金融|经济学术速递[2021.7.13]

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期权匿名问答   2022-10-3 08:29   7666   0
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q-fin金融,共计17篇
econ经济,共计18篇

1.q-fin金融:
【1】 Investor Behavior Modeling by Analyzing Financial Advisor Notes: A  Machine Learning Perspective
标题:基于机器学习的财务顾问笔记分析投资者行为建模
作者:Cynthia Pagliaro,Dhagash Mehta,Han-Tai Shiao,Shaofei Wang,Luwei Xiong
机构:The Vanguard Group, Malvern, PA, USA
备注:8 pages, 2 column format, 7 figures+5 tables
链接:https://arxiv.org/abs/2107.05592

【2】 Predicting Risk-adjusted Returns using an Asset Independent  Regime-switching Model
标题:利用资产独立的制度转换模型预测风险调整后的收益
作者:Nicklas Werge
机构:LPSM, Sorbonne Université, place Jussieu, Paris, France
链接:https://arxiv.org/abs/2107.05535

【3】 Are Rents Excessive in the Central City?: A Geospatial Analysis
标题:中心城区房租过高吗?--一个地理空间分析
作者:Scott W. Hegerty
机构:Department of Economics, Northeastern Illinois University, Chicago, IL
链接:https://arxiv.org/abs/2107.05529

【4】 Characterization of the probability and information entropy of a process  with an increasing sample space by different functional forms of expansion,  with an application to hyperinflation
标题:用不同的函数展开形式刻画样本空间增加的过程的概率和信息熵,并在超膨胀中的应用
作者:Laurence Francis Lacey
机构:Lacey Solutions Ltd, Skerries, County Dublin, Ireland
备注:19 pages, 1 table, 9 figures
链接:https://arxiv.org/abs/2107.05483

【5】 Debt Swapping for Risk Mitigation in Financial Networks
标题:金融网络中的债务置换风险缓释
作者:Pál András Papp,Roger Wattenhofer
链接:https://arxiv.org/abs/2107.05359

【6】 Latent Seasonal and Secular Periodicities Identified in the Dynamics of  US FDA Medical Devices (1976-2020)
标题:美国FDA医疗器械动态中的潜在季节性和长期周期性(1976-2020)
作者:Iraj Daizadeh
链接:https://arxiv.org/abs/2107.05347

【7】 Can we improve the environmental benefits of biobased PET production  through local 1 biomass value chains? A life cycle assessment perspective
标题:我们能否通过当地的生物质价值链提高生物基聚酯生产的环境效益?生命周期评估视角
作者:Carlos Garcia-Velasquez,Yvonne van der Meer
机构:a Aachen-Maastricht Institute for Biobased Materials (AMIBM), Maastricht University, Brightlands Chemelot Campus, Urmonderbaan , RD Geleen, The Netherlands
链接:https://arxiv.org/abs/2107.05251

【8】 Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors  to Improve Covariance Matrix Estimation
标题:深度风险模型:挖掘潜在风险因素改进协方差矩阵估计的深度学习解决方案
作者:Hengxu Lin,Dong Zhou,Weiqing Liu,Jiang Bian
机构:Columbia Business School, New York, United States, Microsoft Research, Beijing, China
链接:https://arxiv.org/abs/2107.05201

【9】 Recursive Utility with Investment Gains and Losses: Existence,  Uniqueness, and Convergence
标题:具有投资收益和损失的递归效用:存在性、唯一性和收敛性
作者:Jing Guo,Xue Dong He
链接:https://arxiv.org/abs/2107.05163

【10】 The Experimenters' Dilemma: Inferential Preferences over Populations
标题:实验者的困境:推论偏好胜过总体
作者:Neeraja Gupta,Luca Rigott,Alistair Wilson
链接:https://arxiv.org/abs/2107.05064

【11】 E-Learning and its Socioeconomics
标题:E-Learning及其社会经济学
作者:Avni Singh
备注:39 pages
链接:https://arxiv.org/abs/2107.05041

【12】 Sustained cost declines in solar PV and battery storage needed to  eliminate coal generation in India
标题:印度消除燃煤发电所需的太阳能光伏和电池存储成本持续下降
作者:Aniruddh Mohan,Shayak Sengupta,Parth Vaishnav,Rahul Tongia,Asim Ahmed,Ines L. Azevedo
机构:Azevedo, Department of Engineering and Public Policy, Carnegie Mellon University, Pittsburgh, USA, School for Environment and Sustainability, University of Michigan, Ann Arbor, USA, Centre for Social and Economic Progress, New Delhi, India
链接:https://arxiv.org/abs/2107.04928

【13】 Geographic Spillover Effects of Prescription Drug Monitoring Programs  (PDMPs)
标题:处方药监测项目(PDMPS)的地理溢出效应
作者:Daniel Guth,Shiyu Zhang
链接:https://arxiv.org/abs/2107.04925

【14】 The unreasonable effectiveness of optimal transport in economics
标题:经济学中最优运输的不合理效用
作者:Alfred Galichon
机构:This paper is dedicated to the memory of Emmanuel Farhi (,-,).
备注:Submitted to the proceeding of the 2020 World Congress of the Econometric Society
链接:https://arxiv.org/abs/2107.04700

【15】 Waiting to Borrow From a 457(b) Plan
标题:等待从457(B)计划借款
作者:Alex Garivaltis
备注:52 pages, 21 figures
链接:https://arxiv.org/abs/2107.04698

【16】 End-to-End Risk Budgeting Portfolio Optimization with Neural Networks
标题:基于神经网络的端到端风险预算投资组合优化
作者:Ayse Sinem Uysal,Xiaoyue Li,John M. Mulvey
机构:Department of Operations Research and Financial Engineering, Princeton, University
链接:https://arxiv.org/abs/2107.04636

【17】 Collective intelligence and the blockchain: Technology, communities and  social experiments
标题:集体智能与区块链:技术、社区和社会实验
作者:Andrea Baronchelli
机构:City University of London, Department of Mathematics, London EC,V ,HB, UK, The Alan Turing Institute, British Library, Euston Road, London NW,DB, UK, UCL Centre for Blockchain Technologies, University College London, London, UK.
备注:Brief "perspective" commentary piece
链接:https://arxiv.org/abs/2107.05527

2.econ经济:
【1】 Inference on Individual Treatment Effects in Nonseparable Triangular  Models
标题:不可分三角模型中个体处理效应的推断
作者:Jun Ma,Vadim Marmer,Zhengfei Yu
机构: Renmin University of China,  ChinaVancouver School of Economics,  University of British Columbia,  University of Tsukuba
链接:https://arxiv.org/abs/2107.05559

【2】 Are Rents Excessive in the Central City?: A Geospatial Analysis
标题:中心城区房租过高吗?--一个地理空间分析
作者:Scott W. Hegerty
机构:Department of Economics, Northeastern Illinois University, Chicago, IL
链接:https://arxiv.org/abs/2107.05529

【3】 Characterization of the probability and information entropy of a process  with an increasing sample space by different functional forms of expansion,  with an application to hyperinflation
标题:用不同的函数展开形式刻画样本空间增加的过程的概率和信息熵,并在超膨胀中的应用
作者:Laurence Francis Lacey
机构:Lacey Solutions Ltd, Skerries, County Dublin, Ireland
备注:19 pages, 1 table, 9 figures
链接:https://arxiv.org/abs/2107.05483

【4】 Latent Seasonal and Secular Periodicities Identified in the Dynamics of  US FDA Medical Devices (1976-2020)
标题:美国FDA医疗器械动态中的潜在季节性和长期周期性(1976-2020)
作者:Iraj Daizadeh
链接:https://arxiv.org/abs/2107.05347

【5】 A Lucas Critique Compliant SVAR model with Observation-driven  Time-varying Parameters
标题:具有观测驱动时变参数的Lucas Critique兼容sVaR模型
作者:Giacomo Bormetti,Fulvio Corsi
备注:48 pages, 10 figures, 1 table
链接:https://arxiv.org/abs/2107.05263

【6】 Can we improve the environmental benefits of biobased PET production  through local 1 biomass value chains? A life cycle assessment perspective
标题:我们能否通过当地的生物质价值链提高生物基聚酯生产的环境效益?生命周期评估视角
作者:Carlos Garcia-Velasquez,Yvonne van der Meer
机构:a Aachen-Maastricht Institute for Biobased Materials (AMIBM), Maastricht University, Brightlands Chemelot Campus, Urmonderbaan , RD Geleen, The Netherlands
链接:https://arxiv.org/abs/2107.05251

【7】 The Experimenters' Dilemma: Inferential Preferences over Populations
标题:实验者的困境:推论偏好胜过总体
作者:Neeraja Gupta,Luca Rigott,Alistair Wilson
链接:https://arxiv.org/abs/2107.05064

【8】 E-Learning and its Socioeconomics
标题:E-Learning及其社会经济学
作者:Avni Singh
备注:39 pages
链接:https://arxiv.org/abs/2107.05041

【9】 Inference for the proportional odds cumulative logit model with  monotonicity constraints for ordinal predictors and ordinal response
标题:序数预报器和序数响应单调约束的比例优势累积Logit模型的推断
作者:Javier Espinosa,Christian Hennig
机构:University of Santiago of Chile (USACH), Economics, Economics Department, Chile., Universita di Bologna, Department of Statistical Sciences “Paolo Fortunati”, Italy.
链接:https://arxiv.org/abs/2107.04946

【10】 Sustained cost declines in solar PV and battery storage needed to  eliminate coal generation in India
标题:印度消除燃煤发电所需的太阳能光伏和电池存储成本持续下降
作者:Aniruddh Mohan,Shayak Sengupta,Parth Vaishnav,Rahul Tongia,Asim Ahmed,Ines L. Azevedo
机构:Azevedo, Department of Engineering and Public Policy, Carnegie Mellon University, Pittsburgh, USA, School for Environment and Sustainability, University of Michigan, Ann Arbor, USA, Centre for Social and Economic Progress, New Delhi, India
链接:https://arxiv.org/abs/2107.04928

【11】 Geographic Spillover Effects of Prescription Drug Monitoring Programs  (PDMPs)
标题:处方药监测项目(PDMPS)的地理溢出效应
作者:Daniel Guth,Shiyu Zhang
链接:https://arxiv.org/abs/2107.04925

【12】 Machine Learning for Financial Forecasting, Planning and Analysis:  Recent Developments and Pitfalls
标题:用于财务预测、规划和分析的机器学习:最新进展和陷阱
作者:Helmut Wasserbacher,Martin Spindler
备注:31 pages, 3 figures, 4 tables
链接:https://arxiv.org/abs/2107.04851

【13】 The unreasonable effectiveness of optimal transport in economics
标题:经济学中最优运输的不合理效用
作者:Alfred Galichon
机构:This paper is dedicated to the memory of Emmanuel Farhi (,-,).
备注:Submitted to the proceeding of the 2020 World Congress of the Econometric Society
链接:https://arxiv.org/abs/2107.04700

【14】 Waiting to Borrow From a 457(b) Plan
标题:等待从457(B)计划借款
作者:Alex Garivaltis
备注:52 pages, 21 figures
链接:https://arxiv.org/abs/2107.04698

【15】 A theoretical look at ordinal classification methods based on reference  sets composed of characteristic actions
标题:基于特征动作组成参考集的有序分类方法的理论研究
作者:Eduardo Fernandez,Jorge Navarro,Efrain Solares
机构:Universidad Autónoma de Sinaloa, , Corresponding author, Efraín Solares, Universidad Autónoma de Coahuila
备注:26 pages, 5 tables
链接:https://arxiv.org/abs/2107.04656

【16】 Collective intelligence and the blockchain: Technology, communities and  social experiments
标题:集体智能与区块链:技术、社区和社会实验
作者:Andrea Baronchelli
机构:City University of London, Department of Mathematics, London EC,V ,HB, UK, The Alan Turing Institute, British Library, Euston Road, London NW,DB, UK, UCL Centre for Blockchain Technologies, University College London, London, UK.
备注:Brief "perspective" commentary piece
链接:https://arxiv.org/abs/2107.05527

【17】 On Reward Sharing in Blockchain Mining Pools
标题:区块链矿池中的报酬分享问题研究
作者:Burak Can,Jens Leth Hougaard,Mohsen Pourpouneh
链接:https://arxiv.org/abs/2107.05302

【18】 Recursive Utility with Investment Gains and Losses: Existence,  Uniqueness, and Convergence
标题:具有投资收益和损失的递归效用:存在性、唯一性和收敛性
作者:Jing Guo,Xue Dong He
链接:https://arxiv.org/abs/2107.05163

机器翻译,仅供参考

访问arxivdaily.com获取含摘要速递,更有收藏、搜索等功能,涵盖CS|物理|数学|经济|统计|金融|生物|电气领域
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