Rincón, Luis; Santana, David J. Ruin probability for finite negative binomial mixture claims via recurrence sequences. (English) Zbl 07772211 Commun. Stat., Theory Methods 53, No. 2, 557-573 (2024). MSC: 91B30 91G99 60G99 PDF BibTeX XML Cite \textit{L. Rincón} and \textit{D. J. Santana}, Commun. Stat., Theory Methods 53, No. 2, 557--573 (2024; Zbl 07772211) Full Text: DOI
Katsafados, Apostolos G.; Leledakis, George N.; Pyrgiotakis, Emmanouil G.; Androutsopoulos, Ion; Fergadiotis, Manos Machine learning in bank merger prediction: a text-based approach. (English) Zbl 07764658 Eur. J. Oper. Res. 312, No. 2, 783-797 (2024). MSC: 90Bxx PDF BibTeX XML Cite \textit{A. G. Katsafados} et al., Eur. J. Oper. Res. 312, No. 2, 783--797 (2024; Zbl 07764658) Full Text: DOI
Wang, Yu; Zhan, Jianming; Zhang, Chao; Xu, Zeshui A group consensus model with prospect theory under probabilistic linguistic term sets. (English) Zbl 07764400 Inf. Sci. 653, Article ID 119800, 20 p. (2024). MSC: 91-XX 68-XX PDF BibTeX XML Cite \textit{Y. Wang} et al., Inf. Sci. 653, Article ID 119800, 20 p. (2024; Zbl 07764400) Full Text: DOI
Meng, Fanyong; Zhao, Dengyu; Tan, Chunqiao An adaptive optimization consensus mechanism for group decision making using the Shapley allocation scheme. (English) Zbl 07764380 Inf. Sci. 653, Article ID 119752, 26 p. (2024). MSC: 91-XX 90-XX PDF BibTeX XML Cite \textit{F. Meng} et al., Inf. Sci. 653, Article ID 119752, 26 p. (2024; Zbl 07764380) Full Text: DOI
Cui, Yi; Hu, Dongbin; Chen, Xiaohong; Xu, Xuanhua; Xu, Zeshui Capital equilibrium strategy for uncertain multi-model systems. (English) Zbl 07764375 Inf. Sci. 653, Article ID 119607, 20 p. (2024). MSC: 93-XX 91-XX PDF BibTeX XML Cite \textit{Y. Cui} et al., Inf. Sci. 653, Article ID 119607, 20 p. (2024; Zbl 07764375) Full Text: DOI
Mehrdoust, Farshid; Noorani, Idin; Kanniainen, Juho Valuation of option price in commodity markets described by a Markov-switching model: a case study of WTI crude oil market. (English) Zbl 07764066 Math. Comput. Simul. 215, 228-269 (2024). MSC: 91-XX 90-XX PDF BibTeX XML Cite \textit{F. Mehrdoust} et al., Math. Comput. Simul. 215, 228--269 (2024; Zbl 07764066) Full Text: DOI
Ha, Mijin; Kim, Donghyun; Yoon, Ji-Hun Valuing of timer path-dependent options. (English) Zbl 07764065 Math. Comput. Simul. 215, 208-227 (2024). MSC: 91-XX 90-XX PDF BibTeX XML Cite \textit{M. Ha} et al., Math. Comput. Simul. 215, 208--227 (2024; Zbl 07764065) Full Text: DOI
Kim, Man-Keun; Spreen, Thomas H.; McCarl, Bruce A.; Fei, Chengcheng Applied mathematical programming for business and economics (to appear). (English) Zbl 07762580 Modern Trends in Financial Engineering 4. Singapore: World Scientific (ISBN 978-981-12-5303-4/hbk; 978-981-12-5411-6/pbk). (2024). MSC: 90-01 91-01 90C05 90C20 90C10 91B06 90B06 PDF BibTeX XML Full Text: DOI
Albosaily, Sahar; Pergamenchtchikov, Serguei M. Stochastic control methods for optimization problems in Ornstein-Uhlenbeck spread models. (English) Zbl 07762428 J. Math. Anal. Appl. 530, No. 2, Article ID 127668, 34 p. (2024). MSC: 91Gxx 93Exx 60Hxx PDF BibTeX XML Cite \textit{S. Albosaily} and \textit{S. M. Pergamenchtchikov}, J. Math. Anal. Appl. 530, No. 2, Article ID 127668, 34 p. (2024; Zbl 07762428) Full Text: DOI
Ou, Wei; Huynh, Van-Nam Conditional variational autoencoder for query expansion in ad-hoc information retrieval. (English) Zbl 07759686 Inf. Sci. 652, Article ID 119764, 16 p. (2024). MSC: 68-XX 91-XX PDF BibTeX XML Cite \textit{W. Ou} and \textit{V.-N. Huynh}, Inf. Sci. 652, Article ID 119764, 16 p. (2024; Zbl 07759686) Full Text: DOI
Xu, Yi; Luo, Fan Interval-value based movement strategy of three-way decisions. (English) Zbl 07759683 Inf. Sci. 652, Article ID 119761, 13 p. (2024). MSC: 68-XX 91-XX PDF BibTeX XML Cite \textit{Y. Xu} and \textit{F. Luo}, Inf. Sci. 652, Article ID 119761, 13 p. (2024; Zbl 07759683) Full Text: DOI
Dong, Jiu-Ying; Lu, Xiao-Yun; Li, He-Cheng; Wan, Shu-Ping; Yang, Shu-Qun Consistency and consensus enhancing in group decision making with interval-valued intuitionistic multiplicative preference relations based on bounded confidence. (English) Zbl 07759666 Inf. Sci. 652, Article ID 119727, 26 p. (2024). MSC: 90-XX 91-XX PDF BibTeX XML Cite \textit{J.-Y. Dong} et al., Inf. Sci. 652, Article ID 119727, 26 p. (2024; Zbl 07759666) Full Text: DOI
Rodriguez, Eduardo Risk analytics. Data-driven decisions under uncertainty. (English) Zbl 07740585 Boca Raton, FL: CRC Press (ISBN 978-0-367-35961-4/hbk; 978-1-032-50778-1/pbk; 978-0-429-34289-9/ebook). 479 p. (2024). MSC: 91-02 91B05 91B06 62P20 PDF BibTeX XML Cite \textit{E. Rodriguez}, Risk analytics. Data-driven decisions under uncertainty. Boca Raton, FL: CRC Press (2024; Zbl 07740585) Full Text: DOI
Bollman, Mark Basic gambling mathematics. The numbers behind the neon. 2nd edition. (English) Zbl 07734050 AK Peters/CRC Recreational Mathematics Series. Boca Raton, FL: CRC Press/A K Peters (ISBN 978-1-032-41461-4/hbk; 978-1-032-41460-7/pbk; 978-1-003-35818-3/ebook). (2024). MSC: 91-01 91A60 60-01 60C05 60G40 00A06 00A09 PDF BibTeX XML Full Text: DOI
Jana, Chiranjibe; Pal, Madhumangal; Balas, Valentina; Yager, Ronald R. Picture fuzzy logic and its applications in decision making problems (to appear). (English) Zbl 07707419 Amsterdam: Elsevier/Academic Press (ISBN 978-0-443-22024-1/pbk). (2024). MSC: 03-02 91-02 03E72 91B06 91B86 PDF BibTeX XML
Bonsall, Michael Evolutionary game theory. Approaches and applications in evolutionary biology (to appear). (English) Zbl 07639976 Amsterdam: Elsevier/Academic Press (ISBN 978-0-323-95243-9/pbk). (2024). MSC: 91-02 92-02 91A22 92D15 PDF BibTeX XML
Aumann, Robert J. Selected contributions to game theory (to appear). (English) Zbl 07539280 World Scientific Series in Economic Theory 9. Singapore: World Scientific (ISBN 978-981-12-2106-4). (2024). MSC: 91-02 91A12 PDF BibTeX XML Full Text: DOI
Muranov, A. A.; Polikarpov, S. A.; Rudchenko, T. A. Primary school mathematics in the context of digitalization. (English. Russian original) Zbl 07772663 Dokl. Math. 107, Part Suppl. 1, S42-S51 (2023); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 511, 54-65 (2023). MSC: 68-XX 91-XX PDF BibTeX XML Cite \textit{A. A. Muranov} et al., Dokl. Math. 107, Part Suppl. 1, S42--S51 (2023; Zbl 07772663); translation from Dokl. Ross. Akad. Nauk, Mat. Inform. Protsessy Upr. 511, 54--65 (2023) Full Text: DOI
Zhou, Jian; Jiang, Yujiao; Pantelous, Athanasios A.; Dai, Weiwen A systematic review of uncertainty theory with the use of scientometrical method. (English) Zbl 07772182 Fuzzy Optim. Decis. Mak. 22, No. 3, 463-518 (2023). MSC: 91Gxx 90Bxx 34Axx PDF BibTeX XML Cite \textit{J. Zhou} et al., Fuzzy Optim. Decis. Mak. 22, No. 3, 463--518 (2023; Zbl 07772182) Full Text: DOI
Yang, Xiangfeng; Ke, Hua Uncertain interest rate model for Shanghai interbank offered rate and pricing of American swaption. (English) Zbl 07772181 Fuzzy Optim. Decis. Mak. 22, No. 3, 447-462 (2023). MSC: 91Gxx 60Hxx 60Axx PDF BibTeX XML Cite \textit{X. Yang} and \textit{H. Ke}, Fuzzy Optim. Decis. Mak. 22, No. 3, 447--462 (2023; Zbl 07772181) Full Text: DOI
Lei, Qian; Pun, Chi Seng An extended McKean-Vlasov dynamic programming approach to robust equilibrium controls under ambiguous covariance matrix. (English) Zbl 07771778 Appl. Math. Optim. 88, No. 3, Paper No. 91, 46 p. (2023). MSC: 34H05 35B37 91A40 91B28 PDF BibTeX XML Cite \textit{Q. Lei} and \textit{C. S. Pun}, Appl. Math. Optim. 88, No. 3, Paper No. 91, 46 p. (2023; Zbl 07771778) Full Text: DOI
Huang, Xiaoxia; Sun, Yutong; Hong, Kwon Ryong A new uncertain dominance and its properties in the framework of uncertainty theory. (English) Zbl 07771382 Fuzzy Optim. Decis. Mak. 22, No. 4, 631-643 (2023). MSC: 90Bxx 91Gxx 90Cxx PDF BibTeX XML Cite \textit{X. Huang} et al., Fuzzy Optim. Decis. Mak. 22, No. 4, 631--643 (2023; Zbl 07771382) Full Text: DOI
Austin, Jathan; Kronenthal, Brian G.; Miller, Jonathon; Molitoris-Miller, Susanna Caught “red”-handed? The probability of randomly constructing a legal Catan board. (English) Zbl 07770389 Coll. Math. J. 54, No. 4, 355-366 (2023). MSC: 91-XX 05-XX PDF BibTeX XML Cite \textit{J. Austin} et al., Coll. Math. J. 54, No. 4, 355--366 (2023; Zbl 07770389) Full Text: DOI
Baldacci, Bastien; Bergault, Philippe; Derchu, Joffrey; Rosenbaum, Mathieu On bid and ask side-specific tick sizes. (English) Zbl 07770150 SIAM J. Financ. Math. 14, No. 4, 1215-1248 (2023). MSC: 91Gxx 49J55 93E20 49L25 60J99 PDF BibTeX XML Cite \textit{B. Baldacci} et al., SIAM J. Financ. Math. 14, No. 4, 1215--1248 (2023; Zbl 07770150) Full Text: DOI arXiv
Pesenti, Silvana M.; Jaimungal, Sebastian Portfolio optimization within a Wasserstein ball. (English) Zbl 07770149 SIAM J. Financ. Math. 14, No. 4, 1175-1214 (2023). MSC: 91Gxx 91G10 62P05 91G70 PDF BibTeX XML Cite \textit{S. M. Pesenti} and \textit{S. Jaimungal}, SIAM J. Financ. Math. 14, No. 4, 1175--1214 (2023; Zbl 07770149) Full Text: DOI arXiv
Peng, Jing; Wei, Pengyu; Xu, Zuo Quan Relative growth rate optimization under behavioral criterion. (English) Zbl 07770148 SIAM J. Financ. Math. 14, No. 4, 1140-1174 (2023). MSC: 91Gxx 91G10 91B08 PDF BibTeX XML Cite \textit{J. Peng} et al., SIAM J. Financ. Math. 14, No. 4, 1140--1174 (2023; Zbl 07770148) Full Text: DOI arXiv
Ech-Chafiq, Zineb El Filali; Labordère, Pierre Henry; Lelong, Jérôme Pricing Bermudan options using regression trees/random forests. (English) Zbl 07770147 SIAM J. Financ. Math. 14, No. 4, 1113-1139 (2023). MSC: 91Gxx 62L20 91G60 60G40 68W25 PDF BibTeX XML Cite \textit{Z. E. F. Ech-Chafiq} et al., SIAM J. Financ. Math. 14, No. 4, 1113--1139 (2023; Zbl 07770147) Full Text: DOI arXiv
Baldacci, Bastien; Bergault, Philippe; Possamaï, Dylan A mean-field game of market-making against strategic traders. (English) Zbl 07770146 SIAM J. Financ. Math. 14, No. 4, 1080-1112 (2023). MSC: 91Gxx 91A13 91A15 91G80 49N90 PDF BibTeX XML Cite \textit{B. Baldacci} et al., SIAM J. Financ. Math. 14, No. 4, 1080--1112 (2023; Zbl 07770146) Full Text: DOI arXiv
Bernis, Guillaume; Garcin, Matthieu; Scotti, Simone; Sgarra, Carlo Interest rates term structure models driven by Hawkes processes. (English) Zbl 07770145 SIAM J. Financ. Math. 14, No. 4, 1062-1079 (2023). MSC: 91Gxx 60G55 60J60 91G05 91G10 93E20 PDF BibTeX XML Cite \textit{G. Bernis} et al., SIAM J. Financ. Math. 14, No. 4, 1062--1079 (2023; Zbl 07770145) Full Text: DOI
Bayraktar, Erhan; Cohen, Asaf; Nellis, April A neural network approach to high-dimensional optimal switching problems with jumps in energy markets. (English) Zbl 07770144 SIAM J. Financ. Math. 14, No. 4, 1028-1061 (2023). MSC: 91Gxx 60H10 65C30 93E20 91G60 91G80 PDF BibTeX XML Cite \textit{E. Bayraktar} et al., SIAM J. Financ. Math. 14, No. 4, 1028--1061 (2023; Zbl 07770144) Full Text: DOI arXiv
Ning, Brian (Xin); Jaimungal, Sebastian; Zhang, Xiaorong; Bergeron, Maxime Arbitrage-free implied volatility surface generation with variational autoencoders. (English) Zbl 07770143 SIAM J. Financ. Math. 14, No. 4, 1004-1027 (2023). MSC: 91Gxx 91-08 91G20 68T07 PDF BibTeX XML Cite \textit{B. Ning} et al., SIAM J. Financ. Math. 14, No. 4, 1004--1027 (2023; Zbl 07770143) Full Text: DOI arXiv
Feng, Qi; Zhang, Jianfeng Cubature method for stochastic Volterra integral equations. (English) Zbl 07770142 SIAM J. Financ. Math. 14, No. 4, 959-1003 (2023). MSC: 91Gxx 60H20 65C30 91G60 PDF BibTeX XML Cite \textit{Q. Feng} and \textit{J. Zhang}, SIAM J. Financ. Math. 14, No. 4, 959--1003 (2023; Zbl 07770142) Full Text: DOI arXiv
Zhang, Jianfeng Short communication: is a sophisticated agent always a wise one? (English) Zbl 07770141 SIAM J. Financ. Math. 14, No. 4, SC42-SC48 (2023). MSC: 91Gxx 49L20 91A65 PDF BibTeX XML Cite \textit{J. Zhang}, SIAM J. Financ. Math. 14, No. 4, SC42-SC48 (2023; Zbl 07770141) Full Text: DOI arXiv
Alòs, Elisa; García-Lorite, David; Pravosud, Makar On the skew and curvature of the implied and local volatilities. (English) Zbl 07769891 Appl. Math. Finance 30, No. 1, 47-67 (2023). MSC: 91Gxx PDF BibTeX XML Cite \textit{E. Alòs} et al., Appl. Math. Finance 30, No. 1, 47--67 (2023; Zbl 07769891) Full Text: DOI arXiv
Cohen, Samuel N.; Reisinger, Christoph; Wang, Sheng Arbitrage-free neural-SDE market models. (English) Zbl 07769890 Appl. Math. Finance 30, No. 1, 1-46 (2023). MSC: 91Gxx PDF BibTeX XML Cite \textit{S. N. Cohen} et al., Appl. Math. Finance 30, No. 1, 1--46 (2023; Zbl 07769890) Full Text: DOI arXiv
Lam, King-Yeung; Lou, Yuan; Ma, Shizhao Exploring the evolutionary dynamics of infectious diseases through SIS epidemic models. (English) Zbl 07769507 Commun. Inf. Syst. 23, No. 3, 289-324 (2023). MSC: 92-XX 91-XX PDF BibTeX XML Cite \textit{K.-Y. Lam} et al., Commun. Inf. Syst. 23, No. 3, 289--324 (2023; Zbl 07769507) Full Text: DOI
Engel, Maximilian; Piliouras, Georgios A stochastic variant of replicator dynamics in zero-sum games and its invariant measures. (English) Zbl 07767814 Physica D 456, Article ID 133940, 15 p. (2023). MSC: 91-XX 37-XX PDF BibTeX XML Cite \textit{M. Engel} and \textit{G. Piliouras}, Physica D 456, Article ID 133940, 15 p. (2023; Zbl 07767814) Full Text: DOI arXiv
Du, Kang; Fan, Ruguo; Wang, Yuanyuan; Wang, Dongxue Modeling the competitive propagation of rumors and counter-rumors in two-layer complex networks with nonlinear spreading and decay rates. (English) Zbl 07767805 Physica D 456, Article ID 133921, 16 p. (2023). MSC: 91-XX 92-XX PDF BibTeX XML Cite \textit{K. Du} et al., Physica D 456, Article ID 133921, 16 p. (2023; Zbl 07767805) Full Text: DOI
Nugent, Andrew; Gomes, Susana N.; Wolfram, Marie-Therese On evolving network models and their influence on opinion formation. (English) Zbl 07767798 Physica D 456, Article ID 133914, 19 p. (2023). MSC: 91-XX 93-XX PDF BibTeX XML Cite \textit{A. Nugent} et al., Physica D 456, Article ID 133914, 19 p. (2023; Zbl 07767798) Full Text: DOI arXiv
Chen, Jiafeng; Ritzwoller, David M. Semiparametric estimation of long-term treatment effects. (English) Zbl 07767746 J. Econom. 237, No. 2, Article ID 105545, 18 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{J. Chen} and \textit{D. M. Ritzwoller}, J. Econom. 237, No. 2, Article ID 105545, 18 p. (2023; Zbl 07767746) Full Text: DOI arXiv
Kojevnikov, Denis; Song, Kyungchul Some impossibility results for inference with cluster dependence with large clusters. (English) Zbl 07767745 J. Econom. 237, No. 2, Article ID 105524, 22 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{D. Kojevnikov} and \textit{K. Song}, J. Econom. 237, No. 2, Article ID 105524, 22 p. (2023; Zbl 07767745) Full Text: DOI arXiv
Sun, Zhenting Instrument validity for heterogeneous causal effects. (English) Zbl 07767744 J. Econom. 237, No. 2, Article ID 105523, 20 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{Z. Sun}, J. Econom. 237, No. 2, Article ID 105523, 20 p. (2023; Zbl 07767744) Full Text: DOI arXiv
Wooldridge, Jeffrey M. What is a standard error? (And how should we compute it?). (English) Zbl 07767743 J. Econom. 237, No. 2, Article ID 105517, 8 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{J. M. Wooldridge}, J. Econom. 237, No. 2, Article ID 105517, 8 p. (2023; Zbl 07767743) Full Text: DOI
Bertanha, Marinho; McCallum, Andrew H.; Seegert, Nathan Better bunching, nicer notching. (English) Zbl 07767742 J. Econom. 237, No. 2, Article ID 105512, 25 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{M. Bertanha} et al., J. Econom. 237, No. 2, Article ID 105512, 25 p. (2023; Zbl 07767742) Full Text: DOI arXiv
Andersen, Torben G. (ed.); Taylor, Robert (ed.); Timmermann, Allan (ed.); Xiu, Dacheng (ed.) Editorial: Predictive modeling of financial data. (English) Zbl 07767741 J. Econom. 237, No. 2, Article ID 105496, 4 p. (2023). MSC: 91-06 62-06 00B15 91G70 62P05 PDF BibTeX XML Cite \textit{T. G. Andersen} (ed.) et al., J. Econom. 237, No. 2, Article ID 105496, 4 p. (2023; Zbl 07767741) Full Text: DOI
Umlandt, Dennis Score-driven asset pricing: predicting time-varying risk premia based on cross-sectional model performance. (English) Zbl 07767740 J. Econom. 237, No. 2, Article ID 105470, 26 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{D. Umlandt}, J. Econom. 237, No. 2, Article ID 105470, 26 p. (2023; Zbl 07767740) Full Text: DOI
Harvey, Andrew; Palumbo, Dario Score-driven models for realized volatility. (English) Zbl 07767739 J. Econom. 237, No. 2, Article ID 105448, 14 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{A. Harvey} and \textit{D. Palumbo}, J. Econom. 237, No. 2, Article ID 105448, 14 p. (2023; Zbl 07767739) Full Text: DOI
Bandi, Federico M.; Tamoni, Andrea Business-cycle consumption risk and asset prices. (English) Zbl 07767738 J. Econom. 237, No. 2, Article ID 105447, 23 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{F. M. Bandi} and \textit{A. Tamoni}, J. Econom. 237, No. 2, Article ID 105447, 23 p. (2023; Zbl 07767738) Full Text: DOI
Huang, Dashan; Jiang, Fuwei; Li, Kunpeng; Tong, Guoshi; Zhou, Guofu Are bond returns predictable with real-time macro data? (English) Zbl 07767736 J. Econom. 237, No. 2, Article ID 105438, 20 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{D. Huang} et al., J. Econom. 237, No. 2, Article ID 105438, 20 p. (2023; Zbl 07767736) Full Text: DOI
Chen, Bin; Maung, Kenwin Time-varying forecast combination for high-dimensional data. (English) Zbl 07767735 J. Econom. 237, No. 2, Article ID 105418, 21 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{B. Chen} and \textit{K. Maung}, J. Econom. 237, No. 2, Article ID 105418, 21 p. (2023; Zbl 07767735) Full Text: DOI arXiv
Kostakis, Alexandros; Magdalinos, Tassos; Stamatogiannis, Michalis P. Taking stock of long-horizon predictability tests: are factor returns predictable? (English) Zbl 07767734 J. Econom. 237, No. 2, Article ID 105380, 25 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{A. Kostakis} et al., J. Econom. 237, No. 2, Article ID 105380, 25 p. (2023; Zbl 07767734) Full Text: DOI
Bakalli, Gaetan; Guerrier, Stéphane; Scaillet, Olivier A penalized two-pass regression to predict stock returns with time-varying risk premia. (English) Zbl 07767733 J. Econom. 237, No. 2, Article ID 105375, 27 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{G. Bakalli} et al., J. Econom. 237, No. 2, Article ID 105375, 27 p. (2023; Zbl 07767733) Full Text: DOI arXiv
Oh, Dong Hwan; Patton, Andrew J. Dynamic factor copula models with estimated cluster assignments. (English) Zbl 07767732 J. Econom. 237, No. 2, Article ID 105374, 23 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{D. H. Oh} and \textit{A. J. Patton}, J. Econom. 237, No. 2, Article ID 105374, 23 p. (2023; Zbl 07767732) Full Text: DOI
Cheng, Mingmian; Liao, Yuan; Yang, Xiye Uniform predictive inference for factor models with instrumental and idiosyncratic betas. (English) Zbl 07767731 J. Econom. 237, No. 2, Article ID 105373, 28 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{M. Cheng} et al., J. Econom. 237, No. 2, Article ID 105373, 28 p. (2023; Zbl 07767731) Full Text: DOI
Fan, Rui; Lee, Ji Hyung; Shin, Youngki Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach. (English) Zbl 07767730 J. Econom. 237, No. 2, Article ID 105372, 19 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{R. Fan} et al., J. Econom. 237, No. 2, Article ID 105372, 19 p. (2023; Zbl 07767730) Full Text: DOI arXiv
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; van Dijk, Herman K. A flexible predictive density combination for large financial data sets in regular and crisis periods. (English) Zbl 07767729 J. Econom. 237, No. 2, Article ID 105370, 12 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{R. Casarin} et al., J. Econom. 237, No. 2, Article ID 105370, 12 p. (2023; Zbl 07767729) Full Text: DOI
Catania, Leopoldo; Luati, Alessandra Semiparametric modeling of multiple quantiles. (English) Zbl 07767728 J. Econom. 237, No. 2, Article ID 105365, 16 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{L. Catania} and \textit{A. Luati}, J. Econom. 237, No. 2, Article ID 105365, 16 p. (2023; Zbl 07767728) Full Text: DOI
Diebold, Francis X.; Shin, Minchul; Zhang, Boyuan On the aggregation of probability assessments: regularized mixtures of predictive densities for eurozone inflation and real interest rates. (English) Zbl 07767727 J. Econom. 237, No. 2, Article ID 105321, 25 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{F. X. Diebold} et al., J. Econom. 237, No. 2, Article ID 105321, 25 p. (2023; Zbl 07767727) Full Text: DOI arXiv
Demetrescu, Matei; Rodrigues, Paulo M. M.; Taylor, A. M. Robert Transformed regression-based long-horizon predictability tests. (English) Zbl 07767726 J. Econom. 237, No. 2, Article ID 105316, 37 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{M. Demetrescu} et al., J. Econom. 237, No. 2, Article ID 105316, 37 p. (2023; Zbl 07767726) Full Text: DOI
Babii, Andrii; Ball, Ryan T.; Ghysels, Eric; Striaukas, Jonas Machine learning panel data regressions with heavy-tailed dependent data: theory and application. (English) Zbl 07767725 J. Econom. 237, No. 2, Article ID 105315, 25 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{A. Babii} et al., J. Econom. 237, No. 2, Article ID 105315, 25 p. (2023; Zbl 07767725) Full Text: DOI arXiv
Zhang, Xiaomeng; Zhang, Xinyu Optimal model averaging based on forward-validation. (English) Zbl 07767724 J. Econom. 237, No. 2, Article ID 105295, 20 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{X. Zhang} and \textit{X. Zhang}, J. Econom. 237, No. 2, Article ID 105295, 20 p. (2023; Zbl 07767724) Full Text: DOI
Custodio João, Igor; Lucas, André; Schaumburg, Julia; Schwaab, Bernd Dynamic clustering of multivariate panel data. (English) Zbl 07767723 J. Econom. 237, No. 2, Article ID 105281, 18 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{I. Custodio João} et al., J. Econom. 237, No. 2, Article ID 105281, 18 p. (2023; Zbl 07767723) Full Text: DOI
Demetrescu, Matei; Georgiev, Iliyan; Rodrigues, Paulo M. M.; Taylor, A. M. Robert Extensions to IVX methods of inference for return predictability. (English) Zbl 07767722 J. Econom. 237, No. 2, Article ID 105271, 30 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{M. Demetrescu} et al., J. Econom. 237, No. 2, Article ID 105271, 30 p. (2023; Zbl 07767722) Full Text: DOI
Berrisch, Jonathan; Ziel, Florian CRPS learning. (English) Zbl 07767721 J. Econom. 237, No. 2, Article ID 105221, 24 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{J. Berrisch} and \textit{F. Ziel}, J. Econom. 237, No. 2, Article ID 105221, 24 p. (2023; Zbl 07767721) Full Text: DOI arXiv
Odendahl, Florens; Rossi, Barbara; Sekhposyan, Tatevik Evaluating forecast performance with state dependence. (English) Zbl 07767720 J. Econom. 237, No. 2, Article ID 105220, 31 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{F. Odendahl} et al., J. Econom. 237, No. 2, Article ID 105220, 31 p. (2023; Zbl 07767720) Full Text: DOI
Qu, Ritong; Timmermann, Allan; Zhu, Yinchu Comparing forecasting performance in cross-sections. (English) Zbl 07767719 J. Econom. 237, No. 2, Article ID 105186, 31 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{R. Qu} et al., J. Econom. 237, No. 2, Article ID 105186, 31 p. (2023; Zbl 07767719) Full Text: DOI
Gorgi, P.; Koopman, S. J. Beta observation-driven models with exogenous regressors: a joint analysis of realized correlation and leverage effects. (English) Zbl 07767718 J. Econom. 237, No. 2, Article ID 105177, 21 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{P. Gorgi} and \textit{S. J. Koopman}, J. Econom. 237, No. 2, Article ID 105177, 21 p. (2023; Zbl 07767718) Full Text: DOI
Hafner, Christian M.; Wang, Linqi A dynamic conditional score model for the log correlation matrix. (English) Zbl 07767717 J. Econom. 237, No. 2, Article ID 105176, 18 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{C. M. Hafner} and \textit{L. Wang}, J. Econom. 237, No. 2, Article ID 105176, 18 p. (2023; Zbl 07767717) Full Text: DOI
Hetland, Simon; Søndergaard Pedersen, Rasmus; Rahbek, Anders Dynamic conditional eigenvalue GARCH. (English) Zbl 07767716 J. Econom. 237, No. 2, Article ID 105175, 21 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{S. Hetland} et al., J. Econom. 237, No. 2, Article ID 105175, 21 p. (2023; Zbl 07767716) Full Text: DOI
Aknouche, Abdelhakim; Francq, Christian Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models. (English) Zbl 07767715 J. Econom. 237, No. 2, Article ID 105174, 22 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{A. Aknouche} and \textit{C. Francq}, J. Econom. 237, No. 2, Article ID 105174, 22 p. (2023; Zbl 07767715) Full Text: DOI
Andersen, Torben G.; Li, Yingying; Todorov, Viktor; Zhou, Bo Volatility measurement with pockets of extreme return persistence. (English) Zbl 07767714 J. Econom. 237, No. 2, Article ID 105048, 27 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{T. G. Andersen} et al., J. Econom. 237, No. 2, Article ID 105048, 27 p. (2023; Zbl 07767714) Full Text: DOI
Yu, Bin What is uncertainty in today’s practice of data science? (English) Zbl 07767712 J. Econom. 237, No. 1, Article ID 105519, 3 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{B. Yu}, J. Econom. 237, No. 1, Article ID 105519, 3 p. (2023; Zbl 07767712) Full Text: DOI
Powell, James L. Discussion of “What is a standard error?”. (English) Zbl 07767711 J. Econom. 237, No. 1, Article ID 105518, 7 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{J. L. Powell}, J. Econom. 237, No. 1, Article ID 105518, 7 p. (2023; Zbl 07767711) Full Text: DOI
Gelman, Andrew What is a standard error? (English) Zbl 07767710 J. Econom. 237, No. 1, Article ID 105516, 2 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{A. Gelman}, J. Econom. 237, No. 1, Article ID 105516, 2 p. (2023; Zbl 07767710) Full Text: DOI
Khan, S.; Ponomareva, M.; Tamer, E. Identification of dynamic binary response models. (English) Zbl 07767709 J. Econom. 237, No. 1, Article ID 105515, 24 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{S. Khan} et al., J. Econom. 237, No. 1, Article ID 105515, 24 p. (2023; Zbl 07767709) Full Text: DOI
Shin, Minseok; Kim, Donggyu; Fan, Jianqing Adaptive robust large volatility matrix estimation based on high-frequency financial data. (English) Zbl 07767708 J. Econom. 237, No. 1, Article ID 105514, 22 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{M. Shin} et al., J. Econom. 237, No. 1, Article ID 105514, 22 p. (2023; Zbl 07767708) Full Text: DOI arXiv
Fan, Yanqin; Han, Fang; Park, Hyeonseok Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model. (English) Zbl 07767707 J. Econom. 237, No. 1, Article ID 105513, 28 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{Y. Fan} et al., J. Econom. 237, No. 1, Article ID 105513, 28 p. (2023; Zbl 07767707) Full Text: DOI
Zhu, Ke A new generalized exponentially weighted moving average quantile model and its statistical inference. (English) Zbl 07767706 J. Econom. 237, No. 1, Article ID 105510, 25 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{K. Zhu}, J. Econom. 237, No. 1, Article ID 105510, 25 p. (2023; Zbl 07767706) Full Text: DOI
Tu, Yundong; Xie, Xinling Penetrating sporadic return predictability. (English) Zbl 07767705 J. Econom. 237, No. 1, Article ID 105509, 27 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{Y. Tu} and \textit{X. Xie}, J. Econom. 237, No. 1, Article ID 105509, 27 p. (2023; Zbl 07767705) Full Text: DOI
Kojevnikov, Denis; Song, Kyungchul Econometric inference on a large Bayesian game with heterogeneous beliefs. (English) Zbl 07767704 J. Econom. 237, No. 1, Article ID 105502, 27 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{D. Kojevnikov} and \textit{K. Song}, J. Econom. 237, No. 1, Article ID 105502, 27 p. (2023; Zbl 07767704) Full Text: DOI arXiv
Koh, Paul S. Stable outcomes and information in games: an empirical framework. (English) Zbl 07767703 J. Econom. 237, No. 1, Article ID 105499, 27 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{P. S. Koh}, J. Econom. 237, No. 1, Article ID 105499, 27 p. (2023; Zbl 07767703) Full Text: DOI arXiv
Freeman, Hugo; Weidner, Martin Linear panel regressions with two-way unobserved heterogeneity. (English) Zbl 07767702 J. Econom. 237, No. 1, Article ID 105498, 20 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{H. Freeman} and \textit{M. Weidner}, J. Econom. 237, No. 1, Article ID 105498, 20 p. (2023; Zbl 07767702) Full Text: DOI arXiv
Bugni, Federico A.; Gao, Mengsi Inference under covariate-adaptive randomization with imperfect compliance. (English) Zbl 07767701 J. Econom. 237, No. 1, Article ID 105497, 51 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{F. A. Bugni} and \textit{M. Gao}, J. Econom. 237, No. 1, Article ID 105497, 51 p. (2023; Zbl 07767701) Full Text: DOI arXiv
Ackerberg, Daniel A.; Frazer, Garth; Kim, Kyoo il; Luo, Yao; Su, Yingjun Under-identification of structural models based on timing and information set assumptions. (English) Zbl 07767700 J. Econom. 237, No. 1, Article ID 105463, 12 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{D. A. Ackerberg} et al., J. Econom. 237, No. 1, Article ID 105463, 12 p. (2023; Zbl 07767700) Full Text: DOI arXiv
Higgins, Ayden; Jochmans, Koen Identification of mixtures of dynamic discrete choices. (English) Zbl 07767699 J. Econom. 237, No. 1, Article ID 105462, 14 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{A. Higgins} and \textit{K. Jochmans}, J. Econom. 237, No. 1, Article ID 105462, 14 p. (2023; Zbl 07767699) Full Text: DOI
Vazquez-Bare, Gonzalo Identification and estimation of spillover effects in randomized experiments. (English) Zbl 07767698 J. Econom. 237, No. 1, Article ID 105237, 26 p. (2023). MSC: 62-XX 91-XX PDF BibTeX XML Cite \textit{G. Vazquez-Bare}, J. Econom. 237, No. 1, Article ID 105237, 26 p. (2023; Zbl 07767698) Full Text: DOI arXiv
Swigon, David Asset flow model for a homogeneous group of investors: high-frequency trading limit. (English) Zbl 07767382 Discrete Contin. Dyn. Syst., Ser. S 16, No. 9, 2467-2482 (2023). MSC: 91-02 91-10 91G15 PDF BibTeX XML Cite \textit{D. Swigon}, Discrete Contin. Dyn. Syst., Ser. S 16, No. 9, 2467--2482 (2023; Zbl 07767382) Full Text: DOI
Chase, Benjamin; Porter, David; Shen, Yijun; Smith, Vernon Complements and substitutes in a dynamic consumption-asset economy: a laboratory experiment. (English) Zbl 07767373 Discrete Contin. Dyn. Syst., Ser. S 16, No. 9, 2241-2278 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{B. Chase} et al., Discrete Contin. Dyn. Syst., Ser. S 16, No. 9, 2241--2278 (2023; Zbl 07767373) Full Text: DOI
Neuberger, Anthony The Black-Scholes paper: a personal perspective. (English) Zbl 07767346 Decis. Econ. Finance 46, No. 2, 713-730 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{A. Neuberger}, Decis. Econ. Finance 46, No. 2, 713--730 (2023; Zbl 07767346) Full Text: DOI
Bertarelli, Silvia; Lodi, Chiara; Ragni, Stefania Recycled and non-recycled exhaustible resource: an optimal control strategy for input allocation. (English) Zbl 07767345 Decis. Econ. Finance 46, No. 2, 681-711 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{S. Bertarelli} et al., Decis. Econ. Finance 46, No. 2, 681--711 (2023; Zbl 07767345) Full Text: DOI OA License
Galeotti, Marcello; Vannucci, Emanuele Green economy with efficient public incentives. (English) Zbl 07767344 Decis. Econ. Finance 46, No. 2, 667-680 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{M. Galeotti} and \textit{E. Vannucci}, Decis. Econ. Finance 46, No. 2, 667--680 (2023; Zbl 07767344) Full Text: DOI OA License
Brinker, Leonie Violetta; Schmidli, Hanspeter Optimisation of drawdowns by generalised reinsurance in the classical risk model. (English) Zbl 07767343 Decis. Econ. Finance 46, No. 2, 635-665 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{L. V. Brinker} and \textit{H. Schmidli}, Decis. Econ. Finance 46, No. 2, 635--665 (2023; Zbl 07767343) Full Text: DOI OA License
Torrente, Maria-Laura Optimal proportional and excess-of-loss reinsurance for multiple classes of insurance business. (English) Zbl 07767342 Decis. Econ. Finance 46, No. 2, 611-633 (2023). MSC: 91-XX 93E20 91B30 60J75 PDF BibTeX XML Cite \textit{M.-L. Torrente}, Decis. Econ. Finance 46, No. 2, 611--633 (2023; Zbl 07767342) Full Text: DOI OA License
Jevtić, Petar; Qin, Chengwei; Zhou, Hongjuan Multi-population mortality modeling with Lévy processes. (English) Zbl 07767341 Decis. Econ. Finance 46, No. 2, 583-609 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{P. Jevtić} et al., Decis. Econ. Finance 46, No. 2, 583--609 (2023; Zbl 07767341) Full Text: DOI
Cadena, Meitner; Denuit, Michel Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models. (English) Zbl 07767340 Decis. Econ. Finance 46, No. 2, 569-582 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{M. Cadena} and \textit{M. Denuit}, Decis. Econ. Finance 46, No. 2, 569--582 (2023; Zbl 07767340) Full Text: DOI
Danswasvong, Thepdanai; Suchintabandid, Sira Heterogeneity-adjusted management of pension funds using adaptive representative agents. (English) Zbl 07767339 Decis. Econ. Finance 46, No. 2, 545-567 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{T. Danswasvong} and \textit{S. Suchintabandid}, Decis. Econ. Finance 46, No. 2, 545--567 (2023; Zbl 07767339) Full Text: DOI
Escobar-Anel, Marcos; Theilacker, Lorenz; Zagst, Rudi Correction to: “Revisiting the \(1/N\)-strategy: a neural network framework for optimal strategies”. (English) Zbl 07767338 Decis. Econ. Finance 46, No. 2, 543 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{M. Escobar-Anel} et al., Decis. Econ. Finance 46, No. 2, 543 (2023; Zbl 07767338) Full Text: DOI
Escobar-Anel, Marcos; Theilacker, Lorenz; Zagst, Rudi Revisiting the \(1/N\)-strategy: a neural network framework for optimal strategies. (English) Zbl 07767337 Decis. Econ. Finance 46, No. 2, 505-542 (2023); correction ibid. 46, No. 2, 543 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{M. Escobar-Anel} et al., Decis. Econ. Finance 46, No. 2, 505--542 (2023; Zbl 07767337) Full Text: DOI
Mehrdoust, Farshid; Noorani, Idin Implied higher order moments in the Heston model: a case study of S&P500 index. (English) Zbl 07767336 Decis. Econ. Finance 46, No. 2, 477-504 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{F. Mehrdoust} and \textit{I. Noorani}, Decis. Econ. Finance 46, No. 2, 477--504 (2023; Zbl 07767336) Full Text: DOI
Dokuchaev, Nikolai On statistical indistinguishability of complete and incomplete discrete time market models. (English) Zbl 07767335 Decis. Econ. Finance 46, No. 2, 461-475 (2023). MSC: 91-XX PDF BibTeX XML Cite \textit{N. Dokuchaev}, Decis. Econ. Finance 46, No. 2, 461--475 (2023; Zbl 07767335) Full Text: DOI arXiv