重大更新！公众号每日速递覆盖arXiv所有方向,涵盖CS|物理|数学|经济|统计|金融|生物|电气等领域。点击查看历史文章列表，可在公众号内订阅#arXiv每日学术速递话题，接收每日推送。点击访问arxivdaily.com每日更新更及时。 金融q-fin 方向，今日共计19篇
经济econ 方向，今日共计21篇
q-fin
【1】 Excess Out-of-Sample Risk and Fleeting Modes
标题：过度的样本外风险和转瞬即逝的模式
作者：Jean-Philippe Bouchaud,Iacopo Mastromatteo,Marc Potters,Konstantin Tikhonov
机构*：Capital Fund Management, rue de l’Université, Paris, France
备注：9 pages, 5 figures
链接：点击下载PDF文件
【2】 A systematic analysis of biotech startups that went public in the first half of 2021
标题：2021年上半年上市生物科技初创企业的系统分析
作者：Sebastian G. Huayamares,Melissa P. Lokugamage,Alejandro J. Da Silva Sanchez,James E. Dahlman
机构*：Wallace H. Coulter Department of Biomedical Engineering, Georgia Institute of Technology &, Emory School of Medicine, Atlanta, GA, USA, Quantitative & Computational Finance Program, Georgia Institute of Technology, Atlanta, GA
备注：14 Pages main text, 6 Pages of Supplementary Info , 6 Figures, 4 Supplementary Figures
链接：点击下载PDF文件
【3】 A portfolio management of a small RES utility with a Structural Vector Autoregressive model of German electricity markets
标题：基于德国电力市场结构向量自回归模型的小型RES公用事业投资组合管理
作者：Katarzyna Maciejowska
机构*：Department of Operations Research and Business Intelligence, Wrocaw University of Science and Technology, -, Wrocaw, Poland
链接：点击下载PDF文件
【4】 Cross Cryptocurrency Relationship Mining for Bitcoin Price Prediction
标题：用于比特币价格预测的交叉加密货币关系挖掘
作者：Panpan Li,Shengbo Gong,Shaocong Xu,Jiajun Zhou,Yu Shanqing,Qi Xuan
机构*： Institute of Cyberspace Security, Zhejiang University of Technology, Hangzhou , China, College of Information Engineering, Zhejiang University of Technology
备注：14 pages, 4 figures
链接：点击下载PDF文件
【5】 Decisions with Uncertain Consequences -- A Total Ordering on Loss-Distributions
标题：后果不确定的决策--损失分布的全排序
作者：Stefan Rass,Sandra Knig,Stefan Schauer
机构*： Universit¨at Klagenfurt, Department of Artificial Intelligence and, Cybersecurity, Klagenfurt, Austria, Austrian Institute of Technology, Safety & Security Department, LIT Secure and Correct Systems Lab, Johannes Kepler University Linz
备注：preprint of a correction to the article with the same name, published with PLOS ONE, and currently under review
链接：点击下载PDF文件
【6】 A basic macroeconomic agent-based model for analyzing monetary regime shifts
标题：基于宏观经济主体的货币制度变迁基本分析模型
作者：Florian Peters,Doris Neuberger,Oliver Reinhardt,Adelinde Uhrmacher
机构*： Deparment of Economics, University of Rostock, Visual and Analytic Computing, University of Rostock, Rostock, Germany
备注：31 pages, 13 Figures, 5 Tables
链接：点击下载PDF文件
【7】 Numerical Method for Highly Non-linear Mean-reverting Asset Price Model with CEV-type Process
标题：具有CEV型过程的高度非线性均值回归资产价格模型的数值方法
作者：Emmanuel Coffie
机构*：Department of Mathematics and Statistics, University of Strathclyde, Glasgow G,XH, U.K.
链接：点击下载PDF文件
【8】 Forecasting Market Changes using Variational Inference
标题：用变分推理法预测市场变化
作者：Udai Nagpal,Krishan Nagpal
机构*：and do not represent those of his employer Goldman Sachs & Co. and its affiliates., author and do not represent those of his employer Wells Fargo & Co. and its affiliates.
链接：点击下载PDF文件
【9】 Fitting Generalized Tempered Stable distribution: Fractional Fourier Transform (FRFT) Approach
标题：广义调和稳定分布的拟合：分数傅立叶变换(FRFT)方法
作者：A. H. Nzokem,V. T. Montshiwa
备注：13 pages, 10 figures
链接：点击下载PDF文件
【10】 Pricing Path-dependent Options under Stochastic Volatility via Mellin Transform
标题：基于Mellin变换的随机波动率路径相关期权定价
作者：Jiling Cao,Jeong-Hoon Kim,Xi Li,Wenjun Zhang
备注：19 pages with 4 figures
链接：点击下载PDF文件
【11】 The Distribution of Occupational Tasks in the United States: Implications for a Diverse and Aging Population
标题：美国职业任务的分布：对多样化和老龄化人口的影响
作者：Samuel Cole,Zachary Cowell,John M. Nunley,R. Alan Seals Jr
机构*：Funding Details: Research supported by Center for Financial Security Retirement and Disability, Research Center funded by the Social Security Administration's Retirement and Disability, Research Consortium
链接：点击下载PDF文件
【12】 Transient impact from the Nash equilibrium of a permanent market impact game
标题：一个永久市场影响博弈的纳什均衡的瞬时影响
作者：Francesco Cordoni,Fabrizio Lillo
机构*：Dipartimento di Economia e Management, Universita di Pisa, Via C. Ridolfi, - , Pisa (PI), Italy, b Dipartimento di Matematica, Universita di Bologna, Piazza di Porta San Donato, - , Bologna (BO), Italy
链接：点击下载PDF文件
【13】 Regulating stochastic clocks
标题：调节随机时钟
作者：Zhe Fei,Weixuan Xia
机构*：Started
备注：52 pages
链接：点击下载PDF文件
【14】 The Cost of Lunar Landing Pads with a Trade Study of Construction Methods
标题：月球着陆台造价与施工方法的行业研究
作者：Philip T. Metzger,Greg W. Autry
机构*： Florida Space Institute, University of Central Florida, Research Parkway, Suite , Thunderbird School of Global Management, Arizona State University, North ,st Street, Phoenix, Arizona , Corresponding author
备注：50 pages, 15 figures
链接：点击下载PDF文件
【15】 Evaluating the Impact of Bitcoin on International Asset Allocation using Mean-Variance, Conditional Value-at-Risk (CVaR), and Markov Regime Switching Approaches
标题：使用均值-方差、条件风险值(CVaR)和马尔科夫机制转换方法评估比特币对国际资产配置的影响
作者：Mohammadreza Mahmoudi
机构*：Department of Economics, Northern Illinois University, Dekalb, USA.
链接：点击下载PDF文件
【16】 The Cross-Sectional Intrinsic Entropy. A Comprehensive Stock Market Volatility Estimator
标题：横截面本征熵。一种综合的股市波动率估计器
作者：Claudiu Vinte,Marcel Ausloos
机构*： Department of Economic Informatics and Cybernetics, Bucharest University of Economic Studies, Bucharest, Romania, School of Business, Brookfield, University of Leicester, Leicester LE,RQ, UK;
Journal-ref：Entropy 2022, 24, 623
链接：点击下载PDF文件
【17】 From Service Quality to E-Service Quality: Measurement, Dimensions and Model
标题：从服务质量到电子服务质量：测量、维度和模型
作者：Salome O. Ighomereho,Afolabi A. Ojo,Samuel O. Omoyele,Samuel O. Olabode
机构*： Redeemer's University Ojo Afolabi Ayotunde, Redeemer's University Omoyele Olufemi Samuel, Redeemer's University Olabode Oluwayinka Samuel, Redeemer's University ABSTRACT With the global increase in online services
Journal-ref：Journal of Management Information and Decision Sciences 25 (2022) 1-15
链接：点击下载PDF文件
【18】 (Private)-Retroactive Carbon Pricing [(P)ReCaP]: A Market-based Approach for Climate Finance and Risk Assessment
标题：(私人)--回溯碳定价[(P)重述]：基于市场的气候融资和风险评估方法
作者：Yoshua Bengio,Prateek Gupta,Dylan Radovic,Maarten Scholl,Andrew Williams,Christian Schroeder de Witt,Tianyu Zhang,Yang Zhang
链接：点击下载PDF文件
【19】 Distance between closed sets and the solutions to stochastic partial differential equations
标题：闭集之间的距离与随机偏微分方程解
作者：Toshiyuki Nakayama,Stefan Tappe
备注：34 pages
链接：点击下载PDF文件
econ
【1】 Decisions with Uncertain Consequences -- A Total Ordering on Loss-Distributions
标题：后果不确定的决策--损失分布的全排序
作者：Stefan Rass,Sandra Knig,Stefan Schauer
机构*： Universit¨at Klagenfurt, Department of Artificial Intelligence and, Cybersecurity, Klagenfurt, Austria, Austrian Institute of Technology, Safety & Security Department, LIT Secure and Correct Systems Lab, Johannes Kepler University Linz
备注：preprint of a correction to the article with the same name, published with PLOS ONE, and currently under review
链接：点击下载PDF文件
【2】 Evaluation of the credibility of the Brazilian inflation targeting system using mixed causal-noncausal models
标题：使用因果-非因果混合模型评估巴西通胀目标制的可信度
作者：Alain Hecq,Joao Issler,Elisa Voisin
机构*： C 5 3aMaastricht University School of Business and EconomicsbFGV EPGE Brazilian School of Economics and FinancecCorresponding author , Maastricht University, Department of Quanti-tative Economics
链接：点击下载PDF文件
【3】 A Note on "A survey of preference estimation with unobserved choice set heterogeneity" by Gregory S. Crawford, Rachel Griffith, and Alessandro Iaria
作者：C. Angelo Guevara
机构*： Universidad de Chile Abstract Crawford’s et al
链接：点击下载PDF文件
【4】 Optimal preference satisfaction for conflict-free joint decisions
标题：无冲突联合决策的最优偏好满意度
作者：Hiroaki Shinkawa,Nicolas Chauvet,Guillaume Bachelier,André Rhm,Ryoichi Horisaki,Makoto Naruse
机构*：Graduate School of Information Science and Technology, The University of Tokyo, Tokyo, Japan, Université Grenoble Alpes, CNRS, Inst. Neel, Grenoble, France
链接：点击下载PDF文件
【5】 A basic macroeconomic agent-based model for analyzing monetary regime shifts
标题：基于宏观经济主体的货币制度变迁基本分析模型
作者：Florian Peters,Doris Neuberger,Oliver Reinhardt,Adelinde Uhrmacher
机构*： Deparment of Economics, University of Rostock, Visual and Analytic Computing, University of Rostock, Rostock, Germany
备注：31 pages, 13 Figures, 5 Tables
链接：点击下载PDF文件
【6】 Rational social distancing policy during epidemics with limited healthcare capacity
标题：有限卫生能力疫情下的理性社会疏远政策
作者：Simon K. Schnyder,John J. Molina,Ryoichi Yamamoto,Matthew S. Turner
机构*：Department of Chemical Engineering, Kyoto University, Kyoto ,-, Japan, Institute of Industrial Science, The University of Tokyo, Tokyo ,-, Japan, Department of Physics, University of Warwick, Coventry CV,AL, UK
链接：点击下载PDF文件
【7】 A Simple Bootstrap Method for Panel Data Inferences
标题：面板数据推断的一种简单Bootstrap方法
作者：Jiti Gao,Bin Peng,Yayi Yan
机构*：Monash University, Australia
链接：点击下载PDF文件
【8】 Strategic Behavior under Context Misalignment
标题：语境错位下的战略行为
作者：Pierfrancesco Guarino,Gabriel Ziegler
机构*：.V.
链接：点击下载PDF文件
【9】 The Distribution of Occupational Tasks in the United States: Implications for a Diverse and Aging Population
标题：美国职业任务的分布：对多样化和老龄化人口的影响
作者：Samuel Cole,Zachary Cowell,John M. Nunley,R. Alan Seals Jr
机构*：Funding Details: Research supported by Center for Financial Security Retirement and Disability, Research Center funded by the Social Security Administration's Retirement and Disability, Research Consortium
链接：点击下载PDF文件
【10】 The Cost of Lunar Landing Pads with a Trade Study of Construction Methods
标题：月球着陆台造价与施工方法的行业研究
作者：Philip T. Metzger,Greg W. Autry
机构*： Florida Space Institute, University of Central Florida, Research Parkway, Suite , Thunderbird School of Global Management, Arizona State University, North ,st Street, Phoenix, Arizona , Corresponding author
备注：50 pages, 15 figures
链接：点击下载PDF文件
【11】 Evaluating the Impact of Bitcoin on International Asset Allocation using Mean-Variance, Conditional Value-at-Risk (CVaR), and Markov Regime Switching Approaches
标题：使用均值-方差、条件风险值(CVaR)和马尔科夫机制转换方法评估比特币对国际资产配置的影响
作者：Mohammadreza Mahmoudi
机构*：Department of Economics, Northern Illinois University, Dekalb, USA.
链接：点击下载PDF文件
【12】 Greenhouse Gas Emissions and its Main Drivers: a Panel Assessment for EU-27 Member States
标题：温室气体排放及其主要驱动因素：欧盟27个成员国的专家小组评估
作者：I. Jianu,S. M. Jeloaica,M. D. Tudorache
机构*： Maria-Daniela Tudorache 1 1(Department of Economics and Economic Policies, Bucharest University of Economic Studies
Journal-ref：American International Journal of Business Management, Vol. 5. No. 4, pp. 138-146 (2022)
链接：点击下载PDF文件
【13】 Mentors and Recombinators: Multi-Dimensional Social Learning
标题：导师与重组者：多维社会学习
作者：Srinivas Arigapudi,Omer Edhan,Yuval Heller,Ziv Hellman
机构*：Preliminary Partial Draft
链接：点击下载PDF文件
【14】 Testing Overidentifying Restrictions with High-Dimensional Data and Heteroskedasticity
标题：高维数据和异方差条件下的过度识别约束检验
作者：Qingliang Fan,Zijian Guo,Ziwei Mei
链接：点击下载PDF文件
【15】 From Service Quality to E-Service Quality: Measurement, Dimensions and Model
标题：从服务质量到电子服务质量：测量、维度和模型
作者：Salome O. Ighomereho,Afolabi A. Ojo,Samuel O. Omoyele,Samuel O. Olabode
机构*： Redeemer's University Ojo Afolabi Ayotunde, Redeemer's University Omoyele Olufemi Samuel, Redeemer's University Olabode Oluwayinka Samuel, Redeemer's University ABSTRACT With the global increase in online services
Journal-ref：Journal of Management Information and Decision Sciences 25 (2022) 1-15
链接：点击下载PDF文件
【16】 Improving the Deferred Acceptance with Minimal Compromise
标题：在最小限度的妥协下改进延期接受
作者：Mustafa Oguz Afacan,Umut Dur,A. Arda Gitmez,zgür Ylmaz
机构*：¨Ozg¨ur Ylmaz
链接：点击下载PDF文件
【17】 Online Learning in Fisher Markets with Unknown Agent Preferences
标题：代理偏好未知的Fisher市场的在线学习
作者：Devansh Jalota,Yinyu Ye
机构*： then the Institute for Computational and Mathematical Engineering, Stanford University; djalota, Department of Management Science and Engineering, Stanford University; yyye
链接：点击下载PDF文件
【18】 (Private)-Retroactive Carbon Pricing [(P)ReCaP]: A Market-based Approach for Climate Finance and Risk Assessment
标题：(私人)--回溯碳定价[(P)重述]：基于市场的气候融资和风险评估方法
作者：Yoshua Bengio,Prateek Gupta,Dylan Radovic,Maarten Scholl,Andrew Williams,Christian Schroeder de Witt,Tianyu Zhang,Yang Zhang
链接：点击下载PDF文件
【19】 Understanding Distance Measures Among Elections
标题：了解不同选举之间的距离度量
作者：Niclas Boehmer,Piotr Faliszewski,Rolf Niedermeier,Stanisaw Szufa,Tomasz Ws
机构*：Technische Universitt Berlin, Algorithmics and Computational Complexity
备注：Accepted to IJCAI 2022
链接：点击下载PDF文件
【20】 On priority in multi-issue bankruptcy problems with crossed claims
标题：具有交叉债权的多问题破产问题中的优先权问题
作者：Rick K. Acosta-Vega,Encarnación Algaba,Joaquín Sánchez-Soriano
机构*：Encarnacion Algaba, Joaqun Sanchez-Soriano
备注：12 pages. arXiv admin note: substantial text overlap with arXiv:2202.09877
链接：点击下载PDF文件
【21】 Improved Approximation to First-Best Gains-from-Trade
标题：改进了对第一最佳贸易收益的逼近
作者：Yumou Fei
机构*：Peking University
链接：点击下载PDF文件
机器翻译，仅供参考
重大更新！公众号每日速递覆盖arXiv所有方向,涵盖CS|物理|数学|经济|统计|金融|生物|电气等领域。点击查看历史文章列表，可在公众号内订阅#arXiv每日学术速递话题，接收每日推送。点击访问arxivdaily.com每日更新更及时。 |
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