Report NEP-CMP-2021-08-16

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:

• Zihao Wang & Kun Li & Steve Q. Xia & Hongfu Liu, 2021, "Economic Recession Prediction Using Deep Neural Network," Papers, arXiv.org, number 2107.10980, Jul.
• Alexandre Carbonneau & Fr'ed'eric Godin, 2021, "Deep equal risk pricing of financial derivatives with non-translation invariant risk measures," Papers, arXiv.org, number 2107.11340, Jul.
• Thomas Conlon & John Cotter & Iason Kynigakis, 2021, "Machine Learning and Factor-Based Portfolio Optimization," Papers, arXiv.org, number 2107.13866, Jul.
• Yang Bai & Kuntara Pukthuanthong, 2021, "Machine Learning Classification and Portfolio Allocation: with Implications from Machine Uncertainty," Papers, arXiv.org, number 2108.02283, Aug, revised Jul 2025.
• Matthieu Garcin & Samuel Stéphan, 2023, "Credit scoring using neural networks and SURE posterior probability calibration," Working Papers, HAL, number hal-03286760, Oct.
• Zhaolu Dong & Shan Huang & Simiao Ma & Yining Qian, 2021, "Factor Representation and Decision Making in Stock Markets Using Deep Reinforcement Learning," Papers, arXiv.org, number 2108.01758, Aug.
• Eghbal Rahimikia & Stefan Zohren & Ser-Huang Poon, 2021, "Realised Volatility Forecasting: Machine Learning via Financial Word Embedding," Papers, arXiv.org, number 2108.00480, Aug, revised Jan 2026.
• Francesca Biagini & Lukas Gonon & Thomas Reitsam, 2021, "Neural network approximation for superhedging prices," Papers, arXiv.org, number 2107.14113, Jul.
• Peter Akioyamen & Yi Zhou Tang & Hussien Hussien, 2021, "A Hybrid Learning Approach to Detecting Regime Switches in Financial Markets," Papers, arXiv.org, number 2108.05801, Aug.
• Marta Bernardini & Paolo Massaro & Francesca Pepe & Francesco Tocco, 2021, "The market notices published by the Italian Stock Exchange: a machine learning approach for the selection of the relevant ones," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 632, Jul.
• Fabio Zambuto & Simona Arcuti & Roberto Sabatini & Daniele Zambuto, 2021, "Application of classification algorithms for the assessment of confirmation to quality remarks," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 631, Jul.
• Giovanni Dosi & Francesco Lamperti & Mariana Mazzucato & Mauro Napoletano & Andrea Roventini, 2021, "Mission-Oriented Policies and the “Entrepreneurial State” at Work: An Agent-Based Exploration," Working Papers, HAL, number hal-03300295, Jan.
• Hanol Lee & Jong-Wha Lee, 2021, "Why East Asian students perform better in mathematics than their peers: An investigation using a machine learning approach," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2021-66, Jul.
• Ruf, Johannes & Wang, Weiguan, 2022, "Hedging with linear regressions and neural networks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 107811, Oct.
• Jaime D. Acevedo-Viloria & Luisa Roa & Soji Adeshina & Cesar Charalla Olazo & Andr'es Rodr'iguez-Rey & Jose Alberto Ramos & Alejandro Correa-Bahnsen, 2021, "Relational Graph Neural Networks for Fraud Detection in a Super-App environment," Papers, arXiv.org, number 2107.13673, Jul, revised Jul 2021.
• Mathieu Gardrat & Pascal Pluvinet, 2021, "Markov based mesoscopic simulation tool for urban freight: SIMTURB," Working Papers, HAL, number halshs-03284321, Jun.
• Chaoran Cui & Xiaojie Li & Juan Du & Chunyun Zhang & Xiushan Nie & Meng Wang & Yilong Yin, 2021, "Temporal-Relational Hypergraph Tri-Attention Networks for Stock Trend Prediction," Papers, arXiv.org, number 2107.14033, Jul, revised Mar 2022.
• Qinkai Chen & Christian-Yann Robert, 2021, "Graph-Based Learning for Stock Movement Prediction with Textual and Relational Data," Papers, arXiv.org, number 2107.10941, Jul, revised Dec 2021.
• Ronald Richman & Mario V. Wuthrich, 2021, "LocalGLMnet: interpretable deep learning for tabular data," Papers, arXiv.org, number 2107.11059, Jul.
• Asif Lakhany & Andrej Pintar & Amber Zhang, 2021, "Calibrating the Nelson-Siegel-Svensson Model by Genetic Algorithm," Papers, arXiv.org, number 2108.01760, Aug.
• Mohammad Rafiqul Islam & Masud Alam & Munshi Naser .Ibne Afzal & Sakila Alam, 2021, "Nighttime Light Intensity and Child Health Outcomes in Bangladesh," Papers, arXiv.org, number 2108.00926, Aug, revised Sep 2022.
• Nicola Curci & Marco Savegnago, 2021, "A new universal child allowance in Italy: equity and efficiency concerns," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 636, Jul.
• Mohamad Ebrahim Sadeghi & Morteza Khodabakhsh & Mahmood Reza Ganjipoor & Hamed Kazemipoor & Hamed Nozari, 2021, "A New Multi Objective Mathematical Model for Relief Distribution Location at Natural Disaster Response Phase," Papers, arXiv.org, number 2108.05458, Aug.
• Jan Matas & Jan Posp'iv{s}il, 2021, "On simulation of rough Volterra stochastic volatility models," Papers, arXiv.org, number 2108.01999, Jul, revised Aug 2022.
• Victor Storchan & Svitlana Vyetrenko & Tucker Balch, 2021, "Learning who is in the market from time series: market participant discovery through adversarial calibration of multi-agent simulators," Papers, arXiv.org, number 2108.00664, Aug.
• Benjamin Bureau & Anne Duquerroy & Julien Giorgi & Mathias Lé & Suzanne Scott & Frédéric Vinas, 2021, "What Individual Data Tells us about the Covid-19 Impact on Corporate Liquidity in 2020," Working papers, Banque de France, number 824.
• Benjamin Bureau & Anne Duquerroy & Julien Giorgi & Mathias Lé & Suzanne Scott & Frédéric Vinas, 2021, "Corporate activity in France amid the Covid-19 crisis. A granular data analysis," Working papers, Banque de France, number 823.
• Elliott Ash & Germain Gauthier & Philine Widmer, 2021, "RELATIO: Text Semantics Capture Political and Economic Narratives," Papers, arXiv.org, number 2108.01720, Aug, revised Apr 2022.
• Mortazi, Mohammad & Moradi, Ahmad & Khosravi, Mohsen, 2020, "Simultaneous optimization of transformer tap changer and network capacitors to improve the distribution system’s static security considering distributed generation sources," MPRA Paper, University Library of Munich, Germany, number 109052, Jul, revised 01 Jul 2020.
• Hugo Couture & Dalibor Stevanovic, 2021, "Analyse du marché du travail à l’aide des données de Google Trends," CIRANO Project Reports, CIRANO, number 2021rp-15, Aug.
• Parle, Conor, 2021, "The financial market impact of ECB monetary policy press conferences - a text based approach," Research Technical Papers, Central Bank of Ireland, number 4/RT/21, May.
• Bonacini, Luca & Brunetti, Irene & Gallo, Giovanni, 2021, "Choose the school, choose the performance. New evidence on the determinants of student performance in eight European countries," GLO Discussion Paper Series, Global Labor Organization (GLO), number 905.
• Cantó, Olga & Figari, Francesco & Fiorio, Carlo V. & Kuypers, Sarah & Marchal, Sarah & Romaguera-de-la-Cruz, Marina & Tasseva, Iva V. & Verbist, Gerlinde, 2022, "Welfare resilience at the onset of the COVID-19 pandemic in a selection of European countries: impact on public finance and household incomes," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 111146, Jun.
• Jason R. Blevins & Minhae Kim, 2021, "Nested Pseudo Likelihood Estimation of Continuous-Time Dynamic Discrete Games," Papers, arXiv.org, number 2108.02182, Aug, revised Jan 2023.

Report NEP-CMP-2021-08-16

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: