Report NEP-CMP-2021-05-24

This is the archive for NEP-CMP, a report on new working papers in the area of Computational Economics. Stan Miles issued this report. It is usually issued weekly.

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Other reports in NEP-CMP

The following items were announced in this report:

• Dave Cliff, 2021. "BBE: Simulating the Microstructural Dynamics of an In-Play Betting Exchange via Agent-Based Modelling," Papers 2105.08310, arXiv.org.
• Maliar, Serguei, 2020. "Deep Learning Classification: Modeling Discrete Labor Choice," CEPR Discussion Papers 15346, C.E.P.R. Discussion Papers.
• Goutham Gopalakrishna, 2021. "ALIENs and Continuous Time Economies," Swiss Finance Institute Research Paper Series 21-34, Swiss Finance Institute.
• Sean Cao & Wei Jiang & Junbo L. Wang & Baozhong Yang, 2021. "From Man vs. Machine to Man + Machine: The Art and AI of Stock Analyses," NBER Working Papers 28800, National Bureau of Economic Research, Inc.
• Taylor, Mark & Filippou, Ilias & Rapach, David & Zhou, Guofu, 2020. "Exchange Rate Prediction with Machine Learning and a Smart Carry Trade Portfolio," CEPR Discussion Papers 15305, C.E.P.R. Discussion Papers.
• Gobillon, Laurent & Combes, Pierre-Philippe & Zylberberg, Yanos, 2020. "Urban economics in a historical perspective: Recovering data with machine learning," CEPR Discussion Papers 15308, C.E.P.R. Discussion Papers.
• Kang, J. & Reiner, D., 2021. "Identifying residential consumption patterns using data-mining techniques: A large-scale study of smart meter data in Chengdu, China," Cambridge Working Papers in Economics 2143, Faculty of Economics, University of Cambridge.
• Ahlfeldt, Gabriel & Albers, Thilo & Behrens, Kristian, 2022. "Prime locations," CEPR Discussion Papers 15470, C.E.P.R. Discussion Papers.
• Philippe Baumard, 2019. "Quand l’intelligence artificielle théorisera les organisations," Post-Print hal-03218196, HAL.
• Giorgia Callegaro & Alessandro Gnoatto & Martino Grasselli, 2021. "A Fully Quantization-based Scheme for FBSDEs," Papers 2105.09276, arXiv.org.
• Kang, J. & Reiner, D., 2021. "Machine Learning on residential electricity consumption: Which households are more responsive to weather?," Cambridge Working Papers in Economics 2142, Faculty of Economics, University of Cambridge.
• Laurence Carassus & Massinissa Ferhoune, 2021. "Efficient approximations for utility-based pricing," Papers 2105.08804, arXiv.org, revised Feb 2024.
• Rhodes, Andrew & Johnson, Justin & Wildenbeest, Matthijs, 2020. "Platform Design When Sellers Use Pricing Algorithms," CEPR Discussion Papers 15504, C.E.P.R. Discussion Papers.
• Farzan Soleymani & Eric Paquet, 2021. "Deep Graph Convolutional Reinforcement Learning for Financial Portfolio Management -- DeepPocket," Papers 2105.08664, arXiv.org.
• Gries, Thomas & Naudé, Wim, 2021. "The Race of Man and Machine: Implications of Technology When Abilities and Demand Constraints Matter," IZA Discussion Papers 14341, Institute of Labor Economics (IZA).
• Mohsen Asgari & Hossein Khasteh, 2021. "Profitable Strategy Design for Trades on Cryptocurrency Markets with Machine Learning Techniques," Papers 2105.06827, arXiv.org, revised Jun 2022.
• Hodler, Roland & Lechner, Michael & Raschky, Paul, 2020. "Reassessing the Resource Curse using Causal Machine Learning," CEPR Discussion Papers 15272, C.E.P.R. Discussion Papers.
• Pérez-Quirós, Gabriel & Diaz, Elena, 2020. "Daily Tracker of Global Economic Activity. A Close-Up of the Covid-19 Pandemic," CEPR Discussion Papers 15451, C.E.P.R. Discussion Papers.
• Adeola Oyenubi, 2020. "On sensitivity of Genetic Matching to the choice of balance measure," Working Papers 840, Economic Research Southern Africa.
• Haoran Wang & Shi Yu, 2021. "Robo-Advising: Enhancing Investment with Inverse Optimization and Deep Reinforcement Learning," Papers 2105.09264, arXiv.org.
• Köbis, Nils & Bonnefon, Jean-François & Rahwan, Iyad, 2021. "Bad machines corrupt good morals," TSE Working Papers 21-1212, Toulouse School of Economics (TSE).
• Assad, Stephanie & Calvano, Emilio & Calzolari, Giacomo & Clark, Robert & Ershov, Daniel & Johnson, Justin & Pastorello, Sergio & Rhodes, Andrew & XU, Lei & Wildenbeest, Matthijs & Denicolò, Vincenzo, 2021. "Autonomous algorithmic collusion: Economic research and policy implications," TSE Working Papers 21-1210, Toulouse School of Economics (TSE).
• Hansen, Stephen & Davis, Steven & Seminario-Amez, Cristhian, 2020. "Firm-level Risk Exposures and Stock Returns in the Wake of COVID-19," CEPR Discussion Papers 15314, C.E.P.R. Discussion Papers.
• Ghysels, Eric & Babii, Andrii & Chen, Xi & Kumar, Rohit, 2020. "Binary Choice with Asymmetric Loss in a Data-Rich Environment: Theory and an Application to Racial Justice," CEPR Discussion Papers 15418, C.E.P.R. Discussion Papers.
• Steve J. Bickley & Benno Torgler, 2021. "Behavioural Economics, What Have we Missed? Exploring “Classical” Behavioural Economics Roots in AI, Cognitive Psychology, and Complexity Theory," CREMA Working Paper Series 2021-21, Center for Research in Economics, Management and the Arts (CREMA).
• Adams-Prassl, Abigail & Balgova, Maria & Qian, Matthias, 2020. "Flexible Work Arrangements in Low Wage Jobs: Evidence from Job Vacancy Data," CEPR Discussion Papers 15263, C.E.P.R. Discussion Papers.
• Lechtenberg, Sandra & Hellingrath, Bernd, 2021. "Applications of artificial intelligence in supply chain management: Identification of main research fields and greatest industry interests," ERCIS Working Papers 37, University of Münster, European Research Center for Information Systems (ERCIS).
• Crampes, Claude & Lefouili, Yassine, 2021. "Green Energy Pricing for Digital Europe," TSE Working Papers 21-1209, Toulouse School of Economics (TSE).