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Report NEP-CMP-2022-03-14
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:
- Caio Almeida & Jianqing Fan & Francesca Tang, 2021, "Can a Machine Correct Option Pricing Models?," Working Papers, Princeton University. Economics Department., number 2021-44, May.
- Ogulcan E. Orsel & Sasha S. Yamada, 2022, "Comparative Study of Machine Learning Models for Stock Price Prediction," Papers, arXiv.org, number 2202.03156, Jan.
- Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021, "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Research Africa Network Working Papers, Research Africa Network (RAN), number 21/074, Jan.
- Jia Wang & Hongwei Zhu & Jiancheng Shen & Yu Cao & Benyuan Liu, 2022, "Dual-CLVSA: a Novel Deep Learning Approach to Predict Financial Markets with Sentiment Measurements," Papers, arXiv.org, number 2202.03158, Jan.
- Marius Hofert & Avinash Prasad & Mu Zhu, 2022, "Dependence model assessment and selection with DecoupleNets," Papers, arXiv.org, number 2202.03406, Feb, revised Oct 2022.
- Stefan Pasch & Daniel Ehnes, 2022, "StonkBERT: Can Language Models Predict Medium-Run Stock Price Movements?," Papers, arXiv.org, number 2202.02268, Feb.
- Ruben Tarne & Dirk Bezemer & Thomas Theobald, 2021, "The Effect of borrower-specific Loan-to-Value policies on household debt, wealth inequality and consumption volatility," IMK Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 212-2021.
- Emanuele Citera & Shyam Gouri Suresh & Mark Setterfield, 2021, "The network origins of aggregate Fluctuations: A demand-side approach," FMM Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 72-2021.
- Sohom Ghosh & Sudip Kumar Naskar, 2022, "FiNCAT: Financial Numeral Claim Analysis Tool," Papers, arXiv.org, number 2202.00631, Jan.
- Minheng Xiao, 2022, "Time-Series K-means in Causal Inference and Mechanism Clustering for Financial Data," Papers, arXiv.org, number 2202.03146, Jan, revised Jun 2025.