Papers

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2019: Fairness in Multi-agent Reinforcement Learning for Stock Trading: Wenhang Bao
2019: An FBSDE approach to market impact games with stochastic parameters: Samuel Drapeau, Peng Luo, Alexander Schied and Dewen Xiong
2019: On the probability flow in the Stock market I: The Black-Scholes case: Ivan Arraut, Alan Au, Alan Ching-biu Tse and Joao Alexandre Lobo Marques
2019: Entropic Decision Making: Adnan Rebei
2019: Regulatory Markets for AI Safety: Jack Clark and Gillian K. Hadfield
2019: On the positivity of local mild solutions to stochastic evolution equations: Carlo Marinelli and Luca Scarpa
2019: Open Markets: Donghan Kim
2019: Recovering Latent Variables by Matching: Manuel Arellano and Stephane Bonhomme
2019: A Consistently Oriented Basis for Eigenanalysis: Jay Damask
2019: Effect of Franchised Business models on Fast Food Company Stock Prices in Recession and Recovery with Weibull Analysis: Sandip Dutta and Vignesh Prabhu
2019: On an Extension of a Theorem of Eilenberg and a Characterization of Topological Connectedness: M. Khan and Metin Uyanık
2019: Credit Risk: Simple Closed Form Approximate Maximum Likelihood Estimator: Anand Deo and Sandeep Juneja
2019: The Generalisation of the DMCA Coefficient to Serve Distinguishing Between Hedge and Safe Haven Capabilities of the Gold: Mohamed Arbi Madani and Zied Ftiti
2019: Bayesian estimation of large dimensional time varying VARs using copulas: Mike Tsionas, Marwan Izzeldin and Lorenzo Trapani
2019: Portfolio Optimization under Correlation Constraint: Aditya Maheshwari and Traian Pirvu
2019: Positivity of mild solution to stochastic evolution equations with an application to forward rates: Carlo Marinelli
2019: Reading Macroeconomics From the Yield Curve: The Turkish Case: Ipek Turker and Bayram Cakir
2019: Transforming public pensions: A mixed scheme with a credit granted by the state: M. Carmen Boado-Penas, Julia Eisenberg and Ralf Korn
2019: Semicooperation under curved strategy spacetime: Paramahansa Pramanik and Alan M. Polansky
2019: Maximising with-profit pensions without guarantees: M. Carmen Boado-Penas, Julia Eisenberg and Paul Kr\"uhner
2019: Pareto models for risk management: Arthur Charpentier and Emmanuel Flachaire
2019: Healthy Access for Healthy Places: A Multidimensional Food Access Measure: Irena Gao and Marynia Kolak
2019: Quantifying the Effects of the 2008 Recession using the Zillow Dataset: Arunav Gupta, Lucas Nguyen, Camille Dunning and Ka Ming Chan
2019: Predicting one type of technological motion? A nonlinear map to study the 'sailing-ship' effect: G. Filatrella and Nicola De Liso
2019: A Gated Recurrent Unit Approach to Bitcoin Price Prediction: Aniruddha Dutta, Saket Kumar and Meheli Basu
2019: Forecasting Implied Volatility Smile Surface via Deep Learning and Attention Mechanism: Shengli Chen and Zili Zhang
2019: Electoral Crime Under Democracy: Information Effects from Judicial Decisions in Brazil: Andre Assumpcao
2019: Economic Complexity: why we like "Complexity weighted diversification": Luciano Pietronero, Andrea Gabrielli and Andrea Zaccaria
2019: "The Squawk Bot": Joint Learning of Time Series and Text Data Modalities for Automated Financial Information Filtering: Xuan-Hong Dang, Syed Yousaf Shah and Petros Zerfos
2019: Variable-lag Granger Causality for Time Series Analysis: Chainarong Amornbunchornvej, Elena Zheleva and Tanya Y. Berger-Wolf
2019: Model uncertainty in financial forecasting: Matthias J. Feiler and Thibaut Ajdler
2019: DP-LSTM: Differential Privacy-inspired LSTM for Stock Prediction Using Financial News: Xinyi Li, Yinchuan Li, Hongyang Yang, Liuqing Yang and Xiao-Yang Liu
2019: Pricing of the Geometric Asian Options Under a Multifactor Stochastic Volatility Model: Gifty Malhotra, R. Srivastava and H. C. Taneja
2019: Building and Testing Yield Curve Generators for P&C Insurance: Gary Venter and Kailan Shang
2019: Design of High-Frequency Trading Algorithm Based on Machine Learning: Boyue Fang and Yutong Feng
2019: Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for the financial crisis: Maziar Sahamkhadam and Andreas Stephan
2019: Comparative Study of Two Extensions of Heston Stochastic Volatility Model: Gifty Malhotra, R. Srivastava and H. C. Taneja
2019: Dissecting Ethereum Blockchain Analytics: What We Learn from Topology and Geometry of Ethereum Graph: Yitao Li, Umar Islambekov, Cuneyt Akcora, Ekaterina Smirnova, Yulia R. Gel and Murat Kantarcioglu
2019: Grouping of Contracts in Insurance using Neural Networks: Mark Kiermayer and Christian Wei{\ss}
2019: How connected is too connected? Impact of network topology on systemic risk and collapse of complex economic systems: Aymeric Vi\'e and Alfredo J. Morales
2019: An Artificial Intelligence approach to Shadow Rating: Angela Rita Provenzano, Daniele Trifir\`o, Nicola Jean, Giacomo Le Pera, Maurizio Spadaccino, Luca Massaron and Claudio Nordio
2019: Monetary Policy and Wealth Inequalities in Great Britain: Assessing the role of unconventional policies for a decade of household data: Anastasios Evgenidis and Apostolos Fasianos
2019: From Disequilibrium Markets to Equilibrium: Christian Lax and Torsten Trimborn
2019: Comparison of various risk measures for an optimal portfolio: Alev Meral
2019: Evolving ab initio trading strategies in heterogeneous environments: David Rushing Dewhurst, Yi Li, Alexander Bogdan and Jasmine Geng
2019: Pay-As-You-Drive Insurance Pricing Model: Safoora Zarei and Ali R. Fallahi
2019: Hybrid threats as an exogenous economic shock: Shteryo Nozharov
2019: Four-factor model of Quanto CDS with jumps-at-default and stochastic recovery: Andrey Itkin and Fazlollah Soleymani
2019: A Dynamic Default Contagion Model: From Eisenberg-Noe to the Mean Field: Zachary Feinstein and Andreas Sojmark
2019: A Robust Predictive Model for Stock Price Prediction Using Deep Learning and Natural Language Processing: Sidra Mehtab and Jaydip Sen
2019: Estimating a Behavioral New Keynesian Model: Joaquim Andrade, Pedro Cordeiro and Guilherme Lambais
2019: Estimation of Auction Models with Shape Restrictions: Joris Pinkse and Karl Schurter
2019: Predicting intraday jumps in stock prices using liquidity measures and technical indicators: Ao Kong, Hongliang Zhu and Robert Azencott
2019: EU Economic Modelling System: Olga Ivanova, d'Artis Kancs and Mark Thissen
2019: Gauge transformations in the dual space, and pricing and estimation in the long run in affine jump-diffusion models: Svetlana Boyarchenko and Sergei Levendorski\u{i}
2019: Periodic attractor in the discrete time best-response dynamics of the Rock-Paper-Scissors game: Jos\'e Pedro Gaiv\~ao and Telmo Peixe
2019: Operator splitting schemes for American options under the two-asset Merton jump-diffusion model: Lynn Boen and Karel J. in 't Hout
2019: Robustness and sensitivity analyses for stochastic volatility models under uncertain data structure: Jan Posp\'i\v{s}il, Tom\'a\v{s} Sobotka and Philipp Ziegler
2019: The role of low temperature waste heat recovery in achieving 2050 goals: a policy positioning paper: Edward Wheatcroft, Henry Wynn, Kristina Lygnerud and Giorgio Bonvicini
2019: Portfolio liquidation under transient price impact -- theoretical solution and implementation with 100 NASDAQ stocks: Ying Chen, Ulrich Horst and Hoang Hai Tran
2019: A mechanical and economical based framework to help decision-makers for natural hazards and malicious events impact on infrastructure prevention: P-J. Tisserand and M. Ragueneau
2019: Network Data: Bryan Graham
2019: Synthetic Control Inference for Staggered Adoption: Estimating the Dynamic Effects of Board Gender Diversity Policies: Jianfei Cao and Shirley Lu
2019: Optimal, Truthful, and Private Securities Lending: Emily Diana, Michael Kearns, Seth Neel and Aaron Roth
2019: A Regularized Factor-augmented Vector Autoregressive Model: Maurizio Daniele and Julie Schnaitmann
2019: Alternative Axioms in Group Identification Problems: Federico Fioravanti and Fernando Tohm\'e
2019: A Bilateral River Bargaining Problem with Negative Externality: Shivshanker Singh Patel and Parthasarathy Ramachandran
2019: Assessment of Financial Potential as a Determinant of Enterprise Development: Dmytro Zherlitsyn, Stanislav Levytskyi, Denys Mykhailyk and Victoriia Ogloblina
2019: Systemic Risk: Fire-Walling Financial Systems Using Network-Based Approaches: V. Sasidevan and Nils Bertschinger
2019: Get Real: Realism Metrics for Robust Limit Order Book Market Simulations: Svitlana Vyetrenko, David Byrd, Nick Petosa, Mahmoud Mahfouz, Danial Dervovic, Manuela Veloso and Tucker Hybinette Balch
2019: Adaptive Dynamic Model Averaging with an Application to House Price Forecasting: Alisa Yusupova, Nicos G. Pavlidis and Efthymios Pavlidis
2019: Market Price of Trading Liquidity Risk and Market Depth: Masaaki Kijima and Christopher Ting
2019: Adaptive Financial Fraud Detection in Imbalanced Data with Time-Varying Poisson Processes: R\'egis Houssou, J\'er\^ome Bovay and Stephan Robert
2019: Willingness to Pay for Community-Based Health Insurance among Rural Households of Southwest Ethiopia: Melaku Likka, Shimeles Ololo Sinkie and Berhane Megerssa
2019: DAY TRADE: across the statistics | DAY TRADE: do outro lado das estatisticas: Roberto Ernani Porcher Junior
2019: Adversarial recovery of agent rewards from latent spaces of the limit order book: Jacobo Roa-Vicens, Yuanbo Wang, Virgile Mison, Yarin Gal and Ricardo Silva
2019: Leakage of rank-dependent functionally generated trading strategies: Kangjianan Xie
2019: How much is optimal reinsurance degraded by error?: Yinzhi Wang and Erik B{\o}lviken
2019: Approximate Factor Models with Strongly Correlated Idiosyncratic Errors: Jiahe Lin and George Michailidis
2019: Optimal reinsurance for risk over surplus ratios: Erik B{\o}lviken and Yinzhi Wang
2019: Energy Scenario Exploration with Modeling to Generate Alternatives (MGA): Joseph F. DeCarolis, Samaneh Babaee, Binghui Li and Suyash Kanungo
2019: A percolation model for the emergence of the Bitcoin Lightning Network: Silvia Bartolucci, Fabio Caccioli and Pierpaolo Vivo
2019: Investigating the Investment Behaviors in Cryptocurrency: Dingli Xi, Timothy Ian O'Brien and Elnaz Irannezhad
2019: Triple the gamma -- A unifying shrinkage prior for variance and variable selection in sparse state space and TVP models: Annalisa Cadonna, Sylvia Fr\"uhwirth-Schnatter and Peter Knaus
2019: One Dollar Each Eliminates Envy: Johannes Brustle, Jack Dippel, Vishnu V. Narayan, Mashbat Suzuki and Adrian Vetta
2019: Stylized Facts and Agent-Based Modeling: Simon Cramer and Torsten Trimborn
2019: Modeling and Prediction of Iran's Steel Consumption Based on Economic Activity Using Support Vector Machines: Hossein Kamalzadeh, Saeid Nassim Sobhan, Azam Boskabadi, Mohsen Hatami and Amin Gharehyakheh
2019: Estimating Large Mixed-Frequency Bayesian VAR Models: Sebastian Ankargren and Paulina Jon\'eus
2019: Multi-time state mean-variance model in continuous time: Shuzhen Yang
2019: Examination of the Correlation between Working Time Reduction and Employment: Virginia Tsoukatou
2019: Bilinear form test statistics for extremum estimation: Federico Crudu and Felipe Osorio
2019: Speed-up credit exposure calculations for pricing and risk management: Kathrin Glau, Ricardo Pachon and Christian P\"otz
2019: Refuting Samuelson's Capitulation on the Re-switching of Techniques in the Cambridge Capital Controversy: Carlo Milana
2019: Mean-shift least squares model averaging: Kenichiro McAlinn and Kosaku Takanashi
2019: Market making and incentives design in the presence of a dark pool: a deep reinforcement learning approach: Bastien Baldacci, Iuliia Manziuk, Thibaut Mastrolia and Mathieu Rosenbaum
2019: A Simple Proof of the Fundamental Theorem of Asset Pricing: Keith A. Lewis
2019: A multifactor regime-switching model for inter-trade durations in the limit order market: Zhicheng Li, Haipeng Xing and Xinyun Chen
2019: Financial Market Directional Forecasting With Stacked Denoising Autoencoder: Shaogao Lv, Yongchao Hou and Hongwei Zhou
2019: Artificial boundary method for the solution of pricing European options under the Heston model: Hongshan Li and Zhongyi Huang
2019: On Extensions of the Barone-Adesi & Whaley Method to Price American-Type Options: Ludovic Mathys
2019: Inference under random limit bootstrap measures: Giuseppe Cavaliere and Iliyan Georgiev
2019: A Contribution to Theory of Factor Income Distribution, Cambridge Capital Controversy and Equity Premium Puzzle: Xiaofeng Liu
2019: Strongly Budget Balanced Auctions for Multi-Sided Markets: Rica Gonen and Erel Segal-Halevi
2019: An Analysis Framework for Metric Voting based on LP Duality: David Kempe
2019: Making Good on LSTMs' Unfulfilled Promise: Daniel Philps, Artur d'Avila Garcez and Tillman Weyde
2019: CorrGAN: Sampling Realistic Financial Correlation Matrices Using Generative Adversarial Networks: Gautier Marti
2019: Robust Likelihood Ratio Tests for Incomplete Economic Models: Hiroaki Kaido and Yi Zhang
2019: Vol-of-vol expansion for (rough) stochastic volatility models: Ozan Akdogan
2019: Relation between non-exchangeability and measures of concordance of copulas: Damjana Kokol Bukov\v{s}ek, Toma\v{z} Ko\v{s}ir, Bla\v{z} Moj\v{s}kerc and Matja\v{z} Omladi\v{c}
2019: Insider information and its relation with the arbitrage condition and the utility maximization problem: Bernardo D'Auria and Jos\'e Antonio Salmer\'on
2019: Rational Inattention and Perceptual Distance: David Walker-Jones
2019: Fourier transform MCMC, heavy tailed distributions and geometric ergodicity: Denis Belomestny and Leonid Iosipoi
2019: New developments in revealed preference theory: decisions under risk, uncertainty, and intertemporal choice: Federico Echenique
2019: Measuring international uncertainty using global vector autoregressions with drifting parameters: Michael Pfarrhofer
2019: Analysing Global Fixed Income Markets with Tensors: Bruno Scalzo Dees
2019: On the Statistical Differences between Binary Forecasts and Real World Payoffs: Nassim Nicholas Taleb
2019: Quant GANs: Deep Generation of Financial Time Series: Magnus Wiese, Robert Knobloch, Ralf Korn and Peter Kretschmer
2019: Capturing Financial markets to apply Deep Reinforcement Learning: Souradeep Chakraborty
2019: Selecting stock pairs for pairs trading while incorporating lead-lag relationship: Kartikay Gupta and Niladri Chatterjee
2019: Style Transfer with Time Series: Generating Synthetic Financial Data: Brandon Da Silva and Sylvie Shang Shi
2019: Conditional inference on the asset with maximum Sharpe ratio: Steven E. Pav
2019: Resolving New Keynesian Anomalies with Wealth in the Utility Function: Pascal Michaillat and Emmanuel Saez
2019: Inducing Sparsity and Shrinkage in Time-Varying Parameter Models: Florian Huber, Gary Koop and Luca Onorante
2019: Particulate Air Pollution, Birth Outcomes, and Infant Mortality: Evidence from Japan's Automobile Emission Control Law of 1992: Tatsuki Inoue, Nana Nunokawa, Daisuke Kurisu and Kota Ogasawara
2019: A Binomial Asset Pricing Model in a Categorical Setting: Takanori Adachi, Katsushi Nakajima and Yoshihiro Ryu
2019: A Multicriteria Decision Making Approach to Study the Barriers to the Adoption of Autonomous Vehicles: Alok Raj, J Ajith Kumar and Prateek Bansal
2019: Nonparametric Estimation and Inference in Economic and Psychological Experiments: Raffaello Seri, Samuele Centorrino and Michele Bernasconi
2019: Theory of Cryptocurrency Interest Rates: Dorje C. Brody, Lane P. Hughston and Bernhard K. Meister
2019: Bayesian Estimation of Mixed Multinomial Logit Models: Advances and Simulation-Based Evaluations: Prateek Bansal, Rico Krueger, Michel Bierlaire, Ricardo A. Daziano and Taha H. Rashidi
2019: Variance Reduction Applied to Machine Learning for Pricing Bermudan/American Options in High Dimension: Ludovic Gouden\`ege, Andrea Molent and Antonino Zanette
2019: Bulow-Klemperer-Style Results for Welfare Maximization in Two-Sided Markets: Moshe Babaioff, Kira Goldner and Yannai A. Gonczarowski
2019: Pro-Cyclicality of Traditional Risk Measurements: Quantifying and Highlighting Factors at its Source: Marcel Br\"autigam, Michel Dacorogna and Marie Kratz
2019: Learning the dynamics of technical trading strategies: Nicholas Murphy and Tim Gebbie
2019: Model risk in mean-variance portfolio selection: an analytic solution to the worst-case approach: Roberto Baviera and Giulia Bianchi
2019: Estimation and simulation of the transaction arrival process in intraday electricity markets: Micha{\l} Narajewski and Florian Ziel
2019: Remarks on stochastic automatic adjoint differentiation and financial models calibration: Dmitri Goloubentsev and Evgeny Lakshtanov
2019: A Risk-Sharing Framework of Bilateral Contracts: Junbeom Lee, Stephan Sturm and Chao Zhou
2019: On closedness of law-invariant convex sets in rearrangement invariant spaces: Made Tantrawan and Denny H. Leung
2019: Term structure modeling for multiple curves with stochastic discontinuities: Claudio Fontana, Zorana Grbac, Sandrine G\"umbel and Thorsten Schmidt
2019: Probabilistic Forecasting in Day-Ahead Electricity Markets: Simulating Peak and Off-Peak Prices: Peru Muniain and Florian Ziel
2019: Scaling Limits for Super--replication with Transient Price Impact: Peter Bank and Yan Dolinsky
2019: Mean-Field Games with Differing Beliefs for Algorithmic Trading: Philippe Casgrain and Sebastian Jaimungal
2019: Analysis of the Risk-Sharing Principal-Agent problem through the Reverse-H{\"o}lder inequality: Jessica Martin and Anthony R\'eveillac
2019: Control Variables, Discrete Instruments, and Identification of Structural Functions: Whitney Newey and Sami Stouli
2019: The Impact of LIBOR Linked Borrowing to Cover Venture Bank Investment Loans Creates a New Systemic Risk: Brian P. Hanley
2019: A unified Framework for Robust Modelling of Financial Markets in discrete time: Jan Obloj and Johannes Wiesel
2019: Markets Beyond Nash Welfare for Leontief Utilities: Ashish Goel, Reyna Hulett and Benjamin Plaut
2019: Network Subgraphs of the heterogeneous Chinese credit system: Yingli Wang, Qingpeng Zhang and Xiaoguang Yang
2019: Extremal dependence and spatial risk measures for insured losses due to extreme winds: Erwan Koch
2019: Financial Contagion in a Generalized Stochastic Block Model: Nils Detering, Thilo Meyer-Brandis, Konstantinos Panagiotou and Daniel Ritter
2019: Simple Explicit Formula for Near-Optimal Stochastic Lifestyling: Ale\v{s} \v{C}ern\'y and Igor Melicher\v{c}\'ik
2019: Behavior Revealed in Mobile Phone Usage Predicts Loan Repayment: Daniel Bj\"orkegren and Darrell Grissen
2019: The perverse incentive for insurance instruments that are derivatives: solving the jackpot problem with a clawback lien for default insurance notes: Brian P. Hanley
2019: Quantization goes Polynomial: Giorgia Callegaro, Lucio Fiorin and Andrea Pallavicini
2019: Deep Learning in a Generalized HJM-type Framework Through Arbitrage-Free Regularization: Anastasis Kratsios and Cody B. Hyndman
2019: Discrete-type approximations for non-Markovian optimal stopping problems: Part II: S\'ergio C. Bezerra, Alberto Ohashi, Francesco Russo and Francys de Souza
2019: Sparse Bayesian vector autoregressions in huge dimensions: Gregor Kastner and Florian Huber
2019: Numerical stability of a hybrid method for pricing options: Maya Briani, Lucia Caramellino, Giulia Terenzi and Antonino Zanette
2019: Noise Fit, Estimation Error and a Sharpe Information Criterion: Dirk Paulsen and Jakob S\"ohl
2019: Estimation of the yield curve for Costa Rica using combinatorial optimization metaheuristics applied to nonlinear regression: Andres Quiros-Granados and JAvier Trejos-Zelaya
2019: Argentum: a collaborative saving and investment platform for unstable countries: Leonardo Belen, Alejandro Baranek and Xavier Gonzalez
2019: Forecasting significant stock price changes using neural networks: Firuz Kamalov
2019: A Dynamic MST- deltaCovar Model Of Systemic Risk In The European Insurance Sector: Anna Denkowska and Stanisław Wanat
2019: 151 Estrategias de Trading (151 Trading Strategies): Zura Kakushadze and Juan Andr\'es Serur
2019: BitMEX Funding Correlation with Bitcoin Exchange Rate: Sai Srikar Nimmagadda and Pawan Sasanka Ammanamanchi
2019: Celebrating Three Decades of Worldwide Stock Market Manipulation: Bruce Knuteson
2019: Optimal forest rotation under carbon pricing and forest damage risk: Tommi Ekholm
2019: Heuristic Strategies in Uncertain Approval Voting Environments: Jaelle Scheuerman, Jason L. Harman, Nicholas Mattei and K. Brent Venable
2019: Financial Time Series Forecasting with Deep Learning: A Systematic Literature Review: 2005-2019: Omer Berat Sezer, Mehmet Ugur Gudelek and Ahmet Murat Ozbayoglu
2019: Dynamic Optimal Choice When Rewards are Unbounded Below: Qingyin Ma and John Stachurski
2019: The Microstructure of Stochastic Volatility Models with Self-Exciting Jump Dynamics: Ulrich Horst and Wei Xu
2019: On the Importance of Opponent Modeling in Auction Markets: Mahmoud Mahfouz, Angelos Filos, Cyrine Chtourou, Joshua Lockhart, Samuel Assefa, Manuela Veloso, Danilo Mandic and Tucker Balch
2019: An Integrated Early Warning System for Stock Market Turbulence: Peiwan Wang, Lu Zong and Ye Ma
2019: Reaction Asymmetries to Social Responsibility Index Recomposition: A Matching Portfolio Approach: Wanling Rudkin and Charlie X Cai
2019: U-CNNpred: A Universal CNN-based Predictor for Stock Markets: Ehsan Hoseinzade, Saman Haratizadeh and Arash Khoeini
2019: Introduction to Solving Quant Finance Problems with Time-Stepped FBSDE and Deep Learning: Bernhard Hientzsch
2019: Cryptocurrency Price Prediction and Trading Strategies Using Support Vector Machines: David Zhao, Alessandro Rinaldo and Christopher Brookins
2019: Neural network for pricing and universal static hedging of contingent claims: Vikranth Lokeshwar, Vikram Bhardawaj and Shashi Jain
2019: Income growth with high inequality implies loss of well-being: A mathematical model: Fernando C\'ordova-Lepe
2019: On unbiased simulations of stochastic bridges conditioned on extrema: Andrew Schaug and Harish Chandra
2019: High-Dimensional Forecasting in the Presence of Unit Roots and Cointegration: Stephan Smeekes and Etienne Wijler
2019: Topologically Mapping the Macroeconomy: Pawel Dlotko, Simon Rudkin and Wanling Qiu
2019: A singular stochastic control approach for optimal pairs trading with proportional transaction costs: Haipeng Xing
2019: Financial ratios and stock returns reappraised through a topological data analysis lens: Pawel Dlotko, Wanling Qiu and Simon Rudkin
2019: Deep Reinforcement Learning for Trading: Zihao Zhang, Stefan Zohren and Stephen Roberts
2019: Towards Quantification of Explainability in Explainable Artificial Intelligence Methods: Sheikh Rabiul Islam, William Eberle and Sheikh K. Ghafoor
2019: Collectivised Pension Investment with Homogeneous Epstein-Zin Preferences: John Armstrong and Cristin Buescu
2019: Estimation of the Parameters of Symmetric Stable ARMA and ARMA-GARCH Models: Aastha M. Sathe and N. S. Upadhye
2019: Investigating bankruptcy prediction models in the presence of extreme class imbalance and multiple stages of economy: Sheikh Rabiul Islam, William Eberle, Sheikh K. Ghafoor, Sid C. Bundy, Douglas A. Talbert and Ambareen Siraj
2019: Facility Location Problem with Capacity Constraints: Algorithmic and Mechanism Design Perspectives: Haris Aziz, Hau Chan, Barton Lee, Bo Li and Toby Walsh
2019: The artefact of the Natural Resources Curse: Matata Ponyo Mapon and Jean-Paul K. Tsasa
2019: A Practical Introduction to Regression Discontinuity Designs: Foundations: Matias Cattaneo, Nicolas Idrobo and Rocio Titiunik
2019: Some analytically solvable problems of the mean-field games theory: Sergey I. Nikulin and Olga S. Rozanova
2019: Multi-Scale RCNN Model for Financial Time-series Classification: Liu Guang, Wang Xiaojie and Li Ruifan
2019: Hybrid quantile estimation for asymmetric power GARCH models: Guochang Wang, Ke Zhu, Guodong Li and Wai Keung Li
2019: Regression Discontinuity Design under Self-selection: Sida Peng and Yang Ning
2019: Bounded Temporal Fairness for FIFO Financial Markets: Vasilios Mavroudis
2019: A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior: Sebastian Ankargren, M{\aa}ns Unosson and Yukai Yang
2019: A Scrambled Method of Moments: Jean-Jacques Forneron
2019: Statistical Inference on Partially Linear Panel Model under Unobserved Linearity: Ruiqi Liu, Ben Boukai and Zuofeng Shang
2019: Strategy-Proof and Non-Wasteful Multi-Unit Auction via Social Network: Takehiro Kawasaki, Nathanael Barrot, Seiji Takanashi, Taiki Todo and Makoto Yokoo
2019: Deep Reinforcement Learning in Cryptocurrency Market Making: Jonathan Sadighian
2019: Infinitesimal generators for two-dimensional L\'evy process-driven hypothesis testing: Michael Roberts and Indranil SenGupta
2019: Bidding in Smart Grid PDAs: Theory, Analysis and Strategy (Extended Version): Susobhan Ghosh, Sujit Gujar, Praveen Paruchuri, Easwar Subramanian and Sanjay P. Bhat
2019: A Multicriteria Macroeconomic Model with Intertemporal Equity and Spatial Spillovers: Herb Kunze, Davide La Torre and Simone Marsiglio
2019: Communication, Distortion, and Randomness in Metric Voting: David Kempe
2019: On the Price of Satisficing in Network User Equilibria: Mahdi Takalloo and Changhyun Kwon
2019: Mathematical Modeling of Systemic Risk in Financial Networks: Managing Default Contagion and Fire Sales: Daniel Ritter
2019: Application of Principal Component Analysis in Chinese Sovereign Bond Market and Principal Component-Based Fixed Income Immunization: Lim Tze Yee, Tony She and Kezia Irene
2019: Inference in Models of Discrete Choice with Social Interactions Using Network Data: Michael Leung
2019: Imitation in the Imitation Game: Ravi Kashyap
2019: Semiparametric Estimation of Correlated Random Coefficient Models without Instrumental Variables: Samuele Centorrino, Aman Ullah and Jing Xue
2019: Cyber bonds and their pricing models: Oleg Kolesnikov, Alexander Markov, Daulet Smagulov and Sergejs Solovjovs
2019: Predicting Indian stock market using the psycho-linguistic features of financial news: B. Shravan Kumar, Vadlamani Ravi and Rishabh Miglani
2019: Assessing Guaranteed Minimum Income Benefits and Rationality of Exercising Reset Options in Variable: Riley Jones and Adriana Ocejo
2019: Change-point Analysis in Financial Networks: Sayantan Banerjee and Kousik Guhathakurta
2019: Reinforcement Learning for Market Making in a Multi-agent Dealer Market: Sumitra Ganesh, Nelson Vadori, Mengda Xu, Hua Zheng, Prashant Reddy and Manuela Veloso
2019: How do scientific disciplines evolve in applied sciences? The properties of scientific fission and ambidextrous scientific drivers: Mario Coccia
2019: Adaptive Portfolio by Solving Multi-armed Bandit via Thompson Sampling: Mengying Zhu, Xiaolin Zheng, Yan Wang, Yuyuan Li and Qianqiao Liang
2019: Randomization tests of copula symmetry: Brendan Beare and Juwon Seo
2019: An Unethical Optimization Principle: Nicholas Beale, Heather Battey, Anthony C. Davison and Robert S. MacKay
2019: Index Tracking with Cardinality Constraints: A Stochastic Neural Networks Approach: Yu Zheng, Bowei Chen, Timothy M. Hospedales and Yongxin Yang
2019: Combinatorial Models of Cross-Country Dual Meets: What is a Big Victory?: Kurt S. Riedel
2019: A Simple Estimator for Quantile Panel Data Models Using Smoothed Quantile Regressions: Liang Chen and Yulong Huo
2019: Optimal Installation of Solar Panels with Price Impact: a Solvable Singular Stochastic Control Problem: Torben Koch and Tiziano Vargiolu
2019: Quantitative earnings enhancement from share buybacks: Lawrence Middleton, James Dodd and Graham Baird
2019: A post hoc test on the Sharpe ratio: Steven Pav
2019: An Asymptotically F-Distributed Chow Test in the Presence of Heteroscedasticity and Autocorrelation: Yixiao Sun and Xuexin Wang
2019: Relation between Blomqvist's beta and other measures of concordance of copulas: Damjana Kokol Bukov\v{s}ek, Toma\v{z} Ko\v{s}ir, Bla\v{z} Moj\v{s}kerc and Matja\v{z} Omladi\v{c}
2019: Dual Representation of Expectile based Expected Shortfall and Its Properties: Samuel Drapeau and Mekonnen Tadese
2019: Dynamic Influence on Replicator Evolution for the Propagation of Competing Technologies: Elijah D. Bolluyt and Cristina Comaniciu
2019: Behavioral Equivalence of Extensive Game Structures: Pierpaolo Battigalli, Paolo Leonetti and Fabio Maccheroni
2019: Infinite dimensional polynomial processes: Christa Cuchiero and Sara Svaluto-Ferro
2019: Deep Learning for Stock Selection Based on High Frequency Price-Volume Data: Junming Yang, Yaoqi Li, Xuanyu Chen, Jiahang Cao and Kangkang Jiang
2019: Modelling bid-ask spread conditional distributions using hierarchical correlation reconstruction: Jaros{\l}aw Duda, Robert Syrek and Henryk Gurgul
2019: Collectivised Pension Investment with Exponential Kihlstrom--Mirman Preferences: John Armstrong and Cristin Buescu
2019: Acceptability Indices of Performance for Bounded C\`adl\`ag Processes: Christos E. Kountzakis and Damiano Rossello
2019: The Fourier Transform Method for Volatility Functional Inference by Asynchronous Observations: Richard Y. Chen
2019: A Rational Finance Explanation of the Stock Predictability Puzzle: Abootaleb Shirvani, Svetlozar T. Rachev and Frank J. Fabozzi
2019: Robo-advising: Learning Investors' Risk Preferences via Portfolio Choices: Humoud Alsabah, Agostino Capponi, Octavio Ruiz Lacedelli and Matt Stern
2019: A Regulated Market Under Sanctions: On Tail Dependence Between Oil, Gold, and Tehran Stock Exchange Index: Abootaleb Shirvani and Dimitri Volchenkov
2019: Deep Hedging: Learning to Simulate Equity Option Markets: Magnus Wiese, Lianjun Bai, Ben Wood and Hans Buehler
2019: Engel's law in the commodity composition of exports: Sung-Gook Choi and Deok-Sun Lee
2019: Bitcoin Coin Selection with Leverage: Daniel J. Diroff
2019: iCurrency?: Zura Kakushadze and Willie Yu
2019: Cheating with (Recursive) Models: Kfir Eliaz, Ran Spiegler and Yair Weiss
2019: The survival of start-ups in time of crisis. A machine learning approach to measure innovation: Marco Guerzoni, Consuelo Nava and Massimiliano Nuccio
2019: The Transport-based Mesh-free Method (TMM) and its applications in finance: a review: Philippe G. LeFloch and Jean-Marc Mercier
2019: The Reactive Beta Model: Sebastien Valeyre, Denis S. Grebenkov and Sofiane Aboura
2019: Calibration of Local-Stochastic and Path-Dependent Volatility Models to Vanilla and No-Touch Options: Alan Bain, Matthieu Mariapragassam and Christoph Reisinger
2019: Aggregation for potentially infinite populations without continuity or completeness: David McCarthy, Kalle Mikkola and Teruji Thomas
2019: Do Chinese Internet Users Exist Heterogeneity in Search Behavior?: Ren-jie Han, Shi-yuan Liu and Qian Li
2019: A two-dimensional propensity score matching method for longitudinal quasi-experimental studies: A focus on travel behavior and the built environment: Haotian Zhong, Wei Li and Marlon G. Boarnet
2019: Modeling National Latent Socioeconomic Health and Examination of Policy Effects via Causal Inference: F. Swen Kuh, Grace S. Chiu and Anton H. Westveld
2019: Risk Neutral Valuation of Inflation-Linked Interest Rate Derivatives: Flavia Antonacci, Cristina Costantini, Fernanda D'Ippoliti and Marco Papi
2019: Dominantly Truthful Multi-task Peer Prediction with a Constant Number of Tasks: Yuqing Kong
2019: Credit risk with asymmetric information and a switching default threshold: Imke Redeker and Ralf Wunderlich
2019: Multilevel evolutionary developmental optimization (MEDO): A theoretical framework for understanding preferences and selection dynamics: Adam Safron
2019: Fragmentation of Distributed Exchanges: Marius Zoican and Sorin Zoican
2019: How well can we learn large factor models without assuming strong factors?: Yinchu Zhu
2019: Stochastic Orderings of Multivariate Elliptical Distributions: Chuancun Yin
2019: How Option Hedging Shapes Market Impact: Emilio Said
2019: Reversals of signal-posterior monotonicity imply a bias of screening: Sander Heinsalu
2019: Exploring Graph Neural Networks for Stock Market Predictions with Rolling Window Analysis: Daiki Matsunaga, Toyotaro Suzumura and Toshihiro Takahashi
2019: SortedEffects: Sorted Causal Effects in R: Shuowen Chen, Victor Chernozhukov, Iv\'an Fern\'andez-Val and Ye Luo
2019: HATS: A Hierarchical Graph Attention Network for Stock Movement Prediction: Raehyun Kim, Chan Ho So, Minbyul Jeong, Sanghoon Lee, Jinkyu Kim and Jaewoo Kang
2019: Wasserstein Index Generation Model: Automatic Generation of Time-series Index with Application to Economic Policy Uncertainty: Fangzhou Xie
2019: Accelerated Share Repurchase and other buyback programs: what neural networks can bring: Olivier Gu\'eant, Iuliia Manziuk and Jiang Pu
2019: A simulation of the insurance industry: The problem of risk model homogeneity: Torsten Heinrich, Juan Sabuco and J. Farmer
2019: An intelligent financial portfolio trading strategy using deep Q-learning: Hyungjun Park, Min Kyu Sim and Dong Gu Choi
2019: Solving the Reswitching Paradox in the Sraffian Theory of Capital: Carlo Milana
2019: Branching Particle Pricers with Heston Examples: Michael A. Kouritzin and Anne MacKay
2019: The route to chaos in routing games: When is Price of Anarchy too optimistic?: Thiparat Chotibut, Fryderyk Falniowski, Micha{\l} Misiurewicz and Georgios Piliouras
2019: Clusters of investors around Initial Public Offering: Margarita Baltakien\.e, K\k{e}stutis Baltakys, Juho Kanniainen, Dino Pedreschi and Fabrizio Lillo
2019: Perceived Advantage in Perspective Application of Integrated Choice and Latent Variable Model to Capture Electric Vehicles Perceived Advantage from Consumers Perspective: Milad Ghasri, Ali Ardeshiri and Taha Rashidi
2019: Merton's portfolio problem under Volterra Heston model: Bingyan Han and Hoi Ying Wong
2019: Clearing price distributions in call auctions: M. Derksen, B. Kleijn and R. de Vilder
2019: A Forward Electricity Contract Price Projection: A Market Equilibrium Approach: Mateus A. Cavaliere, Sergio Granville, Gerson C. Oliveira and Mario V. F. Pereira
2019: Optimal stopping for the exponential of a Brownian bridge: Tiziano De Angelis and Alessandro Milazzo
2019: Towards more effective consumer steering via network analysis: Jacopo Arpetti and Antonio Iovanella
2019: Determining Fundamental Supply and Demand Curves in a Wholesale Electricity Market: Sergei Kulakov and Florian Ziel
2019: Dynamics of Value-Tracking in Financial Markets: Nicholas CL Beale, Richard M Gunton, Kutlwano L Bashe, Heather S Battey and Robert S MacKay
2019: The Impact of Renewable Energy Forecasts on Intraday Electricity Prices: Sergei Kulakov and Florian Ziel
2019: Fair Estimation of Capital Risk Allocation: Tomasz R. Bielecki, Igor Cialenco, Marcin Pitera and Thorsten Schmidt
2019: Robust Principal Component Analysis with Non-Sparse Errors: Jushan Bai and Junlong Feng
2019: Estimation and Inference for Synthetic Control Methods with Spillover Effects: Jianfei Cao and Connor Dowd
2019: Fragmentation and inefficiencies in US equity markets: Evidence from the Dow 30: Brian F. Tivnan, David Rushing Dewhurst, Colin M. Van Oort, John H. Ring, Tyler J. Gray, Brendan F. Tivnan, Matthew T. K. Koehler, Matthew T. McMahon, David Slater, Jason Veneman and Christopher M. Danforth
2019: Phase transition in the Bayesian estimation of the default portfolio: Masato Hisakado and Shintaro Mori
2019: A lifestyle-based model of household neighbourhood location and individual travel mode choice behaviours: Ali Ardeshiri and Akshay Vij
2019: Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage: Darjus Hosszejni and Gregor Kastner
2019: Can Deep Learning Predict Risky Retail Investors? A Case Study in Financial Risk Behavior Forecasting: Yaodong Yang, Alisa Kolesnikova, Stefan Lessmann, Tiejun Ma, Ming-Chien Sung and Johnnie E. V. Johnson
2019: Simulation of Stylized Facts in Agent-Based Computational Economic Market Models: Maximilian Beikirch, Simon Cramer, Martin Frank, Philipp Otte, Emma Pabich and Torsten Trimborn
2019: Stochastic Algorithmic Differentiation of (Expectations of) Discontinuous Functions (Indicator Functions): Christian Fries
2019: Optimal Incentive Contract with Endogenous Monitoring Technology: Anqi Li and Ming Yang
2019: A Consistent Heteroskedasticity Robust LM Type Specification Test for Semiparametric Models: Ivan Korolev
2019: Lifting the Heston model: Eduardo Abi Jaber
2019: Inference for Volatility Functionals of Multivariate It\^o Semimartingales Observed with Jump and Noise: Richard Y. Chen
2019: Financial accumulation implies ever-increasing wealth inequality: Yuri Biondi and Stefano Olla
2019: The "power" dimension in a process of exchange: Alberto Banterle
2019: Characterizing Cryptocurrency market with Levy's stable distributions: Shinji Kakinaka and Ken Umeno
2019: Autoregressive Wild Bootstrap Inference for Nonparametric Trends: Marina Friedrich, Stephan Smeekes and Jean-Pierre Urbain
2019: Critical slowing down associated with critical transition and risk of collapse in cryptocurrency: Chengyi Tu, Paolo DOdorico and Samir Suweis
2019: Optimal make-take fees for market making regulation: Omar El Euch, Thibaut Mastrolia, Mathieu Rosenbaum and Nizar Touzi
2019: Comparing the Forecasting Performances of Linear Models for Electricity Prices with High RES Penetration: Angelica Gianfreda, Francesco Ravazzolo and Luca Rossini
2019: Sharp bounds and testability of a Roy model of STEM major choices: Ismael Mourifie, Marc Henry and Romuald Méango
2019: A McKean-Vlasov approach to distributed electricity generation development: Ren\'e A\"id, Matteo Basei and Huy\^en Pham
2019: Pricing Variance Swaps on Time-Changed Markov Processes: Peter Carr, Roger Lee and Matthew Lorig
2019: Option pricing in exponential L\'evy models with transaction costs: Nicola Cantarutti, Jo\~ao Guerra, Manuel Guerra and Maria Grossinho
2019: Multivariate Garch with dynamic beta: Matthias Raddant and Friedrich Wagner
2019: On the monotone stability approach to BSDEs with jumps: Extensions, concrete criteria and examples: Dirk Becherer, Martin B\"uttner and Klebert Kentia
2019: Coordination Event Detection and Initiator Identification in Time Series Data: Chainarong Amornbunchornvej, Ivan Brugere, Ariana Strandburg-Peshkin, Damien Farine, Margaret C. Crofoot and Tanya Y. Berger-Wolf
2019: Berk-Nash Equilibrium: A Framework for Modeling Agents with Misspecified Models: Ignacio Esponda and Demian Pouzo
2019: Omega and Sharpe ratio: Eric Benhamou, Beatrice Guez and Nicolas Paris1
2019: ElecSim: Monte-Carlo Open-Source Agent-Based Model to Inform Policy for Long-Term Electricity Planning: Alexander J. M. Kell, Matthew Forshaw and A. Stephen McGough
2019: Integration into \'economie-monde and regionalisation of the Central Eastern European space since 1989: Natalia Zdanowska
2019: Spatial polarisation within foreign trade and transnational firms' networks. The Case of Central and Eastern Europe: Natalia Zdanowska
2019: Exploring cities of Central and Eastern Europe within transnational company networks: the core-periphery effect: Natalia Zdanowska
2019: Markov Chain Approximation of One-Dimensional Sticky Diffusions: Christian Meier, Lingfei Li and Gongqiu Zhang
2019: Portfolio Optimization with Expectile and Omega Functions: Alexander Wagner and Stan Uryasev
2019: A Classifiers Voting Model for Exit Prediction of Privately Held Companies: Giuseppe Carlo Calafiore, Marisa Hillary Morales, Vittorio Tiozzo and Serge Marquie
2019: Michael Milken: The Junk Dealer: Ravi Kashyap
2019: Rank-size law, financial inequality indices and gain concentrations by cyclist teams. The case of a multiple stage bicycle race, like Tour de France: Marcel Ausloos
2019: Time-dependent lead-lag relationships between the VIX and VIX futures markets: Yan-Hong Yang and Ying-Hui Shao
2019: Microscopic Derivation of Mean Field Game Models: Martin Frank, Michael Herty and Torsten Trimborn
2019: Hipsters and the Cool: A Game Theoretic Analysis of Social Identity, Trends and Fads: Russell Golman, Aditi Jain and Sonica Saraf
2019: From microscopic price dynamics to multidimensional rough volatility models: Mehdi Tomas and Mathieu Rosenbaum
2019: Analyzing China's Consumer Price Index Comparatively with that of United States: Zhenzhong Wang, Yundong Tu and Song Chen
2019: A Self-Exciting Modelling Framework for Forward Prices in Power Markets: Giorgia Callegaro, Andrea Mazzoran and Carlo Sgarra
2019: Lexicographic Choice Under Variable Capacity Constraints: Battal Dogan, Serhat Dogan and Kemal Yildiz
2019: Deep reinforcement learning for market making in corporate bonds: beating the curse of dimensionality: Olivier Gu\'eant and Iuliia Manziuk
2019: Using network science to quantify economic disruptions in regional input-output networks: Emily P. Harvey and Dion R. J. O'Neale
2019: Deep convolutional autoencoder for cryptocurrency market analysis: Vladimir Puzyrev
2019: Almost Quasi-linear Utilities in Disguise: Positive-representation An Extension of Roberts' Theorem: Ilan Nehama
2019: Estimating a Large Covariance Matrix in Time-varying Factor Models: Jaeheon Jung
2019: Sparsity and Stability for Minimum-Variance Portfolios: Sven Husmann, Antoniya Shivarova and Rick Steinert
2019: Inequality in Turkey: Looking Beyond Growth: Bayram Cakir and Ipek Ergul
2019: Does car sharing reduce greenhouse gas emissions? Life cycle assessment of the modal shift and lifetime shift rebound effects: Levon Amatuni, Juudit Ottelin, Bernhard Steubing and Jos\'e Mogollon
2019: Coalition-structured governance improves cooperation to provide public goods: V\'itor V. Vasconcelos, Phillip M. Hannam, Simon A. Levin and Jorge M. Pacheco
2019: Necessary and sufficient condition for equilibrium of the Hotelling model on a circle: Satoshi Hayashi and Naoki Tsuge
2019: Nonparametric identification of an interdependent value model with buyer covariates from first-price auction bids: Nathalie Gimenes and Emmanuel Guerre
2019: Principal Component Analysis: A Generalized Gini Approach: Charpentier, Arthur, Stéphane Mussard, Stephane and Tea Ouraga
2019: Mesoscale impact of trader psychology on stock markets: a multi-agent AI approach: J. Lussange, S. Palminteri, Sacha Bourgeois-Gironde and B. Gutkin
2019: The CMMV Pricing Model in Practice: Bernard De Meyer and Moussa Dabo
2019: Order patterns, their variation and change points in financial time series and Brownian motion: Christoph Bandt
2019: Adaptive-Aggressive Traders Don't Dominate: Daniel Snashall and Dave Cliff
2019: Quasi Maximum Likelihood Estimation of Non-Stationary Large Approximate Dynamic Factor Models: Matteo Barigozzi and Matteo Luciani
2019: A hybrid stochastic differential reinsurance and investment game with bounded memory: Yanfei Bai, Zhongbao Zhou, Helu Xiao, Rui Gao and Feimin Zhong
2019: Pricing Mechanism for Resource Sustainability in Competitive Online Learning Multi-Agent Systems: Ezra Tampubolon and Holger Boche
2019: Entropic Dynamic Time Warping Kernels for Co-evolving Financial Time Series Analysis: Lu Bai, Lixin Cui, Lixiang Xu, Yue Wang, Zhihong Zhang and Edwin R. Hancock
2019: Multi-Stage Compound Real Options Valuation in Residential PV-Battery Investment: Yiju Ma, Kevin Swandi, Archie Chapman and Gregor Verbic
2019: Beating the House: Identifying Inefficiencies in Sports Betting Markets: Sathya Ramesh, Ragib Mostofa, Marco Bornstein and John Dobelman
2019: Nonhedgeable risk and Credit Risk Pricing: Juan Dong, Lyudmila Korobenko and Deniz Sezer
2019: A multilevel analysis to systemic exposure: insights from local and system-wide information: Y\'erali Gandica, Sophie B\'ereau and Jean-Yves Gnabo
2019: Healthy... Distress... Default: Zura Kakushadze
2019: Forecasting under Long Memory and Nonstationarity: Uwe Hassler and Marc-Oliver Pohle
2019: Optimal implementation delay of taxation with trade-off for L\'{e}vy risk Processes: Wenyuan Wang, Xueyuan Wu and Cheng Chi
2019: Currency Based on Time Standard: Tomas Kala
2019: Asymptotic Theory of $L$-Statistics and Integrable Empirical Processes: Tetsuya Kaji
2019: Residual Switching Network for Portfolio Optimization: Jifei Wang and Lingjing Wang
2019: Multivariate Forecasting Evaluation: On Sensitive and Strictly Proper Scoring Rules: Florian Ziel and Kevin Berk
2019: Weighted Monte Carlo with least squares and randomized extended Kaczmarz for option pricing: Damir Filipovi\'c, Kathrin Glau, Yuji Nakatsukasa and Francesco Statti
2019: Measuring the Completeness of Theories: Drew Fudenberg, Jon Kleinberg, Annie Liang and Sendhil Mullainathan
2019: Fundamental Analysis in China: An Empirical Study of the Relationship between Financial Ratios and Stock Prices: Lijuan Ma, Marcel Ausloos, Christophe Schinckus and H. L. Felicia Chong
2019: The Cobb-Douglas production function revisited: Roman G. Smirnov and Kunpeng Wang
2019: Precisamos de uma Contabilidade Ambiental para as "Amaz\^onias" Paraense?: Ailton Castro Pinheiro
2019: Optimal Dynamic Futures Portfolio in a Regime-Switching Market Framework: Tim Leung and Yang Zhou
2019: Inversion of Convex Ordering: Local Volatility Does Not Maximize the Price of VIX Futures: Beatrice Acciaio and Julien Guyon
2019: Networks of monetary flow at native resolution: Carolina Mattsson
2019: Portfolio Cuts: A Graph-Theoretic Framework to Diversification: Bruno Scalzo Dees, Ljubisa Stankovic, Anthony G. Constantinides and Danilo P. Mandic
2019: Systematic Asset Allocation using Flexible Views for South African Markets: Ann Sebastian and Tim Gebbie
2019: sPortfolio: Stratified Visual Analysis of Stock Portfolios: Xuanwu Yue, Jiaxin Bai, Qinhan Liu, Yiyang Tang, Abishek Puri, Ke Li and Huamin Qu
2019: Stock price formation: useful insights from a multi-agent reinforcement learning model: J. Lussange, Sacha Bourgeois-Gironde, S. Palminteri and B. Gutkin
2019: Incorporating Fine-grained Events in Stock Movement Prediction: Deli Chen, Yanyan Zou, Keiko Harimoto, Ruihan Bao, Xuancheng Ren and Xu Sun
2019: Optimal Trading of a Basket of Futures Contracts: Bahman Angoshtari and Tim Leung
2019: Predicting Auction Price of Vehicle License Plate with Deep Residual Learning: Vinci Chow
2019: On Existence of Equilibrium Under Social Coalition Structures: Bugra Caskurlu, Özgün Ekici and Fatih Erdem Kizilkaya
2019: Risk as Challenge: A Dual System Stochastic Model for Binary Choice Behavior: Samuel Shye and Ido Haber
2019: Transboundary Pollution Externalities: Think Globally, Act Locally?: Davide La Torre, Danilo Liuzzi and Simone Marsiglio
2019: Representing All Stable Matchings by Walking a Maximal Chain: Linda Cai and Clayton Thomas
2019: Robust Monopoly Regulation: Yingni Guo and Eran Shmaya
2019: Averaging estimation for instrumental variables quantile regression: Xin Liu
2019: Taxation and Social Justice: Boyan Durankev
2019: The Disparate Equilibria of Algorithmic Decision Making when Individuals Invest Rationally: Lydia T. Liu, Ashia Wilson, Nika Haghtalab, Adam Tauman Kalai, Christian Borgs and Jennifer Chayes
2019: Identification and Estimation of SVARMA models with Independent and Non-Gaussian Inputs: Bernd Funovits
2019: The Impacts of the Alaska Permanent Fund Dividend on High School Status Completion Rates: Mattathias Lerner
2019: The Numerical Simulation of Quanto Option Prices Using Bayesian Statistical Methods: Lisha Lin, Yaqiong Li, Rui Gao and Jianhong Wu
2019: Distributionally Robust XVA via Wasserstein Distance Part 2: Wrong Way Funding Risk: Derek Singh and Shuzhong Zhang
2019: Quantifying Life Insurance Risk using Least-Squares Monte Carlo: Claus Baumgart, Johannes Krebs, Robert Lempertseder and Oliver Pfaffel
2019: Most productive scale size of China's regional R&D value chain: A mixed structure network: Saeed Assani, Jianlin Jiang, Ahmad Assani and Feng Yang
2019: Art Pricing with Computer Graphic Techniques: Lan Ju, Zhiyong Tu and Changyong Xue
2019: Creating a unique mobile financial services framework for Myanmar: A Review: Dr Ma Nang Laik and Chester Mark Hong Wei
2019: On the feasibility of parsimonious variable selection for Hotelling's $T^2$-test: Michael D. Perlman
2019: Estimating and decomposing most productive scale size in parallel DEA networks with shared inputs: A case of China's Five-Year Plans: Saeed Assani, Jianlin Jiang, Ahmad Assani and Feng Yang
2019: Optimal Control of Prevention and Treatment in a Basic Macroeconomic-Epidemiological Model: Davide La Torre, Tufail Malik and Simone Marsiglio
2019: Application of Machine Learning in Forecasting International Trade Trends: Feras Batarseh, Munisamy Gopinath, Ganesh Nalluru and Jayson Beckman
2019: Boosting High Dimensional Predictive Regressions with Time Varying Parameters: Kashif Yousuf and Serena Ng
2019: Do speed bumps curb low-latency trading? Evidence from a laboratory market: Mariana Khapko and Marius Zoican
2019: A bank salvage model by impulse stochastic controls: Francesco Cordoni, Luca Di Persio and Yilun Jiang
2019: A 2-Dimensional Functional Central Limit Theorem for Non-stationary Dependent Random Fields: Michael C. Tseng
2019: A theorem of Kalman and minimal state-space realization of Vector Autoregressive Models: Du Nguyen
2019: Predicting popularity of EV charging infrastructure from GIS data: Milan Straka, Pasquale De Falco, Gabriella Ferruzzi, Daniela Proto, Gijs van der Poel, Shahab Khormali and \v{L}ubo\v{s} Buzna
2019: Hierarchical PCA and Applications to Portfolio Management: Marco Avellaneda
2019: A Robust Transferable Deep Learning Framework for Cross-sectional Investment Strategy: Kei Nakagawa, Masaya Abe and Junpei Komiyama
2019: Optimal Convergence Trading with Unobservable Pricing Errors: S\"uhan Altay, Katia Colaneri and Zehra Eksi
2019: Capturing the power options smile by an additive two-factor model for overlapping futures prices: Marco Piccirilli, Maren Diane Schmeck and Tiziano Vargiolu
2019: An introduction to flexible methods for policy evaluation: Martin Huber
2019: On the Concavity of Expected Shortfall: Mikhail Tselishchev
2019: Usage-Based Vehicle Insurance: Driving Style Factors of Accident Probability and Severity: Konstantin Korishchenko, Ivan Stankevich, Nikolay Pilnik and Daria Petrova
2019: Libra: Fair Order-Matching for Electronic Financial Exchanges: Vasilios Mavroudis and Hayden Melton
2019: Isogeometric analysis in option pricing: Jan Posp\'i\v{s}il and Vladim\'ir \v{S}v\'igler
2019: Partial Uncertainty and Applications to Risk-Averse Valuation: Anastasis Kratsios
2019: Towards Federated Graph Learning for Collaborative Financial Crimes Detection: Toyotaro Suzumura, Yi Zhou, Natahalie Baracaldo, Guangnan Ye, Keith Houck, Ryo Kawahara, Ali Anwar, Lucia Larise Stavarache, Yuji Watanabe, Pablo Loyola, Daniel Klyashtorny, Heiko Ludwig and Kumar Bhaskaran
2019: Data Smashing 2.0: Sequence Likelihood (SL) Divergence For Fast Time Series Comparison: Yi Huang and Ishanu Chattopadhyay
2019: Option pricing under normal dynamics with stochastic volatility: Matta Uma Maheswara Reddy
2019: Stock market microstructure inference via multi-agent reinforcement learning: J. Lussange, I. Lazarevich, Sacha Bourgeois-Gironde, S. Palminteri and B. Gutkin
2019: Mortality rate forecasting: can recurrent neural networks beat the Lee-Carter model?: G\'abor Petneh\'azi and J\'ozsef G\'all
2019: Direct and Indirect Effects based on Changes-in-Changes: Martin Huber, Mark Schelker and Anthony Strittmatter
2019: Estimating the volatility of Bitcoin using GARCH models: Samuel Gyamerah
2019: Predicting Consumer Default: A Deep Learning Approach: Stefania Albanesi and Domonkos F. Vamossy
2019: Obvious Manipulations in Cake-Cutting: Josue Ortega and Erel Segal-Halevi
2019: Discovery of Bias and Strategic Behavior in Crowdsourced Performance Assessment: Yifei Huang, Matt Shum, Xi Wu and Jason Zezhong Xiao
2019: Multi-Level Order-Flow Imbalance in a Limit Order Book: Ke Xu, Martin D. Gould and Sam D. Howison
2019: Elicitability and Identifiability of Systemic Risk Measures: Tobias Fissler, Jana Hlavinov\'a and Birgit Rudloff
2019: Near-Optimal Dynamic Asset Allocation in Financial Markets with Trading Constraints: Thijs Kamma and Antoon Pelsser
2019: Dual representations for systemic risk measures based on acceptance sets: Maria Arduca, Pablo Koch-Medina and Cosimo Munari
2019: Detecting correlations and triangular arbitrage opportunities in the Forex by means of multifractal detrended cross-correlations analysis: Robert G\k{e}barowski, Pawe{\l} O\'swi\k{e}cimka, Marcin W\k{a}torek and Stanis{\l}aw Dro\.zd\.z
2019: Cross-sectional Learning of Extremal Dependence among Financial Assets: Xing Yan, Qi Wu and Wen Zhang
2019: Credit Scoring by Incorporating Dynamic Networked Information: Yibei Li, Ximei Wang, Boualem Djehiche and Xiaoming Hu
2019: On the Kolkata index as a measure of income inequality: Suchismita Banerjee, Bikas K. Chakrabarti, Manipushpak Mitra and Suresh Mutuswami
2019: Conditions for stable equilibrium in Cournot duopoly models with tax evasion and time delay: Raul Villafuerte-Segura, Eduardo Alvarado-Santos and Benjamin A. Itza-Ortiz
2019: Estimation of high-dimensional factor models and its application in power data analysis: Xin Shi and Robert Qiu
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2019: No-arbitrage with multiple-priors in discrete time: Romain Blanchard and Laurence Carassus
2019: Asymptotic Behavior of Bayesian Learners with Misspecified Models: Ignacio Esponda, Demian Pouzo and Yuichi Yamamoto
2019: A memory-based method to select the number of relevant components in Principal Component Analysis: Anshul Verma, Pierpaolo Vivo and Tiziana Di Matteo
2019: Blindfolded monkeys or financial analysts: who is worth your money? New evidence on informational inefficiencies in the U.S. stock market: Giuseppe Pernagallo and Benedetto Torrisi
2019: A lending scheme for a system of interconnected banks with probabilistic constraints of failure: Francesco Cordoni, Luca Di Persio and Luca Prezioso
2019: Gaussian Process Regression for Derivative Portfolio Modeling and Application to CVA Computations: St\'ephane Cr\'epey and Matthew Dixon
2019: Conditional Optimal Stopping: A Time-Inconsistent Optimization: Marcel Nutz and Yuchong Zhang
2019: On Positive Solutions of a Delay Equation Arising When Trading in Financial Markets: Chung-Han Hsieh, B. Ross Barmish and John A. Gubner
2019: Portfolio Optimization for Cointelated Pairs: SDEs vs. Machine Learning: Babak Mahdavi-Damghani, Konul Mustafayeva, Stephen Roberts and Cristin Buescu
2019: Uniqueness for contagious McKean--Vlasov systems in the weak feedback regime: Sean Ledger and Andreas Sojmark
2019: Option Pricing in a Regime Switching Jump Diffusion Model: Anindya Goswami, Omkar Manjarekar and Anjana R
2019: Portfolio Theory, Information Theory and Tsallis Statistics: Marco A. S. Trindade, Sergio Floquet and Lourival M. S. Filho
2019: The equivalence of two tax processes: Dalal Al Ghanim, Ronnie Loeffen and Alex Watson
2019: Causal Tree Estimation of Heterogeneous Household Response to Time-Of-Use Electricity Pricing Schemes: Eoghan O'Neill and Melvyn Weeks
2019: Integrating electricity markets: Impacts of increasing trade on prices and emissions in the western United States: Steven Dahlke
2019: Change of Measure in the Heston Model given a violated Feller Condition: Sascha Desmettre
2019: Characteristic-Sorted Portfolios: Estimation and Inference: Matias Cattaneo, Richard Crump, Max Farrell and Ernst Schaumburg
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2019: On the Identifying Content of Instrument Monotonicity: Vishal Kamat
2019: Proxyeconomics, the inevitable corruption of proxy-based competition: Oliver Braganza
2019: A nonparametric copula approach to conditional Value-at-Risk: Gery Geenens and Richard Dunn
2019: Pathwise superhedging on prediction sets: Daniel Bartl, Michael Kupper and Ariel Neufeld
2019: Semiparametric Estimation of Structural Functions in Nonseparable Triangular Models: Victor Chernozhukov, Iv\'an Fern\'andez-Val, Whitney Newey, Sami Stouli and Francis Vella
2019: Inference for Impulse Responses under Model Uncertainty: Lenard Lieb and Stephan Smeekes
2019: Consistent Approval-Based Multi-Winner Rules: Martin Lackner and Piotr Skowron
2019: Predicting Auction Price of Vehicle License Plate with Deep Recurrent Neural Network: Vinci Chow
2019: A New Set of Financial Instruments: Abootaleb Shirvani, Stoyan V. Stoyanov, Svetlozar T. Rachev and Frank Fabozzi
2019: Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk: Alexandre Belloni, Mingli Chen and Victor Chernozhukov
2019: Detecting a Structural Change in Functional Time Series Using Local Wilcoxon Statistic: Daniel Kosiorowski, Jerzy P. Rydlewski and Malgorzata Snarska
2019: Nonlinear Factor Models for Network and Panel Data: Mingli Chen, Iv\'an Fern\'andez-Val and Martin Weidner
2019: A Classification Framework for Stablecoin Designs: Amani Moin, Emin G\"un Sirer and Kevin Sekniqi
2019: The Possible Effects of Personal Income Tax and Value Added Tax on Consumer Behaviors: Ahmet Ak and Oner Gumus
2019: Not so Particular about Calibration: Smile Problem Resolved: Aitor Muguruza
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2019: Monotonicity-Constrained Nonparametric Estimation and Inference for First-Price Auctions: Jun Ma, Vadim Marmer, Artyom Shneyerov and Pai Xu
2019: A Cloud-Native Globally Distributed Financial Exchange Simulator for Studying Real-World Trading-Latency Issues at Planetary Scale: Bradley Miles and Dave Cliff
2019: Decision Models for Workforce and Technology Planning in Services: Gang Li, Joy M. Field, Hongxun Jiang, Tian He and Youming Pang
2019: Maximum Entropy Framework for a Universal Rank Order distribution with Socio-economic Applications: Abhik Ghosh, Preety Shreya and Banasri Basu
2019: Artificial Intelligence BlockCloud (AIBC) Technical Whitepaper: Qi Deng
2019: Explaining Agent-Based Financial Market Simulation: David Byrd
2019: A Statistical Field Approach to Capital Accumulation: Pierre Gosselin, Aïleen Lotz and Marc Wambst
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2019: Deep Neural Network Framework Based on Backward Stochastic Differential Equations for Pricing and Hedging American Options in High Dimensions: Yangang Chen and Justin W. L. Wan
2019: A New Approach to Fair Distribution of Welfare: Moshe Babaioff and Uriel Feige
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2019: Scalable Fair Division for 'At Most One' Preferences: Christian Kroer and Alexander Peysakhovich
2019: WATTNet: Learning to Trade FX via Hierarchical Spatio-Temporal Representation of Highly Multivariate Time Series: Michael Poli, Jinkyoo Park and Ilija Ilievski
2019: Optimizing Execution Cost Using Stochastic Control: Akshay Bansal and Diganta Mukherjee
2019: Moment constrained optimal dividends: precommitment \& consistent planning: S\"oren Christensen and Kristoffer Lindensj\"o
2019: Structural Change Analysis of Active Cryptocurrency Market: C. Y. Tan, Y. B. Koh, K. H. Ng and K. H. Ng
2019: PAGAN: Portfolio Analysis with Generative Adversarial Networks: Giovanni Mariani, Yada Zhu, Jianbo Li, Florian Scheidegger, Roxana Istrate, Costas Bekas and A. Cristiano I. Malossi
2019: Machine Learning Optimization Algorithms & Portfolio Allocation: Sarah Perrin and Thierry Roncalli
2019: Consistent and Efficient Pricing of SPX and VIX Options under Multiscale Stochastic Volatility: Jaegi Jeon, Geonwoo Kim and Jeonggyu Huh
2019: Goodness-of-Fit Tests based on Series Estimators in Nonparametric Instrumental Regression: Christoph Breunig
2019: Specification Testing in Nonparametric Instrumental Quantile Regression: Christoph Breunig
2019: Using Machine Learning to Predict Realized Variance: Peter Carr, Liuren Wu and Zhibai Zhang
2019: What do adoption patterns of solar panels observed so far tell about governments' incentive? insight from diffusion models: Anita M. Bunea, Pietro Manfredi, Pompeo Della Posta and Mariangela Guidolin
2019: Reinforcement Learning for Portfolio Management: Angelos Filos
2019: Gradient Boost with Convolution Neural Network for Stock Forecast: Jialin Liu, Chih-Min Lin and Fei Chao
2019: CME Iceberg Order Detection and Prediction: Dmitry Zotikov and Anton Antonov
2019: Discerning Solution Concepts: Nail Kashaev and Bruno Salcedo
2019: How to design a derivatives market?: Bastien Baldacci, Paul Jusselin and Mathieu Rosenbaum
2019: Systemic Cascades On Inhomogeneous Random Financial Networks: T. R. Hurd
2019: Methods, Models, and the Evolution of Moral Psychology: Cailin O'Connor
2019: The Design and Operation of Rules of Origin in Greater Arab Free Trade Area: Challenges of Implementation and Reform: Bashar Malkawi and Mohammad I. El-Shafie
2019: The Effect of Oil Price on United Arab Emirates Goods Trade Deficit with the United States: Osama Sweidan and Bashar Malkawi
2019: To Detect Irregular Trade Behaviors In Stock Market By Using Graph Based Ranking Methods: Loc Tran and Linh Tran
2019: Legal Architecture and Design for Gulf Cooperation Council Economic Integration: Bashar H. Malkawi
2019: Generational political dynamics of retirement pensions systems: An agent based model: S\'ergio Bacelar and Luis Antunes
2019: Corruption Risk in Contracting Markets: A Network Science Perspective: Johannes Wachs, Mih\'aly Fazekas and J\'anos Kert\'esz
2019: Does the leverage effect affect the return distribution?: Dangxing Chen
2019: New Policy Design for Food Accessibility to the People in Need: Rahul Srinivas Sucharitha and Seokcheon Lee
2019: Informe-pais Brasil: Juan Gonzalez-Blanco
2019: Overconfidence and Prejudice: Paul Heidhues, Botond K\H{o}szegi and Philipp Strack
2019: Nonparametric Estimation of the Random Coefficients Model: An Elastic Net Approach: Florian Heiss, Stephan Hetzenecker and Maximilian Osterhaus
2019: An Empirical Study on Arrival Rates of Limit Orders and Order Cancellation Rates in Borsa Istanbul: Can Yilmaz Altinigne, Harun Ozkan, Veli Can Kupeli and Zehra Cataltepe
2019: Adjusted QMLE for the spatial autoregressive parameter: Federico Martellosio and Grant Hillier
2019: The value of knowing the market price of risk: Katia Colaneri, Stefano Herzel and Marco Nicolosi
2019: Arrow, Hausdorff, and Ambiguities in the Choice of Preferred States in Complex Systems: T. Erber and M. J. Frank
2019: An SFP--FCC Method for Pricing and Hedging Early-exercise Options under L\'evy Processes: Tat Lung and Chan
2019: EvaSylv: A user-friendly software to evaluate forestry scenarii including natural risk: Patrice Loisel, Guillerme Duvilli\'e, Denis Barbeau and Brigitte Charnomordic
2019: Optimal management of pumped hydroelectric production with state constrained optimal control: Athena Picarelli and Tiziano Vargiolu
2019: Statistical inference for statistical decisions: Charles Manski
2019: Personal Finance Decisions with Untruthful Advisors: an Agent-Based Model: Loretta Mastroeni, Maurizio Naldi and Pierluigi Vellucci
2019: Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models: Rick Bohte and Luca Rossini
2019: The Optimal Deterrence of Crime: A Focus on the Time Preference of DWI Offenders: Yuqing Wang and Yan Ru Pei
2019: Shallow Self-Learning for Reject Inference in Credit Scoring: Nikita Kozodoi, Panagiotis Katsas, Stefan Lessmann, Luis Moreira-Matias and Konstantinos Papakonstantinou
2019: Generalized Duality for Model-Free Superhedging given Marginals: Arash Fahim, Yu-Jui Huang and Saeed Khalili
2019: Pricing Reliability Options under different electricity prices' regimes: Luisa Andreis, Maria Flora, Fulvio Fontini and Tiziano Vargiolu
2019: A new concept of technology with systemic-purposeful perpsective: theory, examples and empirical application: Mario Coccia
2019: A Consistent LM Type Specification Test for Semiparametric Panel Data Models: Ivan Korolev
2019: The Emergence of Innovation Complexity at Different Geographical and Technological Scales: Emanuele Pugliese, Lorenzo Napolitano, Matteo Chinazzi and Guido Chiarotti
2019: Discrete choice prox-functions on the simplex: David M\"uller, Yurii Nesterov and Vladimir Shikhman
2019: Estimation and Applications of Quantile Regression for Binary Longitudinal Data: Mohammad Arshad Rahman and Angela Vossmeyer
2019: Robust Utility Maximization with Drift and Volatility Uncertainty: Kerem Ugurlu
2019: Validating Weak-form Market Efficiency in United States Stock Markets with Trend Deterministic Price Data and Machine Learning: Samuel Showalter and Jeffrey Gropp
2019: Bayesian Inference on Volatility in the Presence of Infinite Jump Activity and Microstructure Noise: Qi Wang, Jos\'e E. Figueroa-L\'opez and Todd Kuffner
2019: Linear Equilibria for Dynamic LQG Games with Asymmetric Information and Dependent Types: Nasimeh Heydaribeni and Achilleas Anastasopoulos
2019: Distorted stochastic dominance: a generalized family of stochastic orders: Tommaso Lando and Lucio Bertoli-Barsotti
2019: Regression to the Mean's Impact on the Synthetic Control Method: Bias and Sensitivity Analysis: Nicholas Illenberger, Dylan S. Small and Pamela A. Shaw
2019: Virtual Historical Simulation for estimating the conditional VaR of large portfolios: Christian Francq and Jean-Michel Zakoian
2019: Value adjustments and dynamic hedging of reinsurance counterparty risk: Claudia Ceci, Katia Colaneri, R\"diger Frey and Verena K\"ock
2019: Empirical investigation of state-of-the-art mean reversion strategies for equity markets: Seung-Hyun Moon, Yong-Hyuk Kim and Byung-Ro Moon
2019: Taxing dissent: The impact of a social media tax in Uganda: Levi Boxell and Zachary Steinert-Threlkeld
2019: Climate Policy under Spatial Heat Transport: Cooperative and Noncooperative Regional Outcomes: Yongyang Cai, William Brock, Anastasios Xepapadeas and Kenneth Judd
2019: Tehran Stock Exchange Prediction Using Sentiment Analysis of Online Textual Opinions: Arezoo Hatefi Ghahfarrokhi and Mehrnoush Shamsfard
2019: Education Projects for Sustainable Development: Evidence from Ural Federal University: Marina Volkova, Jol Stoffers and Dmitry Kochetkov
2019: Automatic Financial Trading Agent for Low-risk Portfolio Management using Deep Reinforcement Learning: Wonsup Shin, Seok-Jun Bu and Sung-Bae Cho
2019: Heterogeneous wealth distribution, round-trip trading and the emergence of volatility clustering in Speculation Game: Kei Katahira and Yu Chen
2019: Modelling Cooperation in a Dynamic Healthcare System: Zainab Alalawi, Yifeng Zeng, The Anh Han and Aiman Elragig
2019: Portfolio optimisation under rough Heston models: Benjamin James Duthie
2019: An extended Speculation Game for the recovery of Hurst exponent of financial time series: Kei Katahira and Yu Chen
2019: An arbitrage-free conic martingale model with application to credit risk: Cheikh Mbaye and Fr\'ed\'eric Vrins
2019: Machine Learning in Least-Squares Monte Carlo Proxy Modeling of Life Insurance Companies: Anne-Sophie Krah, Zoran Nikoli\'c and Ralf Korn
2019: Conditional survival probabilities under partial information: a recursive quantization approach with applications: Cheikh Mbaye, Abass Sagna and Frédéric Vrins
2019: Illiquid Financial Markets and Monetary Policy: Athanasios Geromichalos, Juan M. Licari and José Suárez-Lledó
2019: Stochastic perturbations and fisheries management: Patrice Loisel
2019: Are Bitcoins price predictable? Evidence from machine learning techniques using technical indicators: Samuel Gyamerah
2019: CO2 mitigation model for China's residential building sector: Minda Ma and Weiguang Cai
2019: Buy-Online-and-Pick-up-in-Store in Omnichannel Retailing: Yasuyuki Kusuda
2019: Portfolio liquidation under factor uncertainty: Ulrich Horst, Xiaonyu Xia and Chao Zhou
2019: A Relation between Short-Term and Long-Term Arbitrage: P. Liebrich
2019: Vector Autoregressive Moving Average Model with Scalar Moving Average: Du Nguyen
2019: Robust no arbitrage and the solvability of vector-valued utility maximization problems: Andreas H Hamel, Birgit Rudloff and Zhou Zhou
2019: Interdependency between the Stock Market and Financial News: EunJeong Hwang and Yong-Hyuk Kim
2019: Centrality-oriented Causality -- A Study of EU Agricultural Subsidies and Digital Developement in Poland: Kosiorowski Daniel and Jerzy P. Rydlewski
2019: Infinitely Stochastic Micro Forecasting: Mat\'u\v{s} Maciak, Ostap Okhrin and Michal Pe\v{s}ta
2019: Stochastic ordering of Gini indexes for multivariate elliptical random variables: Chuancun Yin
2019: Robust tests for ARCH in the presence of the misspecified conditional mean: A comparison of nonparametric approches: Daiki Maki and Yasushi Ota
2019: Electronic markets with multiple submodular buyers: Allan Borodin and Akash Rakheja
2019: Systemic Risk and Heterogeneous Mean Field Type Interbank Network: Li-Hsien Sun
2019: Markovian lifts of positive semidefinite affine Volterra type processes: Christa Cuchiero and Josef Teichmann
2019: Large Volatility Matrix Prediction with High-Frequency Data: Xinyu Song
2019: Lead-lag Relationships in Foreign Exchange Markets: Lasko Basnarkov, Viktor Stojkoski, Zoran Utkovski and Ljupco Kocarev
2019: Machine Learning on EPEX Order Books: Insights and Forecasts: Simon Schn\"urch and Andreas Wagner
2019: A Top-Down Approach for the Multiple Exercises and Valuation of Employee Stock Options: Tim Leung and Yang Zhou
2019: For Whom the Bell (Curve) Tolls: A to F, Trade Your Grade Based on the Net Present Value of Friendships with Financial Incentives: Ravi Kashyap
2019: Optimising portfolio diversification and dimensionality: Mathias Barkhagen, Brian Fleming, Sergio Garcia Quiles, Jacek Gondzio, Joerg Kalcsics, Jens Kroeske, Sotirios Sabanis and Arne Staal
2019: Autonomous Driving and Residential Location Preferences: Evidence from a Stated Choice Survey: Rico Krueger, Taha H. Rashidi and Vinayak V. Dixit
2019: mRSC: Multi-dimensional Robust Synthetic Control: Muhummad Amjad, Vishal Misra, Devavrat Shah and Dennis Shen
2019: Modelling election dynamics and the impact of disinformation: Dorje C Brody
2019: A Game Theoretic Setting of Capitation Versus Fee-For-Service Payment Systems: Allison Koenecke
2019: Best Portfolio Management Strategies For Synthetic and Real Assets: Jaros{\l}aw Gruszka and Janusz Szwabi\'nski
2019: Journal ranking should depend on the level of aggregation: L\'aszl\'o Csat\'o
2019: The Role of Strategic Load Participants in Two-Stage Settlement Electricity Markets: Pengcheng You, Dennice F. Gayme and Enrique Mallada
2019: Multimodal Deep Learning for Finance: Integrating and Forecasting International Stock Markets: Sang Il Lee and Seong Joon Yoo
2019: Deep Adaptive Input Normalization for Time Series Forecasting: Nikolaos Passalis, Anastasios Tefas, Juho Kanniainen, Moncef Gabbouj and Alexandros Iosifidis
2019: Multiscale Asymptotic Analysis for Portfolio Optimization under Stochastic Environment: Jean-Pierre Fouque and Ruimeng Hu
2019: Optimal Stopping and Utility in a Simple Model of Unemployment Insurance: Jason S. Anquandah and Leonid V. Bogachev
2019: Unified Bayesian Conditional Autoregressive Risk Measures using the Skew Exponential Power Distribution: Marco Bottone, Mauro Bernardi and Lea Petrella
2019: Multivariate risk measures in the non-convex setting: Andreas Haier and Ilya Molchanov
2019: May's Instability in Large Economies: Jos\'e Moran and Jean-Philippe Bouchaud
2019: Econometric modelling and forecasting of intraday electricity prices: Micha{\l} Narajewski and Florian Ziel
2019: How the network properties of shareholders vary with investor type and country: Qing Yao, Tim Evans and Kim Christensen
2019: Weak comonotonicity: Ruodu Wang and Ricardas Zitikis
2019: Survival investment strategies in a continuous-time market model with competition: Mikhail Zhitlukhin
2019: Deep Neural Networks for Choice Analysis: A Statistical Learning Theory Perspective: Shenhao Wang, Qingyi Wang, Nate Bailey and Jinhua Zhao
2019: Deep Neural Networks for Estimation and Inference: Max Farrell, Tengyuan Liang and Sanjog Misra
2019: On the quasi-sure superhedging duality with frictions: Erhan Bayraktar and Matteo Burzoni
2019: Identifying the Discount Factor in Dynamic Discrete Choice Models: Jaap H. Abbring and {\O}ystein Daljord
2019: Inference based on Kotlarski's Identity: Kengo Kato, Yuya Sasaki and Takuya Ura
2019: Voting power of political parties in the Senate of Chile during the whole binomial system period: 1990-2017: Fabi\'an Riquelme, Pablo Gonz\'alez-Cantergiani and Gabriel Godoy
2019: Quantile-Regression Inference With Adaptive Control of Size: Juan Carlos Escanciano and Chuan Goh
2019: Mean field systems on networks, with singular interaction through hitting times: Sergey Nadtochiy and Mykhaylo Shkolnikov
2019: Failure of Smooth Pasting Principle and Nonexistence of Equilibrium Stopping Rules under Time-Inconsistency: Ken Seng Tan, Wei Wei and Xun Yu Zhou
2019: Stochastic model specification in Markov switching vector error correction models: Niko Hauzenberger, Florian Huber, Michael Pfarrhofer and Thomas O. Z\"orner
2019: Orthogonal Random Forest for Causal Inference: Miruna Oprescu, Vasilis Syrgkanis and Zhiwei Steven Wu
2019: Multiple Treatments with Strategic Interaction: Jorge Balat and Sukjin Han
2019: Learning non-smooth models: instrumental variable quantile regressions and related problems: Yinchu Zhu
2019: DeepTriangle: A Deep Learning Approach to Loss Reserving: Kevin Kuo
2019: An Endogenous Mechanism of Business Cycles: Dimitri Kroujiline, Maxim Gusev, Dmitry Ushanov, Sergey V. Sharov and Boris Govorkov
2019: The nested structural organization of the worldwide trade multi-layer network: Luiz G. A. Alves, Giuseppe Mangioni, Isabella Cingolani, Francisco A. Rodrigues, Pietro Panzarasa and Yamir Moreno
2019: Censored Quantile Instrumental Variable Estimation with Stata: Victor Chernozhukov, Iv\'an Fern\'andez-Val, Sukjin Han and Amanda Kowalski
2019: Regression Based Expected Shortfall Backtesting: Sebastian Bayer and Timo Dimitriadis
2019: QLBS: Q-Learner in the Black-Scholes(-Merton) Worlds: Igor Halperin
2019: An adverse selection approach to power pricing: Cl\'emence Alasseur, Ivar Ekeland, Romuald Elie, Nicol\'as Hern\'andez Santib\'a\~nez and Dylan Possama\"i
2019: Characterization of Fully Coupled FBSDE in Terms of Portfolio Optimization: Samuel Drapeau, Peng Luo and Dewen Xiong
2019: Representation of I(1) and I(2) autoregressive Hilbertian processes: Brendan Beare and Won-Ki Seo
2019: Asset correlation estimation for inhomogeneous exposure pools: Christoph Wunderer
2019: The Industry Supply Function and the Long-Run Competitive Equilibrium with Heterogeneous Firms: Ignacio Esponda and Demian Pouzo
2019: Solving the Equity Risk Premium Puzzle and Inching Towards a Theory of Everything: Ravi Kashyap
2019: The Mittag-Leffler Fitting of the Phillips Curve: Tomas Skovranek
2019: Hong Kong -- Shanghai Connect / Hong Kong -- Beijing Disconnect (?): Scaling the Great Wall of Chinese Securities Trading Costs: Ravi Kashyap
2019: Approximate hedging with proportional transaction costs in stochastic volatility models with jumps: Thai Huu Nguyen and Serguei Pergamenschchikov
2019: Social learning equilibria: Elchanan Mossel, Manuel Mueller-Frank, Allan Sly and Omer Tamuz
2019: L1-Penalized Quantile Regression in High-Dimensional Sparse Models: Alexandre Belloni and Victor Chernozhukov
2019: Systemic Risk Clustering of China Internet Financial Based on t-SNE Machine Learning Algorithm: Chuanmin Mi, Xu Runjie and Lin Qingtong
2019: Rethinking travel behavior modeling representations through embeddings: Francisco C. Pereira
2019: The economics of minority language use: theory and empirical evidence for a language game model: Stefan Sperlich and Jose-Ramon Uriarte
2019: Culture and the disposition effect: Bastian Breitmayer, Tim Hasso and Matthias Pelster
2019: Stock Price Forecasting and Hypothesis Testing Using Neural Networks: Kerda Varaku
2019: A multi-scale symmetry analysis of uninterrupted trends returns of daily financial indices: C. M. Rodr\'iguez-Mart\'inez, H. F. Coronel-Brizio and A. R. Hern\'andez-Montoya
2019: Reinforcement Learning: Prediction, Control and Value Function Approximation: Haoqian Li and Thomas Lau
2019: Publish and Perish: Creative Destruction and Macroeconomic Theory: Jean-Bernard Chatelain and Kirsten Ralf
2019: Interaction of a Hydrogen Refueling Station Network for Heavy-Duty Vehicles and the Power System in Germany for 2050: Philipp Kluschke and Fabian Neumann
2019: Future competitive bioenergy technologies in the German heat sector: Findings from an economic optimization approach: Matthias Jordan, Volker Lenz, Markus Millinger, Katja Oehmichen and Daniela Thr\"an
2019: Christmas Jump in LIBOR: Vikenty Mikheev and Serge E. Miheev
2019: Optimal life-cycle consumption and investment decisions under age-dependent risk preferences: Andreas Lichtenstern, Pavel V. Shevchenko and Rudi Zagst
2019: Construction of Martingale Measure in the Hazard Process Model of Credit Risk: Marek Capi\'nski and Tomasz Zastawniak
2019: Spatial pattern and city size distribution: Tomoya Mori
2019: Industrial Concentration of the Brazilian Automobile Market and Positioning in the World Market: Zionam E. L. Rolim, Rafa\"el R. de Oliveira and H\'elio M. de Oliveira
2019: Expansion method for pricing foreign exchange options under stochastic volatility and interest rates: Kenji Nagami
2019: Sorting on the Used-Car Market After the Volkswagen Emission Scandal: Anthony Strittmatter and Michael Lechner
2019: Revenue Sharing in the Internet: A Moral Hazard Approach and a Net-neutrality Perspective: Fehmina Malik, Manjesh K. ~Hanawal, Yezekael Hayel and Jayakrishnan Nair
2019: The Ridge Path Estimator for Linear Instrumental Variables: Nandana Sengupta and Fallaw Sowell
2019: Dyadic Regression: Bryan Graham
2019: On deep calibration of (rough) stochastic volatility models: Christian Bayer, Blanka Horvath, Aitor Muguruza, Benjamin Stemper and Mehdi Tomas
2019: Government Expenditure on Research Plans and their Diversity: Ryosuke Ishii and Kuninori Nakagawa
2019: Nonparametric estimation of causal heterogeneity under high-dimensional confounding: Michael Zimmert and Michael Lechner
2019: Strategic Insider Trading Equilibrium with a Non-fiduciary Market Maker: Knut Aase and Bernt {\O}ksendal
2019: Heterogeneous Earnings Effects of the Job Corps by Gender Earnings: A Translated Quantile Approach: Anthony Strittmatter
2019: A nonlinear optimisation model for constructing minimal drawdown portfolios: C. A. Valle and John Beasley
2019: Equilibrium in Production Chains with Multiple Upstream Partners: Meng Yu and Junnan Zhang
2019: Outgroup Homogeneity Bias Causes Ingroup Favoritism: Marcel Montrey and Thomas R. Shultz
2019: Intra-day Equity Price Prediction using Deep Learning as a Measure of Market Efficiency: David Byrd and Tucker Hybinette Balch
2019: Quantum Algorithms for Portfolio Optimization: Iordanis Kerenidis, Anupam Prakash and D\'aniel Szil\'agyi
2019: A complex net of intertwined complements: Measuring interdimensional dependence among the poor: Felipe Del Canto M
2019: Relationship between optimal portfolios which can maximize and minimize the expected return: Takashi Shinzato
2019: Analyzing Commodity Futures Using Factor State-Space Models with Wishart Stochastic Volatility: Tore Kleppe, Roman Liesenfeld, Guilherme Moura and Atle Oglend
2019: Realistic versus Rational Secret Sharing: Yvo Desmedt and Arkadii Slinko
2019: Optimal Search Segmentation Mechanisms for Online Platform Markets: Zhenzhe Zheng and R. Srikant
2019: A lognormal type stochastic volatility model with quadratic drift: Peter Carr and Sander Willems
2019: Robonomics: The Study of Robot-Human Peer-to-Peer Financial Transactions and Agreements: Irvin Steve Cardenas and Jong-Hoon Kim
2019: The emergence of critical stocks in market crash: Shan Lu, Jichang Zhao and Huiwen Wang
2019: A Review of Changepoint Detection Models: Yixiao Li, Gloria Lin, Thomas Lau and Ruochen Zeng
2019: Explosion in the quasi-Gaussian HJM model: Dan Pirjol and Lingjiong Zhu
2019: Small-noise limit of the quasi-Gaussian log-normal HJM model: Dan Pirjol and Lingjiong Zhu
2019: ChainNet: Learning on Blockchain Graphs with Topological Features: Nazmiye Ceren Abay, Cuneyt Gurcan Akcora, Yulia R. Gel, Umar D. Islambekov, Murat Kantarcioglu, Yahui Tian and Bhavani Thuraisingham
2019: Expected utility operators and coinsurance problem: Irina Georgescu
2019: Enhancing the Demand for Labour survey by including skills from online job advertisements using model-assisted calibration: Maciej Ber\k{e}sewicz, Greta Bia{\l}kowska, Krzysztof Marcinkowski, Magdalena Ma\'slak, Piotr Opiela, Robert Pater and Katarzyna Zadroga
2019: Entropic Dynamics of Exchange Rates and Options: Mohammad Abedi and Daniel Bartolomeo
2019: Entropic Dynamics of Stocks and European Options: Mohammad Abedi and Daniel Bartolomeo
2019: A model of discrete choice based on reinforcement learning under short-term memory: Misha Perepelitsa
2019: Linear Stochastic Dividend Model: Sander Willems
2019: Testing the Drift-Diffusion Model: Drew Fudenberg, Whitney Newey, Philipp Strack and Tomasz Strzalecki
2019: Injectivity and the Law of Demand: Roy Allen
2019: Mean-variance hedging of unit linked life insurance contracts in a jump-diffusion model: Frank Bosserhoff and Mitja Stadje
2019: The inverted U-shaped effect of urban hotspots spatial compactness on urban economic growth: Weipan Xu, Haohui'Caron' Chen, Enrique Frias-Martinez, Manuel Cebrian and Xun Li
2019: Automation Impacts on China's Polarized Job Market: Haohui 'Caron' Chen, Xun Li, Morgan Frank, Xiaozhen Qin, Weipan Xu, Manuel Cebrian and Iyad Rahwan
2019: Why Finnish polytechnics reject top applicants: Kristian Koerselman
2019: Modelling Crypto Asset Price Dynamics, Optimal Crypto Portfolio, and Crypto Option Valuation: Yuan Hu, Svetlozar T. Rachev and Frank J. Fabozzi
2019: Risk-neutral option pricing under GARCH intensity model: Kyungsub Lee
2019: On rank estimators in increasing dimensions: Yanqin Fan, Fang Han, Wei Li and Xiao-Hua Zhou
2019: Nonparametric modeling cash flows of insurance company: Valery Baskakov, Nikolay Sheparnev and Evgeny Yanenko
2019: Dynamic Dependence Modeling in financial time series: Yali Dou, Haiyan Liu and Georgios Aivaliotis
2019: Performance of tail hedged portfolio with third moment variation swap: Kyungsub Lee and Byoung Ki Seo
2019: Modeling microstructure price dynamics with symmetric Hawkes and diffusion model using ultra-high-frequency stock data: Kyungsub Lee and Byoung Ki Seo
2019: Is being `Robust' beneficial?: A perspective from the Indian market: Mohammed Bilal Girach, Shashank Oberoi and Siddhartha P. Chakrabarty
2019: Third person enforcement in a prisoner's dilemma game: Tatsuhiro Shichijo
2019: Can robust optimization offer improved portfolio performance?: An empirical study of Indian market: Shashank Oberoi, Mohammed Bilal Girach and Siddhartha P. Chakrabarty
2019: Computational method for probability distribution on recursive relationships in financial applications: Jong Jun Park and Kyungsub Lee
2019: Forecasting U.S. Textile Comparative Advantage Using Autoregressive Integrated Moving Average Models and Time Series Outlier Analysis: Zahra Saki, Lori Rothenberg, Marguerite Moor, Ivan Kandilov and A. Blanton Godfrey
2019: The implied Sharpe ratio: Ankush Agarwal and Matthew Lorig
2019: A scalable verification solution for blockchains: Jason Teutsch and Christian Reitwie{\ss}ner
2019: Critical Decisions for Asset Allocation via Penalized Quantile Regression: Giovanni Bonaccolto
2019: Random walk model from the point of view of algorithmic trading: Oleh Danyliv, Bruce Bland and Alexandre Argenson
2019: Interactive coin offerings: Jason Teutsch, Vitalik Buterin and Christopher Brown
2019: Maximum Approximated Likelihood Estimation: Michael Griebel, Florian Heiss, Jens Oettershagen and Constantin Weiser
2019: Retrofitting a two-way peg between blockchains: Jason Teutsch, Michael Straka and Dan Boneh
2019: Stochastic integration with respect to arbitrary collections of continuous semimartingales and applications to Mathematical Finance: Constantinos Kardaras
2019: A Proposal for Multi-asset Generalised Variance Swaps: Subhojit Biswas and Diganta Mukherjee
2019: Privacy-Aware Distributed Mobility Choice Modelling over Blockchain: David Lopez and Bilal Farooq
2019: On the Compound Beta-Binomial Risk Model with Delayed Claims and Randomized Dividends: Aparna B. S and Neelesh S Upadhye
2019: Ordinal Tax To Sustain a Digital Economy: Nate Dwyer, Sandro Claudio Lera and Alex Sandy Pentland
2019: Latency and Liquidity Risk: \'Alvaro Cartea, Sebastian Jaimungal and Leandro S\'anchez-Betancourt
2019: Managing the Complexity of Processing Financial Data at Scale -- an Experience Report: Sebastian Frischbier, Mario Paic, Alexander Echler and Christian Roth
2019: Bootstrapping a stable computation token: Jason Teutsch, Sami M\"akel\"a and Surya Bakshi
2019: An instantaneous market volatility estimation: Oleh Danyliv and Bruce Bland
2019: Quantile-Frequency Analysis and Spectral Divergence Metrics for Diagnostic Checks of Time Series With Nonlinear Dynamics: Ta-Hsin Li
2019: Review of the Plan for Integrating Big Data Analytics Program for the Electronic Marketing System and Customer Relationship Management: A Case Study XYZ Institution: Idha Sudianto
2019: Risk-Control Strategies: Patrice Gaillardetz and Saeb Hachem
2019: Semiparametric Wavelet-based JPEG IV Estimator for endogenously truncated data: Nir Billfeld and Moshe Kim
2019: Linkages and systemic risk in the European insurance sector: Some new evidence based on dynamic spanning trees: Anna Denkowska and Stanisław Wanat
2019: Risk Management via Anomaly Circumvent: Mnemonic Deep Learning for Midterm Stock Prediction: Xinyi Li, Yinchuan Li, Xiao-Yang Liu and Christina Dan Wang
2019: calculation worst-case Value-at-Risk prediction using empirical data under model uncertainty: Wentao Hu
2019: A full and synthetic model for Asset-Liability Management in life insurance, and analysis of the SCR with the standard formula: Aur\'elien Alfonsi, Adel Cherchali and Jose Arturo Infante Acevedo
2019: Detection of Accounting Anomalies in the Latent Space using Adversarial Autoencoder Neural Networks: Marco Schreyer, Timur Sattarov, Christian Schulze, Bernd Reimer and Damian Borth
2019: Heterogeneous Endogenous Effects in Networks: Sida Peng
2019: Hiring in the substance use disorder treatment related sector during the first five years of Medicaid expansion: Olga Scrivner, Thuy Nguyen, Kosali Simon, Esm\'e Middaugh, Bledi Taska and Katy B\"orner
2019: Testing for time-varying properties under misspecified conditional mean and variance: Daiki Maki and Yasushi Ota
2019: Large scale continuous-time mean-variance portfolio allocation via reinforcement learning: Haoran Wang
2019: The Effect of Visual Design in Image Classification: Naftali Cohen, Tucker Balch and Manuela Veloso
2019: Online Rental Housing Market Representation and the Digital Reproduction of Urban Inequality: Geoff Boeing
2019: Optimal transport on large networks, a practitioner's guide: Arthur Charpentier, Alfred Galichon and Lucas Vernet
2019: Decomposition formula for rough Volterra stochastic volatility models: Raul Merino, Jan Posp\'i\v{s}il, Tom\'a\v{s} Sobotka, Tommi Sottinen and Josep Vives
2019: Learning from Others in the Financial Market: Matthias Feiler and Thibaut Ajdler
2019: lspartition: Partitioning-Based Least Squares Regression: Matias Cattaneo, Max Farrell and Yingjie Feng
2019: Smoothing quantile regressions: Marcelo Fernandes, Emmanuel Guerre and Eduardo Horta
2019: Hedging crop yields against weather uncertainties -- a weather derivative perspective: Samuel Gyamerah, Philip Ngare and Dennis Ikpe
2019: The role of pawnshops in risk coping in early twentieth-century Japan: Tatsuki Inoue
2019: Lasso under Multi-way Clustering: Estimation and Post-selection Inference: Harold Chiang and Yuya Sasaki
2019: Complex Network Construction of Internet Financial risk: Runjie Xu, Chuanmin Mi, Rafal Mierzwiak and Runyu Meng
2019: Nash Bargaining Over Margin Loans to Kelly Gamblers: Alexander Garivaltis
2019: ppmlhdfe: Fast Poisson Estimation with High-Dimensional Fixed Effects: Sergio Correia, Paulo Guimar\~aes and Thomas Zylkin
2019: Top performing stocks recommendation strategy for portfolio: Kartikay Gupta and Niladri Chatterjee
2019: Deep Learning Volatility: Blanka Horvath, Aitor Muguruza and Mehdi Tomas
2019: Semi-parametric dynamic contextual pricing: Virag Shah, Jose Blanchet and Ramesh Johari
2019: Multitask Learning Deep Neural Networks to Combine Revealed and Stated Preference Data: Shenhao Wang, Qingyi Wang and Jinhua Zhao
2019: Fast Training Algorithms for Deep Convolutional Fuzzy Systems with Application to Stock Index Prediction: Li-Xin Wang
2019: On the K\"ahler Geometry of Certain Optimal Transport Problems: Gabriel Khan and Jun Zhang
2019: Estimation of a Heterogeneous Demand Function with Berkson Errors: Richard Blundell, Joel Horowitz and Matthias Parey
2019: The Anatomy of a Cryptocurrency Pump-and-Dump Scheme: Jiahua Xu and Benjamin Livshits
2019: Accounting for Unobservable Heterogeneity in Cross Section Using Spatial First Differences: Hannah Druckenmiller and Solomon Hsiang
2019: Strong and Weak Equilibria for Time-Inconsistent Stochastic Control in Continuous Time: Yu-Jui Huang and Zhou Zhou
2019: Pricing American Options by Exercise Rate Optimization: Christian Bayer, Ra\'ul Tempone and S\"oren Wolfers
2019: Capital Regulation under Price Impacts and Dynamic Financial Contagion: Zachary Feinstein
2019: Implementing Convex Optimization in R: Two Econometric Examples: Zhan Gao and Zhentao Shi
2019: Shift-Share Designs: Theory and Inference: Rodrigo Ad\~ao, Michal Koles\'ar and Eduardo Morales
2019: Leave-out estimation of variance components: Patrick Kline, Raffaele Saggio and Mikkel S{\o}lvsten
2019: Stationarity and ergodicity of vector STAR models: Igor Kheifets and Pentti Saikkonen
2019: Analyzing order flows in limit order books with ratios of Cox-type intensities: Ioane Muni Toke and Nakahiro Yoshida
2019: Utility maximization with proportional transaction costs under model uncertainty: Shuoqing Deng, Xiaolu Tan and Xiang Yu
2019: Chain effects of clean water: The Mills-Reincke phenomenon in early twentieth-century Japan: Tatsuki Inoue and Kota Ogasawara
2019: Schooling Choice, Labour Market Matching, and Wages: Jacob Schwartz
2019: Gaussian Approximation of a Risk Model with Non-Stationary Hawkes Arrivals of Claims: Zailei Cheng and Youngsoo Seol
2019: Simultaneous Confidence Intervals for High-dimensional Linear Models with Many Endogenous Variables: Alexandre Belloni, Christian Hansen and Whitney Newey
2019: A Random Attention Model: Matias Cattaneo, Xinwei Ma, Yusufcan Masatlioglu and Elchin Suleymanov
2019: A Black--Scholes inequality: applications and generalisation: Michael R. Tehranchi
2019: Indirect Inference With(Out) Constraints: David T. Frazier and Eric Renault
2019: Comprehensive Time-Series Regression Models Using GRETL -- U.S. GDP and Government Consumption Expenditures & Gross Investment from 1980 to 2013: Juehui Shi
2019: Certifiably Pseudorandom Financial Derivatives: David Zuckerman
2019: AlphaStock: A Buying-Winners-and-Selling-Losers Investment Strategy using Interpretable Deep Reinforcement Attention Networks: Jingyuan Wang, Yang Zhang, Ke Tang, JunJie Wu and Zhang Xiong
2019: Anti-Money Laundering in Bitcoin: Experimenting with Graph Convolutional Networks for Financial Forensics: Mark Weber, Giacomo Domeniconi, Jie Chen, Daniel Karl I. Weidele, Claudio Bellei, Tom Robinson and Charles E. Leiserson
2019: The interest rate for saving as a possibilistic risk: Irina Georgescu and Jani Kinnunen
2019: Projection pursuit based generalized betas accounting for higher order co-moment effects in financial market analysis: Sven Serneels
2019: Testing for Externalities in Network Formation Using Simulation: Bryan Graham and Andrin Pelican
2019: Kernel Density Estimation for Undirected Dyadic Data: Bryan Graham, Fengshi Niu and James Powell
2019: Career Choice as an Extended Spatial Evolutionary Public Goods Game: Yuan Cheng, Yanbo Xue and Meng Chang
2019: Predicting credit default probabilities using machine learning techniques in the face of unequal class distributions: Anna Stelzer
2019: CVA and vulnerable options in stochastic volatility models: Elisa Alos, Fabio Antonelli, Alessandro Ramponi and Sergio Scarlatti
2019: Open shop scheduling games: Ata Atay, Pedro Calleja and Sergio Soteras
2019: A Comparison of First-Difference and Forward Orthogonal Deviations GMM: Robert Phillips
2019: A Simple Factoring Pricing Model: Ilaria Nava, Davide Cuccio, Lorenzo Giada and Claudio Nordio
2019: On the Solutions of the Lucas-Uzawa Model: Constantin Chilarescu
2019: A Production Function with Variable Elasticity of Factor Substitution: Constantin Chilarescu
2019: Closed form solutions of Lucas Uzawa model with externalities via partial Hamiltonian approach. Some Clarifications: Constantin Chilarescu
2019: Multiple Subordinated Modeling of Asset Returns: Abootaleb Shirvani, Svetlozar T. Rachev and Frank Fabozzi
2019: Killer Technologies: the destructive creation in the technical change: Mario Coccia
2019: Cities and space: Common power laws and spatial fractal structures: Tomoya Mori, Tony E. Smith and Wen-Tai Hsu
2019: A hybrid neural network model based on improved PSO and SA for bankruptcy prediction: Fatima Zahra Azayite and Said Achchab
2019: Taxable Stock Trading with Deep Reinforcement Learning: Shan Huang
2019: Marked Hawkes process modeling of price dynamics and volatility estimation: Kyungsub Lee and Byoung Ki Seo
2019: Investigating the effect of competitiveness power in estimating the average weighted price in electricity market: Naser Rostamni and Tarik A. Rashid
2019: SlideVaR: a risk measure with variable risk attitudes: Wentao Hu
2019: Market and Long Term Accounting Operational Performance: M. S. S. Rosa and Paulo Roberto Lustosa
2019: Recommendation Engine for Lower Interest Borrowing on Peer to Peer Lending (P2PL) Platform: Ke Ren and Avinash Malik
2019: Does the short-term boost of renewable energies guarantee their stable long-term growth? Assessment of the dynamics of feed-in tariff policy: Milad Mousavian H., Hamed Shakouri G., Alinaghi Mashayekhi and Aliyeh Kazemi
2019: Liquid Speed: On-Demand Fast Trading at Distributed Exchanges: Michael Brolley and Marius Zoican
2019: Evaluating the Effectiveness of Common Technical Trading Models: Joseph Attia
2019: Arrow's Theorem Through a Fixpoint Argument: Frank M. V. Feys and Helle Hvid Hansen
2019: Testing new property of elliptical model for stock returns distribution: Petr Koldanov
2019: Multivariate Modeling of Natural Gas Spot Trading Hubs Incorporating Futures Market Realized Volatility: Michael Weylandt, Yu Han and Katherine B. Ensor
2019: Optimal auctions for networked markets with externalities: Benjamin Heymann and Alejandro Jofr\'e
2019: Sustainable Business Models: A Review: Saeed Nosratabadi, Amir Mosavi, Shahaboddin Shamshirband, Edmundas Kazimieras Zavadskas, Andry Rakotonirainy and Kwok Wing Chau
2019: A note on Parisian ruin under a hybrid observation scheme: Mohamed Amine Lkabous
2019: Poissonian occupation times of spectrally negative L\'evy processes with applications: Mohamed Amine Lkabous
2019: Yield Uncertainty and Strategic Formation of Supply Chain Networks: Victor Amelkin and Rakesh Vohra
2019: Rebuttal of "On Nonparametric Identification of Treatment Effects in Duration Models": Jaap H. Abbring and Gerard van den Berg
2019: Option pricing in bilateral Gamma stock models: Uwe K\"uchler and Stefan Tappe
2019: Bilateral Gamma distributions and processes in financial mathematics: Uwe K\"uchler and Stefan Tappe
2019: Prosumage of solar electricity: tariff design, capacity investments, and power system effects: Claudia G\"unther, Wolf-Peter Schill and Alexander Zerrahn
2019: Semi-Parametric Hierarchical Bayes Estimates of New Yorkers' Willingness to Pay for Features of Shared Automated Vehicle Services: Rico Krueger, Taha H. Rashidi and Akshay Vij
2019: Mid-price Prediction Based on Machine Learning Methods with Technical and Quantitative Indicators: Adamantios Ntakaris, Juho Kanniainen, Moncef Gabbouj and Alexandros Iosifidis
2019: Generalized statistical arbitrage concepts and related gain strategies: Christian Rein, Ludger R\"uschendorf and Thorsten Schmidt
2019: X-model: further development and possible modifications: Sergei Kulakov
2019: On the simulation of the Hawkes process via Lambert-W functions: Martin Magris
2019: Consistent upper price bounds for exotic options given a finite number of call prices and their convergence: Nicole B\"auerle and Daniel Schmithals
2019: The Impact of Execution Delay on Kelly-Based Stock Trading: High-Frequency Versus Buy and Hold: Chung-Han Hsieh, B. Ross Barmish and John A. Gubner
2019: Modeling Morality: Walter Veit
2019: A Vine-copula extension for the HAR model: Martin Magris
2019: Stochastic Spread Pairs Trading in the Indian Commodity Market: Dhruv Mahajan and Abhijeet Chandra
2019: Powershare Mechanics: Beka Dalakishvili and Ana Mikatadze
2019: Formal verification of trading in financial markets: Suneel Sarswat and Abhishek Kr Singh
2019: Behavioural Macroeconomic Policy: New perspectives on time inconsistency: Michelle Baddeley
2019: Contract Design with Costly Convex Self-Control: Yusufcan Masatlioglu, Daisuke Nakajima and Emre Ozdenoren
2019: Testing for Unobserved Heterogeneity via k-means Clustering: Andrew Patton and Brian M. Weller
2019: Self Organizing Supply Chains for Micro-Prediction: Present and Future uses of the ROAR Protocol: Peter Cotton
2019: The cyclicality of loan loss provisions under three different accounting models: the United Kingdom, Spain, and Brazil: A. M. B. Araujo and Paulo Roberto Lustosa
2019: Confidence Collapse in a Multi-Household, Self-Reflexive DSGE Model: Federico Guglielmo Morelli, Michael Benzaquen, Marco Tarzia and Jean-Philippe Bouchaud
2019: Existence and Uniqueness of Solutions to the Stochastic Bellman Equation with Unbounded Shock: Juan Pablo Rinc\'on-Zapatero
2019: A model-free backward and forward nonlinear PDEs for implied volatility: Peter Carr, Andrey Itkin and Sasha Stoikov
2019: Pathways to Good Healthcare Services and Patient Satisfaction: An Evolutionary Game Theoretical Approach: Zainab Alalawi, The Anh Han, Yifeng Zeng and Aiman Elragig
2019: Nature of thermodynamics equation of state towards economics equation of state: Burin Gumjudpai and Yuthana Sethapramote
2019: Location and portfolio selection problems: A unified framework: Justo Puerto, Moises Rodr\'iguez-Madrena and Andrea Scozzari
2019: Information processing constraints in travel behaviour modelling: A generative learning approach: Melvin Wong and Bilal Farooq
2019: Audits as Evidence: Experiments, Ensembles, and Enforcement: Patrick Kline and Christopher Walters
2019: Confidentiality and linked data: Felix Ritchie and Jim Smith
2019: Necessary and sufficient condition for equilibrium of the Hotelling model: Satoshi Hayashi and Naoki Tsuge
2019: On the residues vectors of a rational class of complex functions. Application to autoregressive processes: Guillermo Daniel Scheidereiter and Omar Roberto Faure
2019: Singularities and Catastrophes in Economics: Historical Perspectives and Future Directions: Michael S. Harr\'e, Adam Harris and Scott McCallum
2019: Adaptive Pricing in Insurance: Generalized Linear Models and Gaussian Process Regression Approaches: Yuqing Zhang and Neil Walton
2019: Stochastic mortality models: An infinite dimensional approach: Stefan Tappe and Stefan Weber
2019: Exponential stock models driven by tempered stable processes: Uwe K\"uchler and Stefan Tappe
2019: Tempered stable distributions and processes: Uwe K\"uchler and Stefan Tappe
2019: Real-world forward rate dynamics with affine realizations: Eckhard Platen and Stefan Tappe
2019: A global economic policy uncertainty index from principal component analysis: Peng-Fei Dai, Xiong Xiong and Wei-Xing Zhou
2019: Mathematical Analysis of Dynamic Risk Default in Microfinance: Mohammed Kaicer and Abdelilah Kaddar
2019: Relationships between different Macroeconomic Variables using VECM: Saannidhya Rawat
2019: Nonlinear price dynamics of S&P 100 stocks: Gunduz Caginalp and Mark DeSantis
2019: Ordinal Imitative Dynamics: George Loginov
2019: A Class of Solvable Multidimensional Stopping Problems in the Presence of Knightian Uncertainty: Luis Alvarez and S\"oren Christensen
2019: The evolving liaisons between the transaction networks of Bitcoin and its price dynamics: Alexandre Bovet, Carlo Campajola, Francesco Mottes, Valerio Restocchi, Nicol\`o Vallarano, Tiziano Squartini and Claudio J. Tessone
2019: Existence of L\'evy term structure models: Damir Filipovi\'c and Stefan Tappe
2019: Artificial Intelligence Alter Egos: Who benefits from Robo-investing?: Catherine D'Hondt, Rudy De Winne, Eric Ghysels and Steve Raymond
2019: Improving Detection of Credit Card Fraudulent Transactions using Generative Adversarial Networks: Hung Ba
2019: An alternative approach on the existence of affine realizations for HJM term structure models: Stefan Tappe
2019: Dynamic Mean-Variance Portfolio Optimisation: Xiang Meng
2019: Financial Time Series Data Processing for Machine Learning: Fabrice Daniel
2019: Identification of short-term and long-term time scales in stock markets and effect of structural break: Ajit Mahata, Debi Prasad Bal and Md Nurujjaman
2019: Forecasting security's volatility using low-frequency historical data, high-frequency historical data and option-implied volatility: Huiling Yuan, Yong Zhou, Zhiyuan Zhang and Xiangyu Cui
2019: Learning Threshold-Type Investment Strategies with Stochastic Gradient Method: Zsolt Nika and Mikl\'os R\'asonyi
2019: Existence of affine realizations for L\'evy term structure models: Stefan Tappe
2019: Emergent inequality and endogenous dynamics in a simple behavioral macroeconomic model: Yuki M. Asano, Jakob J. Kolb, Jobst Heitzig and J. Farmer
2019: Machine learning and behavioral economics for personalized choice architecture: Emir Hrnjic and Nikodem Tomczak
2019: P2P Loan acceptance and default prediction with Artificial Intelligence: Jeremy D. Turiel and Tomaso Aste
2019: Election predictions are arbitrage-free: response to Taleb: Aubrey Clayton
2019: Compact embeddings for spaces of forward rate curves: Stefan Tappe
2019: Smart network based portfolios: Gian Paolo Clemente, Rosanna Grassi and Asmerilda Hitaj
2019: Comparative analysis of layered structures in empirical investor networks and cellphone communication networks: Peng Wang, Jun-Chao Ma, Zhi-Qiang Jiang, Wei-Xing Zhou and Didier Sornette
2019: Simulation smoothing for nowcasting with large mixed-frequency VARs: Sebastian Ankargren and Paulina Jon\'eus
2019: Improved Forecasting of Cryptocurrency Price using Social Signals: Maria Glenski, Tim Weninger and Svitlana Volkova
2019: Signatures of crypto-currency market decoupling from the Forex: Stanis{\l}aw Dro\.zd\.z, Ludovico Minati, Pawe{\l} O\'swi\k{e}cimka, Marek Stanuszek and Marcin W\k{a}torek
2019: Evaluating the Performance of Machine Learning Algorithms in Financial Market Forecasting: A Comprehensive Survey: Lukas Ryll and Sebastian Seidens
2019: ProPublica's COMPAS Data Revisited: Matias Barenstein
2019: The Network Effect in Credit Concentration Risk: Davide Cellai and Trevor Fitzpatrick
2019: Semi-Parametric Efficient Policy Learning with Continuous Actions: Mert Demirer, Vasilis Syrgkanis, Gregory Lewis and Victor Chernozhukov
2019: A Comment on "Estimating Dynamic Discrete Choice Models with Hyperbolic Discounting" by Hanming Fang and Yang Wang: Jaap H. Abbring and {\O}ystein Daljord
2019: The paradox of monotone structural QRE: Rodrigo Velez and Alexander Brown
2019: On the consistency of jump-diffusion dynamics for FX rates under inversion: Federico Graceffa, Damiano Brigo and Andrea Pallavicini
2019: Curriculum Learning in Deep Neural Networks for Financial Forecasting: Allison Koenecke and Amita Gajewar
2019: Heterogeneous Impact of the Minimum Wage: Implications for Changes in Between- and Within-group Inequality: Tatsushi Oka and Ken Yamada
2019: On occupation times in the red of L\'evy risk models: David Landriault, Bin Li and Mohamed Amine Lkabous
2019: Gaussian Process Regression for Pricing Variable Annuities with Stochastic Volatility and Interest Rate: Ludovic Gouden\`ege, Andrea Molent and Antonino Zanette
2019: A Bootstrap Test for the Existence of Moments for GARCH Processes: Alexander Heinemann
2019: Dynamic tail inference with log-Laplace volatility: Gordon V. Chavez
2019: Optimal execution with dynamic risk adjustment: Xue Cheng, Marina Di Giacinto and Tai-Ho Wang
2019: Modified Causal Forests for Estimating Heterogeneous Causal Effects: Michael Lechner
2019: Calibrating rough volatility models: a convolutional neural network approach: Henry Stone
2019: Static vs Adaptive Strategies for Optimal Execution with Signals: Claudio Bellani, Damiano Brigo, Alex Done and Eyal Neuman
2019: Generalized Dynamic Factor Models and Volatilities: Consistency, rates, and prediction intervals: Matteo Barigozzi and Marc Hallin
2019: Forecasting Time Series with VARMA Recursions on Graphs: Elvin Isufi, Andreas Loukas, Nathanael Perraudin and Geert Leus
2019: Non-exchangeability of copulas arising from shock models: Damjana Kokol Bukov\v{s}ek, Toma\v{z} Ko\v{s}ir, Bla\v{z} Moj\v{s}kerc and Matja\v{z} Omladi\v{c}
2019: Asymmetric linkages: maxmin vs. reflected maxmin copulas: Damjana Kokol Bukov\v{s}ek, Toma\v{z} Ko\v{s}ir, Bla\v{z} Moj\v{s}kerc and Matja\v{z} Omladi\v{c}
2019: Optimal stopping via reinforced regression: Denis Belomestny, John Schoenmakers, Vladimir Spokoiny and Bakhyt Zharkynbay
2019: The Evolution of Security Prices Is Not Stochastic but Governed by a Physicomathematical Law: Wally Tzara
2019: Introducing shrinkage in heavy-tailed state space models to predict equity excess returns: Florian Huber, Gregor Kastner and Michael Pfarrhofer
2019: Optimal investment for participating insurance contracts under VaR-Regulation: Thai Nguyen and Mitja Stadje
2019: Discrete dividend payments in continuous time: Jussi Keppo, Max Reppen and H. Mete Soner
2019: Dynkin games with Poisson random intervention times: Gechun Liang and Haodong Sun
2019: Analytical Validation Formulas for Best Estimate Calculation in Traditional Life Insurance: Simon Hochgerner and Florian Gach
2019: Polynomial Jump-Diffusion Models: Damir Filipovi\'c and Martin Larsson
2019: Tests for the weights of the global minimum variance portfolio in a high-dimensional setting: Taras Bodnar, Solomiia Dmytriv, Nestor Parolya and Wolfgang Schmid
2019: Estimation of Peer Effects in Endogenous Social Networks: Control Function Approach: Ida Johnsson and Hyungsik Moon
2019: Density of the set of probability measures with the martingale representation property: Dmitry Kramkov and Sergio Pulido
2019: On the existence of sure profits via flash strategies: Claudio Fontana, Markus Pelger and Eckhard Platen
2019: Indirect Inference with a Non-Smooth Criterion Function: David T. Frazier, Tatsushi Oka and Dan Zhu
2019: Model Misspecification in ABC: Consequences and Diagnostics: David T. Frazier, Christian P. Robert and Judith Rousseau
2019: Spectral backtests of forecast distributions with application to risk management: Michael Gordy and Alexander J. McNeil
2019: Oscillations in the Tsallis income distribution: Everton M. C. Abreu, Newton J. Moura, Abner D. Soares and Marcelo Ribeiro
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2019: Economic Neutral Position: How to best replicate not fully replicable liabilities: Andreas Kunz and Markus Popp
2019: Election Predictions as Martingales: An Arbitrage Approach: Nassim Nicholas Taleb
2019: Consistency of option prices under bid-ask spreads: Stefan Gerhold and I. Cetin G\"ul\"um
2019: Dual representations for systemic risk measures: \c{C}a\u{g}{\i}n Ararat and Birgit Rudloff
2019: Linear Credit Risk Models: Damien Ackerer and Damir Filipovi\'c
2019: The Perfect Marriage and Much More: Combining Dimension Reduction, Distance Measures and Covariance: Ravi Kashyap
2019: Securities Lending Strategies: Exclusive Valuations and Auction Bids: Ravi Kashyap
2019: A Tale of Two Consequences: Intended and Unintended Outcomes of the Japan TOPIX Tick Size Changes: Ravi Kashyap
2019: A Multifractal Analysis of Asian Foreign Exchange Markets: Gabjin Oh, Cheoljun Eom, Shlomo Havlin, Woo-Sung Jung, Fengzhong Wang, H. Eugene Stanley and Seunghwan Kim
2019: Special Drawing Rights in a New Decentralized Century: Andreas Veneris and Andreas Park
2019: Resolution of the St. Petersburg paradox using Von Mises axiom of randomness: Andrea Berdondini
2019: Optimistic Bull or Pessimistic Bear: Adaptive Deep Reinforcement Learning for Stock Portfolio Allocation: Xinyi Li, Yinchuan Li, Yuancheng Zhan and Xiao-Yang Liu
2019: Bounding Causes of Effects with Mediators: Philip Dawid, Macartan Humphreys and Monica Musio
2019: Affine realizations with affine state processes for stochastic partial differential equations: Stefan Tappe
2019: Existence of affine realizations for stochastic partial differential equations driven by L\'evy processes: Stefan Tappe
2019: Tracking VIX with VIX Futures: Portfolio Construction and Performance: Tim Leung and Brian Ward
2019: Detailed study of a moving average trading rule: Fernando F. Ferreira, A. Christian Silva and Ju-Yi Yen
2019: Time-changed \levy processes and option pricing: a critical comment: Hasan Fallahgoul and Kihun Nam
2019: Katugampola Generalized Conformal Derivative Approach to Inada Conditions and Solow-Swan Economic Growth Model: G. Fern\'andez-Anaya, L. A. Quezada-T\'ellez, B. Nu\~nez-Zavala and D. Brun-Battistini
2019: Dealing with Stochastic Volatility in Time Series Using the R Package stochvol: Gregor Kastner
2019: How to Evaluate Trading Strategies: Single Agent Market Replay or Multiple Agent Interactive Simulation?: Tucker Hybinette Balch, Mahmoud Mahfouz, Joshua Lockhart, Maria Hybinette and David Byrd
2019: Are cryptocurrency traders pioneers or just risk-seekers? Evidence from brokerage accounts: Matthias Pelster, Bastian Breitmayer and Tim Hasso
2019: A portfolio choice problem in the framework of expected utility operators: Irina Georgescu and Louis Aim\'e Fono
2019: The Hamiltonian approach to the problem of derivation of production functions in economic growth theory: Roman G. Smirnov and Kunpeng Wang
2019: Proxy expenditure weights for Consumer Price Index: Audit sampling inference for big data statistics: Li-Chun Zhang
2019: A Triptych Approach for Reverse Stress Testing of Complex Portfolios: Pascal Traccucci, Luc Dumontier, Guillaume Garchery and Benjamin Jacot
2019: Multi-Agent Deep Reinforcement Learning for Liquidation Strategy Analysis: Wenhang Bao and Xiao-yang Liu
2019: The Coevolution of Banks and Corporate Securities Markets: The Financing of Belgium's Industrial Take-Off in the 1830s: Stefano Ugolini
2019: Estimation of the size of informal employment based on administrative records with non-ignorable selection mechanism: Maciej Ber\k{e}sewicz and Dagmara Nikulin
2019: European Option Pricing of electricity under exponential functional of L\'evy processes with Price-Cap principle: Martin Kegnenlezom, Patrice Takam Soh, Antoine-Marie Bogso and Yves Emvudu Wono
2019: The Syntax of the Accounting Language: A First Step: Frederico Botafogo
2019: Forecasting the Remittances of the Overseas Filipino Workers in the Philippines: Merry Christ E. Manayaga and Roel F. Ceballos
2019: Dynamic time series clustering via volatility change-points: Nick Whiteley
2019: Against the Norm: Modeling Daily Stock Returns with the Laplace Distribution: David Toth and Bruce Jones
2019: A New Solution to Market Definition: An Approach Based on Multi-dimensional Substitutability Statistics: Yan Yang
2019: Semi-parametric Realized Nonlinear Conditional Autoregressive Expectile and Expected Shortfall: Chao Wang and Richard Gerlach
2019: Business Taxonomy Construction Using Concept-Level Hierarchical Clustering: Haodong Bai, Frank Z. Xing, Erik Cambria and Win-Bin Huang
2019: Single-crossing Implementation: Nathann Cohenn, Edith Elkind and Foram Lakhani
2019: A Model of the Optimal Selection of Crypto Assets: Silvia Bartolucci and Andrei Kirilenko
2019: Semi-tractability of optimal stopping problems via a weighted stochastic mesh algorithm: D. Belomestny, M. Kaledin and J. Schoenmakers
2019: Suboptimal Provision of Privacy and Statistical Accuracy When They are Public Goods: John Abowd, Ian Schmutte, William Sexton and Lars Vilhuber
2019: A bibliometric analysis of Bitcoin scientific production: Ignasi Merediz-Sol\`a and Aurelio Fernandez Bariviera
2019: Macroscopic theorem of the portfolio optimization problem with a risk-free asset: Ippei Suzuki and Takashi Shinzato
2019: CostMAP: An open-source software package for developing cost surfaces: Brendan Hoover, Richard S. Middleton and Sean Yaw
2019: On the probability of a causal inference is robust for internal validity: Tenglong Li and Kenneth A. Frank
2019: A network approach to cartel detection in public auction markets: Johannes Wachs and J\'anos Kert\'esz
2019: Investment Ranking Challenge: Identifying the best performing stocks based on their semi-annual returns: Shanka Subhra Mondal, Sharada Prasanna Mohanty, Benjamin Harlander, Mehmet Koseoglu, Lance Rane, Kirill Romanov, Wei-Kai Liu, Pranoot Hatwar, Marcel Salathe and Joe Byrum
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2019: The Age-Period-Cohort-Interaction Model for Describing and Investigating Inter-Cohort Deviations and Intra-Cohort Life-Course Dynamics: Liying Luo and James Hodges
2019: Predicting Patent Citations to measure Economic Impact of Scholarly Research: Abdul Rahman Shaikh and Hamed Alhoori
2019: From Local to Global: External Validity in a Fertility Natural Experiment: Rajeev Dehejia, Cristian Pop-Eleches and Cyrus Samii
2019: Multi-Likelihood Methods for Developing Stock Relationship Networks Using Financial Big Data: Xue Guo, Hu Zhang and Tianhai Tian
2019: The Impact of Ambiguity on the Optimal Exercise Timing of Integral Option Contracts: Luis Alvarez and S\"oren Christensen
2019: Decomposition formula for jump diffusion models: Raul Merino, Jan Posp\'i\v{s}il, Tom\'a\v{s} Sobotka and Josep Vives
2019: Shape Matters: Evidence from Machine Learning on Body Shape-Income Relationship: Suyong Song and Stephen S. Baek
2019: A Clark-Ocone type formula via Ito calculus and its application to finance: Takuji Arai and Ryoichi Suzuki
2019: Option Pricing via Multi-path Autoregressive Monte Carlo Approach: Wei-Cheng Chen and Wei-Ho Chung
2019: Long-run risk sensitive dyadic impulse control: Marcin Pitera and {\L}ukasz Stettner
2019: Variants of the Smith-Wilson method with a view towards applications: Thomas Viehmann
2019: Model Risk in Credit Risk: Roberto Fontana, Elisa Luciano and Patrizia Semeraro
2019: The winner takes it all -- How to win network globalization: Chengyuan Han, Dirk Witthaut, Marc Timme and Malte Schr\"oder
2019: An agent-based model for designing a financial market that works well: Takanobu Mizuta
2019: Information-theoretic measures for non-linear causality detection: application to social media sentiment and cryptocurrency prices: Z. Keskin and T. Aste
2019: Sparse Approximate Factor Estimation for High-Dimensional Covariance Matrices: Maurizio Daniele, Winfried Pohlmeier and Aygul Zagidullina
2019: Time scales in stock markets: Ajit Mahata and Md Nurujjaman
2019: From asymptotic properties of general point processes to the ranking of financial agents: Othmane Mounjid, Mathieu Rosenbaum and Pamela Saliba
2019: Neural Network Models for Stock Selection Based on Fundamental Analysis: Yuxuan Huang, Luiz Fernando Capretz and Danny Ho
2019: Nonparametric Identification and Estimation with Independent, Discrete Instruments: Isaac Loh
2019: The Case for Long-Only Agnostic Allocation Portfolios: Pierre-Alain Reigneron, Vincent Nguyen, Stefano Ciliberti, Philip Seager and Jean-Philippe Bouchaud
2019: Generalized Beta Prime Distribution: Stochastic Model of Economic Exchange and Properties of Inequality Indices: M. Dashti Moghaddam, Jeffrey Mills and R. A. Serota
2019: Towards Inverse Reinforcement Learning for Limit Order Book Dynamics: Jacobo Roa-Vicens, Cyrine Chtourou, Angelos Filos, Francisco Rullan, Yarin Gal and Ricardo Silva
2019: Regional economic convergence and spatial quantile regression: Alfredo Cartone, Geoffrey Hewings and Paolo Postiglione
2019: Bayesian Estimation of Economic Simulation Models using Neural Networks: Donovan Platt
2019: Extending Deep Learning Models for Limit Order Books to Quantile Regression: Zihao Zhang, Stefan Zohren and Stephen Roberts
2019: Likelihood Evaluation of Jump-Diffusion Models Using Deterministic Nonlinear Filters: Jean-Fran\c{c}ois B\'egin and Mathieu Boudreault
2019: A sensitivity analysis of the long-term expected utility of optimal portfolios: Hyungbin Park and Stephan Sturm
2019: Deep learning calibration of option pricing models: some pitfalls and solutions: Andrey Itkin
2019: The Effects of the Introduction of Bitcoin Futures on the Volatility of Bitcoin Returns: Wonse Kim, Junseok Lee and Kyungwon Kang
2019: An optimal transport problem with backward martingale constraints motivated by insider trading: Dmitry Kramkov and Yan Xu
2019: Clustering Degree-Corrected Stochastic Block Model with Outliers: Xin Qian, Yudong Chen and Andreea Minca
2019: Addictive Auctions: using lucky-draw and gambling addiction to increase participation during auctioning: Ravin Kumar
2019: The varying importance of extrinsic factors in the success of startup fundraising: competition at early-stage and networks at growth-stage: Clement Gastaud, Theophile Carniel and Jean-Michel Dalle
2019: A comparison principle between rough and non-rough Heston models - with applications to the volatility surface: Martin Keller-Ressel and Assad Majid
2019: Battling Antibiotic Resistance: Can Machine Learning Improve Prescribing?: Michael Allan Ribers and Hannes Ullrich
2019: The interplay between migrants and natives as a determinant of migrants' assimilation: A coevolutionary approach: Jakub Bielawski and Marcin Jakubek
2019: Funding Adjustments in Equity Linear Products: Stefania Gabrielli, Andrea Pallavicini and Stefano Scoleri
2019: The emerging sectoral diversity of startup ecosystems: Clement Gastaud, Theophile Carniel and Jean-Michel Dalle
2019: Implied and Realized Volatility: A Study of Distributions and the Distribution of Difference: M. Dashti Moghaddam, Jiong Liu and R. A. Serota
2019: Mapping the Sahelian Space: Olivier Walther and Denis Retaille
2019: Bayesian nonparametric graphical models for time-varying parameters VAR: Matteo Iacopini and Luca Rossini
2019: The temporal evolution of venture investment strategies in sector space: Theophile Carniel, Clement Gastaud and Jean-Michel Dalle
2019: Neural Learning of Online Consumer Credit Risk: Di Wang, Qi Wu and Wen Zhang
2019: Assessing Disparate Impacts of Personalized Interventions: Identifiability and Bounds: Nathan Kallus and Angela Zhou
2019: Trading in Complex Networks: Felipe M. Cardoso, Carlos Gracia-Lazaro, Frederic Moisan, Sanjeev Goyal, Angel Sanchez and Yamir Moreno
2019: Generalized Expected Discounted Penalty Function at General Drawdown for L\'{e}vy Risk Processes: Wenyuan Wang, Ping Chen and Shuanming Li
2019: Fair Pricing of Variable Annuities with Guarantees under the Benchmark Approach: Jin Sun, Kevin Fergusson, Eckhard Platen and Pavel V. Shevchenko
2019: Contagion in Bitcoin networks: C\'elestin Coquid\'e, Jos\'e Lages and Dima L. Shepelyansky
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2019: The Theory of Weak Revealed Preference: Victor Aguiar, Per Hjertstrand and Roberto Serrano
2019: nprobust: Nonparametric Kernel-Based Estimation and Robust Bias-Corrected Inference: Sebastian Calonico, Matias Cattaneo and Max Farrell
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2019: Revisiting Feller Diffusion: Derivation and Simulation: Ranjiva Munasinghe, Leslie Kanthan and Pathum Kossinna
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2019: Real-time Prediction of Bitcoin Bubble Crashes: Min Shu and Wei Zhu
2019: Detection of Chinese Stock Market Bubbles with LPPLS Confidence Indicator: Min Shu and Wei Zhu
2019: Diagnosis and Prediction of the 2015 Chinese Stock Market Bubble: Min Shu and Wei Zhu
2019: Machine Learning for Pricing American Options in High-Dimensional Markovian and non-Markovian models: Ludovic Gouden\`ege, Andrea Molent and Antonino Zanette
2019: Unconventional Exchange: Methods for Statistical Analysis of Virtual Goods: Oliver James Scholten, Peter Cowling, Kenneth A. Hawick and James Alfred Walker
2019: Interdependence of sectors of economic activities for world countries from the reduced Google matrix analysis of WTO data: C\'elestin Coquid\'e, Jos\'e Lages and Dima L. Shepelyansky
2019: Computing a Data Dividend: Eric Bax
2019: A Pyramid Scheme Model Based on "Consumption Rebate" Frauds: Yong Shi, Bo Li and Wen Long
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2019: Unravelling the forces underlying urban industrial agglomeration: Neave O'Clery, Samuel Heroy, Francois Hulot and Mariano Beguerisse-D\'iaz
2019: The fractional and mixed-fractional CEV model: Axel A. Araneda
2019: Nowcasting Recessions using the SVM Machine Learning Algorithm: Alexander James, Yaser S. Abu-Mostafa and Xiao Qiao
2019: Market fragmentation and market consolidation: Multiple steady states in systems of adaptive traders choosing where to trade: Aleksandra Alori\'c and Peter Sollich
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2019: Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017: Marcin W\k{a}torek, Stanis{\l}aw Dro\.zd\.z, Pawe{\l} O\'swi\c{e}cimka and Marek Stanuszek
2019: Change of Measure in Midcurve Pricing: K. E. Feldman
2019: Systemic risk measures with markets volatility: Fei Sun and Yijun Hu
2019: Using Column Generation to Solve Extensions to the Markowitz Model: Lorenz M. Roebers, Aras Selvi and Juan C. Vera
2019: Simple Local Polynomial Density Estimators: Matias Cattaneo, Michael Jansson and Xinwei Ma
2019: Long-run Consequences of Health Insurance Promotion When Mandates are Not Enforceable: Evidence from a Field Experiment in Ghana: Patrick Asuming, Hyuncheol Bryant Kim and Armand Sim
2019: Technical Analysis and Discrete False Discovery Rate: Evidence from MSCI Indices: Georgios Sermpinis, Arman Hassanniakalager, Charalampos Stasinakis and Ioannis Psaradellis
2019: Enhancing Stock Movement Prediction with Adversarial Training: Fuli Feng, Huimin Chen, Xiangnan He, Ji Ding, Maosong Sun and Tat-Seng Chua
2019: Forecasting financial crashes with quantum computing: Roman Orus, Samuel Mugel and Enrique Lizaso
2019: Fast Super-Paramagnetic Clustering: Lionel Yelibi and Tim Gebbie
2019: Empirical Survival Jensen-Shannon Divergence as a Goodness-of-Fit Measure for Maximum Likelihood Estimation and Curve Fitting: Mark Levene and Aleksejus Kononovicius
2019: Matching in Dynamic Imbalanced Markets: Itai Ashlagi, Afshin Nikzad and Philipp Strack
2019: On expansions for the Black-Scholes prices and hedge parameters: Jean-Philippe Aguilar
2019: Limit order books, diffusion approximations and reflected SPDEs: from microscopic to macroscopic models: Ben Hambly, Jasdeep Kalsi and James Newbury
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2019: Gaussian stochastic volatility models: Scaling regimes, large deviations, and moment explosions: Archil Gulisashvili
2019: Nash equilibrium for risk-averse investors in a market impact game with transient price impact: Xiangge Luo and Alexander Schied
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2019: Large Sample Properties of Partitioning-Based Series Estimators: Matias Cattaneo, Max Farrell and Yingjie Feng
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2019: Markov cubature rules for polynomial processes: Damir Filipovi\'c, Martin Larsson and Sergio Pulido
2019: Discrete-type approximations for non-Markovian optimal stopping problems: Part I: Dorival Le\~ao, Alberto Ohashi and Francesco Russo
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2019: Compressing Over-the-Counter Markets: Marco D'Errico and Tarik Roukny
2019: Skewed target range strategy for multiperiod portfolio optimization using a two-stage least squares Monte Carlo method: Rongju Zhang, Nicolas Langren\'e, Yu Tian, Zili Zhu, Fima Klebaner and Kais Hamza
2019: Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach: Rongju Zhang, Nicolas Langren\'e, Yu Tian, Zili Zhu, Fima Klebaner and Kais Hamza
2019: Optimal Liquidation under Partial Information with Price Impact: Katia Colaneri, Zehra Eksi, R\"udiger Frey and Michaela Sz\"olgyenyi
2019: Confidence Intervals for Projections of Partially Identified Parameters: Hiroaki Kaido, Francesca Molinari and Jörg Stoye
2019: The Long-Term Swap Rate and a General Analysis of Long-Term Interest Rates: Francesca Biagini, Alessandro Gnoatto and Maximilian H\"artel
2019: Analysis of multilevel Monte Carlo path simulation using the Milstein discretisation: Michael B. Giles, Kristian Debrabant and Andreas R\"o{\ss}ler
2019: Exponential utility with non-negative consumption: Roman Muraviev
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2019: Learned Sectors: A fundamentals-driven sector reclassification project: Rukmal Weerawarana, Yiyi Zhu and Yuzhen He
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2019: Sentiment-Driven Stochastic Volatility Model: A High-Frequency Textual Tool for Economists: Jozef Baruník, Cathy Yi-Hsuan Chen and Jan Vecer
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2019: Monetary Stabilization in Cryptocurrencies - Design Approaches and Open Questions: Ingolf G. A. Pernice, Sebastian Henningsen, Roman Proskalovich, Martin Florian, Hermann Elendner and Bj\"orn Scheuermann
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2019: Technological Learning and Innovation Gestation Lags at the Frontier of Science: from CERN Procurement to Patent: Andrea Bastianin, Paolo Castelnovo, Massimo Florio and Anna Giunta
2019: Cheating in Ranking Systems: Lihi Dery, Dror Hermel and Artyom Jelnov
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2019: Demand forecasting techniques for build-to-order lean manufacturing supply chains: Rodrigo Rivera-Castro, Ivan Nazarov, Yuke Xiang, Alexander Pletneev, Ivan Maksimov and Evgeny Burnaev
2019: Time Series Analysis and Forecasting of the US Housing Starts using Econometric and Machine Learning Model: Sudiksha Joshi
2019: Spectral risk measures and uncertainty: Mohammed Berkhouch, Ghizlane Lakhnati and Marcelo Righi
2019: Nestedness in complex networks: Observation, emergence, and implications: Manuel Sebastian Mariani, Zhuo-Ming Ren, Jordi Bascompte and Claudio Juan Tessone
2019: Convolutional Feature Extraction and Neural Arithmetic Logic Units for Stock Prediction: Shangeth Rajaa and Jajati Keshari Sahoo
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2019: Options to Receive Retirement Gratuity: Reason Machete
2019: Playing with ghosts in a Dynkin game: Tiziano De Angelis and Erik Ekstr\"om
2019: Improving Regression-based Event Study Analysis Using a Topological Machine-learning Method: Takashi Yamashita and Ryozo Miura
2019: Dynamic model of firms competitive interaction on the market with taxation: Oleg Malafeyev, Eduard Abramyan and Andrey Shulga
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2019: Inverting the Markovian projection, with an application to local stochastic volatility models: Daniel Lacker, Mykhaylo Shkolnikov and Jiacheng Zhang
2019: Computational Socioeconomics: Jian Gao, Yi-Cheng Zhang and Tao Zhou
2019: Analyzing Subjective Well-Being Data with Misclassification: Ekaterina Oparina and Sorawoot Srisuma
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2019: Reduced Form Capital Optimization: Yadong Li, Dimitri Offengenden and Jan Burgy
2019: Efficient computation of mean reverting portfolios using cyclical coordinate descent: Théophile Griveau-Billion and Ben Calderhead
2019: The connection between multiple prices of an Option at a given time with single prices defined at different times: The concept of weak-value in quantum finance: Ivan Arraut, Alan Au, Alan Ching-biu Tse and Carlos Segovia
2019: Approximation of Optimal Transport problems with marginal moments constraints: Aur\'elien Alfonsi, Rafa\"el Coyaud, Virginie Ehrlacher and Damiano Lombardi
2019: A Solvable Two-dimensional Optimal Stopping Problem in the Presence of Ambiguity: S\"oren Christensen and Luis Alvarez
2019: Avoiding Backtesting Overfitting by Covariance-Penalties: an empirical investigation of the ordinary and total least squares cases: Adriano Koshiyama and Nikan Firoozye
2019: Exogenous Rewards for Promoting Cooperation in Scale-Free Networks: Theodor Cimpeanu, The Anh Han and Francisco C. Santos
2019: Is Volatility Rough ?: Masaaki Fukasawa, Tetsuya Takabatake and Rebecca Westphal
2019: A Stock Selection Method Based on Earning Yield Forecast Using Sequence Prediction Models: Jessie Sun
2019: Impact is not just volatility: Fr\'ed\'eric Bucci, Iacopo Mastromatteo, Michael Benzaquen and Jean-Philippe Bouchaud
2019: Regression Discontinuity Design with Multiple Groups for Heterogeneous Causal Effect Estimation: Takayuki Toda, Ayako Wakano and Takahiro Hoshino
2019: ERRATUM: Stochastic evolution equations for large portfolios of stochastic volatility models: Ben Hambly and Nikolaos Kolliopoulos
2019: A Three-state Opinion Formation Model for Financial Markets: Bernardo J. Zubillaga, Andr\'e L. M. Vilela, Chao Wang, Kenric P. Nelson and H. Eugene Stanley
2019: Applications of a New Self-Financing Equation: Rene Carmona and Kevin Webster
2019: Identifying Present-Bias from the Timing of Choices: Paul Heidhues and Philipp Strack
2019: The Implications of Pricing on Social Learning: Itai Arieli, Moran Koren and Rann Smorodinsky
2019: Repo convexity: Paul McCloud
2019: Dependencies and systemic risk in the European insurance sector: Some new evidence based on copula-DCC-GARCH model and selected clustering methods: Anna Denkowska and Stanisław Wanat
2019: Relevant Stylized Facts About Bitcoin: Fluctuations, First Return Probability, and Natural Phenomena: C. R. da Cunha and R. da Silva
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2019: Economic Performance Through Time: A Dynamical Theory: Daniel Seligson and Anne McCants
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2019: Decision Making with Machine Learning and ROC Curves: Kai Feng, Han Hong, Ke Tang and Jingyuan Wang
2019: Where does active travel fit within local community narratives of mobility space and place?: Alec Biehl, Ying Chen, Karla Sanabria-Veaz, David Uttal and Amanda Stathopoulos
2019: Impact of Artificial Intelligence on Businesses: from Research, Innovation, Market Deployment to Future Shifts in Business Models: Neha Soni, Enakshi Khular Sharma, Narotam Singh and Amita Kapoor
2019: When abstinence increases prevalence: Sander Heinsalu
2019: Fundamental Theorem of Asset Pricing under fixed and proportional transaction costs: Martin Brown and Tomasz Zastawniak
2019: Non-standard inference for augmented double autoregressive models with null volatility coefficients: Feiyu Jiang, Dong Li and Ke Zhu
2019: Efficient Computation of Various Valuation Adjustments Under Local L\'evy Models: Anastasia Borovykh, Andrea Pascucci and Cornelis Oosterlee
2019: Evidence for Gross Domestic Product growth time delay dependence over Foreign Direct Investment. A time-lag dependent correlation study: Marcel Ausloos, Ali Eskandary, Parmjit Kaur and Gurjeet Dhesi
2019: Co-jumping of Treasury Yield Curve Rates: Jozef Baruník and Pavel Fiser
2019: PDE models for the valuation of a non callable defaultable coupon bond under an extended JDCEV model: M. C. Calvo-Garrido, S. Diop, Andrea Pascucci and C. V\'azquez
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2019: Sparsity Double Robust Inference of Average Treatment Effects: Jelena Bradic, Stefan Wager and Yinchu Zhu
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2019: Nonparametric pricing and hedging of exotic derivatives: Terry Lyons, Sina Nejad and Imanol Perez Arribas
2019: Data Analytics in Operations Management: A Review: Velibor V. Mi\v{s}i\'c and Georgia Perakis
2019: Determining the number of factors in a forecast model by a random matrix test: cryptocurrencies: Andr\'es Garc\'ia Medina and Graciela Gonz\'alez-Far\'ias
2019: Fast Calculation of Credit Exposures for Barrier and Bermudan options using Chebyshev interpolation: Kathrin Glau, Ricardo Pachon and Christian P\"otz
2019: A Factor-Augmented Markov Switching (FAMS) Model: Gregor Zens and Maximilian B\"ock
2019: Continuous-Time Mean-Variance Portfolio Selection: A Reinforcement Learning Framework: Haoran Wang and Xun Yu Zhou
2019: Limits to green growth and the dynamics of innovation: Salvador Pueyo
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2019: Forecasting the Impact of Connected and Automated Vehicles on Energy Use A Microeconomic Study of Induced Travel and Energy Rebound: Morteza Taiebat, Samuel Stolper and Ming Xu
2019: Real-Time Carbon Accounting Method for the European Electricity Markets: Bo Tranberg, Olivier Corradi, Bruno Lajoie, Thomas Gibon, Iain Staffell and Gorm Bruun Andresen
2019: Hedging and Pricing European-type, Early-Exercise and Discrete Barrier Options using Algorithm for the Convolution of Legendre Series: Tat Lung Chan and Nicholas Hale
2019: An Aspect of Optimal Regression Design for LSMC: Christian Wei{\ss} and Zoran Nikoli\'c
2019: Robust Inference Using Inverse Probability Weighting: Xinwei Ma and Jingshen Wang
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2019: Auction Theory Adaptations for Real Life Applications: Ravi Kashyap
2019: Portfolio Optimization in Fractional and Rough Heston Models: Nicole B\"auerle and Sascha Desmettre
2019: Exact Solutions for a GBM-type Stochastic Volatility Model having a Stationary Distribution: Alan Lewis
2019: Shapley-like values without symmetry: Jacob North Clark and Stephen Montgomery-Smith
2019: Transmission of Macroeconomic Shocks to Risk Parameters: Their uses in Stress Testing: Helder Rojas and David Dias
2019: Optimal Dynamic Basis Trading: Bahman Angoshtari and Tim Leung
2019: Continuous-time Duality for Super-replication with Transient Price Impact: Peter Bank and Yan Dolinsky
2019: Connecting Sharpe ratio and Student t-statistic, and beyond: Eric Benhamou
2019: "Quantum Equilibrium-Disequilibrium": Asset Price Dynamics, Symmetry Breaking, and Defaults as Dissipative Instantons: Igor Halperin and Matthew Dixon
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2019: Maximizing Welfare in Social Networks under a Utility Driven Influence Diffusion Model: Prithu Banerjee, Wei Chen and Laks V. S. Lakshmanan
2019: Mean-Variance Efficiency of Optimal Power and Logarithmic Utility Portfolios: Taras Bodnar, Dmytro Ivasiuk, Nestor Parolya and Wofgang Schmid
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2019: Dissection of Bitcoin's Multiscale Bubble History from January 2012 to February 2018: Jan-Christian Gerlach, Guilherme Demos and Didier Sornette
2019: An Optimal Dividend Problem with Capital Injections over a Finite Horizon: Giorgio Ferrari and Patrick Schuhmann
2019: New copulas based on general partitions-of-unity (part III) - the continuous case (extended version): Dietmar Pfeifer, Andreas M\"andle, Olena Ragulina and C\^ome Girschig
2019: Kernel Estimation for Panel Data with Heterogeneous Dynamics: Ryo Okui and Takahide Yanagi
2019: Assessing the effect of advertising expenditures upon sales: a Bayesian structural time series model: V\'ictor Gallego, Pablo Su\'arez-Garc\'ia, Pablo Angulo and David G\'omez-Ullate
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2019: Fractal Time Series Analysis of Social Network Activities: Lyudmyla Kirichenko, Vitalii Bulakh and Tamara Radivilova
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2019: Deep-learning based numerical BSDE method for barrier options: Bing Yu, Xiaojing Xing and Agus Sudjianto
2019: Understanding consumer demand for new transport technologies and services, and implications for the future of mobility: Akshay Vij
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2019: On the Co-movement of Crude, Gold Prices and Stock Index in Indian Market: Abhibasu Sen and Karabi Dutta Chaudhury
2019: Bitcoin Price Prediction: An ARIMA Approach: Amin Azari
2019: A Normative Dual-value Theory for Bitcoin and other Cryptocurrencies: Zhiyong Tu and Lan Ju
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2019: (Martingale) Optimal Transport And Anomaly Detection With Neural Networks: A Primal-dual Algorithm: Pierre Henry-Labordere
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2019: Does Better Governance Guarantee Less Corruption? Evidence of Loss in Effectiveness of the Rule of Law: Omar Guerrero and Gonzalo Casta\~neda
2019: Modelling transfer profits as externalities in a cooperative game-theoretic model of natural gas networks: D\'avid Csercsik, Franz Hubert, Balázs Sziklai and L\'aszl\'o \'A. K\'oczy
2019: A Review on Energy, Environmental, and Sustainability Implications of Connected and Automated Vehicles: Morteza Taiebat, Austin L. Brown, Hannah R. Safford, Shen Qu and Ming Xu
2019: RPS(1) Preferences: Misha Perepelitsa
2019: Decision-making and Fuzzy Temporal Logic: Jos\'e Cl\'audio do Nascimento
2019: The robust superreplication problem: a dynamic approach: Laurence Carassus, Jan Obloj and Johannes Wiesel
2019: Calculating CVaR and bPOE for Common Probability Distributions With Application to Portfolio Optimization and Density Estimation: Matthew Norton, Valentyn Khokhlov and Stan Uryasev
2019: An analysis of cryptocurrencies conditional cross correlations: Nektarios Aslanidis, Aurelio Fernandez Bariviera and Oscar Martinez-Iba\~nez
2019: Cryptoasset Factor Models: Zura Kakushadze
2019: Determination of the L\'evy Exponent in Asset Pricing Models: George Bouzianis and Lane Hughston
2019: Incentivising Participation in Liquid Democracy with Breadth-First Delegation: Grammateia Kotsialou and Luke Riley
2019: Decision-making in Livestock Biosecurity Practices amidst Environmental and Social Uncertainty: Evidence from an Experimental Game: Scott C. Merrill, Christopher J. Koliba, Susan M. Moegenburg, Asim Zia, Jason Parker, Timothy Sellnow, Serge Wiltshire, Gabriela Bucini, Caitlin Danehy and Julia M. Smith
2019: Revealed Stochastic Preference: A One-Paragraph Proof and Generalization: Jörg Stoye
2019: A Community Microgrid Architecture with an Internal Local Market: Bertrand Corn\'elusse, Iacopo Savelli, Simone Paoletti, Antonio Giannitrapani and Antonio Vicino
2019: Parameter Estimation of Heavy-Tailed AR Model with Missing Data via Stochastic EM: Junyan Liu, Sandeep Kumar and Daniel P. Palomar
2019: A New Nonparametric Estimate of the Risk-Neutral Density with Applications to Variance Swaps: Liyuan Jiang, Shuang Zhou, Keren Li, Fangfang Wang and Jie Yang
2019: Stochastic Deflator for an Economic Scenario Generator with Five Factors: Po-Keng Cheng and Frédéric Planchet
2019: Dynamic Advisor-Based Ensemble (dynABE): Case study in stock trend prediction of critical metal companies: Zhengyang Dong
2019: Complexity of Stability in Trading Networks: Tam\'as Fleiner, Zsuzsanna Jank\'o, Ildik\'o Schlotter and Alexander Teytelboym
2019: Total, asymmetric and frequency connectedness between oil and forex markets: Jozef Barun\'ik and Ev\v{z}en Ko\v{c}enda
2019: An extremal fractional Gaussian with a possible application to option-pricing with skew and smile: Alexander Jurisch
2019: Categorizing Variants of Goodhart's Law: David Manheim and Scott Garrabrant
2019: Almost Sure Uniqueness of a Global Minimum Without Convexity: Gregory Cox
2019: Multilevel nested simulation for efficient risk estimation: Michael B. Giles and Abdul-Lateef Haji-Ali
2019: Irreversible investment with fixed adjustment costs: a stochastic impulse control approach: Salvatore Federico, Mauro Rosestolato and Elisa Tacconi
2019: A threshold model for local volatility: evidence of leverage and mean reversion effects on historical data: Antoine Lejay and Paolo Pigato
2019: Listening to Chaotic Whispers: A Deep Learning Framework for News-oriented Stock Trend Prediction: Ziniu Hu, Weiqing Liu, Jiang Bian, Xuanzhe Liu and Tie-Yan Liu
2019: Portfolio Optimization and Model Predictive Control: A Kinetic Approach: Torsten Trimborn, Lorenzo Pareschi and Martin Frank
2019: Asymptotic properties of maximum likelihood estimator for the growth rate of a stable CIR process based on continuous time observations: Matyas Barczy, Mohamed Ben Alaya, Ahmed Kebaier and Gyula Pap
2019: A Mathematical Analysis of Technical Analysis: Matthew Lorig, Zhou Zhou and Bin Zou
2019: Sampling of probability measures in the convex order by Wasserstein projection: Aur\'elien Alfonsi, Jacopo Corbetta and Benjamin Jourdain
2019: Testing if the market microstructure noise is fully explained by the informational content of some variables from the limit order book: Simon Clinet and Yoann Potiron
2019: Inference on Breakdown Frontiers: Matthew Masten and Alexandre Poirier
2019: High-order compact finite difference scheme for option pricing in stochastic volatility jump models: Bertram D\"uring and Alexander Pitkin
2019: Time Reversal and Last Passage Time of Diffusions with Applications to Credit Risk Management: Masahiko Egami and Rusudan Kevkhishvili
2019: Investor Experiences and Financial Market Dynamics: Ulrike Malmendier, Demian Pouzo and Victoria Vanasco
2019: Specification Tests for the Propensity Score: Pedro Sant'Anna and Xiaojun Song
2019: Exponential utility maximization under model uncertainty for unbounded endowments: Daniel Bartl
2019: The Entropic Measure Transform: Renjie Wang, Cody Hyndman and Anastasis Kratsios
2019: Enhanced Gravity Model of trade: reconciling macroeconomic and network models: Assaf Almog, Rhys Bird and Diego Garlaschelli
2019: Sutte Indicator: an approach to predict the direction of stock market movements: Ansari Saleh Ahmar
2019: Quantum model for price forecasting in financial markets: J. L. Subias
2019: A Mean Field Game of Portfolio Trading and Its Consequences On Perceived Correlations: Charles-Albert Lehalle and Charafeddine Mouzouni
2019: Market Manipulation of Bitcoin: Evidence from Mining the Mt. Gox Transaction Network: Weili Chen, Jun Wu, Zibin Zheng, Chuan Chen and Yuren Zhou
2019: Deep Recurrent Factor Model: Interpretable Non-Linear and Time-Varying Multi-Factor Model: Kei Nakagawa, Tomoki Ito, Masaya Abe and Kiyoshi Izumi
2019: Quantitative Cost and Schedule Risk Analysis of Nuclear Waste Storage: Alexander Budzier, Bent Flyvbjerg, Andi Garavaglia and Andreas Leed
2019: Minimal Investment Risk with Cost and Return Constraints: A Replica Analysis: Takashi Shinzato
2019: Lost in Diversification: Marco Bardoscia, Daniele d'Arienzo, Matteo Marsili and Valerio Volpati
2019: Tangled String for Multi-Scale Explanation of Contextual Shifts in Stock Market: Yukio Ohsawa, Teruaki Hayashi and Takaaki Yoshino
2019: Volatility Models Applied to Geophysics and High Frequency Financial Market Data: Maria C Mariani, Md Al Masum Bhuiyan, Osei K Tweneboah, Hector Gonzalez-Huizar and Ionut Florescu
2019: A Study on Neural Network Architecture Applied to the Prediction of Brazilian Stock Returns: Leonardo Felizardo and Afonso Pinto
2019: Technological Parasitism: Mario Coccia
2019: How the investor's risk preferences influence the optimal allocation in a credibilistic portfolio problem: Irina Georgescu and Jani Kinnunen
2019: Queue-reactive Hawkes models for the order flow: Peng Wu, Marcello Rambaldi, Jean-Fran\c{c}ois Muzy and Emmanuel Bacry
2019: Theories and Practice of Agent based Modeling: Some practical Implications for Economic Planners: Hossein Sabzian, Mohammad Ali Shafia, Ali Maleki, Seyeed Mostapha Seyeed Hashemi, Ali Baghaei and Hossein Gharib
2019: Psychological model of the investor and manager behavior in risk: O. A. Malafeyev, A. N. Malova and A. E. Tsybaeva
2019: Lattice investment projects support process model with corruption: O. A. Malafeyev and S. A. Nemnyugin
2019: Optimal Reduction of Public Debt under Partial Observation of the Economic Growth: Giorgia Callegaro, Claudia Ceci and Giorgio Ferrari
2019: Temporal Logistic Neural Bag-of-Features for Financial Time series Forecasting leveraging Limit Order Book Data: Nikolaos Passalis, Anastasios Tefas, Juho Kanniainen, Moncef Gabbouj and Alexandros Iosifidis
2019: The Wisdom of a Kalman Crowd: Ulrik W. Nash
2019: The Economic Complexity of US Metropolitan Areas: Benedikt S. L. Fritz and Robert A. Manduca
2019: Academic Engagement and Commercialization in an Institutional Transition Environment: Evidence from Shanghai Maritime University: Dongbo Shi and Yeyanran Ge
2019: Nonextensive triplets in stock market indices: Dusan Stosic, Darko Stosic and Tatijana Stosic
2019: Dancing with Donald: Polarity in the 2016 Presidential Election: Robert Chuchro, Kyle D'Souza and Darren Mei
2019: The spread of a financial virus through Europe and beyond: Olena Kostylenko, Helena Sofia Rodrigues and Delfim F. M. Torres
2019: A Backward Simulation Method for Stochastic Optimal Control Problems: Zhiyi Shen and Chengguo Weng
2019: Optimal redeeming strategy of stock loans under drift uncertainty: Zuo Quan Xu and Fahuai Yi
2019: Preparing millennials as digital citizens and socially and environmentally responsible business professionals in a socially irresponsible climate: Barbara Burgess-Wilkerson, Clovia Hamilton, Chlotia Garrison and Keith Robbins
2019: Option Pricing in Illiquid Markets with Jumps: Jose Cruz and Daniel Sevcovic
2019: On a dividend problem with random funding: Josef Anton Strini and Stefan Thonhauser
2019: A Probabilistic Approach to Nonparametric Local Volatility: Martin Tegn\'er and Stephen Roberts
2019: International crop trade networks: The impact of shocks and cascades: Rebekka Burkholz and Frank Schweitzer
2019: lassopack: Model selection and prediction with regularized regression in Stata: Achim Ahrens, Christian Hansen and Mark Schaffer
2019: Slow decay of impact in equity markets: insights from the ANcerno database: Fr\'ed\'eric Bucci, Michael Benzaquen, Fabrizio Lillo and Jean-Philippe Bouchaud
2019: Instantaneous Arbitrage and the CAPM: Lars Nielsen
2019: An Agent-Based Model to Explain the Emergence of Stylised Facts in Log Returns: Elena Green and Daniel M. Heffernan
2019: Clustering patterns in efficiency and the coming-of-age of the cryptocurrency market: Higor Y. D. Sigaki, Matjaz Perc and Haroldo V. Ribeiro
2019: PROOF OF VALUE ALIENATION (PoVA) - a concept of a cryptocurrency issuance protocol: Tim Shuliar and Nikita Goldsmit
2019: Inference on Functionals under First Order Degeneracy: Qihui Chen and Zheng Fang
2019: 100+ Metrics for Software Startups - A Multi-Vocal Literature Review: Kai-Kristian Kemell, Xiaofeng Wang, Anh Nguyen-Duc, Jason Grendus, Tuure Tuunanen and Pekka Abrahamsson
2019: Empirical forward price distribution from Bitcoin option prices: Nikolai Zaitsev
2019: Systemic Risk: Conditional Distortion Risk Measures: Jan Dhaene, Roger Laeven and Yiying Zhang
2019: Designing An Industrial Policy For Developing Countries: A New Approach: Ali Haeri and Abbas Arabmazar
2019: Acquisition of Project-Specific Assets with Bayesian Updating: H. Dharma Kwon and Steven A. Lippman
2019: Inequality, mobility and the financial accumulation process: A computational economic analysis: Simone Righi and Yuri Biondi
2019: How many people microwork in France? Estimating the size of a new labor force: Cl\'ement Le Ludec, Paola Tubaro and Antonio A. Casilli
2019: Fuzzy Profit Shifting: A Model for Optimal Tax-induced Transfer Pricing with Fuzzy Arm's Length Parameter: Alex A. T. Rathke
2019: Mastering Panel 'Metrics: Causal Impact of Democracy on Growth: Shuowen Chen, Victor Chernozhukov and Iv\'an Fern\'andez-Val
2019: Report for the Commission of Inquiry Respecting the Muskrat Falls Project: Bent Flyvbjerg and Alexander Budzier
2019: Econophysics: Still fringe after 30 years?: Jean-Philippe Bouchaud
2019: Evaluating betting odds and free coupons using desirability: Nawapon Nakharutai, Camila C. S. Caiado and Matthias C. M. Troffaes
2019: When does privatization spur entrepreneurial performance? The moderating effect of institutional quality in an emerging market: Christopher Boudreaux
2019: Jump-telegraph models for the short rate: pricing and convexity adjustments of zero coupon bonds: Oscar Lopez, Gerardo E. Oleaga and Alejandra Sanchez
2019: Blockchain in Global Supply Chains and Cross Border Trade: A Critical Synthesis of the State-of-the-Art, Challenges and Opportunities: Yanling Chang, Eleftherios Iakovou and Weidong Shi4
2019: The Arrival of News and Return Jumps in Stock Markets: A Nonparametric Approach: Juho Kanniainen and Ye Yue
2019: Public Health and access to medicine. Pharmaceutical industry's role: Juan Gonzalez-Blanco
2019: Optimal VWAP execution under transient price impact: Alexander Barzykin and Fabrizio Lillo
2019: Evaluation of equity-based debt obligations: Alexander Fromm
2019: Forecasting interest rates through Vasicek and CIR models: a partitioning approach: Giuseppe Orlando, Rosa Maria Mininni and Michele Bufalo
2019: The interconnected wealth of nations: Shock propagation on global trade-investment multiplex networks: Michele Starnini, Mari\'an Bogu\~n\'a and M. \'Angeles Serrano
2019: Shrinkage for Categorical Regressors: Phillip Heiler and Jana Mareckova
2019: Timing the market: the economic value of price extremes: Haibin Xie and Shouyang Wang
2019: Invest or Exit? Optimal Decisions in the Face of a Declining Profit Stream: H. Dharma Kwon
2019: Conditions for the uniqueness of the Gately point for cooperative games: Jochen Staudacher and Johannes Anwander
2019: The Impact Of Country Of Origin In Mobile Phone Choice Of Generation Y And Z: Szabolcs Nagy
2019: Modeling Dynamic Transport Network with Matrix Factor Models: with an Application to International Trade Flow: Elynn Y. Chen and Rong Chen
2019: The Institutional Economics of Collective Waste Recovery Systems: an empirical investigation: Shteryo Nozharov
2019: Consumption, Investment, and Healthcare with Aging: Paolo Guasoni and Yu-Jui Huang
2019: Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory: Ben-zhang Yang, Xinjiang He and Nan-jing Huang
2019: Digital Economy And Society. A Cross Country Comparison Of Hungary And Ukraine: Szabolcs Nagy
2019: Methodological provisions for conducting empirical research of the availability and implementation of the consumers socially responsible intentions: Lyudmyla Potrashkova, Diana Raiko, Leonid Tseitlin, Olga Savchenko and Szabolcs Nagy
2019: Credit Cycles, Securitization, and Credit Default Swaps: Juan Ignacio Pe\~na
2019: Optimal Insurance with Limited Commitment in a Finite Horizon: Junkee Jeon, Hyeng Keun Koo and Kyunghyun Park
2019: Interdistrict School Choice: A Theory of Student Assignment: Isa Hafalir, Fuhito Kojima and M. Bumin Yenmez
2019: Dynamic Models with Robust Decision Makers: Identification and Estimation: Timothy M. Christensen
2019: Semiparametric Difference-in-Differences with Potentially Many Control Variables: Neng-Chieh Chang
2019: Population Growth and Economic Development in Bangladesh: Revisited Malthus: Md Niaz Murshed Chowdhury and Md. Mobarak Hossain
2019: Multivariate Fractional Components Analysis: Tobias Hartl and Roland Weigand
2019: Continual Learning Augmented Investment Decisions: Daniel Philps, Tillman Weyde, Artur d'Avila Garcez and Roy Batchelor
2019: PT Symmetry, Non-Gaussian Path Integrals, and the Quantum Black-Scholes Equation: Will Hicks
2019: Dynamic Assortment Optimization with Changing Contextual Information: Xi Chen, Yining Wang and Yuan Zhou
2019: The Politics of Attention: Li Hu and Anqi Li
2019: Temporal Relational Ranking for Stock Prediction: Fuli Feng, Xiangnan He, Xiang Wang, Cheng Luo, Yiqun Liu and Tat-Seng Chua
2019: Bayesian shrinkage in mixture of experts models: Identifying robust determinants of class membership: Gregor Zens
2019: Suboptimal Control of Dividends under Exponential Utility: Julia Eisenberg and Paul Kr\"uhner
2019: Generating VaR scenarios with product beta distributions: Dietmar Pfeifer and Olena Ragulina
2019: A factor-model approach for correlation scenarios and correlation stress-testing: Natalie Packham and Fabian Woebbeking
2019: An Impossibility Theorem for Wealth in Heterogeneous-agent Models with Limited Heterogeneity: John Stachurski and Alexis Akira Toda
2019: Exit problem as the generalized solution of Dirichlet problem: Yuecai Han, Qingshuo Song and Gu Wang
2019: Effect of Climate and Geography on worldwide fine resolution economic activity: Alberto Troccoli
2019: Inference under Covariate-Adaptive Randomization with Multiple Treatments: Federico A. Bugni, Ivan Canay and Azeem Shaikh
2019: A Double Machine Learning Approach to Estimate the Effects of Musical Practice on Student's Skills: Michael Knaus
2019: Identification in Nonparametric Models for Dynamic Treatment Effects: Sukjin Han
2019: The Heston stochastic volatility model with piecewise constant parameters - efficient calibration and pricing of window barrier options: Daniel Guterding and Wolfram Boenkost
2019: Portfolio Optimization under Fast Mean-reverting and Rough Fractional Stochastic Environment: Jean-Pierre Fouque and Ruimeng Hu
2019: Simultaneous Mean-Variance Regression: Richard Spady and Sami Stouli
2019: Panel Data Analysis with Heterogeneous Dynamics: Ryo Okui and Takahide Yanagi
2019: A structural Heath-Jarrow-Morton framework for consistent intraday, spot, and futures electricity prices: Wieger Hinderks, Andreas Wagner and Ralf Korn
2019: Asymptotic Optimal Portfolio in Fast Mean-reverting Stochastic Environments: Ruimeng Hu
2019: Optimization-Based Algorithm for Evolutionarily Stable Strategies against Pure Mutations: Sam Ganzfried
2019: Computation of optimal transport and related hedging problems via penalization and neural networks: Stephan Eckstein and Michael Kupper
2019: Knowledge and Unanimous Acceptance of Core Payoffs: An Epistemic Foundation for Cooperative Game Theory: Shuige Liu
2019: Volatility options in rough volatility models: Blanka Horvath, Antoine Jacquier and Peter Tankov
2019: Capital allocation under the Fundamental Review of Trading Book: Luting Li and Hao Xing
2019: Games of Incomplete Information and Myopic Equilibria: R. Simon, S. Spiez and H. Torunczyk
2019: Double continuation regions for American and Swing options with negative discount rate in L\'evy models: Marzia De Donno, Zbigniew Palmowski and Joanna Tumilewicz
2019: Approximation methods for piecewise deterministic Markov processes and their costs: Peter Kritzer, Gunther Leobacher, Michaela Sz\"olgyenyi and Stefan Thonhauser
2019: Forecasting dynamic return distributions based on ordered binary choice: Stanislav Anatolyev and Jozef Baruník
2019: A Justification of Conditional Confidence Intervals: Eric Beutner, Alexander Heinemann and Stephan Smeekes
2019: New copulas based on general partitions-of-unity and their applications to risk management (part II): Dietmar Pfeifer, Andreas M\"andle and Olena Ragulina
2019: Martingale Benamou--Brenier: a probabilistic perspective: Julio Backhoff-Veraguas, Mathias Beiglb\"ock, Martin Huesmann and Sigrid K\"allblad
2019: Incorporating statistical model error into the calculation of acceptability prices of contingent claims: Martin Glanzer, Georg Ch. Pflug and Alois Pichler
2019: Probability density of lognormal fractional SABR model: Jiro Akahori, Xiaoming Song and Tai-Ho Wang
2019: Estimation of Risk Contributions with MCMC: Takaaki Koike and Mihoko Minami
2019: Asset liquidation under drift uncertainty and regime-switching volatility: Juozas Vaicenavicius
2019: Bank monitoring incentives under moral hazard and adverse selection: Nicol\'as Hern\'andez Santib\'a\~nez, Dylan Possama\"i and Chao Zhou
2019: Optimal consumption and investment with liquid and illiquid assets: Jin Hyuk Choi
2019: New copulas based on general partitions-of-unity and their applications to risk management: Dietmar Pfeifer, Herv\'e Awoumlac Tsatedem, Andreas M\"andle and C\^ome Girschig
2019: Introduction to Stochastic Differential Equations (SDEs) for Finance: Andrew Papanicolaou
2019: Optimal Sharing Rule for a Household with a Portfolio Management Problem: Adrien Nguyen Huu, Oumar Mbodji, Adrien Nguyen-Huu and Traian A. Pirvu

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