User profiles for Pablo D. Azar
Pablo AzarFederal Reserve Bank of New York Verified email at ny.frb.org Cited by 1086 |
Endogenous production networks
D Acemoglu, PD Azar - Econometrica, 2020 - Wiley Online Library
We develop a tractable model of endogenous production networks. Each one of a number
of products can be produced by combining labor and an endogenous subset of the other …
of products can be produced by combining labor and an endogenous subset of the other …
The wisdom of Twitter crowds: Predicting stock market reactions to FOMC meetings via Twitter feeds
PD Azar, AW Lo - 2016 - dspace.mit.edu
With the rise of social media, investors have a new tool for measuring sentiment in real time.
However, the nature of these data sources raises serious questions about its quality. …
However, the nature of these data sources raises serious questions about its quality. …
Prophet inequalities with limited information
In the classical prophet inequality, a gambler observes a sequence of stochastic rewards V
1 , …, V n and must decide, for each reward V i , whether to keep it and stop the game or to …
1 , …, V n and must decide, for each reward V i , whether to keep it and stop the game or to …
[BOOK][B] Momentum, mean-reversion and social media: evidence from StockTwits and Twitter
S Agrawal, PD Azar, AW Lo, T Singh - 2019 - pm-research.com
Discussion In broad terms, the authors assess whether (and to what degree) social-media
sentiment and news sentiment lend insight on market activity that is not already captured in …
sentiment and news sentiment lend insight on market activity that is not already captured in …
The financial stability implications of digital assets
PD Azar, G Baughman, F Carapella… - FRB of New York Staff …, 2022 - papers.ssrn.com
The value of assets in the digital ecosystem has grown rapidly amid periods of high volatility.
Does the digital financial system create new potential challenges to financial stability? This …
Does the digital financial system create new potential challenges to financial stability? This …
Prior independent mechanisms via prophet inequalities with limited information
Prophet inequalities have recently become a fundamental tool in the design of sequential
and multi-dimensional mechanisms in Bayesian settings. However, existing mechanisms—as …
and multi-dimensional mechanisms in Bayesian settings. However, existing mechanisms—as …
Computational principal–agent problems
PD Azar, S Micali - Theoretical Economics, 2018 - Wiley Online Library
Collecting and processing large amounts of data is becoming increasingly crucial in our society.
We model this task as evaluating a function f over a large vector x=(x 1 ,…,x n ), which is …
We model this task as evaluating a function f over a large vector x=(x 1 ,…,x n ), which is …
Practical applications of the wisdom of Twitter crowds: predicting stock market reactions to FOMC meetings via Twitter feeds
PD Azar, AW Lo, G Goyal - Practical Applications, 2016 - pm-research.com
Does social media chatter signal information about the markets? More specifically, could
Twitter patterns around US Federal Reserve meetings help predict stock market movements? …
Twitter patterns around US Federal Reserve meetings help predict stock market movements? …
Moore's Law and Economic Growth
PD Azar - FRB of New York Staff Report, 2021 - papers.ssrn.com
Over the past sixty years, semiconductor sizes have decreased by 50 percent every eighteen
months, a trend known as Moore’s Law. Moore’s Law has increased productivity in virtually …
months, a trend known as Moore’s Law. Moore’s Law has increased productivity in virtually …
Runs on Stablecoins
Stablecoins are digital assets whose value is pegged to that of fiat currencies, usually the
US dollar, with a typical exchange rate of one dollar per unit. Their market capitalization has …
US dollar, with a typical exchange rate of one dollar per unit. Their market capitalization has …