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Report NEP-CMP-2022-01-31
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:
- Garg, Karan, 2021, "Machines and Markets : Assessing the Impact of Algorithmic Trading on Financial Market Efficiency," Warwick-Monash Economics Student Papers, Warwick Monash Economics Student Papers, number 11.
- David Anderson & Urban Ulrych, 2022, "Accelerated American Option Pricing with Deep Neural Networks," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 22-03, Jan.
- van der Hagen, L. & Agatz, N.A.H. & Spliet, R. & Visser, T.R. & Kok, A.L., 2022, "Machine Learning-Based Feasibility Checks for Dynamic Time Slot Management," ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam, number ERS-2022-001-LIS, Jan.
- Aldott, Zoltan, 2021, "Predicting Specialty Coffee Auction Prices Using Machine Learning," Warwick-Monash Economics Student Papers, Warwick Monash Economics Student Papers, number 15.
- Songyan Hou & Thomas Krabichler & Marcus Wunsch, 2021, "Deep Partial Hedging," Papers, arXiv.org, number 2112.07335, Dec.
- Vladimir Pyrlik & Pavel Elizarov & Aleksandra Leonova, 2021, "Forecasting Realized Volatility Using Machine Learning and Mixed-Frequency Data (the Case of the Russian Stock Market)," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp713, Nov.
- Justin Dang & Aman Ullah, 2021, "Machine Learning Based Semiparametric Time Series Conditional Variance: Estimation and Forecasting," Working Papers, University of California at Riverside, Department of Economics, number 202204, Jan, revised Jan 2022.
- Katsafados, Apostolos & Anastasiou, Dimitris, 2022, "Short-term Prediction of Bank Deposit Flows: Do Textual Features matter?," MPRA Paper, University Library of Munich, Germany, number 111418, Jan.
- Shimon Kogan & Vitaly Meursault, 2021, "Corporate Disclosure: Facts or Opinions?," Working Papers, Federal Reserve Bank of Philadelphia, number 21-40, Nov, DOI: 10.21799/frbp.wp.2021.40.
- Francisco Caio Lima Paiva & Leonardo Kanashiro Felizardo & Reinaldo Augusto da Costa Bianchi & Anna Helena Reali Costa, 2021, "Intelligent Trading Systems: A Sentiment-Aware Reinforcement Learning Approach," Papers, arXiv.org, number 2112.02095, Nov.
- Gabriel Borrageiro & Nick Firoozye & Paolo Barucca, 2022, "The Recurrent Reinforcement Learning Crypto Agent," Papers, arXiv.org, number 2201.04699, Jan, revised May 2022.
- Ricketts, Simon, 2021, "Do Political Actors Engage in Strategic Deception on Social Media?," Warwick-Monash Economics Student Papers, Warwick Monash Economics Student Papers, number 16.
- Carbonero, Francesco & Davies, Jeremy & Ernst, Ekkehard & Fossen, Frank M. & Samaan, Daniel & Sorgner, Alina, 2021, "The Impact of Artificial Intelligence on Labor Markets in Developing Countries: A New Method with an Illustration for Lao PDR and Viet Nam," IZA Discussion Papers, Institute of Labor Economics (IZA), number 14944, Dec.
- Yu, Bo & Tran, Trang & Lee, Wang-Sheng, 2021, "Green Infrastructure and Air Pollution: Evidence from Highways Connecting Two Megacities in China," IZA Discussion Papers, Institute of Labor Economics (IZA), number 14900, Nov.
- Suppawong Tuarob & Thanapon Noraset & Tanisa Tawichsri, 2022, "Using Large-Scale Social Media Data for Population-Level Mental Health Monitoring and Public Sentiment Assessment: A Case Study of Thailand," PIER Discussion Papers, Puey Ungphakorn Institute for Economic Research, number 169, Jan.