43 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- National Bank of CanadaCA7 papers
- University of OklahomaUS7 papers
- University of SouthamptonGB6 papers
- Nanchang UniversityCN3 papers
- Emory UniversityUS2 papers
- Indiana University BloomingtonUS2 papers
- North Carolina State UniversityUS2 papers
- Northeastern UniversityUS2 papers
- Queen Mary University of LondonGB2 papers
- The University of MelbourneAU2 papers
- University of TorontoCA2 papers
- Arizona State UniversityUS1 paper
22 papers
Estimating Social Effects with Randomized and Observational Network Data
TszKin Julian Chan, Juan Estrada, Kim Huynh +3
This paper introduces an innovative approach to identifying and estimating the parameters of interest in the widely recognized linear-in-means regression model under conditions whe…
Funding advantage and market discipline in the Canadian banking sector
Mehdi Beyhaghi, Chris D'Souza, Gordon S. Roberts
We employ a comprehensive data set and a variety of methods to provide evidence on the magnitude of large banks' funding advantage in Canada in addition to the extent to which mark…
Enforcing Control Flow Integrity on DeFi Smart Contracts
Zhiyang Chen, Sidi Mohamed Beillahi, Pasha Barahimi +4
Smart contracts power decentralized financial (DeFi) services but are vulnerable to security exploits that can lead to significant financial losses. Existing security measures ofte…
Humanity's Last Exam
Long Phan, Alice Gatti, Ziwen Han +1168
Benchmarks are important tools for tracking the rapid advancements in large language model (LLM) capabilities. However, benchmarks are not keeping pace in difficulty: LLMs now achi…
Spontaneous Torque on an Inhomogeneous Chiral Body out of Thermal Equilibrium
Kimball A. Milton, Nima Pourtolami, Gerard Kennedy
In a previous paper we showed that an inhomogeneous body in vacuum will experience a spontaneous force if it is not in thermal equilibrium with its environment. This is due to the…
Quantum Monte Carlo for Economics: Stress Testing and Macroeconomic Deep Learning
Vladimir Skavysh, Sofia Priazhkina, Diego Guala +1
Computational methods both open the frontiers of economic analysis and serve as a bottleneck in what can be achieved. We are the first to study whether Quantum Monte Carlo (QMC) al…
Cross-sectional Dependence in Idiosyncratic Volatility
Ilze Kalnina, Kokouvi Tewou
This paper introduces an econometric framework for analyzing cross-sectional dependence in the idiosyncratic volatilities of assets using high frequency data. We first consider the…
Quantum Self-Propulsion of an Inhomogeneous Object out of Thermal Equilibrium
Kimball A. Milton, Nima Pourtolami, Gerard Kennedy
In an earlier paper, we explored how quantum vacuum torque can arise: a body or nanoparticle that is out of thermal equilibrium with its environment experiences a spontaneous torqu…
Partial Identification of Structural Vector Autoregressions with Non-Centred Stochastic Volatility
Helmut Lütkepohl, Fei Shang, Luis Uzeda +1
We consider structural vector autoregressions that are identified through stochastic volatility under Bayesian estimation. Three contributions emerge from our exercise. First, we s…
Simple model of market share dynamics based on clients' firm-switching decisions
Joseph Hickey
Firms compete for clients, creating distributions of market shares ranging from domination by a few giant companies to markets in which there are many small firms. These market str…
Quantum friction in the presence of a perfectly conducting plate
Xin Guo, Kimball A. Milton, Gerard Kennedy +1
A neutral but polarizable particle at rest near a perfectly conducting plate feels a force normal to the surface of the plate, which tends to pull the particle towards the plate. T…
Macroeconomic Predictions using Payments Data and Machine Learning
James T. E. Chapman, Ajit Desai
Predicting the economy's short-term dynamics -- a vital input to economic agents' decision-making process -- often uses lagged indicators in linear models. This is typically suffic…
Casimir Self-Entropy of Nanoparticles with Classical Polarizabilities: Electromagnetic Field Fluctuations
Yang Li, Kimball A. Milton, Prachi Parashar +3
Not only are Casimir interaction entropies not guaranteed to be positive, but also, more strikingly, Casimir self-entropies of bodies can be negative. Here, we attempt to interpret…
Energetics of quantum vacuum friction. II: Dipole fluctuations and field fluctuations
Xin Guo, Kimball A. Milton, Gerard Kennedy +3
As a second paper in series with arXiv:2108.01539, we discuss here quantum vacuum friction on an intrinsically dissipative particle. The friction arises not only from the field flu…
The energetics of quantum vacuum friction: Field fluctuations
Xin Guo, Kimball A. Milton, Gerard Kennedy +3
Quantum fluctuations can induce a friction on a neutral but polarizable particle and cause it to radiate energy even if the particle is moving in free space filled with blackbody r…
Understanding How and Why Developers Seek and Analyze API-related Opinions
Gias Uddin, Olga Baysal, Latifa Guerrouj +1
With the advent and proliferation of online developer forums as informal documentation, developers often share their opinions about the APIs they use. Thus, opinions of others ofte…
Improved Fault Analysis on SIMECK Ciphers
Duc-Phong Le, Rongxing Lu, Ali A. Ghorbani
The advances of the Internet of Things (IoT) have had a fundamental impact and influence in sharping our rich living experiences. However, since IoT devices are usually resource-co…
Updating Weight Values for Function Point Counting
Wei Xia, Danny Ho, Luiz Fernando Capretz +1
While software development productivity has grown rapidly, the weight values assigned to count standard Function Point (FP) created at IBM twenty-five years ago have never been upd…
Constructions for Quantum Indistinguishability Obfuscation
Anne Broadbent, Raza Ali Kazmi
An indistinguishability obfuscator is a probabilistic polynomial-time algorithm that takes a circuit as input and outputs a new circuit that has the same functionality as the input…
Quantile Treatment Effects in Regression Kink Designs
Heng Chen, Harold D. Chiang, Yuya Sasaki
The literature on regression kink designs develops identification results for average effects of continuous treatments (Card, Lee, Pei, and Weber, 2015), average effects of binary…
Entropy distribution and condensation in random networks with a given degree distribution
Kartik Anand, Dimitri Krioukov, Ginestra Bianconi
The entropy of network ensembles characterizes the amount of information encoded in the network structure, and can be used to quantify network complexity, and the relevance of give…
Estimating Population Size with Link-Tracing Sampling
Kyle Vincent, Steve Thompson
We present a new design and inference method for estimating population size of a hidden population best reached through a link-tracing design. The strategy involves the Rao-Blackwe…