Report NEP-CMP-2021-05-31

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

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-CMP

The following items were announced in this report:

• Xin Jin, 2021, "Can we imitate the principal investor's behavior to learn option price?," Papers, arXiv.org, number 2105.11376, May, revised Jan 2022.
• Martin Hofer & Tomas Sako & Arturo Martinez, Jr. & Mildred Addawe & Ron Lester Durante, 2020, "Applying Artificial Intelligence on Satellite Imagery to Compile Granular Poverty Statistics," ADB Economics Working Paper Series, Asian Development Bank, number 629, Dec.
• Ozan Aksoy, 2021, "Preaching to Social Media: Turkey’s Friday Khutbas and Their Effects on Twitter," DoQSS Working Papers, Quantitative Social Science - UCL Social Research Institute, University College London, number 21-17, May.
• Zihao Zhang & Stefan Zohren, 2021, "Multi-Horizon Forecasting for Limit Order Books: Novel Deep Learning Approaches and Hardware Acceleration using Intelligent Processing Units," Papers, arXiv.org, number 2105.10430, May, revised Aug 2021.
• Soga, Kenichi & Comfort, Louise & Zhao, Bingyu & Lorusso, Paola & Soysal, Sena, 2021, "Integrating Traffic Network Analysis and Communication Network Analysis at a Regional Scale to Support More Efficient Evacuation in Response to a Wildfire Event," Institute of Transportation Studies, Research Reports, Working Papers, Proceedings, Institute of Transportation Studies, UC Berkeley, number qt1z913878, May.
• Nattapong Puttanapong & Arturo Martinez, Jr. & Mildred Addawe & Joseph Bulan & Ron Lester Durante & Marymell Martillan, 2020, "Predicting Poverty Using Geospatial Data in Thailand," ADB Economics Working Paper Series, Asian Development Bank, number 630, Dec.
• Tim Leung & Theodore Zhao, 2021, "Financial Time Series Analysis and Forecasting with HHT Feature Generation and Machine Learning," Papers, arXiv.org, number 2105.10871, May.
• Daniel Poh & Bryan Lim & Stefan Zohren & Stephen Roberts, 2021, "Enhancing Cross-Sectional Currency Strategies by Context-Aware Learning to Rank with Self-Attention," Papers, arXiv.org, number 2105.10019, May, revised Jan 2022.
• Sansone, Dario & Zhu, Anna, 2021, "Using Machine Learning to Create an Early Warning System for Welfare Recipients," IZA Discussion Papers, Institute of Labor Economics (IZA), number 14377, May.
• Diao, Xinshen & Dorosh, Paul A. & Fang, Peixun & Schmidt, Emily, 2021, "Effects of COVID-19 and other shocks on Papua New Guinea’s food economy: A multi-market simulation analysis," IFPRI discussion papers, International Food Policy Research Institute (IFPRI), number 2004.
• Rui & Shi, 2021, "Learning from zero: how to make consumption-saving decisions in a stochastic environment with an AI algorithm," Papers, arXiv.org, number 2105.10099, May, revised Feb 2022.
• Klaus Grünberger & Edlira Narazani & Stefano Filauro & Áron Kiss, 2021, "Social and fiscal impacts of statutory minimum wages in EU countries: A microsimulation analysis with EUROMOD," JRC Working Papers on Taxation & Structural Reforms, Joint Research Centre, number 2021-06, May.
• Samuel N. Cohen & Christoph Reisinger & Sheng Wang, 2021, "Arbitrage-free neural-SDE market models," Papers, arXiv.org, number 2105.11053, May, revised Aug 2021.
• Joan Huang & John Simon, 2021, "Central Bank Communication: One Size Does Not Fit All," RBA Research Discussion Papers, Reserve Bank of Australia, number rdp2021-05, May, DOI: 10.47688/rdp2021-05.
• Yong Shi & Wei Dai & Wen Long & Bo Li, 2021, "Deep Kernel Gaussian Process Based Financial Market Predictions," Papers, arXiv.org, number 2105.12293, May.
• Item repec:esm:wpaper:esmt-20-01_r2 is not listed on IDEAS anymore

• Longden, Elaine, 2021, "Predicting Nature of Default using Machine Learning Techniques," Other publications TiSEM, Tilburg University, School of Economics and Management, number e1d97882-8cf3-40a4-a82e-8.
• Javier Alcazar & Andrea Cadarso & Amara Katabarwa & Marta Mauri & Borja Peropadre & Guoming Wang & Yudong Cao, 2021, "Quantum algorithm for credit valuation adjustments," Papers, arXiv.org, number 2105.12087, May.
• Nieves Montes, 2021, "A Computational Model of the Institutional Analysis and Development Framework," Papers, arXiv.org, number 2105.13151, May.
• Haozhe Su & M. V. Tretyakov & David P. Newton, 2021, "Deep learning of transition probability densities for stochastic asset models with applications in option pricing," Papers, arXiv.org, number 2105.10467, May, revised Jul 2023.
• Patrick Cheridito & John Ery & Mario V. Wuthrich, 2021, "Assessing asset-liability risk with neural networks," Papers, arXiv.org, number 2105.12432, May.
• Fernández-Villaverde, Jesús & Koyama, Mark & Lin, Youhong & Sng, Tuan-Hwee, 2020, "The Fractured-Land Hypothesis," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15209, Aug.
• Thomas Orton, 2021, "An Introduction To Regret Minimization In Algorithmic Trading: A Survey of Universal Portfolio Techniques," Papers, arXiv.org, number 2105.13126, May.
• Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A., 2020, "Estimating DSGE Models: Recent Advances and Future Challenges," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15164, Aug.
• Giovanni Dosi & Francesco Lamperti & Mariana Mazzucato & Mauro Napoletano & Andrea Roventini, 2021, "Mission-Oriented Policies and the "Entrepreneurial State" at Work: An Agent-Based Exploration," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2021/18, May.
• Zeinab Rouhollahi, 2021, "Towards Artificial Intelligence Enabled Financial Crime Detection," Papers, arXiv.org, number 2105.10866, May.
• Rym Ben Bachouch & Jihène Tounsi & Chouari Borhen, 2020, "Home health care scheduling activities," Post-Print, HAL, number hal-03229580, Oct.
• Bianchi, Francesco & Ludvigson, Sydney & Ma, Sai, 2020, "Belief Distortions and Macroeconomic Fluctuations," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 15003, Jul.
• Christoph J. Borner & Ingo Hoffmann & Jonas Krettek & Lars M. Kurzinger & Tim Schmitz, 2021, "Bitcoin: Like a Satellite or Always Hardcore? A Core-Satellite Identification in the Cryptocurrency Market," Papers, arXiv.org, number 2105.12336, May.

Report NEP-CMP-2021-05-31

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

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-CMP

The following items were announced in this report: