Open Research Index

299 records

  1. Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learning

    Masahiro Kato

    arXivMay 7, 2026econ.EMscore 0

  2. Automation, Income Incidence, and Capital Accumulation in Incomplete Markets

    Erhan Bayraktar

    arXivMay 6, 2026econ.GNscore 0

  3. An Axiomatic Foundation for Decisions with Counterfactual Utility

    Benedikt Koch, Kosuke Imai, Tomasz Strzalecki

    arXivMay 6, 2026econ.THscore 0

  4. Equilibrium Stability and Uniqueness with a Large Number of Commodities and Patient Consumers

    Xinyang Wang

    arXivMay 4, 2026econ.THscore 0

  5. Estimation and Inference for the $τ$-Quantile of Individual Heterogeneous Coefficient

    Antonio F. Galvao, Ulrich Hounyo, Jiahao Lin

    arXivMay 3, 2026econ.EMscore 0

  6. Fast Monte-Carlo

    Irene Aldridge

    arXivMay 3, 2026econ.EMscore 0

  7. Martingale Cohomology, Holonomy, and Homological Arbitrage

    Takanori Adachi

    arXivMay 2, 2026q-fin.MFscore 0

  8. Penalized Likelihood for Dyadic Network Formation Models with Degree Heterogeneity

    Zizhong Yan, Jingrong Li, Yi Zhang

    arXivMay 1, 2026econ.EMscore 0

  9. Principal-agent problems with adverse selection: A stochastic target problem formulation

    Guillermo Alonso Alvarez, Ibrahim Ekren, Liwei Huang

    arXivMay 1, 2026econ.THscore 0

  10. American Options Pricing under Heston Model via Curriculum Learning in Coupled PINNs

    Rohan, Siddanth Shetty, Amit N. Kumar

    arXivMay 1, 2026q-fin.CPscore 0

  11. Yau's Affine-Normal Descent for Large-Scale Unrestricted Higher-Moment Portfolio Optimization

    Ya-Juan Wang, Yi-Shuai Niu, Artan Sheshmani, Shing-Tung Yau

    arXivApr 28, 2026q-fin.PMscore 0

  12. Optimal incentive scheme for ESG disclosure

    Imen Ben Tahar, Dylan Possamaï, Xiaolu Tan

    arXivApr 27, 2026econ.GNscore 0

  13. Inference for Linear Systems with Unknown Coefficients

    Yuehao Bai, Kirill Ponomarev, Andres Santos, Azeem M. Shaikh, Max Tabord-Meehan, Alexander Torgovitsky

    arXivApr 27, 2026econ.EMscore 0

  14. Rigidity and default in production networks

    Giacomo Como, Fabio Fagnani, Elisa Luciano, Alessandro Milazzo, Marco Scarsini

    arXivApr 26, 2026econ.THscore 0

  15. Modeling dependency between operational risk losses and macroeconomic variables using Hidden Markov Models

    Nikeethan Selvaratnam, Dorinel Bastide, Clément Fernandes, Wojciech Pieczynski

    arXivApr 23, 2026q-fin.RMscore 0

  16. Extrema, Barrier Options, and Semi-Analytic Leverage Corrections in Stochastic-Clock Volatility Models

    Tristan Guillaume

    arXivApr 22, 2026q-fin.CPscore 0

  17. Dynamics of Periodic Bubbles and Crashes: Modeling Market Overheating and Panic Selling via Cubic Momentum

    Naohiro Yoshida

    arXivApr 21, 2026q-fin.TRscore 0

  18. Risk-Sensitive Investment Management via Free Energy-Entropy Duality

    Sebastien Lleo, Wolfgang Runggaldier

    arXivApr 16, 2026q-fin.PMscore 0

  19. Balanced Contributions in Networks and Games with Externalities

    Frank Huettner

    arXivApr 15, 2026econ.THscore 0

  20. Higher-order ATM asymptotics for the CGMY model via the characteristic function

    Allen Hoffmeyer, Christian Houdré

    arXivApr 15, 2026q-fin.PRscore 0

  21. Generalized Autoregressive Multivariate Models: From Binary to Poisson

    Anna Bykhovskaya, Nour Meddahi

    arXivApr 15, 2026econ.EMscore 0

  22. Average Marginal Effects in One-Step Partially Linear Instrumental Regressions

    Lucas Girard, Elia Lapenta

    arXivApr 13, 2026econ.EMscore 0

  23. Aharanov-Bohm Type Arbitrage and Homological Obstructions in Financial Markets

    Takanori Adachi, Keisuke Hara

    arXivApr 12, 2026q-fin.MFscore 0

  24. Maximum score and non-smooth M-estimators with multiway dependence

    Harold D. Chiang, Ahnaf Rafi

    arXivApr 11, 2026econ.EMscore 0

  25. Exploring Drivers of Extreme Housing Prices in Australia

    Grace Burtenshaw, Ashley Burtenshaw, Meagan Carney

    arXivApr 10, 2026q-fin.GNscore 0

  26. Systemic Risk and Default Cascades in Global Equity Markets: A Network and Tail-Risk Approach Based on the Gai Kapadia Framework

    Ana Isabel Castillo Pereda

    arXivApr 10, 2026q-fin.STscore 0

  27. Identification in (Endogenously) Nonlinear SVARs Is Easier Than You Think

    James A. Duffy, Sophocles Mavroeidis

    arXivApr 9, 2026econ.EMscore 0

  28. $α$-robust utility maximization with intractable claims: A quantile optimization approach

    Xinyu Chen, Zuo Quan Xu

    arXivApr 6, 2026q-fin.PMscore 0

  29. Ranking Metrics: Extending Acceptability and Performance Indexes

    Asmerilda Hitaj, Elisa Mastrogiacomo, Ilaria Peri, Marcelo Righi

    arXivApr 6, 2026q-fin.RMscore 0

  30. Robust Priors in Nonlinear Panel Models with Individual and Time Effects

    Zizhong Yan, Zhengyu Zhang, Mingli Chen, Jingrong Li, Iván Fernández-Val

    arXivApr 4, 2026econ.EMscore 0

  31. Reinforcement Learning for Speculative Trading under Exploratory Framework

    Yun Zhao, Alex S. L. Tse, Harry Zheng

    arXivApr 2, 2026q-fin.MFscore 0

  32. What aggregation rules can be classified as logical concepts?

    Nikolay L. Poliakov

    arXivApr 1, 2026econ.THscore 0

  33. Stochastic Policy Gradient Methods in the Uncertain Volatility Model

    Lokman A Abbas-Turki, Jean-François Chassagneux, Jean-Philippe Lemor, Grégoire Loeper, Simon Sananes

    arXivApr 1, 2026q-fin.CPscore 0

  34. STN-GPR: A Singularity Tensor Network Framework for Efficient Option Pricing

    Dominic Gribben, Carolina Allende, Alba Villarino, Aser Cortines, Mazen Ali, Román Orús, Pascal Oswald, Noureddine Lehdili

    arXivMar 27, 2026q-fin.PRscore 0

  35. Ordering results for extreme claim amounts based on random number of claims

    Sangita Das

    arXivMar 25, 2026q-fin.RMscore 0

  36. Adversarial Selection

    Alma Cohen, Alon Klement, Zvika Neeman, Eilon Solan

    arXivMar 25, 2026econ.THscore 0

  37. Refined Cluster Robust Inference

    Bulat Gafarov, Takuya Ura

    arXivMar 25, 2026econ.EMscore 0

  38. Power Bounds and Efficiency Loss for Asymptotically Optimal Tests in IV Regression

    Marcelo J. Moreira, Geert Ridder, Mahrad Sharifvaghefi

    arXivMar 22, 2026econ.EMscore 0

  39. Triple/Double-Debiased Lasso

    Denis Chetverikov, Jesper R. -V. Sørensen, Aleh Tsyvinski

    arXivMar 20, 2026econ.EMscore 0

  40. Robust quasi-convex risk measures and applications

    Francesca Centrone, Asmerilda Hitaj, Elisa Mastrogiacomo, Emanuela Rosazza Gianin

    arXivMar 18, 2026q-fin.RMscore 0

  41. Short-horizon Duesenberry Equilibrium

    Jaime Alberto Londoño

    arXivMar 17, 2026q-fin.MFscore 0

  42. At-the-money short-time call-price asymptotics for new classes of exponential Lévy models

    Allen Hoffmeyer, Christian Houdré

    arXivMar 16, 2026q-fin.PRscore 0

  43. Some general results on risk budgeting portfolios

    Claudia Fassino, Pierpaolo Uberti

    arXivMar 16, 2026q-fin.PMscore 0

  44. Bid--Ask Martingale Optimal Transport

    Bryan Liang, Marcel Nutz, Shunan Sheng, Valentin Tissot-Daguette

    arXivMar 14, 2026q-fin.MFscore 0

  45. Stochastic Optimization and Coupling

    Frank Yang, Kai Hao Yang

    arXivMar 12, 2026econ.THscore 0

  46. Sampling logit equilibrium and endogenous payoff distortion

    Minoru Osawa

    arXivMar 10, 2026econ.THscore 0

  47. Competition between DEXs through Dynamic Fees

    Leonardo Baggiani, Martin Herdegen, Leandro Sanchez-Betancourt

    arXivMar 10, 2026q-fin.MFscore 0

  48. Optimal Savings under Transition Uncertainty and Learning Dynamics

    Qingyin Ma, Xinxin Zhang

    arXivMar 9, 2026econ.THscore 0

  49. Testing for Endogeneity: A Moment-Based Bayesian Approach

    Siddhartha Chib, Minchul Shin, Anna Simoni

    arXivMar 8, 2026econ.EMscore 0

  50. General bounds on functionals of the lifetime under life table constraints in a joint actuarial-financial framework

    Jean-Loup Dupret, Edouard Motte

    arXivMar 6, 2026q-fin.RMscore 0

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