic time series: Tobias Hartl, Rolf Tschernig and Enzo Weber
2020: Energy Limits to the Gross Domestic Product on Earth: Andreas M. Hein and Jean-Baptiste Rudelle
2020: Macroeconomic Forecasting with Fractional Factor Models: Tobias Hartl
2020: Statistical inference for the EU portfolio in high dimensions: Taras Bodnar, Solomiia Dmytriv, Yarema Okhrin, Nestor Parolya and Wolfgang Schmid
2020: Pandemic, Shutdown and Consumer Spending: Lessons from Scandinavian Policy Responses to COVID-19: Asger Lau Andersen, Emil Toft Hansen, Niels Johannesen and Adam Sheridan
2020: Probabilistic Multi-Step-Ahead Short-Term Water Demand Forecasting with Lasso: Jens Kley-Holsteg and Florian Ziel
2020: Pricing Path-Dependent Derivatives under Multiscale Stochastic Volatility Models: a Malliavin Representation: Yuri F. Saporito
2020: Fractional trends in unobserved components models: Tobias Hartl, Rolf Tschernig and Enzo Weber
2020: An Emissions Trading System to reach NDC targets in the Chilean electric sector: P\'ia Amigo, Sebastián Cea and Felipe Feijoo
2020: Know Your Clients' behaviours: a cluster analysis of financial transactions: John Thompson, Longlong Feng, R. Mark Reesor and Chuck Grace
2020: Diffusion Copulas: Identification and Estimation: Ruijun Bu, Kaddour Hadri and Dennis Kristensen
2020: On unbalanced data and common shock models in stochastic loss reserving: Benjamin Avanzi, Gregory Clive Taylor, Phuong Anh Vu and Bernard Wong
2020: Are the COVID19 restrictions really worth the cost? A comparison of estimated mortality in Australia from COVID19 and economic recession: Neil W Bailey and Daniel West
2020: Quantifying the Economic Impact of COVID-19 in Mainland China Using Human Mobility Data: Jizhou Huang, Haifeng Wang, Haoyi Xiong, Miao Fan, An Zhuo, Ying Li and Dejing Dou
2020: Spatial dependence in the rank-size distribution of cities: Rolf Bergs
2020: The Information Content of Taster's Valuation in Tea Auctions of India: Abhinandan Dalal, Diganta Mukherjee and Subhrajyoty Roy
2020: ESG2Risk: A Deep Learning Framework from ESG News to Stock Volatility Prediction: Tian Guo, Nicolas Jamet, Valentin Betrix, Louis-Alexandre Piquet and Emmanuel Hauptmann
2020: Defining an intrinsic stickiness parameter of stock price returns: Naji Massad and J{\o}rgen Vitting Andersen
2020: Heuristics in experiments with infinitely large strategy spaces: J{\o}rgen Vitting Andersen and Philippe de Peretti
2020: A neural network model for solvency calculations in life insurance: Lucio Fernandez-Arjona
2020: Long short-term memory networks and laglasso for bond yield forecasting: Peeping inside the black box: Manuel Nunes, Enrico Gerding, Frank McGroarty and Mahesan Niranjan
2020: Stocks Vote with Their Feet: Can a Piece of Paper Document Fights the COVID-19 Pandemic?: J. Su and Q. Zhong
2020: Equilibria of nonatomic anonymous games: Simone Cerreia-Vioglio, Fabio Maccheroni and David Schmeidler
2020: The Murphy Decomposition and the Calibration-Resolution Principle: A New Perspective on Forecast Evaluation: Marc-Oliver Pohle
2020: Issues In Disintermediation In The Real Estate Brokerage Sector: Michael C. Nwogugu
2020: Regret Theory And Asset Pricing Anomalies In Incomplete Markets With Dynamic Un-Aggregated Preferences: Michael Nwogugu
2020: Decision-Making, Sub-Additive Recursive "Matching" Noise And Biases In Risk-Weighted Stock/Bond Index Calculation Methods In Incomplete Markets With Partially Observable Multi-Attribute Preferences: Michael C. Nwogugu
2020: On The Choice Between A Sale-Leaseback And Debt: Michael C. Nwogugu
2020: Some Issues In Securitization And Disintermediation: Michael C. Nwogugu
2020: Neural Networks and Value at Risk: Alexander Arimond, Damian Borth, Andreas Hoepner, Michael Klawunn and Stefan Weisheit
2020: Optimal epidemic suppression under an ICU constraint: Laurent Miclo, Daniel Spiro and Jörgen Weibull
2020: Dynamic Reserves in Matching Markets: Orhan Ayg\"un and Bertan Turhan
2020: The hyperbolic geometry of financial networks: Martin Keller-Ressel and Stephanie Nargang
2020: Two Burning Questions on COVID-19: Did shutting down the economy help? Can we (partially) reopen the economy without risking the second wave?: Anish Agarwal, Abdullah Alomar, Arnab Sarker, Devavrat Shah, Dennis Shen and Cindy Yang
2020: On Feedback Control in Kelly Betting: An Approximation Approach: Chung-Han Hsieh
2020: RM-CVaR: Regularized Multiple $\beta$-CVaR Portfolio: Kei Nakagawa, Shuhei Noma and Masaya Abe
2020: Inside the Mind of Investors During the COVID-19 Pandemic: Evidence from the StockTwits Data: Hasan Fallahgoul
2020: Examining Lead-Lag Relationships In-Depth, With Focus On FX Market As Covid-19 Crises Unfolds: Kartikay Gupta and Niladri Chatterjee
2020: Managing COVID-19 Pandemic without Destructing the Economy: David Gershon, Alexander Lipton and Hagai Levine
2020: An arbitrage-free interpolation of class $C^2$ for option prices: Fabien Le Floc'h
2020: Epidemic control via stochastic optimal control: Andrew Lesniewski
2020: Dual State-Space Model of Market Liquidity: The Chinese Experience 2009-2010: P. B. Lerner
2020: The effect of stay-at-home orders on COVID-19 cases and fatalities in the United States: James H. Fowler, Seth J. Hill, Remy Levin and Nick Obradovich
2020: The cost of Bitcoin mining has never really increased: Yo-Der Song and Tomaso Aste
2020: SABR smiles for RFR caplets: Sander Willems
2020: Crisis-Critical Intellectual Property: Findings from the COVID-19 Pandemic: Frank Tietze, Pratheeba Vimalnath, Leonidas Aristodemou and Jenny Molloy
2020: Inside the Mind of a Stock Market Crash: Stefano Giglio, Matteo Maggiori, Johannes Stroebel and Stephen Utkus
2020: Credible, Truthful, and Two-Round (Optimal) Auctions via Cryptographic Commitments: Matheus V. X. Ferreira and S. Matthew Weinberg
2020: Company classification using machine learning: Sven Husmann, Antoniya Shivarova and Rick Steinert
2020: Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework: Benjamin Avanzi, Greg Taylor, Bernard Wong and Alan Xian
2020: Optimal periodic dividend strategies for spectrally positive L\'evy risk processes with fixed transaction costs: Benjamin Avanzi, Hayden Lau and Bernard Wong
2020: Generalised Liouville Processes and their Properties: Edward Hoyle and Levent Ali Meng\"ut\"urk
2020: A mixture autoregressive model based on Gaussian and Student's $t$-distributions: Savi Virolainen
2020: How much is your Strangle worth? On the relative value of the $\delta-$Symmetric Strangle under the Black-Scholes model: Ben Boukai
2020: Implementability of Honest Multi-Agent Sequential Decision-Making with Dynamic Population: Tao Zhang and Quanyan Zhu
2020: Influence Of Climate Change On The Corn Yield In Ontario And Its Impact On Corn Farms Income At The 2068 Horizon: Antoine Kornprobst and Matt Davison
2020: Asymptotic Smiles for an Affine Jump-Diffusion Model: Nian Yao, Zhiqiu Li, Zhichao Ling and Junfeng Lin
2020: A New Pricing Theory That Solves the St. Petersburg Paradox: Dahang Li
2020: Bounds on direct and indirect effects under treatment/mediator endogeneity and outcome attrition: Martin Huber and Luk\'a\v{s} Laff\'ers
2020: Who presents and where? An analysis of research seminars in US economics departments: Asier Minondo
2020: Entropy Balancing for Continuous Treatments: Stefan T\"ubbicke
2020: Behavioral and Game-Theoretic Security Investments in Interdependent Systems Modeled by Attack Graphs: Mustafa Abdallah, Parinaz Naghizadeh, Ashish R. Hota, Timothy Cason, Saurabh Bagchi and Shreyas Sundaram
2020: Growth and inequalities in a physicist's view: Angelo Tartaglia
2020: Regularized Estimation of High-dimensional Factor-Augmented Vector Autoregressive (FAVAR) Models: Jiahe Lin and George Michailidis
2020: A Machine Learning Approach to Adaptive Robust Utility Maximization and Hedging: Tao Chen and Michael Ludkovski
2020: Neural networks for option pricing and hedging: a literature review: Johannes Ruf and Weiguan Wang
2020: Quantization-based Bermudan option pricing in the $FX$ world: Jean-Michel Fayolle, Vincent Lemaire, Thibaut Montes and Gilles Pag\`es
2020: Relative Net Utility and the Saint Petersburg Paradox: Daniel Muller and Tshilidzi Marwala
2020: Pricing and Hedging Performance on Pegged FX Markets Based on a Regime Switching Model: Samuel Drapeau and Yunbo Zhang
2020: Portfolio optimization in the case of an exponential utility function and in the presence of an illiquid asset: Ljudmila A. Bordag
2020: Standard Errors for Panel Data Models with Unknown Clusters: Jushan Bai, Sung Hoon Choi and Yuan Liao
2020: Principled estimation of regression discontinuity designs: L. Jason Anastasopoulos
2020: A BSDE-based approach for the optimal reinsurance problem under partial information: Matteo Brachetta and Claudia Ceci
2020: Distributionally Robust XVA via Wasserstein Distance: Wrong Way Counterparty Credit and Funding Risk: Derek Singh and Shuzhong Zhang
2020: An econometric analysis of the Italian cultural supply: Consuelo Nava and Maria Zoia
2020: Markov Chain Monte Carlo Methods for Estimating Systemic Risk Allocations: Takaaki Koike and Marius Hofert
2020: Time-consistent decisions and rational expectation equilibrium existence in DSGE models: Minseong Kim
2020: Desperate times call for desperate measures: government spending multipliers in hard times: Sokbae (Simon) Lee, Yuan Liao, Myung Hwan Seo and Youngki Shin
2020: A Doubly Corrected Robust Variance Estimator for Linear GMM: Jungbin Hwang, Byunghoon Kang and Seojeong Lee
2020: Fairness and efficiency for probabilistic allocations with participation constraints: Federico Echenique, Antonio Miralles and Jun Zhang
2020: Broken Detailed Balance and Non-Equilibrium Dynamics in Noisy Social Learning Models: Tushar Vaidya, Thiparat Chotibut and Georgios Piliouras
2020: Empirical Process Results for Exchangeable Arrays: Laurent Davezies, Xavier D'Haultfoeuille and Yannick Guyonvarch
2020: On the Properties of the Synthetic Control Estimator with Many Periods and Many Controls: Bruno Ferman
2020: Indirect Inference for Locally Stationary Models: David Frazier and Bonsoo Koo
2020: On the many-to-one strongly stable fractional matching set: Pablo Neme and Jorge Oviedo
2020: Hedging longevity risk in defined contribution pension schemes: Ankush Agarwal, Christian-Oliver Ewald and Yongjie Wang
2020: Why understanding multiplex social network structuring processes will help us better understand the evolution of human behavior: Curtis Atkisson, Piotr J. G\'orski, Matthew Jackson, Janusz A. Ho{\l}yst and Raissa M. D'Souza
2020: Finite Sample Inference for the Maximum Score Estimand: Adam Rosen and Takuya Ura
2020: Taxation of a GMWB Variable Annuity in a Stochastic Interest Rate Model: Andrea Molent
2020: A Noncooperative Model of Contest Network Formation: Kenan Huremović
2020: Adapted Wasserstein Distances and Stability in Mathematical Finance: Julio Backhoff-Veraguas, Daniel Bartl, Mathias Beiglb\"ock and Manu Eder
2020: A closed formula for illiquid corporate bonds and an application to the European market: Roberto Baviera, Aldo Nassigh and Emanuele Nastasi
2020: Approximate State Space Modelling of Unobserved Fractional Components: Tobias Hartl and Roland Weigand
2020: Doubly Robust Difference-in-Differences Estimators: Pedro Sant'Anna and Jun B. Zhao
2020: Robust risk aggregation with neural networks: Stephan Eckstein, Michael Kupper and Mathias Pohl
2020: Interpreting OLS Estimands When Treatment Effects Are Heterogeneous: Smaller Groups Get Larger Weights: Tymon S{\l}oczy\'nski
2020: Bayesian dynamic variable selection in high dimensions: Gary Koop and Dimitris Korobilis
2020: Robust Pricing with Refunds: Toomas Hinnosaar and Keiichi Kawai
2020: LASSO-Driven Inference in Time and Space: Victor Chernozhukov, Wolfgang K. H\"ardle, Chen Huang and Weining Wang
2020: Continuous Record Laplace-based Inference about the Break Date in Structural Change Models: Alessandro Casini and Pierre Perron
2020: Mixing LSMC and PDE Methods to Price Bermudan Options: David Farahany, Kenneth Jackson and Sebastian Jaimungal
2020: A Term Structure Model for Dividends and Interest Rates: Damir Filipovi\'c and Sander Willems
2020: On the iterated estimation of dynamic discrete choice games: Federico Bugni and Jackson Bunting
2020: Part 1: Training Sets & ASG Transforms: Rilwan Adewoyin
2020: Player-Compatible Learning and Player-Compatible Equilibrium: Drew Fudenberg and Kevin He
2020: Calibration of Distributionally Robust Empirical Optimization Models: Jun-Ya Gotoh, Michael Jong Kim and Andrew E. B. Lim
2020: Implied volatility smile dynamics in the presence of jumps: Martin Magris, Perttu Barholm and Juho Kanniainen
2020: Modulated Information Flows in Financial Markets: Edward Hoyle, Andrea Macrina and Levent A. Meng\"ut\"urk
2020: Multi-scale analysis of lead-lag relationships in high-frequency financial markets: Takaki Hayashi and Yuta Koike
2020: Oil economy phase plot: a physical analogy: Luciano Celi, Claudio Della Volpe, Luca Pardi and Stefano Siboni
2020: Bootstrap-Based Inference for Cube Root Asymptotics: Matias Cattaneo, Michael Jansson and Kenichi Nagasawa
2020: Bartlett's delta in the SABR model: Patrick S. Hagan and Andrew Lesniewski
2020: Network Structure and Naive Sequential Learning: Krishna Dasaratha and Kevin He
2020: Which bills are lobbied? Predicting and interpreting lobbying activity in the US: Ivan Slobozhan, Peter Ormosi and Rajesh Sharma
2020: Uncovering the hierarchical structure of the international FOREX market by using similarity metric between the fluctuation distributions of currencies: Abhijit Chakraborty, Soumya Easwaran and Sitabhra Sinha
2020: Exponential-growth prediction bias and compliance with safety measures in the times of COVID-19: Ritwik Banerjee, Joydeep Bhattacharya and Priyama Majumdar
2020: How average is average? Temporal patterns in human behaviour as measured by mobile phone data -- or why chose Thursdays: Marina Toger, Ian Shuttleworth and John Östh
2020: What are we weighting for? A mechanistic model for probability weighting: Ole Peters, Alexander Adamou, Mark Kirstein and Yonatan Berman
2020: Soft Affirmative Action and Minority Recruitment: Daniel Fershtman and Alessandro Pavan
2020: Spruce budworm and oil price: a biophysical analogy: Luciano Celi, Claudio Della Volpe, Luca Pardi and Stefano Siboni
2020: Long-Range Dependence in Financial Markets: a Moving Average Cluster Entropy Approach: Pietro Murialdo, Linda Ponta and Anna Carbone
2020: The Interaction Between Credit Constraints and Uncertainty Shocks: Pratiti Chatterjee, David Gunawan and Robert Kohn
2020: Stable Roommate Problem with Diversity Preferences: Niclas Boehmer and Edith Elkind
2020: The convergence rate from discrete to continuous optimal investment stopping problem: Dingqian Sun
2020: Distress propagation on production networks: Coarse-graining and modularity of linkages: Ashish Kumar, Anindya S. Chakrabarti, Anirban Chakraborti and Tushar Nandi
2020: Technological improvement rate estimates for all technologies: Use of patent data and an extended domain description: Anuraag Singh, Giorgio Triulzi and Christopher L. Magee
2020: US Equity Risk Premiums during the COVID-19 Pandemic: Alan Lewis
2020: A Stochastic LQR Model for Child Order Placement in Algorithmic Trading: Jackie Jianhong Shen
2020: Engineering Economics in the Conflux Network: Yuxi Cai, Fan Long, Andreas Park and Andreas Veneris
2020: Wealth distribution under the spread of infectious diseases: G. Dimarco, L. Pareschi, G. Toscani and M. Zanella
2020: Ruin probability in a two-dimensional model with correlated Brownian motions: Peter Grandits and Maike Klein
2020: How do online consumers review negatively?: Menghan Sun and Jichang Zhao
2020: The AI Economist: Improving Equality and Productivity with AI-Driven Tax Policies: Stephan Zheng, Alexander Trott, Sunil Srinivasa, Nikhil Naik, Melvin Gruesbeck, David C. Parkes and Richard Socher
2020: Econophysics Approach and Model on Mixed Economy: Ion Spanulescu and Anca Gheorghiu
2020: Integrated Design of Unmanned Aerial Mobility Network: A Data-Driven Risk-Averse Approach: Wenjuan Hou, Tao Fang, Zhi Pei and Qiao-Chu He
2020: Measuring wage inequality under right censoring: Jo\~ao Nicolau, Pedro Raposo and Paulo Rodrigues
2020: Generalization of Affine Feedback Stock Trading Results to Include Stop-Loss Orders: Chung-Han Hsieh
2020: Bank financial stability, bank valuation and international oil prices: Evidence from listed Russian public banks: Claudiu Albulescu
2020: Reducing Interference Bias in Online Marketplace Pricing Experiments: David Holtz, Ruben Lobel, Inessa Liskovich and Sinan Aral
2020: A dynamic conditional approach to portfolio weights forecasting: Fabrizio Cipollini, Giampiero Gallo and Alessandro Palandri
2020: A constraint-based notion of illiquidity: Thomas Krabichler and Josef Teichmann
2020: The Jarrow & Turnbull setting revisited: Thomas Krabichler and Josef Teichmann
2020: Dynamically Consistent Objective and Subjective Rationality: Lorenzo Bastianello, Jos\'e Heleno Faro and Ana Santos
2020: Limiting Bias from Test-Control Interference in Online Marketplace Experiments: David Holtz and Sinan Aral
2020: Necessary and Sufficient Conditions for Frequency-Based Kelly Optimal Portfolio: Chung-Han Hsieh
2020: Trading Foreign Exchange Triplets: \'Alvaro Cartea, Sebastian Jaimungal and Tianyi Jia
2020: Environmental Economics and Uncertainty: Review and a Machine Learning Outlook: Ruda Zhang, Patrick Wingo, Rodrigo Duran, Kelly Rose, Jennifer Bauer and Roger Ghanem
2020: Microeconometrics with Partial Identification: Francesca Molinari
2020: Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling: Roy Cerqueti, Massimiliano Giacalone and Raffaele Mattera
2020: Machine Learning Econometrics: Bayesian algorithms and methods: Dimitris Korobilis and Davide Pettenuzzo
2020: High-dimensional macroeconomic forecasting using message passing algorithms: Dimitris Korobilis
2020: Does Subjective Well-being Contribute to Our Understanding of Mexican Well-being?: Jeremy Heald and Erick Trevi\~no Aguilar
2020: On the multiplicity of the martingale condition: Spontaneous symmetry breaking in Quantum Finance: Ivan Arraut, Alan Au and Alan Ching-biu Tse
2020: The Divergence Between Industrial Infrastructure and Research Output among the GCC Member States: Osman Gulseven, Abdulrahman Elmi and Odai Bataineh
2020: Trading characteristics of member firms on the Korea Exchange: Min-Young Lee, Woo-Sung Jung and Gabjin Oh
2020: Optimal execution with liquidity risk in a diffusive order book market: Hyoeun Lee and Kiseop Lee
2020: Cost estimation for alternative aviation plans against potential radiation exposure associated with solar proton events for the airline industry: Yosuke A. Yamashiki, Moe Fujita, Tatsuhiko Sato, Hiroyuki Maehara, Yuta Notsu and Kazunari Shibata
2020: The new methods for equity fund selection and optimal portfolio construction: Yi Cao
2020: Venturing the Definition of Green Energy Transition: A systematic literature review: Pedro V Hernandez Serrano and Amrapali Zaveri
2020: An information-theoretic approach to the analysis of location and co-location patterns: Alje van Dam, Andres Gomez-Lievano, Frank Neffke and Koen Frenken
2020: A New Metric for Lumpy and Intermittent Demand Forecasts: Stock-keeping-oriented Prediction Error Costs: Dominik Martin, Philipp Spitzer and Niklas K\"uhl
2020: Refining Understanding of Corporate Failure through a Topological Data Analysis Mapping of Altman's Z-Score Model: Wanling Qiu, Simon Rudkin and Pawel Dlotko
2020: COVID-19 and Company Knowledge Graphs: Assessing Golden Powers and Economic Impact of Selective Lockdown via AI Reasoning: Luigi Bellomarini, Marco Benedetti, Andrea Gentili, Rosario Laurendi, Davide Magnanimi, Antonio Muci and Emanuel Sallinger
2020: How Much Income Inequality Is Too Much?: Jean-Philippe Bouchaud
2020: A geometric characterization of VES and Kadiyala-type production functions: Nicol\`o Cangiotti and Mattia Sensi
2020: Black-Box Strategies and Equilibrium for Games with Cumulative Prospect Theoretic Players: Soham R. Phade and Venkat Anantharam
2020: A perspective on correlation-based financial networks and entropy measures: Vishwas Kukreti, Hirdesh K. Pharasi, Priya Gupta and Sunil Kumar
2020: Robust Arbitrage Conditions for Financial Markets: Derek Singh and Shuzhong Zhang
2020: The Impact of Birth Order on Behavior in Contact Team Sports: the Evidence of Rugby Teams in Argentina: Fernando Delbianco, Federico Fioravanti and Fernando Tohm\'e
2020: Real implications of Quantitative Easing in the euro area: a complex-network perspective: Chiara Perillo and Stefano Battiston
2020: Awareness of crash risk improves Kelly strategies in simulated financial time series: Jan-Christian Gerlach, Jerome Kreuser and Didier Sornette
2020: Non-linear interlinkages and key objectives amongst the Paris Agreement and the Sustainable Development Goals: Felix Laumann, Julius von K\"ugelgen and Mauricio Barahona
2020: A System Dynamics Model of Bitcoin: Mining as an Efficient Market and the Possibility of "Peak Hash": Davide Lasi and Lukas Saul
2020: Multi-frequency-band tests for white noise under heteroskedasticity: Mengya Liu, Fukan Zhu and Ke Zhu
2020: Effects of the COVID-19 Pandemic on Population Mobility under Mild Policies: Causal Evidence from Sweden: Matz Dahlberg, Per-Anders Edin, Erik Gr\"onqvist, Johan Lyhagen, John Östh, Alexey Siretskiy and Marina Toger
2020: Consistent Calibration of Economic Scenario Generators: The Case for Conditional Simulation: Misha van Beek
2020: On the dynamics emerging from pandemics and infodemics: Stephan Leitner
2020: The Moral Burden of Ambiguity Aversion: Brian Jabarian
2020: Estimating High-Dimensional Discrete Choice Model of Differentiated Products with Random Coefficients: Masayuki Sawada and Kohei Kawaguchi
2020: Information flow networks of Chinese stock market sectors: Peng Yue, Qing Cai, Wanfeng Yan and Wei-Xing Zhou
2020: Infection arbitrage: Sander Heinsalu
2020: Long memory in select stock returns using an alternative wavelet log-scale alignment approach: Avishek Bhandari and Bandi Kamaiah
2020: Determination of Bayesian optimal warranty length under Type-II unified hybrid censoring scheme: Tanmay Sen, Ritwik Bhattacharya, Biswabrata Pradhan and Yogesh Mani Tripathi
2020: Transitioning out of the Coronavirus Lockdown: A Framework for Zone-Based Social Distancing: Eric Friedman, John Friedman, Simon Johnson and Adam Landsberg
2020: Estimating and Projecting Air Passenger Traffic during the COVID-19 Coronavirus Outbreak and its Socio-Economic Impact: Stefano Iacus, Fabrizio Natale, Carlos Satamaria, Spyridon Spyratos and Michele Vespe
2020: Empirical Study of Market Impact Conditional on Order-Flow Imbalance: Anastasia Bugaenko
2020: Modeling Institutional Credit Risk with Financial News: Tam Tran-The
2020: Mean Field Game Approach to Bitcoin Mining: Charles Bertucci, Louis Bertucci, Jean-Michel Lasry and Pierre-Louis Lions
2020: The direct and spillover effects of a nationwide socio-emotional learning program for disruptive students: Clément de Chaisemartin and Nicol\'as Navarrete H.
2020: Minimizing the Ruin Probability under the Sparre Andersen Model: Linlin Tian and Lihua Bai
2020: Identification of a class of index models: A topological approach: Mogens Fosgerau and Dennis Kristensen
2020: COVID-19: $R_0$ is lower where outbreak is larger: Pietro Battiston and Simona Gamba
2020: Machine learning for multiple yield curve markets: fast calibration in the Gaussian affine framework: Sandrine G\"umbel and Thorsten Schmidt
2020: Information transfer between stock market sectors: A comparison between the USA and China: Peng Yue, Yaodong Fan, Jonathan Batten and Wei-Xing Zhou
2020: Explaining herding and volatility in the cyclical price dynamics of urban housing markets using a large scale agent-based model: Kirill S. Glavatskiy, Mikhail Prokopenko, Adrian Carro, Paul Ormerod and Michael Harre
2020: Extending Deep Reinforcement Learning Frameworks in Cryptocurrency Market Making: Jonathan Sadighian
2020: A multivariate evolutionary generalised linear model framework with adaptive estimation for claims reserving: Benjamin Avanzi, Gregory Clive Taylor, Phuong Anh Vu and Bernard Wong
2020: Exact Simulation of Variance Gamma related OU processes: Application to the Pricing of Energy Derivatives: Piergiacomo Sabino
2020: Supply and demand shocks in the COVID-19 pandemic: An industry and occupation perspective: R. Maria del Rio-Chanona, Penny Mealy, Anton Pichler, François Lafond and J. Farmer
2020: The interdependency structure in the Mexican stock exchange: A network approach: Erick Trevi\~no Aguilar
2020: Schr\"odinger's ants: A continuous description of Kirman's recruitment model: Jos\'e Moran, Antoine Fosset, Michael Benzaquen and Jean-Philippe Bouchaud
2020: A Search Model of Statistical Discrimination: Jiadong Gu and Peter Norman
2020: Abrupt declines in tropospheric nitrogen dioxide over China after the outbreak of COVID-19: Fei Liu, Aaron Page, Sarah A. Strode, Yasuko Yoshida, Sungyeon Choi, Bo Zheng, Lok N. Lamsal, Can Li, Nickolay A. Krotkov, Henk Eskes, Ronald van der A, Pepijn Veefkind, Pieternel Levelt, Joanna Joiner and Oliver Hauser
2020: On Vickrey's Income Averaging: Stefan Steinerberger and Aleh Tsyvinski
2020: Estimating the COVID-19 Infection Rate: Anatomy of an Inference Problem: Charles Manski and Francesca Molinari
2020: The PCL Framework: A strategic approach to comprehensive risk management in response to climate change impacts: Youssef Nassef
2020: A Deep Reinforcement Learning Framework for Continuous Intraday Market Bidding: Ioannis Boukas, Damien Ernst, Thibaut Th\'eate, Adrien Bolland, Alexandre Huynen, Martin Buchwald, Christelle Wynants and Bertrand Corn\'elusse
2020: What You See and What You Don't See: The Hidden Moments of a Probability Distribution: Nassim Nicholas Taleb
2020: A Machine Learning Approach for Flagging Incomplete Bid-rigging Cartels: Hannes Wallimann, David Imhof and Martin Huber
2020: Closing Gaps in Asymptotic Fair Division: Pasin Manurangsi and Warut Suksompong
2020: A new multilayer network construction via Tensor learning: Giuseppe Brandi and T. Di Matteo
2020: Evolving efficiency and robustness of global oil trade networks: Wen-Jie Xie, Na Wei and Wei-Xing Zhou
2020: Effective alleviation of rural poverty depends on the interplay between productivity, nutrients, water and soil quality: Sonja Radosavljevic, L. Jamila Haider, Steven J. Lade and Maja Schluter
2020: Forecasts with Bayesian vector autoregressions under real time conditions: Michael Pfarrhofer
2020: The Benefits and Costs of Social Distancing in Rich and Poor Countries: Zachary Barnett-Howell and Ahmed Mobarak
2020: On the Factors Influencing the Choices of Weekly Telecommuting Frequencies of Post-secondary Students in Toronto: Khandker Nurul Habib, Ph. D. and PEng
2020: Classifying economics for the common good: Connecting sustainable development goals to JEL codes: Jussi T. S. Heikkil\"a
2020: Is the variance swap rate affine in the spot variance? Evidence from S&P500 data: Maria Elvira Mancino, Simone Scotti and Giacomo Toscano
2020: Manipulation-Proof Machine Learning: Daniel Bj\"orkegren, Joshua Blumenstock and Samsun Knight
2020: Inference in Unbalanced Panel Data Models with Interactive Fixed Effects: Daniel Czarnowske and Amrei Stammann
2020: Double continuation regions for American options under Poisson exercise opportunities: Zbigniew Palmowski, Jos\'e Luis P\'erez and Kazutoshi Yamazaki
2020: Wavelet-based discrimination of isolated singularities masquerading as multifractals in detrended fluctuation analyses: Pawe{\l} O\'swi\k{e}cimka, Stanis{\l}aw Dro\.zd\.z, Mattia Frasca, Robert G\k{e}barowski, Natsue Yoshimura, Luciano Zunino and Ludovico Minati
2020: Visualising the Evolution of English Covid-19 Cases with Topological Data Analysis Ball Mapper: Pawel Dlotko and Simon Rudkin
2020: Predicting tail events in a RIA-EVT-Copula framework: Wei-Zhen Li, Jin-Rui Zhai, Zhi-Qiang Jiang, Gang-Jin Wang and Wei-Xing Zhou
2020: Bootstraps Regularize Singular Correlation Matrices: Christian Bongiorno
2020: What do online listings tell us about the housing market?: Michele Loberto, Andrea Luciani and Marco Pangallo
2020: Spanning analysis of stock market anomalies under Prospect Stochastic Dominance: Stelios Arvanitis, Olivier Scaillet and Nikolas Topaloglou
2020: Fixed income portfolio optimisation: Interest rates, credit, and the efficient frontier: Richard J. Martin
2020: Effects of the Affordable Care Act Dependent Coverage Mandate on Health Insurance Coverage for Individuals in Same-Sex Couples: Christopher S. Carpenter, Gilbert Gonzales, Tara McKay and Dario Sansone
2020: Incentive compatibility in sender-receiver stopping games: Aditya Aradhye, J\'anos Flesch, Mathias Staudigl and Dries Vermeulen
2020: On the Structure of Stable Tournament Solutions: Felix Brandt, Markus Brill, Hans Georg Seedig and Warut Suksompong
2020: Asymptotically Optimal Management of Heterogeneous Collectivised Investment Funds: John Armstrong and Cristin Buescu
2020: Regression Approach for Modeling COVID-19 Spread and its Impact On Stock Market: Bohdan M. Pavlyshenko
2020: Computational Complexity of the Hylland-Zeckhauser Scheme for One-Sided Matching Markets: Vijay V. Vazirani and Mihalis Yannakakis
2020: Greater search cost reduces prices: Sander Heinsalu
2020: A Knightian Irreversible Investment Problem: Giorgio Ferrari, Hanwu Li and Frank Riedel
2020: The CoRisk-Index: A data-mining approach to identify industry-specific risk assessments related to COVID-19 in real-time: Fabian Stephany, Niklas Stoehr, Philipp Darius, Leonie Neuh\"auser, Ole Teutloff and Fabian Braesemann
2020: A Novel Twitter Sentiment Analysis Model with Baseline Correlation for Financial Market Prediction with Improved Efficiency: Xinyi Guo and Jinfeng Li
2020: Deep Deterministic Portfolio Optimization: Ayman Chaouki, Stephen Hardiman, Christian Schmidt, Emmanuel S\'eri\'e and Joachim de Lataillade
2020: Identification and Estimation of Weakly Separable Models Without Monotonicity: Songnian Chen, Shakeeb Khan and Xun Tang
2020: PDGM: a Neural Network Approach to Solve Path-Dependent Partial Differential Equations: Yuri F. Saporito and Zhaoyu Zhang
2020: Sustainability and Fairness Simulations Based on Decision-Making Model of Utility Function and Norm Function: Takeshi Kato, Yasuyuki Kudo, Junichi Miyakoshi, Jun Otsuka, Hayato Saigo, Kaori Karasawa, Hiroyuki Yamaguchi, Yoshinori Hiroi and Yasuo Deguchi
2020: AutoAlpha: an Efficient Hierarchical Evolutionary Algorithm for Mining Alpha Factors in Quantitative Investment: Tianping Zhang, Yuanqi Li, Yifei Jin and Jian Li
2020: ESG investments: Filtering versus machine learning approaches: Carmine de Franco, Christophe Geissler, Vincent Margot and Bruno Monnier
2020: Notes on a Social Transmission Model with a Continuum of Agents: Benjamin Golub
2020: Incentive-Compatible Diffusion Auctions: Bin Li, Dong Hao and Dengji Zhao
2020: How to Cut a Cake Fairly: A Generalization to Groups: Erel Segal-Halevi and Warut Suksompong
2020: Clustering Approaches for Global Minimum Variance Portfolio: Jinwoo Park
2020: Nonparametric Pricing and Hedging of Volatility Swaps in Stochastic Volatility Models: Frido Rolloos
2020: Analysis of Regression Discontinuity Designs with Multiple Cutoffs or Multiple Scores: Matias Cattaneo, Rocio Titiunik and Gonzalo Vazquez-Bare
2020: On the uniqueness of solutions of stochastic Volterra equations: Alexandre Pannier and Antoine Jacquier
2020: Long-run risk sensitive impulse control: Damian Jelito, Marcin Pitera and {\L}ukasz Stettner
2020: Unveil stock correlation via a new tensor-based decomposition method: Giuseppe Brandi, Ruggero Gramatica and Tiziana Di Matteo
2020: Asset Prices with Investor Protection and Past Information: Jia Yue, Ben-Zhang Yang, Ming-Hui Wang and Nan-Jing Huang
2020: Option-based Equity Risk Premiums: Alan Lewis
2020: Building social networks under consent: A survey: Robert P. Gilles
2020: On the quantum behavior and clustering properties of correlated financial portfolios: Carlo Requi\~ao da Cunha and Roberto da Silva
2020: Option Pricing with Mixed Levy Subordinated Price Process and Implied Probability Weighting Function: Abootaleb Shirvani, Yuan Hu, Svetlozar T. Rachev and Frank J. Fabozzi
2020: Collectivised Post-Retirement Investment: John Armstrong and Cristin Buescu
2020: Productivity propagation with networks transformation: Satoshi Nakano and Kazuhiko Nishimura
2020: Fast Algorithms for the Quantile Regression Process: Victor Chernozhukov, Iv\'an Fern\'andez-Val and Blaise Melly
2020: Continuous Time Random Walk with correlated waiting times. The crucial role of inter-trade times in volatility clustering: Jaros{\l}aw Klamut and Tomasz Gubiec
2020: Arbitrage-free modeling under Knightian Uncertainty: Matteo Burzoni and Marco Maggis
2020: Identifying Different Definitions of Future in the Assessment of Future Economic Conditions: Application of PU Learning and Text Mining: Masahiro Kato
2020: Decision-facilitating information in hidden-action setups: An agent-based approach: Stephan Leitner and Friederike Wall
2020: Anomalous diffusions in option prices: connecting trade duration and the volatility term structure: Antoine Jacquier and Lorenzo Torricelli
2020: Quantifying horizon dependence of asset prices: a cluster entropy approach: L. Ponta and A. Carbone
2020: Risk-dependent centrality in economic and financial networks: Paolo Bartesaghi, Michele Benzi, Gian Paolo Clemente, Rosanna Grassi and Ernesto Estrada
2020: Heterogeneous Regression Models for Clusters of Spatial Dependent Data: Zhihua Ma, Yishu Xue and Guanyu Hu
2020: An Econometric Perspective on Algorithmic Subsampling: Sokbae (Simon) Lee and Serena Ng
2020: A weighted finite difference method for subdiffusive Black Scholes Model: Grzegorz Krzy\.zanowski, Marcin Magdziarz and {\L}ukasz P{\l}ociniczak
2020: On Capital Allocation under Information Constraints: Christoph J. B\"orner, Ingo Hoffmann, Fabian Poetter and Tim Schmitz
2020: Growing green: the role of path dependency and structural jumps in the green economy expansion: Seyyedmilad Talebzadehhosseini, Steven R. Scheinert and Ivan Garibay
2020: Deep Generalized Method of Moments for Instrumental Variable Analysis: Andrew Bennett, Nathan Kallus and Tobias Schnabel
2020: Parallel Search for Information: T. Tony Ke, Wenpin Tang, J. Miguel Villas-Boas and Yuming Zhang
2020: Asset Pricing with General Transaction Costs: Theory and Numerics: Lukas Gonon, Johannes Muhle-Karbe and Xiaofei Shi
2020: Optimal multi-asset trading with linear costs: a mean-field approach: Matt Emschwiller, Benjamin Petit and Jean-Philippe Bouchaud
2020: Optimal valuation of American callable credit default swaps under drawdown of L\'evy insurance risk process: Zbigniew Palmowski and Budhi Surya
2020: Optimal Behaviour in Solar Renewable Energy Certificate (SREC) Markets: Arvind Shrivats and Sebastian Jaimungal
2020: Fine Properties of the Optimal Skorokhod Embedding Problem: Mathias Beiglb\"ock, Marcel Nutz and Florian Stebegg
2020: Expressive mechanisms for equitable rent division on a budget: Rodrigo Velez
2020: Optimal market making under partial information with general intensities: Diego Zabaljauregui and Luciano Campi
2020: The market nanostructure origin of asset price time reversal asymmetry: Marcus Cordi, Damien Challet and Serge Kassibrakis
2020: Optimal Iterative Threshold-Kernel Estimation of Jump Diffusion Processes: Jos\'e E. Figueroa-L\'opez, Cheng Li and Jeffrey Nisen
2020: New fat-tail normality test based on conditional second moments with applications to finance: Damian Jelito and Marcin Pitera
2020: Covariate Distribution Balance via Propensity Scores: Pedro Sant'Anna, Xiaojun Song and Qi Xu
2020: The new face of multifractality: Multi-branchedness and the phase transitions in time series of mean inter-event times: Jaros{\l}aw Klamut, Ryszard Kutner, Tomasz Gubiec and Zbigniew R. Struzik
2020: Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint: Ulrich Horst and Xiaonyu Xia
2020: The Indirect Cost of Information: Weijie Zhong
2020: Solving Quadratic Multi-Leader-Follower Games by Smoothing the Follower's Best Response: Michael Herty, Sonja Steffensen and Anna Th\"unen
2020: Extrapolating Treatment Effects in Multi-Cutoff Regression Discontinuity Designs: Matias Cattaneo, Luke Keele, Rocio Titiunik and Gonzalo Vazquez-Bare
2020: Polarization under rising inequality and economic decline: Alexander J. Stewart, Nolan McCarty and Joanna J. Bryson
2020: Robust estimation of superhedging prices: Jan Obloj and Johannes Wiesel
2020: Truthful Fair Division without Free Disposal: Xiaohui Bei, Guangda Huzhang and Warut Suksompong
2020: Controlling Human Utilization of Failure-Prone Systems via Taxes: Ashish R. Hota and Shreyas Sundaram
2020: The Role of Money in the Business Cycle: Zhao Jianglin
2020: Portfolio Choice with Small Temporary and Transient Price Impact: Ibrahim Ekren and Johannes Muhle-Karbe
2020: Pricing variance swaps with stochastic volatility and stochastic interest rate under full correlation structure: Teh Raihana Nazirah Roslan, Wenjun Zhang and Jiling Cao
2020: The Fellowship of LIBOR: A Study of Spurious Interbank Correlations by the Method of Wigner-Ville Function: Peter B. Lerner
2020: Risk Arbitrage and Hedging to Acceptability under Transaction Costs: Emmanuel Lépinette and Ilya Molchanov
2020: On Game-Theoretic Risk Management (Part Two) -- Algorithms to Compute Nash-Equilibria in Games with Distributions as Payoffs: Stefan Rass
2020: On Game-Theoretic Risk Management (Part One) -- Towards a Theory of Games with Payoffs that are Probability-Distributions: Stefan Rass
2020: Estimating the Demand Factors and Willingness to Pay for Agricultural Insurance: Osman Gulseven
2020: Optimizing the reliability of a bank with Logistic Regression and Particle Swarm Optimization: Vadlamani Ravi and Vadlamani Madhav
2020: Quantifying the Economic Impact of Extreme Shocks on Businesses using Human Mobility Data: a Bayesian Causal Inference Approach: Takahiro Yabe, Yunchang Zhang and Satish Ukkusuri
2020: Some Applications of Lie Groups in Theory of Technical Progress: Le Anh Vu, Duong Quang Hoa, Nguyen Minh Tri and Ha Van Hieu
2020: Information Token Driven Machine Learning for Electronic Markets: Performance Effects in Behavioral Financial Big Data Analytics: Jim Samuel
2020: Potential in the Schrodinger equation: estimation from empirical data: J. L. Subias
2020: Comprehensive Review of Deep Reinforcement Learning Methods and Applications in Economics: Amir Mosavi, Pedram Ghamisi, Yaser Faghan and Puhong Duan
2020: Machine Learning Algorithms for Financial Asset Price Forecasting: Philip Ndikum
2020: Financial Market Trend Forecasting and Performance Analysis Using LSTM: Jonghyeon Min
2020: Deep Recurrent Modelling of Stationary Bitcoin Price Formation Using the Order Flow: Ye-Sheen Lim and Denise Gorse
2020: Deep Probabilistic Modelling of Price Movements for High-Frequency Trading: Ye-Sheen Lim and Denise Gorse
2020: Deep learning for Stock Market Prediction: Mojtaba Nabipour, Pooyan Nayyeri, Hamed Jabani and Amir Mosavi
2020: NetDP: An Industrial-Scale Distributed Network Representation Framework for Default Prediction in Ant Credit Pay: Jianbin Lin, Zhiqiang Zhang, Jun Zhou, Xiaolong Li, Jingli Fang, Yanming Fang, Quan Yu and Yuan Qi
2020: Historical Evolution of Global Inequality in Carbon Emissions and Footprints versus Redistributive Scenarios: Gregor Semieniuk and Victor Yakovenko
2020: Grandpa, grandpa, tell me the one about Bitcoin being a safe haven: Evidence from the COVID-19 pandemics: Ladislav Krištoufek
2020: A spatial agent based model for simulating and optimizing networked eco-industrial systems: J. Raimbault, J. Broere, M. Somveille, J. M. Serna, E. Strombom, C. Moore, B. Zhu and L. Sugar
2020: A wavelet analysis of inter-dependence, contagion and long memory among global equity markets: Avishek Bhandari
2020: The propagation of the economic impact through supply chains: The case of a mega-city lockdown against the spread of COVID-19: Hiroyasu Inoue and Yasuyuki Todo
2020: Business disruptions from social distancing: Miklós Koren and Rita Pet\H{o}
2020: By Force of Habit: Self-Trapping in a Dynamical Utility Landscape: Jos\'e Moran, Antoine Fosset, Davide Luzzati, Jean-Philippe Bouchaud and Michael Benzaquen
2020: Autocorrelation of returns in major cryptocurrency markets: Eugene Tartakovsky, Ksenia Plesovskikh, Anastasiia Sarmakeeva and Alexander Bibik
2020: High-dimensional mixed-frequency IV regression: Andrii Babii
2020: Sustainable Banking; Evaluation of the European Business Models: Saeed Nosratabadi, Gergo Pinter, Amir Mosavi and Sandor Semperger
2020: Data Science in Economics: Saeed Nosratabadi, Amir Mosavi, Puhong Duan and Pedram Ghamisi
2020: Using News Articles and Financial Data to predict the likelihood of bankruptcy: Michael Filletti and Aaron Grech
2020: A Framework for Online Investment Algorithms: Andrew Paskaramoorthy, Terence van Zyl and Tim Gebbie
2020: An iterative splitting method for pricing European options under the Heston model: Hongshan Li and Zhongyi Huang
2020: Large deviations for fractional volatility models with non-Gaussian volatility driver: Stefan Gerhold, Christoph Gerstenecker and Archil Gulisashvili
2020: Coupled criticality analysis of inflation and unemployment: Z. Koohi Lai, A. Namaki, A. Hosseiny, G. R. Jafari and Marcel Ausloos
2020: Challenge Theory: The Structure and Measurement of Risky Binary Choice Behavior: Samuel Shye and Ido Haber
2020: Sorting Big Data by Revealed Preference with Application to College Ranking: Xingwei Hu
2020: Sequential monitoring for cointegrating regressions: Lorenzo Trapani and Emily Whitehouse
2020: Is the Juice Worth the Squeeze? Machine Learning (ML) In and For Agent-Based Modelling (ABM): Johannes Dahlke, Kristina Bogner, Matthias Mueller, Thomas Berger, Andreas Pyka and Bernd Ebersberger
2020: Gender Differences in Wage Expectations: Ana Fernandes, Martin Huber and Giannina Vaccaro
2020: EB-dynaRE: Real-Time Adjustor for Brownian Movement with Examples of Predicting Stock Trends Based on a Novel Event-Based Supervised Learning Algorithm: Yang Chen and Emerson Li
2020: Physics and Derivatives -- Interview Questions and Answers: Alexander Lipton
2020: Susceptible-Infected-Recovered (SIR) Dynamics of COVID-19 and Economic Impact: Alexis Akira Toda
2020: Missing at Random or Not: A Semiparametric Testing Approach: Rui Duan, C. Jason Liang, Pamela Shaw, Cheng Yong Tang and Yong Chen
2020: Turn-of-the Year Affect in Gold Prices: Decomposition Analysis: Osman Gulseven
2020: Bemerkungen zum paarweisen Vergleich: Stefan L\"orcks
2020: Market structure dynamics during COVID-19 outbreak: Pier Francesco Procacci, Carolyn E. Phelan and Tomaso Aste
2020: Towards Explainability of Machine Learning Models in Insurance Pricing: Kevin Kuo and Daniel Lupton
2020: A closed-form solution for optimal mean-reverting trading strategies: Alexander Lipton and Marcos Lopez de Prado
2020: Determining feature importance for actionable climate change mitigation policies: Romit Maulik, Junghwa Choi, Wesley Wehde and Prasanna Balaprakash
2020: Egalitarian solution for games with discrete side payment: Takafumi Otsuka
2020: Reinforcement Learning in Economics and Finance: Arthur Charpentier, Romuald Elie and Carl Remlinger
2020: Reanimating a Dead Economy: Financial and Economic Analysis of a Zombie Outbreak: Zachary Feinstein
2020: Optional projection under equivalent local martingale measures: Francesca Biagini, Andrea Mazzon and Ari-Pekka Perkki\"o
2020: Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis: Aurelio Fernandez Bariviera and Ignasi Merediz-Sol\`a
2020: Graham's Formula for Valuing Growth Stocks: Andreas A. Aigner and Walter Schrabmair
2020: Power Assisted Trend Following: Andreas A. Aigner and Walter Schrabmair
2020: Kernel density decomposition with an application to the social cost of carbon: Richard Tol
2020: Entropy-Norm space for geometric selection of strict Nash equilibria in n-person games: A. B. Leoneti and G. A. Prataviera
2020: Gender bias in the Erasmus students network: Luca De Benedictis and Silvia Leoni
2020: Semi-closed form solutions for barrier and American options written on a time-dependent Ornstein Uhlenbeck process: Peter Carr and Andrey Itkin
2020: Gamma Related Ornstein-Uhlenbeck Processes and their Simulation: Nicola Cufaro Petroni and Piergiacomo Sabino
2020: A Variational Analysis Approach to Solving the Merton Problem: Ali Al-Aradi and Sebastian Jaimungal
2020: Causal Simulation Experiments: Lessons from Bias Amplification: Tyrel Stokes, Russell Steele and Ian Shrier
2020: The commuting phenomenon as a complex network: The case of Greece: Dimitrios Tsiotas and Konstantinos Raptopoulos
2020: Transportation networks and their significance to economic development: Dimitrios Tsiotas, Martha Geraki and Spyros Niavis
2020: Modeling of the Greek road transportation network using complex network analysis: Dimitrios Tsiotas
2020: Ethnic Groups' Access to State Power and Group Size: Hector Galindo-Silva
2020: Options on infectious diseases: Andrew Lesniewski and Nicholas Lesniewski
2020: NISE Estimation of an Economic Model of Crime: Eric Blankmeyer
2020: Anomalous supply shortages from dynamic pricing in on-demand mobility: Malte Schr\"oder, David-Maximilian Storch, Philip Marszal and Marc Timme
2020: Convex Risk Measures based on Divergence: Paul Dommel and Alois Pichler
2020: Do COVID-19 and crude oil prices drive the US economic policy uncertainty?: Claudiu Albulescu
2020: A Hedonic Metric Approach to Estimating the Demand for Differentiated Products: An Application to Retail Milk Demand: Osman Gulseven and Michael Wohlgenant
2020: Degrees of displacement: The impact of household PV battery prosumage on utility generation and storage: Kelvin Say, Wolf-Peter Schill and Michele John
2020: Old Problems, Classical Methods, New Solutions: Alexander Lipton
2020: A Model of Justification: Sarah Ridout
2020: Application of Deep Q-Network in Portfolio Management: Ziming Gao, Yuan Gao, Yi Hu, Zhengyong Jiang and Jionglong Su
2020: Asymptotic expansion for the transition densities of stochastic differential equations driven by the gamma processes: Fan Jiang, Xin Zang and Jingping Yang
2020: Coronavirus and oil price crash: Claudiu Albulescu
2020: A Risk Aware Two-Stage Market Mechanism for Electricity with Renewable Generation: Nathan Dahlin and Rahul Jain
2020: Investigating the influence Brexit had on Financial Markets, in particular the GBP/EUR exchange rate: Michael Filletti
2020: Covariance matrix filtering with bootstrapped hierarchies: Christian Bongiorno and Damien Challet
2020: Multidimensional Analysis of Monthly Stock Market Returns: Osman Gulseven
2020: Indemnity Payments in Agricultural Insurance: Risk Exposure of EU States: Osman Gulseven and Kasirga Yildirak
2020: Electoral systems and international trade policy: Serkan Kucuksenel and Osman Gulseven
2020: Can Society Function Without Ethical Agents? An Informational Perspective: Bruno Strulovici
2020: On the structure of the world economy: An absorbing Markov chain approach: Olivera Kostoska, Viktor Stojkoski and Ljupco Kocarev
2020: Machine Learning Treasury Yields: Zura Kakushadze and Willie Yu
2020: Equations and Shape of the Optimal Band Strategy: Joachim de Lataillade and Ayman Chaouki
2020: Multilayer Network Analysis of the Drug Pipeline in the Global Pharmaceutical Industry: Hiromitsu Goto, Wataru Souma, Mari Jibu and Yuichi Ikeda
2020: A Systematic and Analytical Review of the Socioeconomic and Environmental Impact of the Deployed High-Speed Rail (HSR) Systems on the World: Mohsen Momenitabar, Zhila Dehdari Ebrahimi and Mohammad Arani
2020: Informed trading, limit order book and implementation shortfall: equilibrium and asymptotics: Umut \c{C}etin and Henri Waelbroeck
2020: Optimal trade strategy of a regional economy by food exports: M. Okimoto
2020: Effect of segregation on inequality in kinetic models of wealth exchange: Lennart Fernandes and Jacques Tempere
2020: Favoritism in Research Assistantship Selection in Turkish Academia: Osman Gulseven
2020: Copula-based local dependence between energy, agriculture and metal commodity markets: Claudiu Albulescu, Aviral Tiwari and Qiang Ji
2020: Coronavirus and financial volatility: 40 days of fasting and fear: Claudiu Albulescu
2020: On solutions of a partial integro-differential equation in Bessel potential spaces with applications in option pricing models: Jose Cruz and Daniel Sevcovic
2020: SkillCheck: An Incentive-based Certification System using Blockchains: Jay Gupta and Swaprava Nath
2020: Predicting Stock Returns with Batched AROW: Rachid Guennouni Hassani, Alexis Gilles, Emmanuel Lassalle and Arthur D\'enouveaux
2020: Convex Optimization Over Risk-Neutral Probabilities: Shane Barratt, Jonathan Tuck and Stephen Boyd
2020: Bow-tie structure and community identification of global supply chain network: Abhijit Chakraborty and Yuichi Ikeda
2020: Application of Deep Neural Networks to assess corporate Credit Rating: Parisa Golbayani, Dan Wang and Ionut Florescu
2020: Joint Estimation of Discrete Choice Model and Arrival Rate with Unobserved Stock-out Events: Hongzhang Shao and Anton J. Kleywegt
2020: Adaptive exponential power distribution with moving estimator for nonstationary time series: Jarek Duda
2020: Numerical Solution of Dynamic Portfolio Optimization with Transaction Costs: Yongyang Cai, Kenneth Judd and Rong Xu
2020: A Scalar Parameterized Mechanism for Two-Sided Markets: Mariola Ndrio, Khaled Alshehri and Subhonmesh Bose
2020: Continuum and thermodynamic limits for a simple random-exchange model: Bertram D\"uring, Nicos Georgiou, Sara Merino-Aceituno and Enrico Scalas
2020: Technological interdependencies predict innovation dynamics: Anton Pichler, François Lafond and J. Farmer
2020: Equilibrium Model of Limit Order Books: A Mean-field Game View: Jin Ma and Eunjung Noh
2020: Seasonal and Trend Forecasting of Tourist Arrivals: An Adaptive Multiscale Ensemble Learning Approach: Shaolong Suna, Dan Bi, Ju-e Guo and Shouyang Wang
2020: Quantum Implementation of Risk Analysis-relevant Copulas: Janusz Milek
2020: Fairness and Efficiency in Cake-Cutting with Single-Peaked Preferences: Bhavook Bhardwaj, Rajnish Kumar and Josue Ortega
2020: Asymptotics of the time-discretized log-normal SABR model: The implied volatility surface: Dan Pirjol and Lingjiong Zhu
2020: A tail dependence-based MST and their topological indicators in modelling systemic risk in the European insurance sector: Anna Denkowska and Stanisław Wanat
2020: Whos Ditching the Bus?: Simon J. Berrebi and Kari E. Watkins
2020: Brexit Risk Implied by the SABR Martingale Defect in the EUR-GBP Smile: Petteri Piiroinen, Lassi Roininen and Martin Simon
2020: Refinements of Barndorff-Nielsen and Shephard model: an analysis of crude oil price with machine learning: Indranil SenGupta, William Nganje and Erik Hanson
2020: A new set of cluster driven composite development indicators: Anshul Verma, Orazio Angelini and Tiziana Di Matteo
2020: Artificial intelligence approach to momentum risk-taking: Ivan Cherednik
2020: Nonlinear reserving and multiple contract modifications in life insurance: Marcus C. Christiansen and Boualem Djehiche
2020: Group Average Treatment Effects for Observational Studies: Daniel Jacob
2020: Scaling in Income Inequalities and its Dynamical Origin: Zoltan Neda, Istvan Gere, Tamas S. Biro, Geza Toth and Noemi Derzsy
2020: Time discounting under uncertainty: Lorenzo Bastianello and Jos\'e Heleno Faro
2020: Liquidity in Credit Networks with Constrained Agents: Geoffrey Ramseyer, Ashish Goel and David Mazieres
2020: Parallel Algorithm for Approximating Nash Equilibrium in Multiplayer Stochastic Games with Application to Naval Strategic Planning: Sam Ganzfried, Conner Laughlin and Charles Morefield
2020: Unveiling the relation between herding and liquidity with trader lead-lag networks: Carlo Campajola, Fabrizio Lillo and Daniele Tantari
2020: No-Arbitrage Commodity Option Pricing with Market Manipulation: Ren\'e A\"id, Giorgia Callegaro and Luciano Campi
2020: Multiway Cluster Robust Double/Debiased Machine Learning: Harold D. Chiang, Kengo Kato, Yukun Ma and Yuya Sasaki
2020: Nash Equilibria in Optimal Reinsurance Bargaining: Michail Anthropelos and Tim J. Boonen
2020: Revealed Preferences for Matching with Contracts: Daniel Lehmann
2020: On non-uniqueness in mean field games: Erhan Bayraktar and Xin Zhang
2020: Fast Pricing of Energy Derivatives with Mean-reverting Jump-diffusion Processes: Nicola Cufaro Petroni and Piergiacomo Sabino
2020: Hedging Non-Tradable Risks with Transaction Costs and Price Impact: Alvaro Cartea, Ryan Donnelly and Sebastian Jaimungal
2020: Dreaming machine learning: Lipschitz extensions for reinforcement learning on financial markets: J. M. Calabuig, H. Falciani and E. A. S\'anchez-P\'erez
2020: Tax- and expense-modified risk-minimization for insurance payment processes: Kristian Buchardt, Christian Furrer and Thomas M{\o}ller
2020: P-hacking in clinical trials and how incentives shape the distribution of results across phases: Jerome Adda, Christian Decker and Marco Ottaviani
2020: Understanding the explosive trend in EU ETS prices -- fundamentals or speculation?: Marina Friedrich, Sebastien Fries, Michael Pahle and Ottmar Edenhofer
2020: Efficient Bayesian estimation for GARCH-type models via Sequential Monte Carlo: Dan Li, Adam Clements and Christopher Drovandi
2020: Market Implementation of Multiple-Arrival Multiple-Deadline Differentiated Energy Services: Yanfang Mo, Wei Chen, Li Qiu and Pravin Varaiya
2020: Asset Pricing with Heterogeneous Beliefs and Illiquidity: Johannes Muhle-Karbe, Marcel Nutz and Xiaowei Tan
2020: Risk measures and progressive enlargement of filtration: a BSDE approach: Alessandro Calvia and Emanuela Rosazza Gianin
2020: Subgeometrically ergodic autoregressions: Mika Meitz and Pentti Saikkonen
2020: The Leland-Toft optimal capital structure model under Poisson observations: Zbigniew Palmowski, Jos\'e Luis P\'erez, Budhi Arta Surya and Kazutoshi Yamazaki
2020: Mean-field moral hazard for optimal energy demand response management: Romuald Elie, Emma Hubert, Thibaut Mastrolia and Dylan Possama\"i
2020: Existence of solutions to principal-agent problems with adverse selection under minimal assumptions: Guillaume Carlier and Kelvin Shuangjian Zhang
2020: Deep Learning for Ranking Response Surfaces with Applications to Optimal Stopping Problems: Ruimeng Hu
2020: Asymptotic Filter Behavior for High-Frequency Expert Opinions in a Market with Gaussian Drift: Abdelali Gabih, Hakam Kondakji and Ralf Wunderlich
2020: Religion and Terrorism: Evidence from Ramadan Fasting: Roland Hodler, Paul Raschky and Anthony Strittmatter
2020: Modelling information flows by Meyer-$\sigma$-fields in the singular stochastic control problem of irreversible investment: Peter Bank and David Besslich
2020: Optimal hedging under fast-varying stochastic volatility: Josselin Garnier and Knut Solna
2020: Dynamic Initial Margin via Chebyshev Tensors: Ignacio Ruiz and Mariano Zeron
2020: Infinite dimensional portfolio representation as applied to model points selection in life insurance: Enrico Ferri
2020: A Theory of Dichotomous Valuation with Applications to Variable Selection: Xingwei Hu
2020: Atomic Swaptions: Cryptocurrency Derivatives: James A. Liu
2020: Measurement Errors as Bad Leverage Points: Eric Blankmeyer
2020: Diffusion Approximations for Expert Opinions in a Financial Market with Gaussian Drift: J\"orn Sass, Dorothee Westphal and Ralf Wunderlich
2020: Optimal Market Making in the Presence of Latency: Xuefeng Gao and Yunhan Wang
2020: Cascading Losses in Reinsurance Networks: Ariah Klages-Mundt and Andreea Minca
2020: Transport plans with domain constraints: Erhan Bayraktar, Xin Zhang and Zhou Zhou
2020: Emergence of Cooperation in the thermodynamic limit: Colin Benjamin and Shubhayan Sarkar
2020: Two-way fixed effects estimators with heterogeneous treatment effects: Clément de Chaisemartin and Xavier D'Haultf{\oe}uille
2020: Equilibrium Effects of Intraday Order-Splitting Benchmarks: Jin Hyuk Choi, Kasper Larsen and Duane J. Seppi
2020: A Second Order Cumulant Spectrum Test That a Stochastic Process is Strictly Stationary and a Step Toward a Test for Graph Signal Strict Stationarity: Denisa Roberts and Douglas Patterson
2020: Option Pricing with Greed and Fear Factor: The Rational Finance Approach: Svetlozar Rachev, Frank Fabozzi, Boryana Racheva-Iotova and Abootaleb Shirvani
2020: Sequential testing for structural stability in approximate factor models: Matteo Barigozzi and Lorenzo Trapani
2020: An Optimal Stopping Problem Modeling Technical Analysis: Jun Maeda and Saul D. Jacka
2020: Realized volatility and parametric estimation of Heston SDEs: Robert Azencott, Peng Ren and Ilya Timofeyev
2020: Benchmark Dataset for Mid-Price Forecasting of Limit Order Book Data with Machine Learning Methods: Adamantios Ntakaris, Martin Magris, Juho Kanniainen, Moncef Gabbouj and Alexandros Iosifidis
2020: Gated Neural Networks for Option Pricing: Rationality by Design: Yongxin Yang, Yu Zheng and Timothy M. Hospedales
2020: Pricing European and American Options under Heston Model using Discontinuous Galerkin Finite Elements: Sinem Kozp{\i}nar, Murat Uzunca and B\"ulent Karas\"ozen
2020: Asymptotic distribution of the Markowitz portfolio: Steven E. Pav
2020: Tall wheatgrass (Thinopyrum ponticum (Podp)) in a real farm context, a sustainable perennial alternative to rye (Secale cereale L.) cultivation in marginal lands: Carlos S. Ciria, Carlos M. Sastre, Juan Carrasco and Pilar Ciria
2020: Forecasting Models for Daily Natural Gas Consumption Considering Periodic Variations and Demand Segregation: Ergun Yukseltan, Ahmet Yucekaya, Ayse Humeyra Bilge and Esra Agca Aktunc
2020: KryptoOracle: A Real-Time Cryptocurrency Price Prediction Platform Using Twitter Sentiments: Shubhankar Mohapatra, Nauman Ahmed and Paulo Alencar
2020: Applications of deep learning in stock market prediction: recent progress: Weiwei Jiang
2020: Equity-Based Incentives, Production/Service Functions And Game Theory: Michael C. Nwogugu
2020: A Note on Solving Discretely-Constrained Nash-Cournot Games via Complementarity: Dimitri J. Papageorgiou, Francisco Trespalacios and Stuart Harwood
2020: Cleaner Production in Optimized Multivariate Networks: Operations Management through a Roll of Dice: Amit K Chattopadhyay, Biswajit Debnath, Rihab El-Hassani, Sadhan Kumar Ghosh and Rahul Baidya
2020: Ascertaining price formation in cryptocurrency markets with DeepLearning: Fan Fang, Waichung Chung, Carmine Ventre, Michail Basios, Leslie Kanthan, Lingbo Li and Fan Wu
2020: Identification of Random Coefficient Latent Utility Models: Roy Allen and John Rehbeck
2020: Transformers for Limit Order Books: James Wallbridge
2020: Determination of Latent Dimensionality in International Trade Flow: Duc P. Truong, Erik Skau, Vladimir I. Valtchinov and Boian S. Alexandrov
2020: Dynamic Beveridge Curve Accounting: Hie Joo Ahn and Leland Crane
2020: Empirical Analysis of Indirect Internal Conversions in Cryptocurrency Exchanges: Paz Grimberg, Tobias Lauinger and Damon McCoy
2020: On the extension property of dilatation monotone risk measures: Massoomeh Rahsepar and Foivos Xanthos
2020: Firms Default Prediction with Machine Learning: Tesi Aliaj, Aris Anagnostopoulos and Stefano Piersanti
2020: Using Reinforcement Learning in the Algorithmic Trading Problem: Evgeny Ponomarev, Ivan Oseledets and Andrzej Cichocki
2020: Fast Lower and Upper Estimates for the Price of Constrained Multiple Exercise American Options by Single Pass Lookahead Search and Nearest-Neighbor Martingale: Nicolas Essis-Breton and Patrice Gaillardetz
2020: A Practical Approach to Social Learning: Amir Ban and Moran Koren
2020: G-Learner and GIRL: Goal Based Wealth Management with Reinforcement Learning: Matthew Dixon and Igor Halperin
2020: Forecasting the Intra-Day Spread Densities of Electricity Prices: Ekaterina Abramova and Derek Bunn
2020: Predictive intraday correlations in stable and volatile market environments: Evidence from deep learning: Ben Moews and Gbenga Ibikunle
2020: Bayesian Inference in High-Dimensional Time-varying Parameter Models using Integrated Rotated Gaussian Approximations: Florian Huber, Gary Koop and Michael Pfarrhofer
2020: Forecasting Foreign Exchange Rate: A Multivariate Comparative Analysis between Traditional Econometric, Contemporary Machine Learning & Deep Learning Techniques: Manav Kaushik and Arun Giri
2020: Novel Insights in the Levy-Levy-Solomon Agent-Based Economic Market Model: Maximilian Beikirch and Torsten Trimborn
2020: Representation of Exchange Option Prices under Stochastic Volatility Jump-Diffusion Dynamics: Gerald H. L. Cheang and Len Patrick Dominic M. Garces
2020: A Put-Call Transformation of the Exchange Option Problem under Stochastic Volatility and Jump Diffusion Dynamics: Len Patrick Dominic M. Garces and Gerald H. L. Cheang
2020: Estimation and Inference about Tail Features with Tail Censored Data: Yulong Wang and Zhijie Xiao
2020: Geometric Step Options with Jumps. Parity Relations, PIDEs, and Semi-Analytical Pricing: Walter Farkas and Ludovic Mathys
2020: Survey Bandits with Regret Guarantees: Sanath Kumar Krishnamurthy and Susan Athey
2020: A new hybrid approach for crude oil price forecasting: Evidence from multi-scale data: Yang Yifan, Guo Ju'e, Sun Shaolong and Li Yixin
2020: Stability of the indirect utility process: Oleksii Mostovyi
2020: Optimization of a Dynamic Profit Function using Euclidean Path Integral: P. Pramanik and A. M. Polansky
2020: Volatility has to be rough: Masaaki Fukasawa
2020: A New Decomposition Ensemble Approach for Tourism Demand Forecasting: Evidence from Major Source Countries: Chengyuan Zhang, Fuxin Jiang, Shouyang Wang and Shaolong Sun
2020: Sector connectedness in the Chinese stock markets: Ying-Ying Shen, Zhi-Qiang Jiang, Jun-Chao Ma, Gang-Jin Wang and Wei-Xing Zhou
2020: Heavy Tails Make Happy Buyers: Eric Bax
2020: Forecasting Realized Volatility Matrix With Copula-Based Models: Wenjing Wang and Minjing Tao
2020: Derivatives Discounting Explained: Wujiang Lou
2020: The Fair Basis: Funding and capital in the reduced form framework: Wujiang Lou
2020: Criptocurrencies, Fiat Money, Blockchains and Databases: Jorge Barrera
2020: Price impact equilibrium with transaction costs and TWAP trading: Eunjung Noh and Kim Weston
2020: Inventory effects on the price dynamics of VSTOXX futures quantified via machine learning: Daniel Guterding
2020: The interconnectedness of the economic content in the speeches of the US Presidents: Matteo Cinelli, Valerio Ficcadenti and Jessica Riccioni
2020: Market Power in Convex Hull Pricing: Jian Sun and Chenye Wu
2020: Network-Aware Strategies in Financial Systems: P\'al Andr\'as Papp and Roger Wattenhofer
2020: Hopf Bifurcation from new-Keynesian Taylor rule to Ramsey Optimal Policy: Jean-Bernard Chatelain and Kirsten Ralf
2020: Dynamic Reserve Prices for Repeated Auctions: Learning from Bids: Yash Kanoria and Hamid Nazerzadeh
2020: Satellite reveals age and extent of oil palm plantations in Southeast Asia: Olha Danylo, Johannes Pirker, Guido Lemoine, Guido Ceccherini, Linda See, Ian McCallum, Hadi, Florian Kraxner, Fr\'ed\'eric Achard and Steffen Fritz
2020: Fair Prediction with Endogenous Behavior: Christopher Jung, Sampath Kannan, Changhwa Lee, Mallesh M. Pai, Aaron Roth and Rakesh Vohra
2020: Pricing Bitcoin Derivatives under Jump-Diffusion Models: Pablo Olivares
2020: Crisis contagion in the world trade network: C\'elestin Coquid\'e, Jos\'e Lages and Dima L. Shepelyansky
2020: Cross-sectional Stock Price Prediction using Deep Learning for Actual Investment Management: Masaya Abe and Kei Nakagawa
2020: Trimming the Sail: A Second-order Learning Paradigm for Stock Prediction: Chi Chen, Li Zhao, Wei Cao, Jiang Bian and Chunxiao Xing
2020: From Matching with Diversity Constraints to Matching with Regional Quotas: Haris Aziz, Serge Gaspers, Zhaohong Sun and Toby Walsh
2020: Convex Combinatorial Auction of Pipeline Network Capacities: D\'avid Csercsik
2020: An optimal mechanism charging for priority in a queue: Moshe Haviv and Eyal Winter
2020: Deep Learning for Asset Bubbles Detection: Oksana Bashchenko and Alexis Marchal
2020: Polytopes associated with lattices of subsets and maximising expectation of random variables: Assaf Libman
2020: Fairness through Experimentation: Inequality in A/B testing as an approach to responsible design: Guillaume Saint-Jacques, Amir Sepehri, Nicole Li and Igor Perisic
2020: The Effect of Network Adoption Subsidies: Evidence from Digital Traces in Rwanda: Daniel Bj\"orkegren and Burak Ceyhun Karaca
2020: Gaussian process imputation of multiple financial series: Taco de Wolff, Alejandro Cuevas and Felipe Tobar
2020: Deep Learning for Financial Applications: A Survey: Ahmet Murat Ozbayoglu, Mehmet Ugur Gudelek and Omer Berat Sezer
2020: Improving S&P stock prediction with time series stock similarity: Lior Sidi
2020: Reinforcement-Learning based Portfolio Management with Augmented Asset Movement Prediction States: Yunan Ye, Hengzhi Pei, Boxin Wang, Pin-Yu Chen, Yada Zhu, Jun Xiao and Bo Li
2020: Analysis of intra-day fluctuations in the Mexican financial market index: L\'ester Alfonso, Danahe E. Garcia-Ramirez, Ricardo Mansilla and C\'esar A. Terrero-Escalante
2020: Are American options European after all?: S\"oren Christensen, Jan Kallsen and Matthias Lenga
2020: Long-term prediction intervals of economic time series: Marek Chudy, Sayar Karmakar and Wei Biao Wu
2020: A study on the leverage effect on financial series using a TAR model: a Bayesian approach: Oscar Espinosa Acuña and Fabio Nieto
2020: Sharing of longevity basis risk in pension schemes with income-drawdown guarantees: Ankush Agarwal, Christian-Oliver Ewald and Yongjie Wang
2020: A Hierarchy of Limitations in Machine Learning: Momin M. Malik
2020: Efficient Policy Learning from Surrogate-Loss Classification Reductions: Andrew Bennett and Nathan Kallus
2020: Bifurcations in economic growth model with distributed time delay transformed to ODE: Luca Guerrini, Adam Krawiec and Marek Szydlowski
2020: Guiding the guiders: Foundations of a market-driven theory of disclosure: M. Gietzmann, A. J. Ostaszewski and M. H. G. Schr\"oder
2020: Ramsey Optimal Policy versus Multiple Equilibria with Fiscal and Monetary Interactions: Jean-Bernard Chatelain and Kirsten Ralf
2020: Generalized Poisson Difference Autoregressive Processes: Giulia Carallo, Roberto Casarin and Christian P. Robert
2020: The Dimension of the Set of Causal Solutions of Linear Multivariate Rational Expectations Models: Bernd Funovits
2020: Timing Excess Returns A cross-universe approach to alpha: Marc Rohloff and Alexander Vogt
2020: Quantum coupled-wave theory of price formation in financial markets: price measurement, dynamics and ergodicity: Jack Sarkissian
2020: Sequential Monitoring of Changes in Housing Prices: Lajos Horv\'ath, Zhenya Liu and Shanglin Lu
2020: Markov Switching: Yong Song and Tomasz Wo\'zniak
2020: All-Pay Auctions as Models for Trade Wars and Military Annexation: Benjamin Kang and James Unwin
2020: Kelly Criterion: From a Simple Random Walk to L\'{e}vy Processes: Sergey Lototsky and Austin Pollok
2020: Crowded trades, market clustering, and price instability: Marc van Kralingen, Diego Garlaschelli, Karolina Scholtus and Iman Lelyveld
2020: Stochastic optimization of the Dividend strategy with reinsurance in correlated multiple insurance lines of business: Khaled Masoumifard and Mohammad Zokaei
2020: An internal fraud model for operational losses in retail banking: Roc\'io Paredes and Marco Vega
2020: A polynomial algorithm for maxmin and minmax envy-free rent division on a soft budget: Rodrigo A. Velez
2020: Discretization and Machine Learning Approximation of BSDEs with a Constraint on the Gains-Process: Idris Kharroubi, Thomas Lim and Xavier Warin
2020: All-Pay Auctions with Different Forfeits: Benjamin Kang and James Unwin
2020: The microscopic relationships between triangular arbitrage and cross-currency correlations in a simple agent based model of foreign exchange markets: Alberto Ciacci, Takumi Sueshige, Hideki Takayasu, Kim Christensen and Misako Takayasu
2020: Sensitivity Analysis in the Dupire Local Volatility Model with Tensorflow: Francois Belletti, Davis King, James Lottes, Yi-Fan Chen and John Anderson
2020: Using generative adversarial networks to synthesize artificial financial datasets: Dmitry Efimov, Di Xu, Luyang Kong, Alexey Nefedov and Archana Anandakrishnan
2020: Feed-in Tariff Contract Schemes and Regulatory Uncertainty: Luciana Barbosa, Cl\'audia Nunes, Artur Rodrigues and Alberto Sardinha
2020: Rental Housing Spot Markets: How Online Information Exchanges Can Supplement Transacted-Rents Data: Geoff Boeing, Jake Wegmann and Junfeng Jiao
2020: On Shortfall Risk Minimization for Game Options: Yan Dolinsky
2020: Quid Pro Quo allocations in Production-Inventory games: Luis Guardiola, Ana Meca and Justo Puerto
2020: Profit-oriented sales forecasting: a comparison of forecasting techniques from a business perspective: Tine Van Calster, Filip Van den Bossche, Bart Baesens and Wilfried Lemahieu
2020: Randomized optimal stopping algorithms and their convergence analysis: Christian Bayer, Denis Belomestny, Paul Hager, Paolo Pigato and John Schoenmakers
2020: NAPLES;Mining the lead-lag Relationship from Non-synchronous and High-frequency Data: Katsuya Ito and Kei Nakagawa
2020: Efficient representation of supply and demand curves on day-ahead electricity markets: Mariia Soloviova and Tiziano Vargiolu
2020: Insights on the Theory of Robust Games: Giovanni Paolo Crespi, Davide Radi and Matteo Rocca
2020: Natural Experiments: Rocio Titiunik
2020: Optimal portfolio choice with path dependent labor income: the infinite horizon case: Enrico Biffis, Fausto Gozzi and Cecilia Prosdocimi
2020: Comments are welcome: Asier Minondo
2020: Competitive equilibria between staking and on-chain lending: Tarun Chitra
2020: Generalized Rental Harmony: Erel Segal-Halevi
2020: Online Quantification of Input Model Uncertainty by Two-Layer Importance Sampling: Tianyi Liu and Enlu Zhou
2020: Inefficiencies in Digital Advertising Markets: Brett Gordon, Kinshuk Jerath, Zsolt Katona, Sridhar Narayanan, Jiwoong Shin and Kenneth C Wilbur
2020: An empirical study of neural networks for trend detection in time series: Alexandre Miot and Gilles Drigout
2020: Revisiting the Epps effect using volume time averaging: An exercise in R: Patrick Chang, Roger Bukuru and Tim Gebbie
2020: Valuing Tradeability in Exponential L\'evy Models: Ludovic Mathys
2020: Endogenous Liquidity Crises: Antoine Fosset, Jean-Philippe Bouchaud and Michael Benzaquen
2020: Competition of noise and collectivity in global cryptocurrency trading: route to a self-contained market: Stanis{\l}aw Dro\.zd\.z, Ludovico Minati, Pawe{\l} O\'swi\k{e}cimka, Marek Stanuszek and Marcin W\k{a}torek
2020: Optical Proof of Work: Michael Dubrovsky, Marshall Ball and Bogdan Penkovsky
2020: Model Specification Test with Unlabeled Data: Approach from Covariate Shift: Masahiro Kato and Hikaru Kawarazaki
2020: Costly Verification in Collective Decisions: Albin Erlanson and Andreas Kleiner
2020: Rational hyperbolic discounting: Jos\'e Cl\'audio do Nascimento
2020: Statistical analysis and stochastic interest rate modelling for valuing the future with implications in climate change mitigation: Josep Perell\'o, Miquel Montero, Jaume Masoliver, J. Farmer and John Geanakoplos
2020: Inference in Nonparametric Series Estimation with Specification Searches for the Number of Series Terms: Byunghoon Kang
2020: A Cardinal Comparison of Experts: Itay Kavaler and Rann Smorodinsky
2020: A simple model suggesting economically rational sample-size choice drives irreproducibility: Oliver Braganza
2020: The many Shapley values for model explanation: Mukund Sundararajan and Amir Najmi
2020: Convergence of Optimal Expected Utility for a Sequence of Discrete-Time Markets: David Kreps and Walter Schachermayer
2020: Competing to Persuade a Rationally Inattentive Agent: Vasudha Jain and Mark Whitmeyer
2020: Distributions of Historic Market Data -- Relaxation and Correlations: M. Dashti Moghaddam, Zhiyuan Liu and R. A. Serota
2020: Multiplicity of time scales in climate, matter, life, and economy: Bernhelm Booss-Bavnbek, Rasmus Kristoffer Pedersen and Ulf R{\o}rb{\ae}k Pedersen
2020: Weak Limits of Random Coefficient Autoregressive Processes and their Application in Ruin Theory: Yuchao Dong and J\'er\^ome Spielmann
2020: A Model of Presidential Debates: Doron Klunover and John Morgan
2020: Most Important Fundamental Rule of Poker Strategy: Sam Ganzfried and Max Chiswick
2020: Automation and occupational mobility: A data-driven network model: R. Maria del Rio-Chanona, Penny Mealy, Mariano Beguerisse-D\'iaz, François Lafond and J. Farmer
2020: The Income Fluctuation Problem and the Evolution of Wealth: Qingyin Ma, John Stachurski and Alexis Akira Toda
2020: Spherical Preferences: Christopher Chambers and Federico Echenique
2020: Numerical method for model-free pricing of exotic derivatives using rough path signatures: Terry Lyons, Sina Nejad and Imanol Perez Arribas
2020: Equilibria in a large production economy with an infinite dimensional commodity space and price dependent preferences: Hyo Seok Jang and Sangjik Lee
2020: Solving Dynamic Discrete Choice Models Using Smoothing and Sieve Methods: Dennis Kristensen, Patrick K. Mogensen, Jong Myun Moon and Bertel Schjerning
2020: Elusive Longer-Run Impacts of Head Start: Replications Within and Across Cohorts: Remy J. -C. Pages, Dylan J. Lukes, Drew H. Bailey and Greg Duncan
2020: The Shapley Taylor Interaction Index: Kedar Dhamdhere, Ashish Agarwal and Mukund Sundararajan
2020: A dynamic factor model approach to incorporate Big Data in state space models for official statistics: Caterina Schiavoni, Franz Palm, Stephan Smeekes and Jan van den Brakel
2020: Community Matters: Heterogeneous Impacts of a Sanitation Intervention: Laura Abramovsky, Britta Augsburg, Melanie L\"uhrmann, Francisco Oteiza and Juan Pablo Rud
2020: On the bail-out dividend problem for spectrally negative Markov additive models: Kei Noba, Jos\'e-Luis P\'erez and Xiang Yu
2020: Efficient Minimum Distance Estimation of Pareto Exponent from Top Income Shares: Alexis Akira Toda and Yulong Wang
2020: Network effects in default clustering for large systems: Konstantinos Spiliopoulos and Jia Yang
2020: Fast mean-reversion asymptotics for large portfolios of stochastic volatility models: Ben Hambly and Nikolaos Kolliopoulos
2020: Does the price of strategic commodities respond to U.S. Partisan Conflict?: Yong Jiang, Yi-Shuai Ren, Chao-Qun Ma, Jiang-Long Liu and Basil Sharp
2020: University rankings from the revealed preferences of the applicants: L\'aszl\'o Csat\'o and Csaba T\'oth
2020: Capturing Model Risk and Rating Momentum in the Estimation of Probabilities of Default and Credit Rating Migrations: Marius Pfeuffer, Goncalo dos Reis and Greig Smith
2020: No Arbitrage in Continuous Financial Markets: David Criens
2020: Diversity and Sparsity: A New Perspective on Index Tracking: Yu Zheng, Timothy M. Hospedales and Yongxin Yang
2020: Robust XVA: Maxim Bichuch, Agostino Capponi and Stephan Sturm
2020: On the Unbiased Asymptotic Normality of Quantile Regression with Fixed Effects: Antonio Galvao, Jiaying Gu and Stanislav Volgushev
2020: Fast Hybrid Schemes for Fractional Riccati Equations (Rough is not so Tough): Callegaro Giorgia, Grasselli Martino and Pag\`es Gilles
2020: Optimal Linear Instrumental Variables Approximations: Juan Carlos Escanciano and Wei Li
2020: Testing Continuity of a Density via g-order statistics in the Regression Discontinuity Design: Federico Bugni and Ivan Canay
2020: Stochastic Dynamic Utilities and Inter-Temporal Preferences: Marco Maggis and Andrea Maran
2020: Visualizing Treasury Issuance Strategy: Christopher Cameron
2020: Complexity Theory, Game Theory, and Economics: The Barbados Lectures: Tim Roughgarden
2020: Behavioral Finance -- Asset Prices Predictability, Equity Premium Puzzle, Volatility Puzzle: The Rational Finance Approach: Svetlozar Rachev, Stoyan Stoyanov, Stefan Mittnik, Frank Fabozzi and Abootaleb Shirvani
2020: Algorithmic trading in a microstructural limit order book model: Fr\'ed\'eric Abergel, C\^ome Hur\'e and Huy\^en Pham
2020: Nonparametric Tests for Treatment Effect Heterogeneity with Duration Outcomes: Pedro Sant'Anna
2020: Impossible Inference in Econometrics: Theory and Applications: Marinho Bertanha and Marcelo Moreira
2020: An AGI Modifying Its Utility Function in Violation of the Orthogonality Thesis: James D. Miller, Roman Yampolskiy and Olle H\"aggstr\"om
2020: TPLVM: Portfolio Construction by Student's $t$-process Latent Variable Model: Yusuke Uchiyama and Kei Nakagawa
2020: Optimization by Hybridization of a Genetic Algorithm with the PROMOTHEE Method: Management of Multicriteria Localization: Myriem Alijo, Otman Abdoun, Mostafa Bachran and Amal Bergam
2020: Knowledge Diffusion Process & Common Islamic Banking Governance Principles: Integrative Perspective (s) of Managers and Shariah Scholars: Adnan Malik, Karim Ullah and Shakir Ullah
2020: Predicting Bank Loan Default with Extreme Gradient Boosting: Rising Odegua
2020: PCA for Implied Volatility Surfaces: Marco Avellaneda, Brian Healy, Andrew Papanicolaou and George Papanicolaou
2020: Structured climate financing: valuation of CDOs on inhomogeneous asset pools: N. Packham
2020: Revisiting integral functionals of geometric Brownian motion: Elena Boguslavskaya and Lioudmila Vostrikova
2020: An Interacting Agent Model of Economic Crisis: Yuichi Ikeda
2020: On Calibration Neural Networks for extracting implied information from American options: Shuaiqiang Liu, \'Alvaro Leitao, Anastasia Borovykh and Cornelis Oosterlee
2020: Housing Search in the Age of Big Data: Smarter Cities or the Same Old Blind Spots?: Geoff Boeing, Max Besbris, Ariela Schachter and John Kuk
2020: Spatial competition with unit-demand functions: Gaëtan Fournier, Karine Van der Straeten and Jörgen Weibull
2020: Robust Optimal Investment and Reinsurance Problems with Learning: Nicole B\"auerle and Gregor Leimcke
2020: The Impact of Oil and Gold Prices Shock on Tehran Stock Exchange: A Copula Approach: Amir Payandeh, Marjan Qazvini and Reza Ofoghi
2020: Nonparametric sign prediction of high-dimensional correlation matrix coefficients: Christian Bongiorno and Damien Challet
2020: Blocked Clusterwise Regression: Max Cytrynbaum
2020: Functional Sequential Treatment Allocation with Covariates: Anders Kock, David Preinerstorfer and Bezirgen Veliyev
2020: Stable and Efficient Structures in Multigroup Network Formation: Shadi Mohagheghi, Jingying Ma and Francesco Bullo
2020: Frequentist Shrinkage under Inequality Constraints: Edvard Bakhitov
2020: Skills to not fall behind in school: Felipe Maia Polo
2020: Investment behavior and firms' financial performance: A comparative analysis using firm-level data from the wine industry: Claudiu Albulescu
2020: A random forest based approach for predicting spreads in the primary catastrophe bond market: Despoina Makariou, Pauline Barrieu and Yining Chen
2020: Change of measure under the hard-to-borrow model: Peng Liu
2020: Hyperparameter Optimization for Forecasting Stock Returns: Sang Il Lee
2020: Smart City Governance in Developing Countries: A Systematic Literature Review: Si Ying Tan and Araz Taeihagh
2020: Objective Social Choice: Using Auxiliary Information to Improve Voting Outcomes: Silviu Pitis and Michael R. Zhang
2020: Risk Fluctuation Characteristics of Internet Finance: Combining Industry Characteristics with Ecological Value: Runjie Xu, Chuanmin Mi, Nan Ye, Tom Marshall, Yadong Xiao and Hefan Shuai
2020: Stock Price Prediction Using Convolutional Neural Networks on a Multivariate Timeseries: Sidra Mehtab and Jaydip Sen
2020: Regional airports in Greece, their characteristics and their importance for the local economic development: Serafeim Polyzos and Dimitrios Tsiotas
2020: The network paradigm as a modeling tool in regional economy: the case of interregional commuting in Greece: Dimitrios Tsiotas, Labros Sdrolias and Dimitrios Belias
2020: Finance from the viewpoint of physics: A. Jakovac
2020: In Simple Communication Games, When Does Ex Ante Fact-Finding Benefit the Receiver?: Mark Whitmeyer
2020: Bayesian Panel Quantile Regression for Binary Outcomes with Correlated Random Effects: An Application on Crime Recidivism in Canada: Georges Bresson, Guy Lacroix and Mohammad Arshad Rahman
2020: Forecasting NIFTY 50 benchmark Index using Seasonal ARIMA time series models: Amit Tewari
2020: Big Data based Research on Mechanisms of Sharing Economy Restructuring the World: Dingju Zhu
2020: Refined model of the covariance/correlation matrix between securities: Sebastien Valeyre
2020: Pricing commodity swing options: Roberto Daluiso, Emanuele Nastasi, Andrea Pallavicini and Giulio Sartorelli
2020: Choosing the Right Return Distribution and the Excess Volatility Puzzle: Abootaleb Shirvani and Frank J. Fabozzi
2020: Knowledge Graphs for Innovation Ecosystems: Alberto Tejero, Victor Rodriguez-Doncel and Ivan Pau
2020: Marked point processes and intensity ratios for limit order book modeling: Ioane Muni Toke and Nakahiro Yoshida
2020: Effects of the institutional change based on democratization on origin and diffusion of technological innovation: Mario Coccia
2020: A growth adjusted price-earnings ratio: Graham Baird, James Dodd and Lawrence Middleton
2020: Complexity, Stability Properties of Mixed Games and Dynamic Algorithms, and Learning in the Sharing Economy: Michael C. Nwogugu
2020: Investor Experiences and International Capital Flows: Ulrike Malmendier, Demian Pouzo and Victoria Vanasco
2020: Fundamental Limits of Testing the Independence of Irrelevant Alternatives in Discrete Choice: Arjun Seshadri and Johan Ugander
2020: Who voted for a No Deal Brexit? A Composition Model of Great Britains 2019 European Parliamentary Elections: Stephen Clark
2020: Trading on the Floor after Sweeping the Book: Vassilis Polimenis
2020: Corporate Governance, Noise Trading and Liquidity of Stocks: Jianhao Su
2020: Comparing School Choice and College Admission Mechanisms By Their Immunity to Strategic Admissions: Somouaoga Bonkoungou and Alexander Nesterov
2020: Recovering Network Structure from Aggregated Relational Data using Penalized Regression: Hossein Alidaee, Eric Auerbach and Michael Leung
2020: Examining the correlation of the level of wage inequality with labor market institutions: Virginia Tsoukatou
2020: Ownership Structure Variation and Firm Efficiency: Sallahuddin Hassan, Zalila Othman and Mukaramah Harun
2020: Rational Kernel on Pricing Models of Inflation Derivatives: Yue Zhou
2020: Sparse Covariance Estimation in Logit Mixture Models: Youssef M Aboutaleb, Mazen Danaf, Yifei Xie and Moshe Ben-Akiva
2020: Exponential moving average versus moving exponential average: Frank Klinker
2020: Econophysics Through Computation: Antika Sinha, Sudip Mukherjee and Bikas K Chakrabarti
2020: Zooming In on Equity Factor Crowding: Valerio Volpati, Michael Benzaquen, Zoltan Eisler, Iacopo Mastromatteo, Bence Toth and Jean-Philippe Bouchaud
2020: Food Supply Chain and Business Model Innovation: Saeed Nosratabadi, Amirhosein Mosavi and Zoltan Lakner
2020: Pricing Exchange Options under Stochastic Correlation: Enrique Villamor and Pablo Olivares
2020: A multi-country dynamic factor model with stochastic volatility for euro area business cycle analysis: Florian Huber, Michael Pfarrhofer and Philipp Piribauer
2020: Optimal Dividends Paid in a Foreign Currency for a L\'evy Insurance Risk Model: Julia Eisenberg and Zbigniew Palmowski
2020: Commuting Service Platform: Concept and Analysis: Rong Fan, Xuegang and Ban
2020: Constructing a Social Accounting Matrix Framework to Analyse the Impact of Public Expenditure on Income Distribution in Malaysia: Mukaramah Harun, A. R. Zakariah and M Azali
2020: Does Non-Farm Income Improve The Poverty and Income Inequality Among Agricultural Household In Rural Kedah?: Siti Hadijah Che Mata, Ahmad Zafarullah Abdul Jalil and Mukaramah Harun
2020: Macroeconomic Instability And Fiscal Decentralization: An Empirical Analysis: Ahmad Zafarullah Abdul Jalil, Mukaramah Harun and Siti Hadijah Che Mat
2020: Text as Data: Real-time Measurement of Economic Welfare: Rickard Nyman and Paul Ormerod
2020: A new approach for trading based on Long Short Term Memory technique: Zineb Lanbouri and Saaid Achchab
2020: A game of hide and seek in networks: Francis Bloch, Bhaskar Dutta and Marcin Dziubinski
2020: Targeting in social networks with anonymized information: Francis Bloch and Shaden Shabayek
2020: Using Networks and Partial Differential Equations to Predict Bitcoin Price: Yufang Wang and Haiyan Wang
2020: Relationship between Type of Risks and Income of the Rural Households in the Pattani Province of Thailand: Mukaramah Harun
2020: Estimating the Impact of GST Implementation on Cost of Production and Cost of Living in Malaysia: Mukaramah Harun
2020: Determinants of Social-economic Mobility in the Northern Region of Malaysia: Mukaramah Harun
2020: Segregation with Social Linkages: Evaluating Schelling's Model with Networked Individuals: Roy Cerqueti, Luca De Benedictis and Valerio Leone Sciabolazza
2020: China's First Workforce Skill Taxonomy: Weipan Xu, Xiaozhen Qin, Xun Li, Haohui"Caron" Chen, Morgan Frank, Alex Rutherford, Andrew Reeson and Iyad Rahwan
2020: Institutions and China's comparative development: Paul Minard
2020: If the Prospect of Some Occupations Are Stagnating With Technological Advancement? A Task Attribute Approach to Detect Employment Vulnerability: Iftekhairul Islam and Fahad Shaon
2020: Infrastructure Disparities in Northern Malaysia: Mukaramah Harun
2020: Ways to Reduce Cost of Living: A Case Study among Low Income Household in Kubang Pasu, Kedah, Malaysia: Mukaramah Harun
2020: Pursuing More Sustainable Energy Consumption by Analyzing Sectoral Direct and Indirect Energy Use in Malaysia: An Input-Output Analysis: Mukaramah Harun
2020: Bilateral Tariffs Under International Competition: Tsotne Kutalia and Revaz Tevzadze
2020: External Threats, Political Turnover and Fiscal Capacity: Hector Galindo-Silva
2020: Understanding the Great Recession Using Machine Learning Algorithms: Rickard Nyman and Paul Ormerod
2020: A note on the worst case approach for a market with a stochastic interest rate: Dariusz Zawisza
2020: The quadratic rough Heston model and the joint S&P 500/VIX smile calibration problem: Jim Gatheral, Paul Jusselin and Mathieu Rosenbaum
2020: The Optimal Dynamic Reinsurance Strategies in Multidimensional Portfolio: Khaled Masoumifard and Mohammad Zokaei
2020: Housing Investment, Stock Market Participation and Household Portfolio choice: Evidence from China's Urban Areas: Huirong Liu
2020: A Note on Portfolio Optimization with Quadratic Transaction Costs: Pierre Chen, Edmond Lezmi, Thierry Roncalli and Jiali Xu
2020: Classifying ecosystem disservices and comparing their effects with ecosystem services in Beijing, China: Shuyao Wu, Jiao Huang and Shuangcheng Li
2020: Disentangling shock diffusion on complex networks: Identification through graph planarity: Sudarshan Kumar, Tiziana Di Matteo and Anindya S. Chakrabarti
2020: Hedging problems for Asian options with transactions costs: Serguei Pergamenchtchikov and Alena Shishkova
2020: Forecasting Bitcoin closing price series using linear regression and neural networks models: Nicola Uras, Lodovica Marchesi, Michele Marchesi and Roberto Tonelli
2020: A Socioeconomic Well-Being Index: A. Alexandre Trindade, Abootaleb Shirvani and Xiaohan Ma
2020: Judicial Favoritism of Politicians: Evidence from Small Claims Court: Andre Assumpcao and Julio Trecenti
2020: Option Pricing in an Investment Risk-Return Setting: Abootaleb Shirvani, Frank J. Fabozzi and Stoyan V. Stoyanov
2020: The Impact of the Choice of Risk and Dispersion Measure on Procyclicality: Marcel Br\"autigam and Marie Kratz
2020: A review of the Dividend Discount Model: from deterministic to stochastic models: Guglielmo D'Amico and Riccardo De Blasis
2020: Prediction in locally stationary time series: Holger Dette and Weichi Wu
2020: Adaptive Discrete Smoothing for High-Dimensional and Nonlinear Panel Data: Xi Chen, Ye Luo and Martin Spindler
2020: Conditional Correlations and Principal Regression Analysis for Futures: Armine Karami, Raphael Benichou, Michael Benzaquen and Jean-Philippe Bouchaud
2020: Mining the Automotive Industry: A Network Analysis of Corporate Positioning and Technological Trends: Niklas Stoehr, Fabian Braesemann, Michael Frommelt and Shi Zhou
2020: Understanding the dual formulation for the hedging of path-dependent options with price impact: Bruno Bouchard and Xiaolu Tan
2020: Closed Quantum Black-Scholes: Quantum Drift and the Heisenberg Equation of Motion: Will Hicks
2020: Econophysics deserves a revamping: Paolo Magrassi
2020: Econometric Models of Network Formation: Aureo de Paula
2020: Concepts, Components and Collections of Trading Strategies and Market Color: Ravi Kashyap
2020: Microfoundations of Discounting: Alexander T. I. Adamou, Yonatan Berman, Diomides P. Mavroyiannis and Ole Peters
2020: A varying terminal time mean-variance model: Shuzhen Yang
2020: Equity Premium Puzzle or Faulty Economic Modelling?: Abootaleb Shirvani, Stoyan V. Stoyanov, Frank J. Fabozzi and Svetlozar T. Rachev
2020: Time-inconsistent stopping, myopic adjustment & equilibrium stability: with a mean-variance application: S\"oren Christensen and Kristoffer Lindensj\"o
2020: Strategic Formation and Reliability of Supply Chain Networks: Victor Amelkin and Rakesh Vohra
2020: Sabrina: Modeling and Visualization of Economy Data with Incremental Domain Knowledge: Alessio Arleo, Christos Tsigkanos, Chao Jia, Roger A. Leite, Ilir Murturi, Manfred Klaffenboeck, Schahram Dustdar, Michael Wimmer, Silvia Miksch and Johannes Sorger
2020: Temporally Discounted Differential Privacy for Evolving Datasets on an Infinite Horizon: Farhad Farokhi
2020: Noncooperative dynamics in election interference: David Rushing Dewhurst, Christopher M. Danforth and Peter Sheridan Dodds
2020: The Informativeness of Estimation Moments: Bo Honore, Thomas Jørgensen and Aureo de Paula
2020: Tensor Processing Units for Financial Monte Carlo: Francois Belletti, Davis King, Kun Yang, Roland Nelet, Yusef Shafi, Yi-Fan Chen and John Anderson
2020: Stress Testing Network Reconstruction via Graphical Causal Model: Helder Rojas and David Dias
2020: Working women and caste in India: A study of social disadvantage using feature attribution: Kuhu Joshi and Chaitanya K. Joshi
2020: Variational Bayesian Inference for Mixed Logit Models with Unobserved Inter- and Intra-Individual Heterogeneity: Rico Krueger, Prateek Bansal, Michel Bierlaire, Ricardo A. Daziano and Taha H. Rashidi
2020: Mean-variance portfolio selection under Volterra Heston model: Bingyan Han and Hoi Ying Wong
2020: A Generalized Continuous-Multinomial Response Model with a t-distributed Error Kernel: Subodh Dubey, Prateek Bansal, Ricardo A. Daziano and Erick Guerra
2020: A Dynamic Bayesian Model for Interpretable Decompositions of Market Behaviour: Théophile Griveau-Billion and Ben Calderhead
2020: Stochastic Comparative Statics in Markov Decision Processes: Bar Light
2020: Anticipated impacts of Brexit scenarios on UK food prices and implications for policies on poverty and health: a structured expert judgement approach: Martine J Barons and Willy Aspinall
2020: Market Making under a Weakly Consistent Limit Order Book Model: Baron Law and Frederi Viens
2020: Semimartingale theory of monotone mean--variance portfolio allocation: Ale\v{s} \v{C}ern\'y
2020: Affine term structure models: a time-changed approach with perfect fit to market curves: Cheikh Mbaye and Frédéric Vrins
2020: Risk Management with Tail Quasi-Linear Means: Nicole B\"auerle and Tomer Shushi
2020: Salvaging Falsified Instrumental Variable Models: Matthew Masten and Alexandre Poirier
2020: Hierarchical adaptive sparse grids and quasi Monte Carlo for option pricing under the rough Bergomi model: Christian Bayer, Chiheb Ben Hammouda and Raul Tempone
2020: Deep neural networks algorithms for stochastic control problems on finite horizon: numerical applications: Achref Bachouch, C\^ome Hur\'e, Nicolas Langren\'e and Huyen Pham
2020: Nonparametric maximum likelihood methods for binary response models with random coefficients: Jiaying Gu and Roger Koenker
2020: Intermediated Implementation: Anqi Li and Yiqing Xing
2020: Optimal Bandwidth Choice for Robust Bias Corrected Inference in Regression Discontinuity Designs: Sebastian Calonico, Matias Cattaneo and Max Farrell
2020: Smile Modelling in Commodity Markets: Emanuele Nastasi, Andrea Pallavicini and Giulio Sartorelli
2020: DeepLOB: Deep Convolutional Neural Networks for Limit Order Books: Zihao Zhang, Stefan Zohren and Stephen Roberts
2020: Machine Learning Classifiers Do Not Improve the Prediction of Academic Risk: Evidence from Australia: Sarah Cornell-Farrow and Robert Garrard
2020: Time consistency of the mean-risk problem: Gabriela Kov\'a\v{c}ov\'a and Birgit Rudloff
2020: Payoff Information and Learning in Signaling Games: Drew Fudenberg and Kevin He
2020: High-Frequency Jump Tests: Which Test Should We Use?: Worapree Maneesoonthorn, Gael M. Martin and Catherine Forbes
2020: Hilbert transform, spectral filters and option pricing: Carolyn E. Phelan, Daniele Marazzina, Gianluca Fusai and Guido Germano
2020: Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences-Stochastic Factor Case: Jakub Trybu{\l}a and Dariusz Zawisza

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