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Report NEP-CMP-2022-07-11
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:
- Nicole Koenigstein, 2022, "Dynamic and Context-Dependent Stock Price Prediction Using Attention Modules and News Sentiment," Papers, arXiv.org, number 2205.01639, Mar.
- William Lefebvre & Gr'egoire Loeper & Huy^en Pham, 2022, "Differential learning methods for solving fully nonlinear PDEs," Papers, arXiv.org, number 2205.09815, May.
- Ziyu Wang & Yuhao Zhou & Jun Zhu, 2022, "Fast Instrument Learning with Faster Rates," Papers, arXiv.org, number 2205.10772, May, revised Oct 2022.
- Raphael P. B. Piovezan & Pedro Paulo de Andrade Junior, 2022, "Machine learning method for return direction forecasting of Exchange Traded Funds using classification and regression models," Papers, arXiv.org, number 2205.12746, May, revised Jun 2022.
- Tsang, Andrew, 2021, "Uncovering Heterogeneous Regional Impacts of Chinese Monetary Policy," WiSo-HH Working Paper Series, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory, number 62.
- Xuxin Mao & Janine Boshoff & Garry Young & Hande Kucuk, 2021, "Applying Machine Learning to Detect Outliers in Alternative Data Sources. A universal methodology framework for scanner and web-scraped data sources," Economic Statistics Centre of Excellence (ESCoE) Technical Reports, Economic Statistics Centre of Excellence (ESCoE), number ESCOE-TR-12, Nov.
- German Rodikov & Nino Antulov-Fantulin, 2022, "Volatility-inspired $\sigma$-LSTM cell," Papers, arXiv.org, number 2205.07022, May.
- Syed Abul, Basher & Perry, Sadorsky, 2022, "Forecasting Bitcoin price direction with random forests: How important are interest rates, inflation, and market volatility?," MPRA Paper, University Library of Munich, Germany, number 113293, Jun.
- Philipp Ratz, 2022, "Nonparametric Value-at-Risk via Sieve Estimation," Papers, arXiv.org, number 2205.07101, May.
- George Kapetanios & Fotis Papailias, 2022, "An Evaluation Framework for Targeted Indicators Aggregates vs. Disaggregates," Economic Statistics Centre of Excellence (ESCoE) Technical Reports, Economic Statistics Centre of Excellence (ESCoE), number ESCOE-TR-17, May.
- Nicolas Boursin & Carl Remlinger & Joseph Mikael & Carol Anne Hargreaves, 2022, "Deep Generators on Commodity Markets; application to Deep Hedging," Papers, arXiv.org, number 2205.13942, May.
- Farmer, J. Doyne & Carro, Adrian & Hinterschweiger, Marc & Uluc, Arzu, 2022, "Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market," INET Oxford Working Papers, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford, number 2022-06, Apr.
- Sung Jae Jun & Sokbae Lee, 2022, "Average Adjusted Association: Efficient Estimation with High Dimensional Confounders," Papers, arXiv.org, number 2205.14048, May, revised Apr 2023.