Report NEP-CMP-2022-06-20

This is the archive for NEP-CMP, a report on new working papers in the area of Computational Economics. Stan Miles issued this report. It is usually issued weekly.

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Other reports in NEP-CMP

The following items were announced in this report:

• Sonan Memon, 2021. "Machine Learning for Economists: An Introduction," PIDE Knowledge Brief 2021:33, Pakistan Institute of Development Economics.
• Andrew Caplin & Daniel Martin & Philip Marx, 2022. "Calibrating for Class Weights by Modeling Machine Learning," Papers 2205.04613, arXiv.org, revised Jul 2022.
• A. Max Reppen & H. Mete Soner & Valentin Tissot-Daguette, 2022. "Deep Stochastic Optimization in Finance," Papers 2205.04604, arXiv.org.
• Reisenhofer, Rafael & Bayer, Xandro & Hautsch, Nikolaus, 2022. "HARNet: A convolutional neural network for realized volatility forecasting," CFS Working Paper Series 680, Center for Financial Studies (CFS).
• Margherita Doria & Elisa Luciano & Patrizia Semeraro, 2022. "Machine learning techniques in joint default assessment," Papers 2205.01524, arXiv.org, revised Sep 2023.
• Florian Peters & Doris Neuberger & Oliver Reinhardt & Adelinde Uhrmacher, 2022. "A basic macroeconomic agent-based model for analyzing monetary regime shifts," Papers 2205.00752, arXiv.org.
• Ryan Defina, 2021. "Machine Learning Methods: Potential for Deposit Insurance," IADI Fintech Briefs 3, International Association of Deposit Insurers.
• Chenrui Zhang, 2022. "Deep learning based Chinese text sentiment mining and stock market correlation research," Papers 2205.04743, arXiv.org.
• Corrado Monti & Marco Pangallo & Gianmarco De Francisci Morales & Francesco Bonchi, 2022. "On learning agent-based models from data," Papers 2205.05052, arXiv.org, revised Nov 2022.
• Bouët, Antoine & Laborde Debucquet, David & Traoré, Fousseini, 2022. "MIRAGRODEP-AEZ 1.0: Documentation," AGRODEP technical notes TN-24, International Food Policy Research Institute (IFPRI).
• MARTINEZ PLUMED Fernando & CABALLERO BENÍTEZ Fernando & CASTELLANO FALCÓN David & FERNANDEZ LLORCA David & GOMEZ Emilia & HUPONT TORRES Isabelle & MERINO Luis & MONSERRAT Carlos & HERNÁNDEZ ORALLO Jos, 2022. "AI Watch: Revisiting Technology Readiness Levels for relevant Artificial Intelligence technologies," JRC Research Reports JRC129399, Joint Research Centre.
• Jay Cao & Jacky Chen & Soroush Farghadani & John Hull & Zissis Poulos & Zeyu Wang & Jun Yuan, 2022. "Gamma and Vega Hedging Using Deep Distributional Reinforcement Learning," Papers 2205.05614, arXiv.org, revised Jan 2023.
• Andreas Haupt & Aroon Narayanan, 2022. "Risk Preferences of Learning Algorithms," Papers 2205.04619, arXiv.org, revised Dec 2023.
• Cyril Bachelard & Apostolos Chalkis & Vissarion Fisikopoulos & Elias Tsigaridas, 2022. "Randomized geometric tools for anomaly detection in stock markets," Papers 2205.03852, arXiv.org, revised May 2022.
• van Loon, Austin, 2022. "Three Families of Automated Text Analysis," SocArXiv htnej, Center for Open Science.
• Chenrui Zhang & Xinyi Wu & Hailu Deng & Huiwei Zhang, 2022. "A time-varying study of Chinese investor sentiment, stock market liquidity and volatility: Based on deep learning BERT model and TVP-VAR model," Papers 2205.05719, arXiv.org, revised May 2022.
• Bratanova, Alexandra & Pham, Hien & Mason, Claire & Hajkowicz, Stefan & Naughtin, Claire & Schleiger, Emma & Sanderson, Conrad & Chen, Caron & Karimi, Sarvnaz, 2022. "Differentiating artificial intelligence capability clusters in Australia," MPRA Paper 113237, University Library of Munich, Germany.
• Mike Ludkovski & Glen Swindle & Eric Grannan, 2022. "Large Scale Probabilistic Simulation of Renewables Production," Papers 2205.04736, arXiv.org.
• Sarah A. Jacobson & Luyao Zhang & Jiasheng Zhu, 2022. "The Right Tool for the Job: Matching Active Learning Techniques to Learning Objectives," Papers 2205.03393, arXiv.org, revised Jul 2022.
• Tatjana Evas & Maikki Sipinen & Martin Ulbrich & Alessandro Dalla Benetta & Maciej Sobolewski & Daniel Nepelski, 2022. "AI Watch: Estimating AI investments in the European Union," JRC Research Reports JRC129174, Joint Research Centre.