金融|经济学术速递[2022.9.20]

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期权匿名问答   2022-9-20 13:37   7000   0
历史文章列表  网站https://www.arxivdaily.com/
注:含中英文摘要速递见公众号【arXiv每日学术速递】,涵盖CS|物理|数学|经济|统计|金融|生物|电气等领域。
q-fin金融,共计10篇
econ经济,共计11篇

1.q-fin金融:
【1】 Asymptotic Normality for the Fourier spot volatility estimator in the  presence of microstructure noise
标题:微结构噪声下傅里叶点波动率估计的渐近正态
链接:https://arxiv.org/abs/2209.08967
作者:Maria Elvira Mancino,Tommaso Mariotti,Giacomo Toscano

【2】 Two-stage Modeling for Prediction with Confidence
标题:可信度预测的两阶段建模方法
链接:https://arxiv.org/abs/2209.08848
作者:Dangxing Chen
机构:Zu Chongzhi Center for Mathematics and Computational Sciences, Duke Kunshan University, Kunshan, Jiangsu, China

【3】 SEC Form 13F-HR: Statistical investigation of trading imbalances and  profitability analysis
标题:SEC Form 13F-HR:交易失衡的统计调查和盈利能力分析
链接:https://arxiv.org/abs/2209.08825
作者:Deborah Miori,Mihai Cucuringu
机构:University of Oxford, Oxford, United Kingdom
备注:23 pages, 18 figures

【4】 Price Formation in Field Prediction Markets: the Wisdom in the Crowd
标题:场内预测市场中的价格形成:人群中的智慧
链接:https://arxiv.org/abs/2209.08778
作者:Frederik Bossaerts,Nitin Yadav,Peter Bossaerts,Chad Nash,Torquil Todd,Torsten Rudolf,Rowena Hutchins,Anne-Louise Ponsonby,Karl Mattingly
机构:Dysrupt Labs, Brain, Mind, and Markets Lab, University of Melbourne, Cambridge University, The Florey Research Institute of Neuroscience and Mental Health

【5】 Skills and Liquidity Barriers to Youth Employment: Medium-term Evidence  from a Cash Benchmarking Experiment in Rwanda
标题:青年就业的技能和流动性障碍:来自卢旺达现金基准试验的中期证据
链接:https://arxiv.org/abs/2209.08574
作者:Craig McIntosh,Andrew Zeitlin
机构:University of California, eduGeorgetown University

【6】 Precision measurement of the return distribution property of the Chinese  stock market index
标题:中国股市指数收益率分布特性的精确度量
链接:https://arxiv.org/abs/2209.08521
作者:Peng Liu,Yanyan Zheng
机构:,+, School of Information, Xi’an University of Finance and Economics, Xi’an , Shaanxi, P.R. China, School of Management, Xi’an Polytechnic University, Xi’an , Shaanxi, P.R. China, +these authors contributed equally to this work

【7】 Multidimensional Economic Complexity: How the Geography of Trade,  Technology, and Research Explain Inclusive Green Growth
标题:多维经济复杂性:贸易、技术和研究的地理位置如何解释包容性绿色增长
链接:https://arxiv.org/abs/2209.08382
作者:Viktor Stojkoski,Philipp Koch,César A. Hidalgo
机构:Center for Collective Learning, ANITI, TSE-R, IAST, IRIT, Université de Toulouse, Toulouse, France

【8】 Peer Networks and Malleability of Educational Aspirations
标题:同伴网络与教育抱负的延展性
链接:https://arxiv.org/abs/2209.08340
作者:Michelle González Amador,Robin Cowan,Eleonora Nillesen

【9】 Local political control in educational policy: Evidence from  decentralized teacher pay reform under England's local education authorities
标题:教育政策中的地方政治控制:来自英格兰地方教育当局分权教师薪酬改革的证据
链接:https://arxiv.org/abs/2209.08211
作者:Yiang Li,Xingzuo Zhou
机构:Corresponding author, a Division of the Social Sciences, University of Chicago, E ,th Street, Chicago, IL, b Department of Economics, University College London, Funding: This research did not receive any specific funding from agencies in the public
备注:submitted to Royal Statistical Society: Series A

【10】 RESHAPE: Explaining Accounting Anomalies in Financial Statement Audits  by enhancing SHapley Additive exPlanations
标题:重塑:通过增强Shapley附加解释来解释财务报表审计中的会计异常
链接:https://arxiv.org/abs/2209.09157
作者:Ricardo Müller,Marco Schreyer,Timur Sattarov,Damian Borth
机构:University of St.Gallen (HSG), St. Gallen, Switzerland, Deutsche Bundesbank, Frankfurt am Main, Germany
备注:9 pages, 4 figures, 5 tables, preprint version, currently under review

2.econ经济:
【1】 Statistical Treatment Rules under Social Interaction
标题:社会互动下的统计处理规则
链接:https://arxiv.org/abs/2209.09077
作者:Seungjin Han,Julius Owusu,Youngki Shin
备注:40 pages, 4 tables

【2】 A Generalized Argmax Theorem with Applications
标题:一个推广的Argmax定理及其应用
链接:https://arxiv.org/abs/2209.08793
作者:Gregory Cox

【3】 Skills and Liquidity Barriers to Youth Employment: Medium-term Evidence  from a Cash Benchmarking Experiment in Rwanda
标题:青年就业的技能和流动性障碍:来自卢旺达现金基准试验的中期证据
链接:https://arxiv.org/abs/2209.08574
作者:Craig McIntosh,Andrew Zeitlin
机构:University of California, eduGeorgetown University

【4】 Ambiguous Cheap Talk
标题:模棱两可的低级谈资
链接:https://arxiv.org/abs/2209.08494
作者:Longjian Li

【5】 Multidimensional Economic Complexity: How the Geography of Trade,  Technology, and Research Explain Inclusive Green Growth
标题:多维经济复杂性:贸易、技术和研究的地理位置如何解释包容性绿色增长
链接:https://arxiv.org/abs/2209.08382
作者:Viktor Stojkoski,Philipp Koch,César A. Hidalgo
机构:Center for Collective Learning, ANITI, TSE-R, IAST, IRIT, Université de Toulouse, Toulouse, France

【6】 A Structural Model for Network Games with Incomplete Information
标题:一种不完全信息网络游戏的结构模型
链接:https://arxiv.org/abs/2209.08380
作者:Alex Centeno,Leidy García
机构:Universidad de Talca, poniente , Talca, Chile, Leidy Garca

【7】 Peer Networks and Malleability of Educational Aspirations
标题:同伴网络与教育抱负的延展性
链接:https://arxiv.org/abs/2209.08340
作者:Michelle González Amador,Robin Cowan,Eleonora Nillesen

【8】 Local political control in educational policy: Evidence from  decentralized teacher pay reform under England's local education authorities
标题:教育政策中的地方政治控制:来自英格兰地方教育当局分权教师薪酬改革的证据
链接:https://arxiv.org/abs/2209.08211
作者:Yiang Li,Xingzuo Zhou
机构:Corresponding author, a Division of the Social Sciences, University of Chicago, E ,th Street, Chicago, IL, b Department of Economics, University College London, Funding: This research did not receive any specific funding from agencies in the public
备注:submitted to Royal Statistical Society: Series A

【9】 Prospecting a Possible Quadratic Wormhole Between Quantum Mechanics and  Plurality
标题:在量子力学和多元性之间寻找可能的二次虫洞
链接:https://arxiv.org/abs/2209.08144
作者:Michal Fabinger,Michael H. Freedman,E. Glen Weyl

【10】 Causal Effect Estimation with Global Probabilistic Forecasting: A Case  Study of the Impact of Covid-19 Lockdowns on Energy Demand
标题:基于全球概率预测的因果效应估计:新冠肺炎封锁对能源需求影响的案例研究
链接:https://arxiv.org/abs/2209.08885
作者:Ankitha Nandipura Prasanna,Priscila Grecov,Angela Dieyu Weng,Christoph Bergmeir
机构:Department of Data Science and Artificial Intelligence, Monash University, Melbourne, Australia., Lauriston Girls’ School, Melbourne, Australia
备注:15 pages

【11】 Reasoning about Dependence, Preference and Coalitional Power
标题:关于依赖、偏好和联合力的推理
链接:https://arxiv.org/abs/2209.08213
作者:Qian Chen,Chenwei Shi,Yiyan Wang
机构:Tsinghua - Amsterdam Joint Research Centre for Logic, Department of Philosophy, Tsinghua University, Beijing, China

机器翻译由腾讯交互翻译提供,仅供参考

历史文章列表  网站https://www.arxivdaily.com/
注:含中英文摘要速递见公众号【arXiv每日学术速递】,涵盖CS|物理|数学|经济|统计|金融|生物|电气等领域。
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