Quantitative Finance Oct 2018

<!DOCTYPE html> <html lang="en"> <head> <title>Quantitative Finance Oct 2018</title> <meta name="viewport" content="width=device-width, initial-scale=1"> <link rel="apple-touch-icon" sizes="180x180" href="/static/browse/0.3.4/images/icons/apple-touch-icon.png"> <link rel="icon" type="image/png" sizes="32x32" href="/static/browse/0.3.4/images/icons/favicon-32x32.png"> <link rel="icon" type="image/png" sizes="16x16" href="/static/browse/0.3.4/images/icons/favicon-16x16.png"> <link rel="manifest" href="/static/browse/0.3.4/images/icons/site.webmanifest"> <link rel="mask-icon" href="/static/browse/0.3.4/images/icons/safari-pinned-tab.svg" color="#5bbad5"> <meta name="msapplication-TileColor" content="#da532c"> <meta name="theme-color" content="#ffffff"> <link rel="stylesheet" type="text/css" media="screen" href="/static/browse/0.3.4/css/arXiv.css?v=20241206" /> <link rel="stylesheet" type="text/css" media="print" href="/static/browse/0.3.4/css/arXiv-print.css?v=20200611" /> <link 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href=/list/q-fin/2018-10?skip=100&show=50>101-110</a> </div> <div class='morefewer'>Showing up to 50 entries per page: <a href=/list/q-fin/2018-10?skip=0&show=25 rel="nofollow"> fewer</a> | <a href=/list/q-fin/2018-10?skip=0&show=100 rel="nofollow"> more</a> | <a href=/list/q-fin/2018-10?skip=0&show=2000 rel="nofollow"> all</a> </div> <dl id='articles'> <dt> <a name='item1'>[1]</a> <a href ="/abs/1810.00155" title="Abstract" id="1810.00155"> arXiv:1810.00155 </a> [<a href="/pdf/1810.00155" title="Download PDF" id="pdf-1810.00155" aria-labelledby="pdf-1810.00155">pdf</a>, <a href="/format/1810.00155" title="Other formats" id="oth-1810.00155" aria-labelledby="oth-1810.00155">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Influence of introducing high speed railways on intercity travel behavior in Vietnam </div> <div class='list-authors'><a href="https://arxiv.org/search/econ?searchtype=author&query=Le,+T+V">Tho V. Le</a>, <a href="https://arxiv.org/search/econ?searchtype=author&query=Zhang,+J">Junyi Zhang</a>, <a href="https://arxiv.org/search/econ?searchtype=author&query=Chikaraishi,+M">Makoto Chikaraishi</a>, <a href="https://arxiv.org/search/econ?searchtype=author&query=Fujiwara,+A">Akimasa Fujiwara</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 13 pages, 2 figures, 6 tables. Proceedings of The 45th Conference of Infrastructure Planning and Management, Japan Society of Civil Engineers </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span> </div> </div> </dd> <dt> <a name='item2'>[2]</a> <a href ="/abs/1810.00516" title="Abstract" id="1810.00516"> arXiv:1810.00516 </a> [<a href="/pdf/1810.00516" title="Download PDF" id="pdf-1810.00516" aria-labelledby="pdf-1810.00516">pdf</a>, <a href="/format/1810.00516" title="Other formats" id="oth-1810.00516" aria-labelledby="oth-1810.00516">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> A New Form of Banking -- Concept and Mathematical Model of Venture Banking </div> <div class='list-authors'><a href="https://arxiv.org/search/econ?searchtype=author&query=Hanley,+B+P">Brian P Hanley</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 32 pages, 24 figures, 2 tables, 27 equations (This version includes clarifications of banking loan/deposit operation citing Bank of England) Added preamble section, fixed a figure numbering problem </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span> </div> </div> </dd> <dt> <a name='item3'>[3]</a> <a href ="/abs/1810.00985" title="Abstract" id="1810.00985"> arXiv:1810.00985 </a> [<a href="/pdf/1810.00985" title="Download PDF" id="pdf-1810.00985" aria-labelledby="pdf-1810.00985">pdf</a>, <a href="/format/1810.00985" title="Other formats" id="oth-1810.00985" aria-labelledby="oth-1810.00985">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Selectivity correction in discrete-continuous models for the willingness to work as crowd-shippers and travel time tolerance </div> <div class='list-authors'><a href="https://arxiv.org/search/econ?searchtype=author&query=Le,+T+V">Tho V. Le</a>, <a href="https://arxiv.org/search/econ?searchtype=author&query=Ukkusuri,+S+V">Satish V. Ukkusuri</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 16 pages, two figures, four tables. 97th Annual Meeting Transportation Research Board </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span> </div> </div> </dd> <dt> <a name='item4'>[4]</a> <a href ="/abs/1810.01278" title="Abstract" id="1810.01278"> arXiv:1810.01278 </a> [<a href="/pdf/1810.01278" title="Download PDF" id="pdf-1810.01278" aria-labelledby="pdf-1810.01278">pdf</a>, <a href="/format/1810.01278" title="Other formats" id="oth-1810.01278" aria-labelledby="oth-1810.01278">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Deep Factor Model </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Nakagawa,+K">Kei Nakagawa</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Uchida,+T">Takumi Uchida</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Aoshima,+T">Tomohisa Aoshima</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> MIDAS 2018 : MIDAS @ECML-PKDD 2018 - 3rd Workshop on MIning DAta for financial applicationS. arXiv admin note: text overlap with <a href="https://arxiv.org/abs/1712.08268" data-arxiv-id="1712.08268" class="link-https">arXiv:1712.08268</a>, <a href="https://arxiv.org/abs/1801.01777" data-arxiv-id="1801.01777" class="link-https">arXiv:1801.01777</a>, <a href="https://arxiv.org/abs/1602.06561" data-arxiv-id="1602.06561" class="link-https">arXiv:1602.06561</a> by other authors </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Statistical Finance (q-fin.ST)</span> </div> </div> </dd> <dt> <a name='item5'>[5]</a> <a href ="/abs/1810.01310" title="Abstract" id="1810.01310"> arXiv:1810.01310 </a> [<a href="/pdf/1810.01310" title="Download PDF" id="pdf-1810.01310" aria-labelledby="pdf-1810.01310">pdf</a>, <a href="/format/1810.01310" title="Other formats" id="oth-1810.01310" aria-labelledby="oth-1810.01310">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> The logic of uncertainty as a logic of experience and chance and the co~event-based Bayes' theorem </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Vorobyev,+O+Y">Oleg Yu Vorobyev</a></div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Proc. of the XVI Intern. FAMEMS Conf. on Financial and Actuarial Mathematics and Eventology of Multivariate Statistics and the II Workshop on Hilbert's Sixth Problem; Krasnoyarsk, SFU (Oleg Vorobyev ed.), 92-110, 2017 </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Finance (q-fin.GN)</span> </div> </div> </dd> <dt> <a name='item6'>[6]</a> <a href ="/abs/1810.01372" title="Abstract" id="1810.01372"> arXiv:1810.01372 </a> [<a href="/pdf/1810.01372" title="Download PDF" id="pdf-1810.01372" aria-labelledby="pdf-1810.01372">pdf</a>, <a href="/format/1810.01372" title="Other formats" id="oth-1810.01372" aria-labelledby="oth-1810.01372">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Pricing of debt and equity in a financial network with comonotonic endowments </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Banerjee,+T">Tathagata Banerjee</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Feinstein,+Z">Zachary Feinstein</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Mathematical Finance (q-fin.MF)</span>; Risk Management (q-fin.RM) </div> </div> </dd> <dt> <a name='item7'>[7]</a> <a href ="/abs/1810.01971" title="Abstract" id="1810.01971"> arXiv:1810.01971 </a> [<a href="/pdf/1810.01971" title="Download PDF" id="pdf-1810.01971" aria-labelledby="pdf-1810.01971">pdf</a>, <a href="/format/1810.01971" title="Other formats" id="oth-1810.01971" aria-labelledby="oth-1810.01971">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Disability for HIV and Disincentives for Health: The Impact of South Africa's Disability Grant on HIV/AIDS Recovery </div> <div class='list-authors'><a href="https://arxiv.org/search/econ?searchtype=author&query=Haber,+N">Noah Haber</a>, <a href="https://arxiv.org/search/econ?searchtype=author&query=B%C3%A4rnighausen,+T">Till B盲rnighausen</a>, <a href="https://arxiv.org/search/econ?searchtype=author&query=Bor,+J">Jacob Bor</a>, <a href="https://arxiv.org/search/econ?searchtype=author&query=Cohen,+J">Jessica Cohen</a>, <a href="https://arxiv.org/search/econ?searchtype=author&query=Tanser,+F">Frank Tanser</a>, <a href="https://arxiv.org/search/econ?searchtype=author&query=Pillay,+D">Deenan Pillay</a>, <a href="https://arxiv.org/search/econ?searchtype=author&query=Fink,+G">G眉nther Fink</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span> </div> </div> </dd> <dt> <a name='item8'>[8]</a> <a href ="/abs/1810.02071" title="Abstract" id="1810.02071"> arXiv:1810.02071 </a> [<a href="/pdf/1810.02071" title="Download PDF" id="pdf-1810.02071" aria-labelledby="pdf-1810.02071">pdf</a>, <a href="https://arxiv.org/html/1810.02071v4" title="View HTML" id="html-1810.02071" aria-labelledby="html-1810.02071" rel="noopener noreferrer" target="_blank">html</a>, <a href="/format/1810.02071" title="Other formats" id="oth-1810.02071" aria-labelledby="oth-1810.02071">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Leave-one-out least squares Monte Carlo algorithm for pricing Bermudan options </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Woo,+J">Jeechul Woo</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Liu,+C">Chenru Liu</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Choi,+J">Jaehyuk Choi</a></div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Journal of Futures Markets (2024) </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Computational Finance (q-fin.CP)</span>; Mathematical Finance (q-fin.MF); Machine Learning (stat.ML) </div> </div> </dd> <dt> <a name='item9'>[9]</a> <a href ="/abs/1810.02109" title="Abstract" id="1810.02109"> arXiv:1810.02109 </a> [<a href="/pdf/1810.02109" title="Download PDF" id="pdf-1810.02109" aria-labelledby="pdf-1810.02109">pdf</a>, <a href="/format/1810.02109" title="Other formats" id="oth-1810.02109" aria-labelledby="oth-1810.02109">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> District heating systems under high CO2 emission prices: the role of the pass-through from emission cost to electricity prices </div> <div class='list-authors'><a href="https://arxiv.org/search/econ?searchtype=author&query=Wehrle,+S">Sebastian Wehrle</a>, <a href="https://arxiv.org/search/econ?searchtype=author&query=Schmidt,+J">Johannes Schmidt</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span> </div> </div> </dd> <dt> <a name='item10'>[10]</a> <a href ="/abs/1810.02125" title="Abstract" id="1810.02125"> arXiv:1810.02125 </a> [<a href="/pdf/1810.02125" title="Download PDF" id="pdf-1810.02125" aria-labelledby="pdf-1810.02125">pdf</a>, <a href="/format/1810.02125" title="Other formats" id="oth-1810.02125" aria-labelledby="oth-1810.02125">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> A Machine Learning-based Recommendation System for Swaptions Strategies </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Koshiyama,+A+S">Adriano Soares Koshiyama</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Firoozye,+N">Nick Firoozye</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Treleaven,+P">Philip Treleaven</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Portfolio Management (q-fin.PM)</span>; Machine Learning (cs.LG); General Finance (q-fin.GN); Applications (stat.AP) </div> </div> </dd> <dt> <a name='item11'>[11]</a> <a href ="/abs/1810.02390" title="Abstract" id="1810.02390"> arXiv:1810.02390 </a> [<a href="/pdf/1810.02390" title="Download PDF" id="pdf-1810.02390" aria-labelledby="pdf-1810.02390">pdf</a>, <a href="/format/1810.02390" title="Other formats" id="oth-1810.02390" aria-labelledby="oth-1810.02390">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> On the First Hitting Time Density of an Ornstein-Uhlenbeck Process </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Lipton,+A">Alexander Lipton</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Kaushansky,+V">Vadim Kaushansky</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Computational Finance (q-fin.CP)</span>; Probability (math.PR) </div> </div> </dd> <dt> <a name='item12'>[12]</a> <a href ="/abs/1810.02444" title="Abstract" id="1810.02444"> arXiv:1810.02444 </a> [<a href="/pdf/1810.02444" title="Download PDF" id="pdf-1810.02444" aria-labelledby="pdf-1810.02444">pdf</a>, <a href="/format/1810.02444" title="Other formats" id="oth-1810.02444" aria-labelledby="oth-1810.02444">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Super-Replication of the Best Pairs Trade in Hindsight </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Garivaltis,+A">Alex Garivaltis</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> This paper has been withdrawn by the author </div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Cogent Economics & Finance (2019), 7: 1568657 </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Portfolio Management (q-fin.PM)</span>; General Economics (econ.GN); Theoretical Economics (econ.TH); General Finance (q-fin.GN); Pricing of Securities (q-fin.PR) </div> </div> </dd> <dt> <a name='item13'>[13]</a> <a href ="/abs/1810.02447" title="Abstract" id="1810.02447"> arXiv:1810.02447 </a> [<a href="/pdf/1810.02447" title="Download PDF" id="pdf-1810.02447" aria-labelledby="pdf-1810.02447">pdf</a>, <a href="/format/1810.02447" title="Other formats" id="oth-1810.02447" aria-labelledby="oth-1810.02447">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Multilinear Superhedging of Lookback Options </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Garivaltis,+A">Alex Garivaltis</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> This paper has been withdrawn by the author </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Pricing of Securities (q-fin.PR)</span>; Theoretical Economics (econ.TH); Computational Finance (q-fin.CP); General Finance (q-fin.GN); Portfolio Management (q-fin.PM) </div> </div> </dd> <dt> <a name='item14'>[14]</a> <a href ="/abs/1810.02485" title="Abstract" id="1810.02485"> arXiv:1810.02485 </a> [<a href="/pdf/1810.02485" title="Download PDF" id="pdf-1810.02485" aria-labelledby="pdf-1810.02485">pdf</a>, <a href="/format/1810.02485" title="Other formats" id="oth-1810.02485" aria-labelledby="oth-1810.02485">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Exact Replication of the Best Rebalancing Rule in Hindsight </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Garivaltis,+A">Alex Garivaltis</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 37 pages, 10 figures </div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> The Journal of Derivatives 26(4), pp.35-53 (2019) </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Pricing of Securities (q-fin.PR)</span>; General Economics (econ.GN); Theoretical Economics (econ.TH); Mathematical Finance (q-fin.MF); Portfolio Management (q-fin.PM) </div> </div> </dd> <dt> <a name='item15'>[15]</a> <a href ="/abs/1810.02529" title="Abstract" id="1810.02529"> arXiv:1810.02529 </a> [<a href="/pdf/1810.02529" title="Download PDF" id="pdf-1810.02529" aria-labelledby="pdf-1810.02529">pdf</a>, <a href="/format/1810.02529" title="Other formats" id="oth-1810.02529" aria-labelledby="oth-1810.02529">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Fast Super-Paramagnetic Clustering </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Yelibi,+L">Lionel Yelibi</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Gebbie,+T">Tim Gebbie</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 25 pages, 41 Figures and code at <a href="https://github.com/tehraio/potts-model-clustering" rel="external noopener nofollow" class="link-external link-https">this https URL</a> </div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Physica A, Volume 551, 1 August 2020, 124049 </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Computational Finance (q-fin.CP)</span>; Machine Learning (stat.ML) </div> </div> </dd> <dt> <a name='item16'>[16]</a> <a href ="/abs/1810.02613" title="Abstract" id="1810.02613"> arXiv:1810.02613 </a> [<a href="/pdf/1810.02613" title="Download PDF" id="pdf-1810.02613" aria-labelledby="pdf-1810.02613">pdf</a>, <a href="/format/1810.02613" title="Other formats" id="oth-1810.02613" aria-labelledby="oth-1810.02613">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Exploring the nuances in the relationship "culture-strategy" for the business world </div> <div class='list-authors'><a href="https://arxiv.org/search/econ?searchtype=author&query=Dimitrov,+K">Kiril Dimitrov</a></div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Vanguard scientific instruments in management journal (VSIM), Volume 2(13) 2016, 37 pages, ISSN 1314-0582, University of National And World Economy </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span> </div> </div> </dd> <dt> <a name='item17'>[17]</a> <a href ="/abs/1810.02615" title="Abstract" id="1810.02615"> arXiv:1810.02615 </a> [<a href="/pdf/1810.02615" title="Download PDF" id="pdf-1810.02615" aria-labelledby="pdf-1810.02615">pdf</a>, <a href="/format/1810.02615" title="Other formats" id="oth-1810.02615" aria-labelledby="oth-1810.02615">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Talent management - an etymological study </div> <div class='list-authors'><a href="https://arxiv.org/search/econ?searchtype=author&query=Dimitrov,+K">Kiril Dimitrov</a></div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Vanguard scientific instruments in management journal (VSIM), Volume 2(11) 2015, 39 pages, ISSN 1314-0582, University of National And World Economy </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span> </div> </div> </dd> <dt> <a name='item18'>[18]</a> <a href ="/abs/1810.02617" title="Abstract" id="1810.02617"> arXiv:1810.02617 </a> [<a href="/pdf/1810.02617" title="Download PDF" id="pdf-1810.02617" aria-labelledby="pdf-1810.02617">pdf</a>, <a href="/format/1810.02617" title="Other formats" id="oth-1810.02617" aria-labelledby="oth-1810.02617">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Dominating Attributes Of Professed Firm Culture Of Holding Companies - Members Of The Bulgarian Industrial Capital Association </div> <div class='list-authors'><a href="https://arxiv.org/search/econ?searchtype=author&query=Dimitrov,+K">Kiril Dimitrov</a>, <a href="https://arxiv.org/search/econ?searchtype=author&query=Geshkov,+M">Marin Geshkov</a></div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Economic Alternatives Journal, Vol.12, Issue 3, 2018, pp. 384-418, available at: https://www.unwe.bg/uploads/Alternatives/7_EA_3_2018_en.pdf, ISSN (print): 1312-7462, ISSN (online): 2367-9409 </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span> </div> </div> </dd> <dt> <a name='item19'>[19]</a> <a href ="/abs/1810.02621" title="Abstract" id="1810.02621"> arXiv:1810.02621 </a> [<a href="/pdf/1810.02621" title="Download PDF" id="pdf-1810.02621" aria-labelledby="pdf-1810.02621">pdf</a>, <a href="/format/1810.02621" title="Other formats" id="oth-1810.02621" aria-labelledby="oth-1810.02621">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Geert Hofstede et al's set of national cultural dimensions - popularity and criticisms </div> <div class='list-authors'><a href="https://arxiv.org/search/econ?searchtype=author&query=Dimitrov,+K">Kiril Dimitrov</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> available at: <a href="http://www.unwe.bg/uploads/Alternatives/3_Dimitrov.pdf" rel="external noopener nofollow" class="link-external link-http">this http URL</a> </div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Economic Alternatives journal, 2d issue, 2014, pp30-60, ISSN (print): 1312-7462, ISSN (online): 2367-9409 </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span> </div> </div> </dd> <dt> <a name='item20'>[20]</a> <a href ="/abs/1810.02622" title="Abstract" id="1810.02622"> arXiv:1810.02622 </a> [<a href="/pdf/1810.02622" title="Download PDF" id="pdf-1810.02622" aria-labelledby="pdf-1810.02622">pdf</a>, <a href="/format/1810.02622" title="Other formats" id="oth-1810.02622" aria-labelledby="oth-1810.02622">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Contemporary facets of business successes among leading companies, operating in Bulgaria </div> <div class='list-authors'><a href="https://arxiv.org/search/econ?searchtype=author&query=Dimitrov,+K">Kiril Dimitrov</a></div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Vanguard scientific instruments in management journal (VSIM), Volume 2(7)/2013, pp189-214, ISSN 1314-0582, University of National And World Economy </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span> </div> </div> </dd> <dt> <a name='item21'>[21]</a> <a href ="/abs/1810.02952" title="Abstract" id="1810.02952"> arXiv:1810.02952 </a> [<a href="/pdf/1810.02952" title="Download PDF" id="pdf-1810.02952" aria-labelledby="pdf-1810.02952">pdf</a>, <a href="/format/1810.02952" title="Other formats" id="oth-1810.02952" aria-labelledby="oth-1810.02952">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Social capital at venture capital firms and their financial performance: Evidence from China </div> <div class='list-authors'><a href="https://arxiv.org/search/econ?searchtype=author&query=Cao,+Q">Qi-lin Cao</a>, <a href="https://arxiv.org/search/econ?searchtype=author&query=Xiang,+H">Hua-yun Xiang</a>, <a href="https://arxiv.org/search/econ?searchtype=author&query=Mao,+Y">You-jia Mao</a>, <a href="https://arxiv.org/search/econ?searchtype=author&query=Yang,+B">Ben-zhang Yang</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 28 pages, 3 figures, and 7 tables </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span> </div> </div> </dd> <dt> <a name='item22'>[22]</a> <a href ="/abs/1810.03348" title="Abstract" id="1810.03348"> arXiv:1810.03348 </a> [<a href="/pdf/1810.03348" title="Download PDF" id="pdf-1810.03348" aria-labelledby="pdf-1810.03348">pdf</a>, <a href="/format/1810.03348" title="Other formats" id="oth-1810.03348" aria-labelledby="oth-1810.03348">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Evaluating regulatory reform of network industries: a survey of empirical models based on categorical proxies </div> <div class='list-authors'><a href="https://arxiv.org/search/econ?searchtype=author&query=Bastianin,+A">Andrea Bastianin</a>, <a href="https://arxiv.org/search/econ?searchtype=author&query=Castelnovo,+P">Paolo Castelnovo</a>, <a href="https://arxiv.org/search/econ?searchtype=author&query=Florio,+M">Massimo Florio</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span>; Econometrics (econ.EM) </div> </div> </dd> <dt> <a name='item23'>[23]</a> <a href ="/abs/1810.03399" title="Abstract" id="1810.03399"> arXiv:1810.03399 </a> [<a href="/pdf/1810.03399" title="Download PDF" id="pdf-1810.03399" aria-labelledby="pdf-1810.03399">pdf</a>, <a href="/format/1810.03399" title="Other formats" id="oth-1810.03399" aria-labelledby="oth-1810.03399">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Deep calibration of rough stochastic volatility models </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Bayer,+C">Christian Bayer</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Stemper,+B">Benjamin Stemper</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Pricing of Securities (q-fin.PR)</span>; Machine Learning (cs.LG) </div> </div> </dd> <dt> <a name='item24'>[24]</a> <a href ="/abs/1810.03494" title="Abstract" id="1810.03494"> arXiv:1810.03494 </a> [<a href="/pdf/1810.03494" title="Download PDF" id="pdf-1810.03494" aria-labelledby="pdf-1810.03494">pdf</a>, <a href="/format/1810.03494" title="Other formats" id="oth-1810.03494" aria-labelledby="oth-1810.03494">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> k-price auctions and Combination auctions </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Mihelich,+M">Martin Mihelich</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Shu,+Y">Yan Shu</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 12 pages. All comments are welcome </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Mathematical Finance (q-fin.MF)</span>; Computer Science and Game Theory (cs.GT); General Economics (econ.GN) </div> </div> </dd> <dt> <a name='item25'>[25]</a> <a href ="/abs/1810.03501" title="Abstract" id="1810.03501"> arXiv:1810.03501 </a> [<a href="/pdf/1810.03501" title="Download PDF" id="pdf-1810.03501" aria-labelledby="pdf-1810.03501">pdf</a>, <a href="/format/1810.03501" title="Other formats" id="oth-1810.03501" aria-labelledby="oth-1810.03501">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Dividend Policy and Capital Structure of a Defaultable Firm </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Tse,+A+S">Alex S.L. Tse</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Mathematical Finance (q-fin.MF)</span> </div> </div> </dd> <dt> <a name='item26'>[26]</a> <a href ="/abs/1810.03546" title="Abstract" id="1810.03546"> arXiv:1810.03546 </a> [<a href="/pdf/1810.03546" title="Download PDF" id="pdf-1810.03546" aria-labelledby="pdf-1810.03546">pdf</a>, <a href="/format/1810.03546" title="Other formats" id="oth-1810.03546" aria-labelledby="oth-1810.03546">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Classifying Financial Markets up to Isomorphism </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Armstrong,+J">John Armstrong</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Mathematical Finance (q-fin.MF)</span> </div> </div> </dd> <dt> <a name='item27'>[27]</a> <a href ="/abs/1810.03605" title="Abstract" id="1810.03605"> arXiv:1810.03605 </a> [<a href="/pdf/1810.03605" title="Download PDF" id="pdf-1810.03605" aria-labelledby="pdf-1810.03605">pdf</a>, <a href="/format/1810.03605" title="Other formats" id="oth-1810.03605" aria-labelledby="oth-1810.03605">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Critical review of models, containing cultural levels beyond the organizational one </div> <div class='list-authors'><a href="https://arxiv.org/search/econ?searchtype=author&query=Dimitrov,+K">Kiril Dimitrov</a></div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Economic alternatives journal, Issue 1, 2012, ISSN (print): 1312-7462, ISSN (online): 2367-9409, pp.98-125, available at: http://www.unwe.bg/uploads/Alternatives/BROI_1_ALTERNATIVI_ENGLISH_2012-Kiril.pdf </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span> </div> </div> </dd> <dt> <a name='item28'>[28]</a> <a href ="/abs/1810.04370" title="Abstract" id="1810.04370"> arXiv:1810.04370 </a> [<a href="/pdf/1810.04370" title="Download PDF" id="pdf-1810.04370" aria-labelledby="pdf-1810.04370">pdf</a>, <a href="/format/1810.04370" title="Other formats" id="oth-1810.04370" aria-labelledby="oth-1810.04370">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Complex Valued Risk Diversification </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Uchiyama,+Y">Yusuke Uchiyama</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Kadoya,+T">Takanori Kadoya</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Nakagawa,+K">Kei Nakagawa</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Portfolio Management (q-fin.PM)</span> </div> </div> </dd> <dt> <a name='item29'>[29]</a> <a href ="/abs/1810.04383" title="Abstract" id="1810.04383"> arXiv:1810.04383 </a> [<a href="/pdf/1810.04383" title="Download PDF" id="pdf-1810.04383" aria-labelledby="pdf-1810.04383">pdf</a>, <a href="/format/1810.04383" title="Other formats" id="oth-1810.04383" aria-labelledby="oth-1810.04383">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Closed-form approximations in multi-asset market making </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Bergault,+P">Philippe Bergault</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Evangelista,+D">David Evangelista</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Gu%C3%A9ant,+O">Olivier Gu茅ant</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Vieira,+D">Douglas Vieira</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 36 pages, 33 references, 13 Figures </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Trading and Market Microstructure (q-fin.TR)</span> </div> </div> </dd> <dt> <a name='item30'>[30]</a> <a href ="/abs/1810.04623" title="Abstract" id="1810.04623"> arXiv:1810.04623 </a> [<a href="/pdf/1810.04623" title="Download PDF" id="pdf-1810.04623" aria-labelledby="pdf-1810.04623">pdf</a>, <a href="/format/1810.04623" title="Other formats" id="oth-1810.04623" aria-labelledby="oth-1810.04623">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Challenges in approximating the Black and Scholes call formula with hyperbolic tangents </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Mininni,+M">Michele Mininni</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Orlando,+G">Giuseppe Orlando</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Taglialatela,+G">Giovanni Taglialatela</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Finance (q-fin.GN)</span> </div> </div> </dd> <dt> <a name='item31'>[31]</a> <a href ="/abs/1810.04624" title="Abstract" id="1810.04624"> arXiv:1810.04624 </a> [<a href="/pdf/1810.04624" title="Download PDF" id="pdf-1810.04624" aria-labelledby="pdf-1810.04624">pdf</a>, <a href="/format/1810.04624" title="Other formats" id="oth-1810.04624" aria-labelledby="oth-1810.04624">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Symmetry, Entropy, Diversity and (why not?) Quantum Statistics in Society </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Rosenblatt,+J">J. Rosenblatt</a> (Institut National de Sciences Appliqu茅es, Rennes, France)</div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 13 pages, 2 figures </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Finance (q-fin.GN)</span> </div> </div> </dd> <dt> <a name='item32'>[32]</a> <a href ="/abs/1810.04759" title="Abstract" id="1810.04759"> arXiv:1810.04759 </a> [<a href="/pdf/1810.04759" title="Download PDF" id="pdf-1810.04759" aria-labelledby="pdf-1810.04759">pdf</a>, <a href="/format/1810.04759" title="Other formats" id="oth-1810.04759" aria-labelledby="oth-1810.04759">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Integrating electricity markets: Impacts of increasing trade on prices and emissions in the western United States </div> <div class='list-authors'><a href="https://arxiv.org/search/econ?searchtype=author&query=Dahlke,+S">Steven Dahlke</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span> </div> </div> </dd> <dt> <a name='item33'>[33]</a> <a href ="/abs/1810.04819" title="Abstract" id="1810.04819"> arXiv:1810.04819 </a> [<a href="/pdf/1810.04819" title="Download PDF" id="pdf-1810.04819" aria-labelledby="pdf-1810.04819">pdf</a>, <a href="/format/1810.04819" title="Other formats" id="oth-1810.04819" aria-labelledby="oth-1810.04819">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Deriving the factor endowment--commodity output relationship for Thailand (1920-1927) using a three-factor two-good general equilibrium trade model </div> <div class='list-authors'><a href="https://arxiv.org/search/econ?searchtype=author&query=Nakada,+Y">Yoshiaki Nakada</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 36 pages, 5 figures, 4 tables </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span> </div> </div> </dd> <dt> <a name='item34'>[34]</a> <a href ="/abs/1810.04868" title="Abstract" id="1810.04868"> arXiv:1810.04868 </a> [<a href="/pdf/1810.04868" title="Download PDF" id="pdf-1810.04868" aria-labelledby="pdf-1810.04868">pdf</a>, <a href="/format/1810.04868" title="Other formats" id="oth-1810.04868" aria-labelledby="oth-1810.04868">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Lifting the Heston model </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Jaber,+E+A">Eduardo Abi Jaber</a> (CEREMADE)</div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> Quantitative Finance, Taylor & Francis (Routledge), In press </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Computational Finance (q-fin.CP)</span>; Probability (math.PR) </div> </div> </dd> <dt> <a name='item35'>[35]</a> <a href ="/abs/1810.04978" title="Abstract" id="1810.04978"> arXiv:1810.04978 </a> [<a href="/pdf/1810.04978" title="Download PDF" id="pdf-1810.04978" aria-labelledby="pdf-1810.04978">pdf</a>, <a href="/format/1810.04978" title="Other formats" id="oth-1810.04978" aria-labelledby="oth-1810.04978">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Time consistency for scalar multivariate risk measures </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Feinstein,+Z">Zachary Feinstein</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Rudloff,+B">Birgit Rudloff</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Risk Management (q-fin.RM)</span> </div> </div> </dd> <dt> <a name='item36'>[36]</a> <a href ="/abs/1810.05094" title="Abstract" id="1810.05094"> arXiv:1810.05094 </a> [<a href="/pdf/1810.05094" title="Download PDF" id="pdf-1810.05094" aria-labelledby="pdf-1810.05094">pdf</a>, <a href="/format/1810.05094" title="Other formats" id="oth-1810.05094" aria-labelledby="oth-1810.05094">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Unbiased deep solvers for linear parametric PDEs </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Vidales,+M+S">Marc Sabate Vidales</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Siska,+D">David Siska</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Szpruch,+L">Lukasz Szpruch</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Computational Finance (q-fin.CP)</span>; Machine Learning (cs.LG); Numerical Analysis (math.NA) </div> </div> </dd> <dt> <a name='item37'>[37]</a> <a href ="/abs/1810.05689" title="Abstract" id="1810.05689"> arXiv:1810.05689 </a> [<a href="/pdf/1810.05689" title="Download PDF" id="pdf-1810.05689" aria-labelledby="pdf-1810.05689">pdf</a>, <a href="/format/1810.05689" title="Other formats" id="oth-1810.05689" aria-labelledby="oth-1810.05689">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> The Broad Consequences of Narrow Banking </div> <div class='list-authors'><a href="https://arxiv.org/search/econ?searchtype=author&query=Grasselli,+M+R">Matheus R Grasselli</a>, <a href="https://arxiv.org/search/econ?searchtype=author&query=Lipton,+A">Alexander Lipton</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 21 pages, 4 figures </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span>; Mathematical Finance (q-fin.MF) </div> </div> </dd> <dt> <a name='item38'>[38]</a> <a href ="/abs/1810.05884" title="Abstract" id="1810.05884"> arXiv:1810.05884 </a> [<a href="/pdf/1810.05884" title="Download PDF" id="pdf-1810.05884" aria-labelledby="pdf-1810.05884">pdf</a>, <a href="/format/1810.05884" title="Other formats" id="oth-1810.05884" aria-labelledby="oth-1810.05884">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Mid-price estimation for European corporate bonds: a particle filtering approach </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Gu%C3%A9ant,+O">Olivier Gu茅ant</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Pu,+J">Jiang Pu</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Trading and Market Microstructure (q-fin.TR)</span> </div> </div> </dd> <dt> <a name='item39'>[39]</a> <a href ="/abs/1810.06101" title="Abstract" id="1810.06101"> arXiv:1810.06101 </a> [<a href="/pdf/1810.06101" title="Download PDF" id="pdf-1810.06101" aria-labelledby="pdf-1810.06101">pdf</a>, <a href="/format/1810.06101" title="Other formats" id="oth-1810.06101" aria-labelledby="oth-1810.06101">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Mean-Field Games with Differing Beliefs for Algorithmic Trading </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Casgrain,+P">Philippe Casgrain</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Jaimungal,+S">Sebastian Jaimungal</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 36 pages, 3 figures </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Mathematical Finance (q-fin.MF)</span> </div> </div> </dd> <dt> <a name='item40'>[40]</a> <a href ="/abs/1810.06335" title="Abstract" id="1810.06335"> arXiv:1810.06335 </a> [<a href="/pdf/1810.06335" title="Download PDF" id="pdf-1810.06335" aria-labelledby="pdf-1810.06335">pdf</a>, <a href="/format/1810.06335" title="Other formats" id="oth-1810.06335" aria-labelledby="oth-1810.06335">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> On the sensitivity analysis of energy quanto options </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Kufakunesu,+R">Rodwell Kufakunesu</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Mhlanga,+F">Farai Mhlanga</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 15 pages </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Pricing of Securities (q-fin.PR)</span>; Probability (math.PR); Computational Finance (q-fin.CP) </div> </div> </dd> <dt> <a name='item41'>[41]</a> <a href ="/abs/1810.06366" title="Abstract" id="1810.06366"> arXiv:1810.06366 </a> [<a href="/pdf/1810.06366" title="Download PDF" id="pdf-1810.06366" aria-labelledby="pdf-1810.06366">pdf</a>, <a href="/format/1810.06366" title="Other formats" id="oth-1810.06366" aria-labelledby="oth-1810.06366">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Replica Analysis for Maximization of Net Present Value </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Shinzato,+T">Takashi Shinzato</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 1 figure </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Portfolio Management (q-fin.PM)</span>; Disordered Systems and Neural Networks (cond-mat.dis-nn); Statistical Mechanics (cond-mat.stat-mech); Optimization and Control (math.OC) </div> </div> </dd> <dt> <a name='item42'>[42]</a> <a href ="/abs/1810.06696" title="Abstract" id="1810.06696"> arXiv:1810.06696 </a> [<a href="/pdf/1810.06696" title="Download PDF" id="pdf-1810.06696" aria-labelledby="pdf-1810.06696">pdf</a>, <a href="/format/1810.06696" title="Other formats" id="oth-1810.06696" aria-labelledby="oth-1810.06696">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Predicting digital asset market based on blockchain activity data </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Besarabov,+Z">Zvezdin Besarabov</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Kolev,+T">Todor Kolev</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Computational Finance (q-fin.CP)</span> </div> </div> </dd> <dt> <a name='item43'>[43]</a> <a href ="/abs/1810.06698" title="Abstract" id="1810.06698"> arXiv:1810.06698 </a> [<a href="/pdf/1810.06698" title="Download PDF" id="pdf-1810.06698" aria-labelledby="pdf-1810.06698">pdf</a>, <a href="/format/1810.06698" title="Other formats" id="oth-1810.06698" aria-labelledby="oth-1810.06698">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Aggressive Economic Incentives and Physical Activity: The Role of Choice and Technology Decision Aids </div> <div class='list-authors'><a href="https://arxiv.org/search/econ?searchtype=author&query=Adjerid,+I">Idris Adjerid</a>, <a href="https://arxiv.org/search/econ?searchtype=author&query=Purta,+R">Rachael Purta</a>, <a href="https://arxiv.org/search/econ?searchtype=author&query=Striegel,+A">Aaron Striegel</a>, <a href="https://arxiv.org/search/econ?searchtype=author&query=Loewenstein,+G">George Loewenstein</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> Paper is undergoing a major revision </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span> </div> </div> </dd> <dt> <a name='item44'>[44]</a> <a href ="/abs/1810.07112" title="Abstract" id="1810.07112"> arXiv:1810.07112 </a> [<a href="/pdf/1810.07112" title="Download PDF" id="pdf-1810.07112" aria-labelledby="pdf-1810.07112">pdf</a>, <a href="/format/1810.07112" title="Other formats" id="oth-1810.07112" aria-labelledby="oth-1810.07112">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Constructing energy accounts for WIOD 2016 release </div> <div class='list-authors'><a href="https://arxiv.org/search/econ?searchtype=author&query=Kulionis,+V">Viktoras Kulionis</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span> </div> </div> </dd> <dt> <a name='item45'>[45]</a> <a href ="/abs/1810.07178" title="Abstract" id="1810.07178"> arXiv:1810.07178 </a> [<a href="/pdf/1810.07178" title="Download PDF" id="pdf-1810.07178" aria-labelledby="pdf-1810.07178">pdf</a>, <a href="/format/1810.07178" title="Other formats" id="oth-1810.07178" aria-labelledby="oth-1810.07178">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> A Path Integral Approach to Business Cycle Models with Large Number of Agents </div> <div class='list-authors'><a href="https://arxiv.org/search/econ?searchtype=author&query=Lotz,+A">A茂leen Lotz</a>, <a href="https://arxiv.org/search/econ?searchtype=author&query=Gosselin,+P">Pierre Gosselin</a> (IF), <a href="https://arxiv.org/search/econ?searchtype=author&query=Wambst,+M">Marc Wambst</a> (IRMA)</div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Economics (econ.GN)</span>; Statistical Mechanics (cond-mat.stat-mech); General Finance (q-fin.GN) </div> </div> </dd> <dt> <a name='item46'>[46]</a> <a href ="/abs/1810.07457" title="Abstract" id="1810.07457"> arXiv:1810.07457 </a> [<a href="/pdf/1810.07457" title="Download PDF" id="pdf-1810.07457" aria-labelledby="pdf-1810.07457">pdf</a>, <a href="/format/1810.07457" title="Other formats" id="oth-1810.07457" aria-labelledby="oth-1810.07457">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Vanna-Volga Method for Normal Volatilities </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Perederiy,+V">Volodymyr Perederiy</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> Keywords: Vanna-Volga, Option Pricing, Normal Bachelier model, Option Greeks, Delta, Vega, Vanna, Volga, Volatility Smiles, Volatility Frowns, SABR model, Interest Rates </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Risk Management (q-fin.RM)</span>; Pricing of Securities (q-fin.PR) </div> </div> </dd> <dt> <a name='item47'>[47]</a> <a href ="/abs/1810.07690" title="Abstract" id="1810.07690"> arXiv:1810.07690 </a> [<a href="/pdf/1810.07690" title="Download PDF" id="pdf-1810.07690" aria-labelledby="pdf-1810.07690">pdf</a>, <a href="/format/1810.07690" title="Other formats" id="oth-1810.07690" aria-labelledby="oth-1810.07690">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Forecasting financial crashes with quantum computing </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Orus,+R">Roman Orus</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Mugel,+S">Samuel Mugel</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Lizaso,+E">Enrique Lizaso</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 6 pages, 4 figures, revised version. To appear in PRA </div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Phys. Rev. A 99, 060301 (2019) </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Finance (q-fin.GN)</span>; Quantum Physics (quant-ph) </div> </div> </dd> <dt> <a name='item48'>[48]</a> <a href ="/abs/1810.07735" title="Abstract" id="1810.07735"> arXiv:1810.07735 </a> [<a href="/pdf/1810.07735" title="Download PDF" id="pdf-1810.07735" aria-labelledby="pdf-1810.07735">pdf</a>, <a href="/format/1810.07735" title="Other formats" id="oth-1810.07735" aria-labelledby="oth-1810.07735">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Implied and Realized Volatility: A Study of the Ratio Distribution </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Moghaddam,+M+D">M. Dashti Moghaddam</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Serota,+R+A">R. A. Serota</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 9 pages, 10 figures, 9 tables </div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Applied Economics and Finance (2019) Vol. 6, No. 5, pp. 104-130 </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Statistical Finance (q-fin.ST)</span>; Mathematical Finance (q-fin.MF) </div> </div> </dd> <dt> <a name='item49'>[49]</a> <a href ="/abs/1810.07774" title="Abstract" id="1810.07774"> arXiv:1810.07774 </a> [<a href="/pdf/1810.07774" title="Download PDF" id="pdf-1810.07774" aria-labelledby="pdf-1810.07774">pdf</a>, <a href="/format/1810.07774" title="Other formats" id="oth-1810.07774" aria-labelledby="oth-1810.07774">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> How production networks amplify economic growth </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=McNerney,+J">James McNerney</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Savoie,+C">Charles Savoie</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Caravelli,+F">Francesco Caravelli</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Carvalho,+V+M">Vasco M. Carvalho</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Farmer,+J+D">J. Doyne Farmer</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 45 pages, 12 figures </div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> PNAS 119 (1) e2106031118 (2021) </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Finance (q-fin.GN)</span>; Physics and Society (physics.soc-ph) </div> </div> </dd> <dt> <a name='item50'>[50]</a> <a href ="/abs/1810.07783" title="Abstract" id="1810.07783"> arXiv:1810.07783 </a> [<a href="/pdf/1810.07783" title="Download PDF" id="pdf-1810.07783" aria-labelledby="pdf-1810.07783">pdf</a>, <a href="/format/1810.07783" title="Other formats" id="oth-1810.07783" aria-labelledby="oth-1810.07783">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Advertising and Brand Attitudes: Evidence from 575 Brands over Five Years </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Du,+R+Y">Rex Yuxing Du</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Joo,+M">Mingyu Joo</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Wilbur,+K+C">Kenneth C. Wilbur</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Finance (q-fin.GN)</span> </div> </div> </dd> </dl> <div class='paging'>Total of 110 entries : <span>1-50</span> <a href=/list/q-fin/2018-10?skip=50&show=50>51-100</a> <a href=/list/q-fin/2018-10?skip=100&show=50>101-110</a> </div> <div class='morefewer'>Showing up to 50 entries per page: <a href=/list/q-fin/2018-10?skip=0&show=25 rel="nofollow"> fewer</a> | <a href=/list/q-fin/2018-10?skip=0&show=100 rel="nofollow"> more</a> | <a href=/list/q-fin/2018-10?skip=0&show=2000 rel="nofollow"> all</a> </div> </div> </div> </div> </main> <footer style="clear: both;"> <div class="columns is-desktop" role="navigation" aria-label="Secondary" style="margin: -0.75em -0.75em 0.75em -0.75em">  <div class="column" style="padding: 0;"> <div class="columns"> <div class="column"> <ul style="list-style: none; line-height: 2;"> <li><a href="https://info.arxiv.org/about">About</a></li> <li><a href="https://info.arxiv.org/help">Help</a></li> </ul> </div> <div class="column"> <ul style="list-style: none; 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Quantitative Finance Oct 2018