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Employee turnover refers to an individual's termination of employment from the current organization. It is one of the most persistent challenges for firms, especially those ones in Information Technology (IT) industry that confront high…

Machine Learning · Computer Science 2025-02-05 Hao Liu , Yong Ge

We present a conceptual framework that unifies a variety of evaluation metrics for different structured prediction tasks (e.g. event and relation extraction, syntactic and semantic parsing). Our framework requires representing the outputs…

Computation and Language · Computer Science 2023-10-24 Yunmo Chen , William Gantt , Tongfei Chen , Aaron Steven White , Benjamin Van Durme

Throttling in graphs optimizes a sum or product of resources used, such as the number of vertices in an initial set, and time required, such as the propagation time, to complete a given task. We introduce a new technique to establish sharp…

Combinatorics · Mathematics 2025-01-15 Ryan Blair , Gabriel Elvin , Veronika Furst , Leslie Hogben , Nandita Sahajpal , Tony W. H. Wong

Recent strides in economic complexity have shown that the future economic development of nations can be predicted with a single "economic fitness" variable, which captures countries' competitiveness in international trade. The predictions…

Physics and Society · Physics 2022-06-03 Yucheng Ye , Shuqi Xu , Manuel Sebastian Mariani , Linyuan Lü

We study a robust toll pricing problem where toll setters and users have different level of information when taking their decisions. Toll setters do not have full information on the costs of the network and rely on historical information…

Optimization and Control · Mathematics 2017-12-06 Trivikram Dokka , Alain B. Zemkoho , Sonali Sen Gupta , Fabrice T. Nobibon

We develop a new approach to estimate a production function based on the economic axioms of the Regular Ultra Passum law and convex non-homothetic input isoquants. Central to the development of our estimator is stating the axioms as shape…

Applications · Statistics 2019-06-21 Daisuke Yagi , Yining Chen , Andrew L. Johnson , Hiroshi Morita

Predicting stock price movements is a pivotal element of investment strategy, providing insights into potential trends and market volatility. This study specifically examines the predictive capacity of historical stock prices and technical…

Computational Engineering, Finance, and Science · Computer Science 2024-04-17 Morteza Maleki

We introduce a quantitative approach to comparative statics that allows to bound the maximum effect of an exogenous parameter change on a system's equilibrium. The motivation for this approach is a well known paradox in multimarket Cournot…

Computer Science and Game Theory · Computer Science 2015-12-04 Tobias Harks , Philipp von Falkenhausen

Social employment, which is mostly carried by firms of different types, determines the prosperity and stability of a country. As time passing, the fluctuations of firm employment can reflect the process of creating or destroying jobs.…

Econometrics · Economics 2022-08-30 Boyang You , Kerry Papps

We are interested in the effect of consumer demand estimation error for new products in the context of production planning. An inventory model is proposed, whereby demand is influenced by price and advertising. The effect of parameter…

Optimization and Control · Mathematics 2015-10-23 Antoine Deza , Kai Huang , Michael R. Metel

Increased uncertainty due to high penetration of renewables imposes significant costs to the system operators. The added costs depend on several factors including market design, performance of renewable generation forecasting and the…

Optimization and Control · Mathematics 2014-04-23 Baosen Zhang , Ram Rajagopal , David Tse

We present tight bounds and heuristics for personalized, multi-product pricing problems. Under mild conditions we show that the best price in the direction of a positive vector results in profits that are guaranteed to be at least as large…

Theoretical Economics · Economics 2021-02-17 Guillermo Gallego , Gerardo Berbeglia

We consider a model in which a trader aims to maximize expected risk-adjusted profit while trading a single security. In our model, each price change is a linear combination of observed factors, impact resulting from the trader's current…

Trading and Market Microstructure · Quantitative Finance 2012-07-30 Beomsoo Park , Benjamin Van Roy

Understanding input substitution and output transformation possibilities is critical for efficient resource allocation and firm strategy. There are important examples of fixed proportion technologies where certain inputs are…

Econometrics · Economics 2025-02-21 Xun Zhou , Timo Kuosmanen

Computer experiments with quantitative and qualitative inputs are widely used to study many scientific and engineering processes. Much of the existing work has focused on design and modeling or process optimization for such experiments.…

Methodology · Statistics 2025-04-30 A. Shahrokhian , X. Deng , C. D. Lin , P. Ranjan , L. Xu

The paper studies sub and super-replication price bounds for contingent claims defined on general trajectory based market models. No prior probabilistic or topological assumptions are placed on the trajectory space, trading is assumed to…

Mathematical Finance · Quantitative Finance 2018-02-22 Ivan Degano , Sebastian Ferrando , Alfredo Gonzalez

Prediction markets are long known for prediction accuracy. This study systematically explores the fundamental properties of prediction markets, addressing questions about their information aggregation process and the factors contributing to…

Trading and Market Microstructure · Quantitative Finance 2023-11-10 Dian Yu , Jianjun Gao , Weiping Wu , Zizhuo Wang

We propose a general methodology to measure labour market dynamics, inspired by the search and matching framework, based on the estimate of the transition rates between labour market states. We show how to estimate instantaneous transition…

General Economics · Economics 2021-04-05 Davide Fiaschi , Cristina Tealdi

In computational materials science, predicting the yield strain of crosslinked polymers remains a challenging task. A common approach is to identify yield via the first critical point of stress-strain curves produced by molecular dynamics…

Soft Condensed Matter · Physics 2016-06-17 Paul N. Patrone

The present paper proposes a new treatment effects estimator that is valid when the number of time periods is small, and the parallel trends condition holds conditional on covariates and unobserved heterogeneity in the form of interactive…

Econometrics · Economics 2023-06-16 Nicholas Brown , Kyle Butts , Joakim Westerlund
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