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arXiv research

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.

168,742 papers · 148 categories

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48 results for political effects

One important effect of price shocks in the United States has been increased political attention paid to the structure and performance of oil and natural gas markets, along with some governmental support for energy conservation. This paper describes how price changes helped lead the emergence of a political agenda acco…

2015-02-25abs ↗pdf ↗

Paper finds political networks reduce bond issuance costs in China.

problem The financial value of within-government political networks in China.
method Using municipal leaders' working experience to measure political networks, the study examines the effect on bond issuance yield spreads.
result Political networks reduce bond issuance yield spreads by improving issuer credit ratings, especially in less developed financial markets.

Model forecasts hourly electricity demand influenced by weather, socio-economic, and political factors.

problem Accurate hourly electricity demand forecasting in the face of multifaceted uncertainties.
method Interpretable probabilistic mid-term forecasting model using Generalized Additive Models (GAMs).
result Highlights vulnerability of countries to extreme weather scenarios under electric heating adoption.

Scores political leanings in Web3 betting markets.

problem Understanding political motivations in decentralized prediction markets.
method Constructing PBLS from Polymarket data, analyzing 15k addresses, 4k events, 8k markets.
result Validated PBLS through internal and external comparisons, revealing political and profit motives.

Method estimates treatment effect bounds in sample selection models.

problem Estimating heterogeneous treatment effects in presence of sample selection.
method Debiased/double machine learning approach for non-linear and high-dimensional confounders.
result Substantially tighter effect bounds for younger users.

The study shows how trade uncertainty affects stock-bond correlations over time.

problem Impact of trade policy uncertainty on stock-bond correlations.
method Daily data analysis using GARCH-based models (CCC, STCC, DCC) with TPU and political dummy variables.
result Time-varying correlation models better capture the dynamics of stock-bond correlations than constant models.

This study shows how trade policy uncertainty affects stock-T bill correlations.

problem The impact of trade policy uncertainty on stock-T bill relationships.
method Extended Dynamic Conditional Correlation (DCC) framework incorporating exogenous variables.
result Trade policy uncertainty significantly alters stock-T bill correlations, especially under specific political conditions.

Study examines how governance, corruption, and R&D affect economic development.

problem The impact of corruption and governance on economic development.
method General equilibrium model with heterogeneous agents and a government, including corruption as a fraction of tax revenues.
result Redistribution and innovation-led strategies can mitigate the negative effects of corruption on economic development.

MGM improves media profiling by integrating textual and structural features.

problem Evaluating the bias and factuality of news media from digital data.
method MediaGraphMind (MGM) framework using variational EM, integrating textual and structural features.
result Achieves new state-of-the-art results in media profiling.

Based mainly on examples of interest in mechanics, we define the notion of a polite group action. One may view this as not only trying to give a more general notion than properness of a group action, but also to more fully understand the role of invariant functions in describing just about everything of interest in red…

2013-05-11abs ↗pdf ↗

Human stablecoin transactions predict political risk in cryptocurrency markets.

problem Predicting political risk in cryptocurrency markets.
method Structural break analysis and surrogate-based robustness tests.
result Human-driven stablecoin transactions shift significantly before major political events.

Italy's vaccine coverage fell, leading to political debates and online social media discussions.

problem Low vaccine coverage and political debates on immunization in Italy.
method Sentiment analysis of tweets in Italian during 2018 to assess public opinion on vaccines.
result There was disorientation among the public due to political announcements, as evidenced by Twitter data.

The paper uses Black-Scholes model to analyze political support and coalition agreements.

problem Determining the minimum support level for a minor party in a pre-electoral coalition.
method Modeling political support as a stochastic process with a deterministic growth rate and applying Black-Scholes option pricing theory.
result The minimum support level for a minor party to gain a representative in a pre-electoral coalition.

Model predicts political ideology using context vectors to mitigate bias and scarcity.

problem Scarcity and selection bias in political ideology prediction.
method Proposes a statistical model decomposing embeddings into context and position vectors, training an end-to-end model for deployment.
result Model can predict ideological labels even with minimal biased data, outperforming state-of-the-art methods.

Study examines Trump's crypto influence on markets, revealing conflicts and vulnerabilities.

problem Presidential power and cryptocurrency markets during Trump's second term.
method Mixed-methods approach combining quantitative and qualitative data.
result Political-linked digital assets became a distinct class with systemic vulnerabilities.

Study examines USD exchange rate dynamics using Kramers-Moyal expansion.

problem Understanding and predicting exchange rate instability.
method Kramers-Moyal expansion and Fokker-Planck formalism applied to log-return data.
result Identifies a stabilizing linear drift and nonlinear diffusion term in exchange rate fluctuations.

News attention to financial intermediaries and crises predicts excess bond premium and macroeconomic movements.

problem Drivers of the excess bond premium (EBP).
method News attention to 180 topics captures up to 80% of EBP variation and forecasts macroeconomic movements.
result News attention to financial intermediaries and crises drives up the EBP and predicts macroeconomic downturns.

Prediction markets can shape political behavior through persistent signals, not just forecast accuracy.

problem The role of prediction markets beyond forecasting.
method Transaction-level evidence from the 2024 U.S. presidential election, Signal Credibility Index (SCI).
result Price signals in prediction markets are more influential due to persistence, breadth of trader types, and cross-platform consensus.

Anti-ELAB protests affected Hong Kong firms' stock prices, especially those linked to pan-democrats.

problem Impact of anti-ELAB protests on Hong Kong firms' stock prices.
method Daily protesting intensity measured by number of protestors from 2019/6/6 to 2020/1/17; analyzed stock price changes of firms.
result Anti-ELAB protests negatively affected firms linked to pan-democrats, positively affected red chips.

cMCA uses contrastive learning to identify latent subgroups in political party data.

problem Identifying latent subgroups within political party data.
method Contrastive learning applied to multiple correspondence analysis (MCA).
result cMCA identifies latent subgroups not seen by traditional methods.

Understanding the effect of a particular treatment or a policy pertains to many areas of interest, ranging from political economics, marketing to healthcare. In this paper, we develop a non-parametric algorithm for detecting the effects of treatment over time in the context of Synthetic Controls. The method builds on c…

2019-04-02abs ↗pdf ↗

Policy shifts between Trump and Biden impact ESG investments, creating volatility.

problem Dramatic policy shifts between Trump and Biden administrations affect ESG investments.
method Analyzes contrasting policies of Trump and Biden administrations and their impacts on ESG investments.
result Policy changes significantly influence ESG investments, leading to volatility and portfolio reassessment.

GPI uses GenAI models to infer causal and predictive effects from unstructured data.

problem Estimating causal and predictive effects from unstructured data like text and images.
method Leverages open-source GenAI models to generate and represent unstructured data, applying machine learning to these representations.
result GPI efficiently estimates causal and predictive effects with quantified uncertainty, without fine-tuning.

Paper connects fair machine learning to political philosophy, highlighting flaws in ideal approaches.

problem Lack of natural formulation for social desiderata in machine learning.
method Proposes metrics and algorithms to satisfy subsets of fairness parities, trading off against utility.
result Misguided fair machine learning algorithms reflect broader flaws in ideal methodological approaches.

Paper presents a privacy-preserving algorithm for estimating peer effects using the Ising model.

problem Privacy concerns in estimating peer effects using network data.
method Developed a (ε,δ)(\varepsilon,δ)-differentially private algorithm using Ising model.
result Established regret bounds and validated performance on synthetic and real-world networks.

Quasi-experimental research designs, such as regression discontinuity and interrupted time series, allow for causal inference in the absence of a randomized controlled trial, at the cost of additional assumptions. In this paper, we provide a framework for discontinuity-based designs using Bayesian model comparison and …

2019-11-15abs ↗pdf ↗

Venice used 'helicopter money' to subsidize during famine and plague, but it caused instability.

problem Subsidizing inhabitants during containment policies while preventing long-term debt increase.
method Net-worth helicopter money strategy, equivalent to monetary expansion generating losses to the issuer.
result The strategy caused much monetary instability and had to be quickly reversed.

This article presents a preliminary approach towards characterizing political fake news on Twitter through the analysis of their meta-data. In particular, we focus on more than 1.5M tweets collected on the day of the election of Donald Trump as 45th president of the United States of America. We use the meta-data embedd…

2017-12-16abs ↗pdf ↗

Proposes a new machine learning-based method for conjoint analysis.

problem Testing the importance of factors in conjoint analysis with interactions.
method Conditional randomization test based on machine learning algorithms.
result Validates the importance of factors in conjoint analysis without model specification.

Computer Vision and machine learning methods were previously used to reveal screen presence of genders in TV and movies. In this work, using head pose, gender detection, and skin color estimation techniques, we demonstrate that the gender disparity in TV in a South Asian country such as Bangladesh exhibits unique chara…

2017-11-14abs ↗pdf ↗