Functional Clustering of Discount Functions for Behavioral Investor Profiling
Fuente:
arXiv
Saved in:
| Main Authors: | Porreca, Annamaria, Ventre, Viviana, Martino, Roberta, Rambaud, Salvador Cruz, Maturo, Fabrizio |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
The Stablecoin Discount: Evidence of Tether's U.S. Treasury Bill Market Share in Lowering Yields
by: Ante, Lennart, et al.
Published: (2025)
by: Ante, Lennart, et al.
Published: (2025)
Subjective Time Deformation in Intertemporal Choice: A Functional Data Analysis Approach
by: Maturo, Fabrizio, et al.
Published: (2026)
by: Maturo, Fabrizio, et al.
Published: (2026)
Augmented Functional Random Forests: Classifier Construction and Unbiased Functional Principal Components Importance through Ad-Hoc Conditional Permutations
by: Maturo, Fabrizio, et al.
Published: (2024)
by: Maturo, Fabrizio, et al.
Published: (2024)
From interpretability to inference: an estimation framework for universal approximators
by: Joseph, Andreas
Published: (2019)
by: Joseph, Andreas
Published: (2019)
The Shape of Consumer Behavior: A Symbolic and Topological Analysis of Time Series
by: Bereta, Pola, et al.
Published: (2025)
by: Bereta, Pola, et al.
Published: (2025)
Demystifying Functional Random Forests: Novel Explainability Tools for Model Transparency in High-Dimensional Spaces
by: Maturo, Fabrizio, et al.
Published: (2024)
by: Maturo, Fabrizio, et al.
Published: (2024)
Review of the EU ETS Literature: A Bibliometric Perspective
by: Salvagnin, Cristiano
Published: (2024)
by: Salvagnin, Cristiano
Published: (2024)
Copula Analysis of Risk: A Multivariate Risk Analysis for VaR and CoVaR using Copulas and DCC-GARCH
by: Singh, Aryan, et al.
Published: (2025)
by: Singh, Aryan, et al.
Published: (2025)
Predicting Femicide in Veracruz: A Fuzzy Logic Approach with the Expanded MFM-FEM-VER-CP-2024 Model
by: Medel-Ramírez, Carlos, et al.
Published: (2024)
by: Medel-Ramírez, Carlos, et al.
Published: (2024)
ASRI: An Aggregated Systemic Risk Index for Cryptocurrency Markets
by: Farzulla, Murad, et al.
Published: (2026)
by: Farzulla, Murad, et al.
Published: (2026)
Synthetic Financial Data Generation for Enhanced Financial Modelling
by: Hounwanou, Christophe D., et al.
Published: (2025)
by: Hounwanou, Christophe D., et al.
Published: (2025)
Why is it so hard to find a job now? Enter Ghost Jobs
by: Ng, Hunter
Published: (2024)
by: Ng, Hunter
Published: (2024)
Signal or Noise in Multi-Agent LLM-based Stock Recommendations?
by: Fatouros, George, et al.
Published: (2026)
by: Fatouros, George, et al.
Published: (2026)
Enriched Functional Tree-Based Classifiers: A Novel Approach Leveraging Derivatives and Geometric Features
by: Maturo, Fabrizio, et al.
Published: (2024)
by: Maturo, Fabrizio, et al.
Published: (2024)
The lexical ratio: A new perspective on portfolio diversification
by: Mohseni, Sayyed Faraz, et al.
Published: (2024)
by: Mohseni, Sayyed Faraz, et al.
Published: (2024)
Dynamic Financial Analysis (DFA) of General Insurers under Climate Change
by: Avanzi, Benjamin, et al.
Published: (2025)
by: Avanzi, Benjamin, et al.
Published: (2025)
Topology of Currencies: Persistent Homology for FX Co-movements: A Comparative Clustering Study
by: de Jeneret, Pattravadee de Favereau, et al.
Published: (2025)
by: de Jeneret, Pattravadee de Favereau, et al.
Published: (2025)
Fragility in Average Treatment Effect on the Treated under Limited Covariate Support
by: Li, Mengqi
Published: (2025)
by: Li, Mengqi
Published: (2025)
Time-Varying Bidirectional Causal Relationships Between Transaction Fees and Economic Activity of Subsystems Utilizing the Ethereum Blockchain Network
by: Ante, Lennart, et al.
Published: (2025)
by: Ante, Lennart, et al.
Published: (2025)
From constant to rough: A survey of continuous volatility modeling
by: Di Nunno, Giulia, et al.
Published: (2023)
by: Di Nunno, Giulia, et al.
Published: (2023)
Tweet Influence on Market Trends: Analyzing the Impact of Social Media Sentiment on Biotech Stocks
by: Avila, C. Sarai R.
Published: (2024)
by: Avila, C. Sarai R.
Published: (2024)
Uncertain Regulations, Definite Impacts: The Impact of the US Securities and Exchange Commission's Regulatory Interventions on Crypto Assets
by: Saggu, Aman, et al.
Published: (2024)
by: Saggu, Aman, et al.
Published: (2024)
Utility-Weighted Forecasting and Calibration for Risk-Adjusted Decisions under Trading Frictions
by: Wright, Craig S
Published: (2026)
by: Wright, Craig S
Published: (2026)
Longitudinal review of portfolios with minimum variance approach before during and after the pandemic
by: Ossa, Genjis A., et al.
Published: (2025)
by: Ossa, Genjis A., et al.
Published: (2025)
Explainable Artificial Intelligence Credit Risk Assessment using Machine Learning
by: Shreya, et al.
Published: (2025)
by: Shreya, et al.
Published: (2025)
From Data Acquisition to Lag Modeling: Quantitative Exploration of A-Share Market with Low-Coupling System Design
by: Fang, Jianyong, et al.
Published: (2025)
by: Fang, Jianyong, et al.
Published: (2025)
Genetic AI: Evolutionary Games for ab initio dynamic Multi-Objective Optimization
by: Wissgott, Philipp
Published: (2025)
by: Wissgott, Philipp
Published: (2025)
Strategic Control of Facial Expressions by the Fed Chair
by: Ng, Hunter
Published: (2024)
by: Ng, Hunter
Published: (2024)
The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, And "Whale Alerts" On Twitter
by: Saggu, Aman
Published: (2025)
by: Saggu, Aman
Published: (2025)
Measuring risk contagion in financial networks with CoVaR
by: Das, Bikramjit, et al.
Published: (2023)
by: Das, Bikramjit, et al.
Published: (2023)
Quantifying A Firm's AI Engagement: Constructing Objective, Data-Driven, AI Stock Indices Using 10-K Filings
by: Ante, Lennart, et al.
Published: (2025)
by: Ante, Lennart, et al.
Published: (2025)
Linking Path-Dependent and Stochastic Volatility Models
by: Cohen, Samuel N., et al.
Published: (2025)
by: Cohen, Samuel N., et al.
Published: (2025)
Deep Least Squares Monte Carlo methods for the valuation of variable annuities with guarantees
by: Langrené, Nicolas, et al.
Published: (2026)
by: Langrené, Nicolas, et al.
Published: (2026)
Universal Representation of Generalized Convex Functions and their Gradients
by: Nehzati, Moeen
Published: (2025)
by: Nehzati, Moeen
Published: (2025)
Talk, Walk, and Market Response: Multimodal Measurement of AI Washing and Its Capital Market Consequences in China
by: Zhanjie, Wen, et al.
Published: (2026)
by: Zhanjie, Wen, et al.
Published: (2026)
Decomposing Discrimination: Causal Mediation Analysis for AI-Driven Credit Decisions
by: Rajamanickam, Duraimurugan
Published: (2026)
by: Rajamanickam, Duraimurugan
Published: (2026)
XGBoost Forecasting of NEPSE Index Log Returns with Walk Forward Validation
by: Malla, Sahaj Raj, et al.
Published: (2026)
by: Malla, Sahaj Raj, et al.
Published: (2026)
Analysis of Provincial Export Performance in Turkiye: A Spectral Clustering Approach
by: Akusta, Emre
Published: (2025)
by: Akusta, Emre
Published: (2025)
Information Leakage at Population Scale: An Evaluation of the Polymarket Insider-Relevant Subpopulation, 2020-2026
by: Nechepurenko, Maksym
Published: (2026)
by: Nechepurenko, Maksym
Published: (2026)
Physics-Informed Singular-Value Learning for Cross-Covariances Forecasting in Financial Markets
by: Manolakis, Efstratios, et al.
Published: (2026)
by: Manolakis, Efstratios, et al.
Published: (2026)
Similar Items
-
The Stablecoin Discount: Evidence of Tether's U.S. Treasury Bill Market Share in Lowering Yields
by: Ante, Lennart, et al.
Published: (2025) -
Subjective Time Deformation in Intertemporal Choice: A Functional Data Analysis Approach
by: Maturo, Fabrizio, et al.
Published: (2026) -
Augmented Functional Random Forests: Classifier Construction and Unbiased Functional Principal Components Importance through Ad-Hoc Conditional Permutations
by: Maturo, Fabrizio, et al.
Published: (2024) -
From interpretability to inference: an estimation framework for universal approximators
by: Joseph, Andreas
Published: (2019) -
The Shape of Consumer Behavior: A Symbolic and Topological Analysis of Time Series
by: Bereta, Pola, et al.
Published: (2025)