A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Predict stock movement by considering cross effects among stocks.
XTNet estimates complex cross-treatment effects in multi-category, multi-valued settings.
New method calibrates MQHawkes model using non-parametric approach, identifying cross-Hawkes and cross-leverage effects.
Study optimizes trading in multiple assets with cross-effects.
Investigates how 'green' labels affect bond market dynamics.
Linear-cost unbiased estimates for complex models via couplings.
We use official data for all 16 federal German states to study the causal effect of a flat 1000 Euro state-dependent university tuition fee on the enrollment behavior of students during the years 2006-2014. In particular, we show how the variation in the introduction scheme across states and times can be exploited to i…