Report NEP-CMP-2022-05-09

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:

• Sebastian Baran & Przemys{l}aw Rola, 2022, "Prediction of motor insurance claims occurrence as an imbalanced machine learning problem," Papers, arXiv.org, number 2204.06109, Apr.
• Franco D. Albareti & Thomas Ankenbrand & Denis Bieri & Esther Hanggi & Damian Lotscher & Stefan Stettler & Marcel Schongens, 2022, "A Structured Survey of Quantum Computing for the Financial Industry," Papers, arXiv.org, number 2204.10026, Apr.
• Arkadiusz Jk{e}drzejewski & Jesus Lago & Grzegorz Marcjasz & Rafa{l} Weron, 2022, "Electricity Price Forecasting: The Dawn of Machine Learning," Papers, arXiv.org, number 2204.00883, Apr.
• Yiyang Zheng, 2022, "Neural Network and Order Flow, Technical Analysis: Predicting short-term direction of futures contract," Papers, arXiv.org, number 2203.12457, Feb.
• Zhuangwei Shi & Yang Hu & Guangliang Mo & Jian Wu, 2022, "Attention-based CNN-LSTM and XGBoost hybrid model for stock prediction," Papers, arXiv.org, number 2204.02623, Apr, revised Feb 2023.
• Bruno Spilak & Wolfgang Karl Hardle, 2022, "Risk budget portfolios with convex Non-negative Matrix Factorization," Papers, arXiv.org, number 2204.02757, Apr, revised Jun 2023.
• Xianfei Hui & Baiqing Sun & Indranil SenGupta & Yan Zhou & Hui Jiang, 2022, "Stochastic volatility modeling of high-frequency CSI 300 index and dynamic jump prediction driven by machine learning," Papers, arXiv.org, number 2204.02891, Apr, revised Jan 2023.
• Kun Zhang & Ben Mingbin Feng & Guangwu Liu & Shiyu Wang, 2022, "Sample Recycling for Nested Simulation with Application in Portfolio Risk Measurement," Papers, arXiv.org, number 2203.15929, Mar.
• Sourav Medya & Mohammad Rasoolinejad & Yang Yang & Brian Uzzi, 2022, "An Exploratory Study of Stock Price Movements from Earnings Calls," Papers, arXiv.org, number 2203.12460, Jan.
• Pedro Lopez-Merino & Juliette Rouchier, 2021, "An agent-based model of (food) consumption: Accounting for the Intention-Behaviour-Gap on three dimensions of characteristics with limited knowledge," Post-Print, HAL, number hal-03618377, May.
• Jozef Barunik & Lubos Hanus, 2022, "Learning Probability Distributions in Macroeconomics and Finance," Papers, arXiv.org, number 2204.06848, Apr.
• Xu, Jack, 2022, "Fundamental Credit Analysis through Dynamical Modeling and Simulation of the Balance Sheet: Applications to Chinese Real Estate Developers," MPRA Paper, University Library of Munich, Germany, number 112699, Apr.
• Carl Remlinger & Joseph Mikael & Romuald Elie, 2022, "Robust Operator Learning to Solve PDE," Working Papers, HAL, number hal-03599726, Apr.
• Item repec:arx:papers:2204.09218 is not listed on IDEAS anymore

• Magnus Wiese & Phillip Murray, 2022, "Risk-Neutral Market Simulation," Papers, arXiv.org, number 2202.13996, Feb.
• Souhir Ben Amor & Heni Boubaker & Lotfi Belkacem, 2022, "Predictive Accuracy of a Hybrid Generalized Long Memory Model for Short Term Electricity Price Forecasting," Papers, arXiv.org, number 2204.09568, Apr.
• Denteh, Augustine & Liebert, Helge, 2022, "Who Increases Emergency Department Use? New Insights from the Oregon Health Insurance Experiment," IZA Discussion Papers, Institute of Labor Economics (IZA), number 15192, Mar.
• Josten, Cecily & Lordan, Grace, 2022, "Automation and the Changing Nature of Work," IZA Discussion Papers, Institute of Labor Economics (IZA), number 15180, Mar.
• Alessio Brini & Gabriele Tedeschi & Daniele Tantari, 2022, "Reinforcement Learning Policy Recommendation for Interbank Network Stability," Papers, arXiv.org, number 2204.07134, Apr, revised May 2023.
• Peng Hu & Yaobin Lu & Yeming Gong, 2021, "Dual humanness and trust in conversational AI : A person-centered approach," Post-Print, HAL, number hal-03598766, Jun, DOI: 10.1016/j.chb.2021.106727.
• Guglielmo Briscese & Maddalena Grignani & Stephen Stapleton, 2022, "Crises and Political Polarization: Towards a Better Understanding of the Timing and Impact of Shocks and Media," Papers, arXiv.org, number 2202.12339, Feb, revised Feb 2023.
• Rebekka Buse & Konstantin Gorgen & Melanie Schienle, 2022, "Predicting Value at Risk for Cryptocurrencies With Generalized Random Forests," Papers, arXiv.org, number 2203.08224, Feb, revised Dec 2024.
• Uwe Sunde & Dainis Zegners & Anthony Strittmatter, 2022, "Speed, Quality, and the Optimal Timing of Complex Decisions: Field Evidence," CESifo Working Paper Series, CESifo, number 9546.
• Paola Mallia, 2022, "You reap what (you think) you sow? Evidence on farmers’behavioral adjustments in the case of correct crop varietal identification," Working Papers, HAL, number hal-03597332, Jul.
• Kerstin Hotte & Taheya Tarannum & Vilhelm Verendel & Lauren Bennett, 2022, "Measuring artificial intelligence: a systematic assessment and implications for governance," Papers, arXiv.org, number 2204.10304, Apr, revised Jul 2025.

Report NEP-CMP-2022-05-09

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: