RMI Working Paper Series


2020-01 S. Trimborn, Y. Chen and R.B. Chen; TriSNAR: A Three-Layer Sparse Estimator for Large-Scale Network AutoRegressive Models.


2019-01 W. He, Y.N. Sun; Dynamic Games with (Almost) Perfect Information.

2019-02 Y.C. Chen, R. Holden, T. Kunimoto, Y. Sun, T. Wilkening; Getting Dynamic Implementation to Work.

2019-03 Y. Chen, S. Trinmborn, J. Zhang; Discover Regional and Size Effects in Global Bitcoin Blockchain via Sparse-Group Network AutoRegressive Modeling.

2019-04 Y. Chen, T. Koch, X. Xu; Day-Ahead High-Resolution Forecasting of Natural Gas Demand and Supply in Germany with a Hybrid FAR-CNN Model.

2019-05 M. Dai, S. Kou, S. Qian, X. Wan; Non-Concave Utility Maximization without the Concavification Principle.

2019-06 B. Bian, X. Chen, M. Dai, S. Qian; Penalty Method for Portfolio Selection with Capital Gains Tax.

2019-07 M. Dai, S. Kou, H. Shao; Top Incomes and Income Inequality Indices: A Unified Framework Based on Inequality Index Curves.

2019-08 M. Dai, S. Kou, C. Qin; Exhaustible Resources with Adjustment Costs: Spot and Futures Prices.

2019-09 S. Pyun; Variance Risk Premium in Individual Stocks: Aggregating Factor Variance Risk.

2019-10 H.J. Keisler, Y.N. Sun; On the Converse Law of Large Numbers.

2019-11 M.A. Khan, L. Qiao, K.P. Rath, Y.N. Sun; Modeling Large Societies: Why Countable Additivity Is Necessary.