Contact information of arXiv.org
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:arx:papers. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: arXiv administrators (email available below). General contact details of provider: http://arxiv.org/ .
Content
2025
- 2507.17624 Homeownership as Life Cycle Goldmine: Evidence from Macrohistory
by Yang Bai & Shize Li & Jialu Shen
- 2507.17609 Divide or Confer: Aggregating Information without Verification
by James Best & Daniel Quigley & Maryam Saeedi & Ali Shourideh
- 2507.17606 Time Deep Gradient Flow Method for pricing American options
by Jasper Rou
- 2507.17599 A general randomized test for Alpha
by Daniele Massacci & Lucio Sarno & Lorenzo Trapani & Pierluigi Vallarino
- 2507.17564 Decoding Consumer Preferences Using Attention-Based Language Models
by Joshua Foster & Fredrik Odegaard
- 2507.17431 Analysing Models for Volatility Clustering with Subordinated Processes: VGSA and Beyond
by Sourojyoti Barick & Sudip Ratan Chandra
- 2507.17415 Green Transition with Dynamic Social Preferences
by Kirill Borissov & Nigar Hashimzade
- 2507.17211 EFS: Evolutionary Factor Searching for Sparse Portfolio Optimization Using Large Language Models
by Haochen Luo & Yuan Zhang & Chen Liu
- 2507.17191 Quotas for scholarship recipients: an efficient race-neutral alternative to affirmative action?
by Louis Gleyo
- 2507.17187 Optimal Calibrated Signaling in Digital Auctions
by Zhicheng Du & Wei Tang & Zihe Wang & Shuo Zhang
- 2507.17162 Optimal Trading under Instantaneous and Persistent Price Impact, Predictable Returns and Multiscale Stochastic Volatility
by Patrick Chan & Ronnie Sircar & Iosif Zimbidis
- 2507.17115 Stochastically Structured Reservoir Computers for Financial and Economic System Identification
by Lendy Banegas & Fredy Vides
- 2507.17099 Weather-Aware AI Systems versus Route-Optimization AI: A Comprehensive Analysis of AI Applications in Transportation Productivity
by Tatsuru Kikuchi
- 2507.17023 Modeling for the Growth of Unorganized Retailing in the Presence of Organized and E-Retailing in Indian Pharmaceutical Industry
by Koushik Mondal & Balagopal G Menon & Sunil Sahadev
- 2507.16997 Revealed and Concealed Repression: Measurement, Deterrence, and Backlash
by Maria Titova & Emily Hencken Ritter & Mehdi Shadmehr
- 2507.16776 Can we have it all? Non-asymptotically valid and asymptotically exact confidence intervals for expectations and linear regressions
by Alexis Derumigny & Lucas Girard & Yannick Guyonvarch
- 2507.16701 Binary Tree Option Pricing Under Market Microstructure Effects: A Random Forest Approach
by Akash Deep & Chris Monico & W. Brent Lindquist & Svetlozar T. Rachev & Frank J. Fabozzi
- 2507.16689 Dyadic data with ordered outcome variables
by Chris Muris & Cavit Pakel & Qichen Zhang
- 2507.16655 A comparison between behavioral similarity methods vs standard deviation method in predicting time series dataset, case study of finance market
by Mahdi Goldani
- 2507.16548 Alternative Loss Function in Evaluation of Transformer Models
by Jakub Micha'nk'ow & Pawe{l} Sakowski & Robert 'Slepaczuk
- 2507.16494 Can Limited Liability Increase Stability for Banks: A Dynamic Portfolio Approach
by Deb Narayan Barik & Siddhartha P. Chakrabarty
- 2507.16462 Binary Response Forecasting under a Factor-Augmented Framework
by Tingting Cheng & Jiachen Cong & Fei Liu & Xuanbin Yang
- 2507.16440 Measuring the Unmeasurable? Systematic Evidence on Scale Transformations in Subjective Survey Data
by Caspar Kaiser & Anthony Lepinteur
- 2507.16348 Robust Tournaments
by Mikhail Drugov & Dmitry Ryvkin
- 2507.16265 Diversification and Stochastic Dominance: When All Eggs Are Better Put in One Basket
by L'eonard Vincent
- 2507.16078 Automation, AI, and the Intergenerational Transmission of Knowledge
by Enrique Ide
- 2507.16071 Automating Capacitor Part Selection with Dual-Objective Optimization
by Luke Brantingham & Jason Grover
- 2507.15876 Re-evaluating Short- and Long-Term Trend Factors in CTA Replication: A Bayesian Graphical Approach
by Eric Benhamou & Jean-Jacques Ohana & Alban Etienne & B'eatrice Guez & Ethan Setrouk & Thomas Jacquot
- 2507.15771 Left Leaning Models: AI Assumptions on Economic Policy
by Maxim Chupilkin
- 2507.15735 The Root of Revenue Continuity
by Sergiu Hart & Noam Nisan
- 2507.15682 Strategic Complexity Promotes Egalitarianism in Legislative Bargaining
by Marina Agranov & S. Nageeb Ali & B. Douglas Bernheim & Thomas R. Palfrey
- 2507.15568 Explaining Apparently Inaccurate Self-assessments of Relative Performance: A Replication and Adaptation of 'Overconfident: Do you put your money on it?' by Hoelzl and Rustichini (2005)
by Marius Protte
- 2507.15497 Strategy Evolution in the Adoption of Conservation Tillage Technology under Time Preference Heterogeneity and Lemon Market: Insights from Evolutionary Dynamics
by Dingyi Wang & Ruqiang Guo & Qian Lu
- 2507.15441 Approaches for modelling the term-structure of default risk under IFRS 9: A tutorial using discrete-time survival analysis
by Arno Botha & Tanja Verster
- 2507.15439 Human vs. Algorithmic Auditors: The Impact of Entity Type and Ambiguity on Human Dishonesty
by Marius Protte & Behnud Mir Djawadi
- 2507.15438 Active Product Development
by Santiago Oliveros
- 2507.15437 Prediction of linear fractional stable motions using codifference
by Matthieu Garcin & Karl Sawaya & Thomas Valade
- 2507.15111 Longitudinal review of portfolios with minimum variance approach before during and after the pandemic
by Genjis A. Ossa & Luis H. Restrepo
- 2507.15079 Isotonic Quantile Regression Averaging for uncertainty quantification of electricity price forecasts
by Arkadiusz Lipiecki & Bartosz Uniejewski
- 2507.15075 Enumerating the technological viability and climate impact of jet electrification
by Megan Yeo & Sebastian Nosenzo & Sichen Shawn Chao & Ashley Nunes
- 2507.15054 Equity, Emissions and the Inflation Reduction Act
by Lucas Woodley & Chung Yi See & Daniel Palmer & Ashley Nunes
- 2507.15048 Central Bank Digital Currency: Demand Shocks and Optimal Monetary Policy
by Hanfeng Chen & Maria Elena Filippin
- 2507.15046 Volatility Spillovers and Interconnectedness in OPEC Oil Markets: A Network-Based log-ARCH Approach
by Fayc{c}al Djebari & Kahina Mehidi & Khelifa Mazouz & Philipp Otto
- 2507.14970 Mitigating Financial Frictions in Agriculture: A Framework for Stablecoin Adoption
by Xinyu Li
- 2507.14960 A Comparative Analysis of Statistical and Machine Learning Models for Outlier Detection in Bitcoin Limit Order Books
by Ivan Letteri
- 2507.14910 Through the Looking Glass: Bitcoin Treasury Companies
by B K Meister
- 2507.14810 Optimal Decisions for Liquid Staking: Allocation and Exit Timing
by Ruofei Ma & Zhebiao Cai & Wenpin Tang & David Yao
- 2507.14808 Transaction Profiling and Address Role Inference in Tokenized U.S. Treasuries
by Junliang Luo & Katrin Tinn & Samuel Ferreira Duran & Di Wu & Xue Liu
- 2507.14717 Does Private Equity Hurt or Improve Healthcare Value? New Evidence and Mechanisms
by Minghong Yuan & Wen Wen & Indranil Bardhan
- 2507.14621 Testing Clustered Equal Predictive Ability with Unknown Clusters
by Oguzhan Akgun & Alain Pirotte & Giovanni Urga & Zhenlin Yang
- 2507.14472 Strategyproofness and Monotone Allocation of Auction in Social Networks
by Yuhang Guo & Dong Hao & Bin Li & Mingyu Xiao & Bakh Khoussainov
- 2507.14470 Approximate Revenue Maximization for Diffusion Auctions
by Yifan Huang & Dong Hao & Zhiyi Fan & Yuhang Guo & Bin Li
- 2507.14420 The effects of temperature and rainfall anomalies on Mexican inflation
by Arango-Castillo Lenin & Mart'inez-Ram'irez Francisco
- 2507.14408 A New Perspective of the Meese-Rogoff Puzzle: Application of Sparse Dynamic Shrinkage
by Zheng Fan & Worapree Maneesoonthorn & Yong Song
- 2507.14391 Policy relevance of causal quantities in networks
by Sahil Loomba & Dean Eckles
- 2507.14389 Regional compositional trajectories and structural change: A spatiotemporal multivariate autoregressive framework
by Matthias Eckardt & Philipp Otto
- 2507.14331 The Electoral Consequences of Natural Disasters: A Dynamic Fixed-Effects Analysis
by Nima Taheri Hosseinkhani
- 2507.14325 Eigenvalue Distribution of Empirical Correlation Matrices for Multiscale Complex Systems and Application to Financial Data
by Luan M. T. de Moraes & Ant^onio M. S. Mac^edo & Giovani L. Vasconcelos & Raydonal Ospina
- 2507.14311 Leveraging Covariates in Regression Discontinuity Designs
by Matias D. Cattaneo & Filippo Palomba
- 2507.14160 FinSurvival: A Suite of Large Scale Survival Modeling Tasks from Finance
by Aaron Green & Zihan Nie & Hanzhen Qin & Oshani Seneviratne & Kristin P. Bennett
- 2507.13883 Stablecoins: Fundamentals, Emerging Issues, and Open Challenges
by Ahmed Mahrous & Maurantonio Caprolu & Roberto Di Pietro
- 2507.13798 Choosing and Using Information in Evaluation Decisions
by Katherine B. Coffman & Scott Kostyshak & Perihan O. Saygin
- 2507.13788 Debiased Machine Learning for Unobserved Heterogeneity: High-Dimensional Panels and Measurement Error Models
by Facundo Arga~naraz & Juan Carlos Escanciano
- 2507.13767 Navigating the Lobbying Landscape: Insights from Opinion Dynamics Models
by Daniele Giachini & Leonardo Ciambezi & Verdiana Del Rosso & Fabrizio Fornari & Valentina Pansanella & Lilit Popoyan & Alina S^irbu
- 2507.13763 Eliciting reference measures of law-invariant functionals
by Felix-Benedikt Liebrich & Ruodu Wang
- 2507.13567 Who With Whom? Learning Optimal Matching Policies
by Yagan Hazard & Toru Kitagawa
- 2507.13562 PELVaR: Probability equal level representation of Value at Risk through the notion of Flexible Expected Shortfall
by Georgios I. Papayiannis & Georgios Psarrakos
- 2507.13552 Combining stated and revealed preferences
by Romuald Meango & Marc Henry & Ismael Mourifie
- 2507.13426 Second-degree Price Discrimination: Theoretical Analysis, Experiment Design, and Empirical Estimation
by Soheil Ghili & K. Sudhir & Nitish Jain & Ankur Garg
- 2507.13391 Quantitative Risk Management in Volatile Markets with an Expectile-Based Framework for the FTSE Index
by Abiodun Finbarrs Oketunji
- 2507.13324 A Framework for Waterfall Pricing Using Simulation-Based Uncertainty Modeling
by Nicola Jean & Giacomo Le Pera & Lorenzo Giada & Claudio Nordio
- 2507.13274 Analysis Theory of Data Economy: Dataization, Technological Progress and Dynamic General Equilibrium
by Yongheng Hu
- 2507.13272 Power in Sharing Networks with a priori Unions
by Michele Aleandri & Francesco Ciardiello & Andrea Di Liddo
- 2507.13186 NUFFT for the Fast COS Method
by Fabien LeFloc'h
- 2507.13137 Durable Goods Monopoly with Free Disposal: A Folk Theorem
by Zihao Li
- 2507.13124 Heterogeneous Bribery, Technology Choice, and Capital Accumulation
by Jafar M. Olimov & Yi-Chan Tsai & Hao-Yu Yang
- 2507.13100 Quantifying the Improvement of Accessibility achieved via Shared Mobility on Demand
by Severin Diepolder & Andrea Araldo & Tarek Chouaki & Santa Maiti & Sebastian Horl & Constantinos Antoniou
- 2507.13099 Governance, productivity and economic development
by Cuong Le Van & Ngoc-Sang Pham & Thi Kim Cuong Pham & Binh Tran-Nam
- 2507.13084 Do Governments React to Public Debt Accumulation? A Cross-Country Analysis
by Paolo Canofari & Alessandro Piergallini & Marco Tedeschi
- 2507.13023 Measuring CEX-DEX Extracted Value and Searcher Profitability: The Darkest of the MEV Dark Forest
by Fei Wu & Danning Sui & Thomas Thiery & Mallesh Pai
- 2507.12891 Refining the Notion of No Anticipation in Difference-in-Differences Studies
by Marco Piccininni & Eric J. Tchetgen Tchetgen & Mats J. Stensrud
- 2507.12848 Two-Sided Market Power in Firm-to-Firm Trade
by Alviarez Vanessa & Fioretti Michele & Kikkawa Ken & Morlacco Monica
- 2507.12779 Luck Out or Outpay? When a Monopoly Competes with a Public Option
by Teddy Mekonnen
- 2507.12693 Placebo Discontinuity Design
by Rahul Singh & Moses Stewart
- 2507.12690 NA-DiD: Extending Difference-in-Differences with Capabilities
by Stanis{l}aw M. S. Halkiewicz
- 2507.12673 Semiparametric Learning of Integral Functionals on Submanifolds
by Xiaohong Chen & Wayne Yuan Gao
- 2507.12657 Distributional Reinforcement Learning on Path-dependent Options
by Ahmet Umur Ozsoy
- 2507.12620 Funding advantage and market discipline in the Canadian banking sector
by Mehdi Beyhaghi & Chris D'Souza & Gordon S. Roberts
- 2507.12616 Third-Party Credit Guarantees and the Cost of Debt: Evidence from Corporate Loans
by Mehdi Beyhaghi
- 2507.12501 Quadratic Volatility from the P\"oschl-Teller Potential and Hyperbolic Geometry
by Joel Saucedo
- 2507.12477 Rational Bubbles on Dividend-Paying Assets: A Comment on Tirole (1985)
by Ngoc-Sang Pham & Alexis Akira Toda
- 2507.12476 Comparisons of Experiments in Moral Hazard Problems
by Zizhe Xia
- 2507.12475 Coarse Addition and the St. Petersburg Paradox: A Heuristic Perspective
by Takashi Izumo
- 2507.12436 The Case against Scale: Empirical Evidence of Underperformance in Large Secondary Funds
by Jitesh Gurav
- 2507.12369 Catching Bid-rigging Cartels with Graph Attention Neural Networks
by David Imhof & Emanuel W Viklund & Martin Huber
- 2507.12331 Causality analysis of electricity market liberalization on electricity price using novel Machine Learning methods
by Orr Shahar & Stefan Lessmann & Daniel Traian Pele
- 2507.12281 International promotion patterns in the smart city literature: Exploring the role of geography in affecting local drivers and smart cities' outcomes
by Filippo Marchesani & Francesca Masciarelli & Andrea Bikfalvi
- 2507.12276 Forecasting Climate Policy Uncertainty: Evidence from the United States
by Donia Besher & Anirban Sengupta & Tanujit Chakraborty
- 2507.12267 Orchestrating the Implementation of the Smart City
by Filippo Marchesani
- 2507.12220 Data Synchronization at High Frequencies
by Xinbing Kong & Cheng Liu & Bin Wu
- 2507.11868 Analytic estimation of parameters of stochastic volatility diffusion models with exponential-affine characteristic function for currency option pricing
by Miko{l}aj {L}abk{e}dzki
- 2507.11780 Inference on Optimal Policy Values and Other Irregular Functionals via Smoothing
by Justin Whitehouse & Morgane Austern & Vasilis Syrgkanis
- 2507.11480 Pricing energy spread options with variance gamma-driven Ornstein-Uhlenbeck dynamics
by Tim Leung & Kevin Lu
- 2507.11361 Adaptive Robust Optimization for European Electricity System Planning Considering Regional Dunkelflaute Events
by Maximilian Bernecker & Smaranda Sgarciu & Xiaoming Kan & Mehrnaz Anvari & Iegor Riepin & Felix Musgens
- 2507.11353 Propagation of carbon price shocks through the value chain: the mean-field game of defaults
by Zorana Grbac & Simone Pavarana & Thorsten Schmidt & Peter Tankov
- 2507.11029 Value of History in Social Learning: Applications to Markets for History
by Hiroto Sato & Konan Shimizu
- 2507.11018 Incentivizing Knowledge Transfers
by Zhonghong Kuang & Yi Liu & Dong Wei
- 2507.10933 Artificial Finance: How AI Thinks About Money
by Orhan Erdem & Ragavi Pobbathi Ashok
- 2507.10701 Kernel Learning for Mean-Variance Trading Strategies
by Owen Futter & Nicola Muca Cirone & Blanka Horvath
- 2507.10679 FARS: Factor Augmented Regression Scenarios in R
by Gian Pietro Bellocca & Ignacio Garr'on & Vladimir Rodr'iguez-Caballero & Esther Ruiz
- 2507.10588 Forecasting NYC Yellow Taxi Ridership Decline: A Time Series Analysis of Daily Passenger Counts (2017-2019)
by Gaurav Singh
- 2507.10416 Intimate partner violence and women's economic preferences
by Dan Anderberg & Rachel Cassidy & Anaya Dam & Melissa Hidrobo & Jessica Leight & Karlijn Morsink
- 2507.10363 Machine-Learning to Trust
by Ran Spiegler
- 2507.10333 The Green Premium Puzzle: Empirical Evidence from Climate-Friendly Food Products
by Voraprapa Nakavachara & Chanon Thongtai & Thanarat Chalidabhongse & Chanathip Pharino
- 2507.10242 Breakdown Analysis for Instrumental Variables with Binary Outcomes
by Pedro Picchetti
- 2507.10149 A Coincidence of Wants Mechanism for Swap Trade Execution in Decentralized Exchanges
by Abhimanyu Nag & Madhur Prabhakar & Tanuj Behl
- 2507.10148 A Folk Theorem for Indefinitely Repeated Network Games
by Andrea Benso
- 2507.10140 The Effects of Flipped Classrooms in Higher Education: A Causal Machine Learning Analysis
by Daniel Czarnowske & Florian Heiss & Theresa M. A. Schmitz & Amrei Stammann
- 2507.10052 Analyzing the Crowding-Out Effect of Investment Herding on Consumption: An Optimal Control Theory Approach
by Huisheng Wang & H. Vicky Zhao
- 2507.10041 An Accurate Discretized Approach to Parameter Estimation in the CKLS Model via the CIR Framework
by Sourojyoti Barick
- 2507.09972 A New Incentive Model For Content Trust
by Lucas Barbosa & Sam Kirshner & Rob Kopel & Eric Tze Kuan Lim & Tom Pagram
- 2507.09916 Solving dynamic portfolio selection problems via score-based diffusion models
by Ahmad Aghapour & Erhan Bayraktar & Fengyi Yuan
- 2507.09863 Towards Realistic and Interpretable Market Simulations: Factorizing Financial Power Law using Optimal Transport
by Ryuji Hashimoto & Kiyoshi Izumi
- 2507.09739 Enhancing Trading Performance Through Sentiment Analysis with Large Language Models: Evidence from the S&P 500
by Haojie Liu & Zihan Lin & Randall R. Rojas
- 2507.09734 Boltzmann Price: Toward Understanding the Fair Price in High-Frequency Markets
by Przemys{l}aw Rola
- 2507.09683 Networked Information Aggregation via Machine Learning
by Michael Kearns & Aaron Roth & Emily Ryu
- 2507.09675 What Matters Most? A Quantitative Meta-Analysis of AI-Based Predictors for Startup Success
by Seyed Mohammad Ali Jafari & Ali Mobini Dehkordi & Ehsan Chitsaz & Yadollah Yaghoobzadeh
- 2507.09654 Ranked Pairs minimizes the $p$-norm as $p \to \infty$
by Amir Babak Aazami & Hubert L. Bray
- 2507.09635 Selective Newsvendor Problem with Dependent Leadtime and Joint Marketing Decisions
by Jianing Zhi & Guanqiu Qi & Xinghua Li
- 2507.09631 Integrated Warehouse Location and Inventory Decisions in a Multi-location Newsvendor Problem
by Jianing Zhi & Xinghua Li & Zidong Chen
- 2507.09601 NMIXX: Domain-Adapted Neural Embeddings for Cross-Lingual eXploration of Finance
by Hanwool Lee & Sara Yu & Yewon Hwang & Jonghyun Choi & Heejae Ahn & Sungbum Jung & Youngjae Yu
- 2507.09600 On the existence of EFX allocations for goods
by Ujjwal Kumar & Souvik Roy
- 2507.09554 Mapping Crisis-Driven Market Dynamics: A Transfer Entropy and Kramers-Moyal Approach to Financial Networks
by Pouriya Khalilian & Amirhossein N. Golestani & Mohammad Eslamifar & Mostafa T. Firouzjaee & Javad T. Firouzjaee
- 2507.09550 On Probabilistic Assignment Rules
by Sreedurga Gogulapati & Yadati Narahari & Souvik Roy & Soumyarup Sadhukhan
- 2507.09494 An Algorithm for Identifying Interpretable Subgroups With Elevated Treatment Effects
by Albert Chiu
- 2507.09444 Norms Based on Generalized Expected-Shortfalls and Applications
by Shuyu Gong & Taizhong Hu & Zhenfeng Zou
- 2507.09419 Comrades and Cause: Peer Influence on West Point Cadets' Civil War Allegiances
by Yuchen Guo & Matthew O. Jackson & Ruixue Jia
- 2507.09415 Contracting a crowd of heterogeneous agents
by Guillermo Alonso Alvarez & Erhan Bayraktar & Ibrahim Ekren
- 2507.09412 Joint deep calibration of the 4-factor PDV model
by Fabio Baschetti & Giacomo Bormetti & Pietro Rossi
- 2507.09347 A Framework for Predictive Directional Trading Based on Volatility and Causal Inference
by Ivan Letteri
- 2507.09196 Functionally Generated Portfolios Under Stochastic Transaction Costs: Theory and Empirical Evidence
by Nader Karimi & Erfan Salavati
- 2507.09181 Generalized Orlicz premia
by Mucahit Aygun & Fabio Bellini & Roger J. A. Laeven
- 2507.09152 Egalitarian-equivalent and strategy-proof mechanisms in homogeneous multi-object allocation problems
by Hinata Kurashita & Ryosuke Sakai
- 2507.09004 Function approximations for counterparty credit exposure calculations
by Domagoj Demeterfi & Kathrin Glau & Linus Wunderlich
- 2507.08918 Correlated Synthetic Controls
by Tzvetan Moev
- 2507.08915 Quantifying Crypto Portfolio Risk: A Simulation-Based Framework Integrating Volatility, Hedging, Contagion, and Monte Carlo Modeling
by Kiarash Firouzi
- 2507.08880 Central Bank Digital Currencies: A Survey
by Qifeng Tang & Yain-Whar Si
- 2507.08835 Representation learning with a transformer by contrastive learning for money laundering detection
by Harold Gu'eneau & Alain Celisse & Pascal Delange
- 2507.08764 Propensity score with factor loadings: the effect of the Paris Agreement
by Angelo Forino & Andrea Mercatanti & Giacomo Morelli
- 2507.08641 Pricing and hedging the prepayment option of mortgages under stochastic housing market activity
by Leonardo Perotti & Lech A. Grzelak & Cornelis W. Oosterlee
- 2507.08584 To Trade or Not to Trade: An Agentic Approach to Estimating Market Risk Improves Trading Decisions
by Dimitrios Emmanoulopoulos & Ollie Olby & Justin Lyon & Namid R. Stillman
- 2507.08512 From Revolution to Ruin: An Empirical Analysis Yemen's State Collapse
by Riste Ichev & Rok Spruk
- 2507.08482 Tensor train representations of Greeks for Fourier-based pricing of multi-asset options
by Rihito Sakurai & Koichi Miyamoto & Tsuyoshi Okubo
- 2507.08394 Temperature Measurement in Agent Systems
by Christoph J. Borner & Ingo Hoffmann
- 2507.08302 Arbitrage on Decentralized Exchanges
by Xue Dong He & Chen Yang & Yutian Zhou
- 2507.08244 Advancing AI Capabilities and Evolving Labor Outcomes
by Jacob Dominski & Yong Suk Lee
- 2507.08222 Do Temporary Workers Face Higher Wage Markdowns? Evidence from India's Automotive Sector
by Davide Luparello
- 2507.08193 Entity-Specific Cyber Risk Assessment using InsurTech Empowered Risk Factors
by Jiayi Guo & Zhiyu Quan & Linfeng Zhang
- 2507.08159 Long-term Health and Human Capital Effects of Early-Life Economic Conditions
by Ruijun Hou & Samuel Baker & Stephanie von Hinke & Hans H. Sievertsen & Emil S{o}rensen & Nicolai Vitt
- 2507.08101 Three-level qualitative classification of financial risks under varying conditions through first passage times
by Carlos Bouthelier-Madre & Carlos Escudero
- 2507.08065 Multi-Scale Network Dynamics and Systemic Risk: A Model Context Protocol Approach to Financial Markets
by Avishek Bhandari
- 2507.08019 Signal or Noise? Evaluating Large Language Models in Resume Screening Across Contextual Variations and Human Expert Benchmarks
by Aryan Varshney & Venkat Ram Reddy Ganuthula
- 2507.07935 Working with AI: Measuring the Occupational Implications of Generative AI
by Kiran Tomlinson & Sonia Jaffe & Will Wang & Scott Counts & Siddharth Suri
- 2507.07770 A Flexible Measure of Voter Polarization
by Boris Ginzburg
- 2507.07738 Efficient and Scalable Estimation of Distributional Treatment Effects with Multi-Task Neural Networks
by Tomu Hirata & Undral Byambadalai & Tatsushi Oka & Shota Yasui & Shingo Uto
- 2507.07508 The Pandora's Box Problem with Sequential Inspections
by Ali Aouad & Jingwei Ji & Yaron Shaposhnik
- 2507.07501 Stability in Many-to-One Matching with Couples having Responsive Preferences
by Shashwat Khare & Souvik Roy & Ton Storcken
- 2507.07490 Characterizing Stability in Many-to-One Matching with Non-Responsive Couples
by Shashwat Khare & Souvik Roy
- 2507.07477 Electricity Market Predictability: Virtues of Machine Learning and Links to the Macroeconomy
by Jinbo Cai & Wenze Li & Wenjie Wang
- 2507.07469 Galerkin-ARIMA: A Two-Stage Polynomial Regression Framework for Fast Rolling One-Step-Ahead Forecasting
by Haojie Liu & Zihan Lin
- 2507.07450 Tracking the economy at high frequency
by Freddy Garc'ia-Alb'an & Juan Jarr'in
- 2507.07358 Variable annuities: A closer look at ratchet guarantees, hybrid contract designs, and taxation
by Jennifer Alonso-Garcia & Len Patrick Dominic M. Garces & Jonathan Ziveyi
- 2507.07300 No Midcost Democracy
by Hans Gersbach & Arthur Schichl & Oriol Tejada
- 2507.07296 Time Series Foundation Models for Multivariate Financial Time Series Forecasting
by Ben A. Marconi
- 2507.07286 Identifying Present-Biased Discount Functions in Dynamic Discrete Choice Models
by Jaap H. Abbring & {O}ystein Daljord & Fedor Iskhakov
- 2507.07228 Debiased Semiparametric Efficient Changes-in-Changes Estimation
by Jinghao Sun & Eric J. Tchetgen Tchetgen
- 2507.07159 Large-scale portfolio optimization with variational neural annealing
by Nishan Ranabhat & Behnam Javanparast & David Goerz & Estelle Inack
- 2507.07107 Machine Learning Enhanced Multi-Factor Quantitative Trading: A Cross-Sectional Portfolio Optimization Approach with Bias Correction
by Yimin Du
- 2507.07053 Portfolio optimization in incomplete markets and price constraints determined by maximum entropy in the mean
by Argimiro Arratia & Henryk Gzyl
- 2507.07052 Quantifying Bounded Rationality: Formal Verification of Simon's Satisficing Through Flexible Stochastic Dominance
by Jingyuan Li & Zhou Lin
- 2507.07037 Cognitive Load and Information Processing in Financial Markets: Theory and Evidence from Disclosure Complexity
by Yimin Du & Guolin Tang
- 2507.07019 The Post Science Paradigm of Scientific Discovery in the Era of Artificial Intelligence: Modelling the Collapse of Ideation Costs, Epistemic Inversion, and the End of Knowledge Scarcity
by Christian William Callaghan
- 2507.06796 Optimisation of Electrolyser Operation: Integrating External Heat
by Matthias Derez & Alexander Hoogsteyn & Erik Delarue
- 2507.06663 Sustainability Transitions and Bending the Curve of Biodiversity Collapse in the Amazon Forest
by Romero-Goyeneche Oscar Yandy & Ramirez Matias & Osorio-Garcia Ana Milena & Harman Canalle Ursula
- 2507.06422 Trial Length, Pricing, and Rationally Inattentive Customers
by F. Nguyen
- 2507.06345 Reinforcement Learning for Trade Execution with Market Impact
by Patrick Cheridito & Moritz Weiss
- 2507.06266 Machine Learning based Enterprise Financial Audit Framework and High Risk Identification
by Tingyu Yuan & Xi Zhang & Xuanjing Chen
- 2507.06126 A Directed Lazy Random Walk Model to Three-Way Dynamic Matching Problem
by Souvik Roy & Agamani Saha
- 2507.05994 Beating the Best Constant Rebalancing Portfolio in Long-Term Investment: A Generalization of the Kelly Criterion and Universal Learning Algorithm for Markets with Serial Dependence
by Duy Khanh Lam
- 2507.05898 Minimal balanced collections and their applications to core stability and other topics of game theory
by Dylan Laplace Mermoud & Michel Grabisch & Peter Sudholter
- 2507.05856 Cutting the Geopolitical Ties: Foreign Exchange Reserves, GDP and Military Spending
by Boris Podobnik & Dorian Wild & Dejan Kovac
- 2507.05846 A job-based assessment of economic complexity: from hidden to revealed
by Antonio Russo & Pasquale Scaramozzino & Andrea Zaccaria
- 2507.05844 Beyond Scalars: Zonotope-Valued Utility for Representation of Multidimensional Incomplete Preferences(Incomplete Version)
by Behrooz Moosavi Ramezanzadeh
- 2507.05782 Branding through responsibility: the advertising impact of CSR activities in the Korean instant noodles market
by Youngjin Hong & In Kyung Kim & Kyoo il Kim
- 2507.05749 High Frequency Quoting Under Liquidity Constraints
by Aditya Nittur Anantha & Shashi Jain & Shivam Goyal & Dhruv Misra
- 2507.05738 An efficiency ordering of k-price auctions under complete information
by Sumit Goel & Jeffrey Zeidel
- 2507.05552 Equity Markets Volatility, Regime Dependence and Economic Uncertainty: The Case of Pacific Basin
by Bahram Adrangi & Arjun Chatrath & Saman Hatamerad & Kambiz Raffiee
- 2507.05490 Community Bail Fund Systems: Fluid Limits and Approximations
by Yidan Zhang & Jamol Pender
- 2507.05439 The Feasibility of MBSs as Decentralized Autonomous Organizations
by Timothy Dombrowski & V. Carlos Slawson Jr
Printed from https://ideas.repec.org/s/arx/papers.html
