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Marelys Crespo, Sébastien Gadat, and Xavier Gendre
vol. 29, 2024, pp. 1–40
In this paper, we investigate a continuous time version of the Stochastic Langevin Monte Carlo method, introduced in [39], that incorporates a stochastic sampling step inside the traditional overdamped Langevin diffusion. This method is popular in machine learning for sampling posterior...
Farid Gasmi, Paul Noumba Um, Laura Recuero Virto, and Peter Saba
vol. 26, December 2024, p. 2027–2057
This paper explores the convergence of development economics, regulatory policies, and public health considerations within the field of Information Systems (IS) research, focusing specifically on 5G and 6G mobile technologies. Despite the widespread deployment of these technologies and their...
Christian Gollier
Lint Barrage, and Solomon Hsiang (eds.), chapter 3, 2024, pp. 113–142
This document is a newcomer guide to the economic theory of discounting, with applications to climate change and sustainability. It borrows ingredients from public economics, decision theory, and asset pricing theory, without any prerequisites beyond microeconomics 101. Aiming at sustainability...
Marine Spiteri, Ghislaine Narayanane, Vincent Réquillart, and Louis-Georges Soler
New-York, vol. 40, n. 3, 2024, pp. 596–613, New-York
Encouraging the food industry to reformulate their products is a possible public intervention to improve diet quality. In this paper, we assess the impact of food reformulation on per capita salt and saturated fatty acids (SFAs) intake, in France, for four product categories, namely, potato chips,...
René Garcia, and Alissa Marinenko
Marco Corazza, René Garcia, Faisal Shah Khan, Davide La Torre, and Hatem Masri (eds.), World Scientific Publishing, chapter 3, 2024, p. 103–148
In this chapter, we briefly review the methodology of reinforcement learning and describe its application to the financial problem of portfolio allocation. In this context, we define the environment as a set of states, captured by such financial variables as stock returns or technical indicators,...
René Garcia, Marco Corazza, Faisal Shah Khan, Davide La Torre, and Hatem Masri
Marco Corazza, René Garcia, Faisal Shah Khan, Davide La Torre, and Hatem Masri (eds.), World Scientific Publishing, 2024
Caio Almeida, Kim Ardison, Gustavo Freire, René Garcia, and Piotr Orlowski
vol. 59, n. 8, December 2024, pp. 3633–3670
We propose a novel measure of the market return tail risk premium based on minimum- distance state price densities recovered from high-frequency data. The tail risk premium extracted from intra-day S&P 500 returns predicts the market equity and variance risk premiums and expected excess returns...
Francesca Barigozzi, Helmuth Cremer, and Emmanuel Thibault
vol. 37:74, 2024
We present a simple dynamic model based on on-the-job human capital accumulation affecting the dynamic of wage rates and labor earnings. The model can generate and explain the different dynamics of women’s earnings after childbirth documented in the empirical literature on child penalties. We show...
Jairo F. Gudino, Umberto Grandi, and César Hidalgo
vol. 382, n. 2285, December 2024
We explore an augmented democracy system built on off-the-shelf large language models (LLMs) fine-tuned to augment data on citizens’ preferences elicited over policies extracted from the government programmes of the two main candidates of Brazil’s 2022 presidential election. We use a train-test...
César Hidalgo
Wolfram Elsner, Ping Chen, and Andreas Pyka (eds.), chapter 3, 2024, pp. 50–63
