Related papers: Concentration-Based Inference for Evaluating Horiz…
We consider a cooperative game defined by an economic lot-sizing problem with heterogeneous costs over a finite time horizon, in which each firm faces demand for a single product in each period and coalitions can pool orders. The model of…
We propose a multivariate, distribution-free ranking framework for comparing clustered, correlated outcomes across groups, motivated by the evaluation of state-level policy environments using county-level socioeconomic data. Using pooled…
The partial (ceteris paribus) effects of interest in nonlinear and interactive linear models are heterogeneous as they can vary dramatically with the underlying observed or unobserved covariates. Despite the apparent importance of…
This work models the interconnection of company's investment managers' representations and the market attraction of its shares. The models that reflect the connection of the company's market effectiveness indices and parameters of its…
This paper derives a closed-form expression linking aggregate markups on imported inputs to concentration in a model of firm-to-firm trade with two-sided market power. Our theory extends standard oligopoly insights in two dimensions. First,…
A population-averaged additive subdistribution hazards model is proposed to assess the marginal effects of covariates on the cumulative incidence function and to analyze correlated failure time data subject to competing risks. This approach…
A mathematical model of measurement of the perception of well-being for groups with increasing incomes, but proportionally unequal is proposed. Assuming that welfare grows with own income and decreases with relative inequality (income of…
When assessing the causal effect of a binary exposure using observational data, confounder imbalance across exposure arms must be addressed. Matching methods, including propensity score-based matching, can be used to deconfound the causal…
We study the impact of merger events on the strong lensing properties of galaxy clusters. Previous lensing simulations were not able to resolve dynamical time scales of cluster lenses, which arise on time scales which are of order a Gyr. In…
This study analyses, through cross-section estimation methods, the influence of spatial effects in the conditional product convergence in the parishes' economies of mainland Portugal between 1991 and 2001 (the last year with data available…
This paper models firm-to-firm trade in a production network as a set of double auctions. Firms have multilateral market power, namely, can affect prices in both input and output markets. The size and division of surplus are endogenous and…
We study the market impact of a meta-order in the framework of the Minority Game. This amounts to studying the response of the market when introducing a trader who buys or sells a fixed amount h for a finite time T. This perturbation…
In search engines, online marketplaces and other human-computer interfaces large collectives of individuals sequentially interact with numerous alternatives of varying quality. In these contexts, trial and error (exploration) is crucial for…
This paper addresses an integrated lot-sizing and scheduling problem in the industry of consumer goods for personal care, a very competitive market in which the good customer service level and the cost management show up in the competition…
In several observational contexts where different raters evaluate a set of items, it is common to assume that all raters draw their scores from the same underlying distribution. However, a plenty of scientific works have evidenced the…
We compare three analytical prescriptions for merger times available from the literature to simulations of isolated mergers. We probe three different redshifts, and several halo concentrations, mass ratios, orbital circularities and orbital…
We analyze the effects of relative increments of mutual information among the geographical, technological, and organizational distributions of firms on the relative augmentation of regional summary turnover in terms of synergies. How do…
Classical approaches often treat interaction as engineered product terms or as emergent patterns in flexible models, offering little control over how synergy or antagonism arises. We take a quantum-inspired view: following the Born rule…
We study the interplay of fairness, welfare, and equity considerations in personalized pricing based on customer features. Sellers are increasingly able to conduct price personalization based on predictive modeling of demand conditional on…
Recent studies have highlighted the significance of higher-order moments - such as coskewness - in portfolio optimization within the financial domain. This paper extends that focus to the field of actuarial science by examining the impact…