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299 records
- Optimal Prediction of Resistance and Support Levels under Constant Elasticity of Variance Processes
- A Design-Based Approach to Testing and Inference in (Quasi-)Experiments with Spillovers
- Factor-Augmented Machine Learning Panel Regressions
- By Law, Every Zero-Mean Risk Is the Difference of Two Equally Distributed Risks
- Deep Learning for Dynamic Programming with Recursive Utility
- Adapted Law Invariance and Time-Consistent Dynamic Risk Measures
- Exact conditional simulation of Point processes: Application to pathwise market impact estimation
- Cash-invariant hull representation of divergence preferences
- Multidimensional Risk Made Easy
- Financial Resilience Evaluation: From Conditional Expectations to Dynamic Convex Risk Measures
- Strategic Risk Reduction: Self-Protection and Self-Insurance
- Adaptive AI Delegation under Uncertainty: A Bayesian Governance Policy for Sequential Decision Authority
- Balancing Shareholder Value and Financial Stability under a Reduced-Form Liquidation Model
- Endogenous Reinsurance Pricing in Large Competitive Insurance Markets: Finite-Player and Mean Field Analysis
- Valuing American options and Flexible Forwards contracts in time-dependent models
- Measurable Majorities Are Not Finitely Axiomatizable
- Path-Space Robust Bayesian Portfolio Selection
- Asymmetry PRISM: A CPU/GPU Portfolio Optimization Engine for Deadline-Bounded Institutional Rebalancing
- The Expected Number of Pairwise Stable Networks
- The Measurable Majority
- Public Good Provision under Locally Private Signals
- On Prudence of Risk Measures
- Semi-Analytical Pricing for General Default Intensity Models
- Reinforcement Learning for Risk-Sensitive Investment Management: a Free Energy--Entropy Duality Approach
- Redistricting Compactness as Constrained Perimeter Minimization: Soap Bubble Theory and Discrete Approximation
- Revisiting Trade-sign Long-memory and Square-root Law price impact
- A Formalization of Austrian Economics. Praxeological Foundations: The Base System and Its Derived Theorems
- A Machine-Checked Itô Calculus for Brownian Motion
- Correlation emergence and the Epps effect in two coupled limit order books
- Pricing Excess-of-Loss Reinsurance and CAT Bonds under Climate Uncertainty: A Cox Process Framework with Temperature-Dependent Stochastic Intensity
- The Generalized Fisher Transformation: Finite-Sample Properties and Inference
- Credit Capacity and the Propagation of Funding Shocks: Evidence from U.S. and Brazilian Financial Intermediaries
- Deterministic Policy Gradient for Learning Equilibrium in Time-Inconsistent Control Problems
- Delta-Epsilon-Common Knowledge and Quantitative Agreement Theorems
- Pivotal and identification-robust nonparametric inference in linear IV models
- Proof of Stake economy under centralized exchanges--a mean field model
- Planning resilient hydrogen supply chains under disruption risk
- Lagrange multipliers in Maximum likelihood estimations and Least squares problems with Constraints
- Statistical and Numerical Convergence in Stochastic Equilibrium
- Marginally Useful: An Information-Gap Identity in Conformal Prediction
- Infinite Horizon Optimal Consumption: Intertemporal Hedging under Epstein-Zin Preferences
- Forward-Time Black-Scholes Reconstruction via Regularized Legendre Reduction
- A Hybrid LSMC-PDE Method for Bermudan Option Pricing under the Gatheral Double Mean-Reverting Model
- Rectified Linear Unit Regression
- IV regression with distribution-valued outcomes
- Multiperiod Groundwater Markets
- Explicit Signal-Adaptive Sequential Optimal Execution Quotes
- An optimal transport foundation for a class of dynamically consistent risk measures
- On the Structural Foundations of Signature Volatility Models: Existence, Arbitrage, Completeness, and the Hedging-Error Decomposition
- Clearing in Liability Networks via Sheaves on Directed Hypergraphs