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Report NEP-CMP-2021-06-28
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:
- Toru Kitagawa & Shosei Sakaguchi & Aleksey Tetenov, 2021, "Constrained Classification and Policy Learning," Papers, arXiv.org, number 2106.12886, Jun, revised Jul 2023.
- Katsafados, Apostolos G. & Leledakis, George N. & Pyrgiotakis, Emmanouil G. & Androutsopoulos, Ion & Fergadiotis, Manos, 2021, "Machine Learning in U.S. Bank Merger Prediction: A Text-Based Approach," MPRA Paper, University Library of Munich, Germany, number 108272, Jun.
- Liao Zhu & Haoxuan Wu & Martin T. Wells, 2021, "A News-based Machine Learning Model for Adaptive Asset Pricing," Papers, arXiv.org, number 2106.07103, Jun.
- Liping Yang, 2021, "Next-Day Bitcoin Price Forecast Based on Artificial intelligence Methods," Papers, arXiv.org, number 2106.12961, Jun.
- Hengxu Lin & Dong Zhou & Weiqing Liu & Jiang Bian, 2021, "Learning Multiple Stock Trading Patterns with Temporal Routing Adaptor and Optimal Transport," Papers, arXiv.org, number 2106.12950, Jun, revised Jun 2021.
- Juranek, Steffen & Otneim, Håkon, 2021, "Using machine learning to predict patent lawsuits," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2021/6, Jun.
- Florian Eckerli & Joerg Osterrieder, 2021, "Generative Adversarial Networks in finance: an overview," Papers, arXiv.org, number 2106.06364, Jun, revised Jul 2021.
- Victor Klockmann & Alicia von Schenk & Marie Claire Villeval, 2021, "Artificial Intelligence, Ethics, and Diffused Pivotality," Working Papers, HAL, number halshs-03237453.
- Marcelo Veracierto, 2020, "Computing Equilibria of Stochastic Heterogeneous Agent Models Using Decision Rule Histories," Working Paper Series, Federal Reserve Bank of Chicago, number WP-2020-05, Feb, DOI: 10.21033/wp-2020-05.
- Wenyong Zhang & Lingfei Li & Gongqiu Zhang, 2021, "A Two-Step Framework for Arbitrage-Free Prediction of the Implied Volatility Surface," Papers, arXiv.org, number 2106.07177, Jun, revised Jan 2022.
- Shohei Ohsawa, 2021, "Truthful Self-Play," Papers, arXiv.org, number 2106.03007, Jun, revised Feb 2023.
- Vipul Satone & Dhruv Desai & Dhagash Mehta, 2021, "Fund2Vec: Mutual Funds Similarity using Graph Learning," Papers, arXiv.org, number 2106.12987, Jun.
- Ivan Fursov & Matvey Morozov & Nina Kaploukhaya & Elizaveta Kovtun & Rodrigo Rivera-Castro & Gleb Gusev & Dmitry Babaev & Ivan Kireev & Alexey Zaytsev & Evgeny Burnaev, 2021, "Adversarial Attacks on Deep Models for Financial Transaction Records," Papers, arXiv.org, number 2106.08361, Jun.
- Muyang Ge & Shen Zhou & Shijun Luo & Boping Tian, 2021, "3D Tensor-based Deep Learning Models for Predicting Option Price," Papers, arXiv.org, number 2106.02916, Jun, revised Sep 2021.
- Jaydip Sen & Sidra Mehtab, 2021, "Design and Analysis of Robust Deep Learning Models for Stock Price Prediction," Papers, arXiv.org, number 2106.09664, Jun.
- Drechsler, Martin, 2021, "On the cost-effective temporal allocation of credits in conservation offsets when habitat restoration takes takes time and is uncertain," MPRA Paper, University Library of Munich, Germany, number 108209, Apr.
- Samuel Palmer & Serkan Sahin & Rodrigo Hernandez & Samuel Mugel & Roman Orus, 2021, "Quantum Portfolio Optimization with Investment Bands and Target Volatility," Papers, arXiv.org, number 2106.06735, Jun, revised Aug 2021.
- Goller, Daniel & Harrer, Tamara & Lechner, Michael & Wolff, Joachim, 2021, "Active labour market policies for the long-term unemployed: New evidence from causal machine learning," Economics Working Paper Series, University of St. Gallen, School of Economics and Political Science, number 2108, Jun.
- Mathieu Mercadier & Jean-Pierre Lardy, 2021, "Credit spread approximation and improvement using random forest regression," Papers, arXiv.org, number 2106.07358, Jun.
- Victor Klockmann & Alicia von Schenk & Marie Claire Villeval, 2021, "Artificial Intelligence, Ethics, and Intergenerational Responsibility," Working Papers, HAL, number halshs-03237437.
- Runhuan Feng & Peng Li, 2021, "Sample Recycling Method -- A New Approach to Efficient Nested Monte Carlo Simulations," Papers, arXiv.org, number 2106.06028, Jun.