Report NEP-CMP-2022-12-19

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.

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Other reports in NEP-CMP

The following items were announced in this report:

• Shayan Halder, 2022, "FinBERT-LSTM: Deep Learning based stock price prediction using News Sentiment Analysis," Papers, arXiv.org, number 2211.07392, Nov.
• William Barnett & Kun He & Jingtong He, 2022, "Consumption Loan Augmented Divisia Monetary Index and China Monetary Aggregation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202217, Nov.
• Katarzyna Kopczewska, 2021, "Spatial Machine Learning – New Opportunities for Regional Science," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2021-16.
• Petre, Konstantin & Varoutas, Dimitris, 2022, "On the application of Machine Learning in telecommunications forecasting: A comparison," 31st European Regional ITS Conference, Gothenburg 2022: Reining in Digital Platforms? Challenging monopolies, promoting competition and developing regulatory regimes, International Telecommunications Society (ITS), number 265665.
• Kakuho Furukawa & Ryohei Hisano & Yukio Minoura & Tomoyuki Yagi, 2022, "A Nowcasting Model of Industrial Production using Alternative Data and Machine Learning Approaches," Bank of Japan Working Paper Series, Bank of Japan, number 22-E-16, Nov.
• Wei-Chang Yeh & Yu-Hsin Hsieh & Chia-Ling Huang, 2022, "Newly Developed Flexible Grid Trading Model Combined ANN and SSO algorithm," Papers, arXiv.org, number 2211.12839, Sep.
• Duo Qin, 2022, "Redirect the Probability Approach in Econometrics Towards PAC Learning," Working Papers, Department of Economics, SOAS University of London, UK, number 249, Mar.
• Leonardo Perotti & Lech A. Grzelak, 2022, "On Pricing of Discrete Asian and Lookback Options under the Heston Model," Papers, arXiv.org, number 2211.03638, Nov, revised Feb 2024.
• Utku U. Acikalin & Tolga Caskurlu & Gerard Hoberg & Gordon M. Phillips, 2022, "Intellectual Property Protection Lost and Competition: An Examination Using Machine Learning," NBER Working Papers, National Bureau of Economic Research, Inc, number 30671, Nov.
• Song Li & Jiandong Zhou & Chong MO & Jin LI & Geoffrey K. F. Tso & Yuxing Tian, 2022, "Motif-aware temporal GCN for fraud detection in signed cryptocurrency trust networks," Papers, arXiv.org, number 2211.13123, Nov, revised Mar 2023.
• Castelli, Chiara & Castellini, Marta & Ciola, Emanuele & Gusperti, Camilla & Romani, Ilenia Gaia & Vergalli, Sergio, , "A review of macroeconomic models for the WEFE nexus assessment," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 329519, DOI: 10.22004/ag.econ.329519.
• Niko Hauzenberger & Florian Huber & Karin Klieber & Massimiliano Marcellino, 2022, "Bayesian Neural Networks for Macroeconomic Analysis," Papers, arXiv.org, number 2211.04752, Nov, revised Apr 2024.
• Kristoffer Andersson & Alessandro Gnoatto & Marco Patacca & Athena Picarelli, 2022, "A deep solver for BSDEs with jumps," Papers, arXiv.org, number 2211.04349, Nov, revised May 2025.
• Harashima, Taiji, 2022, "Numerical Simulations of Reaching a Steady State: No Need to Generate Any Rational Expectations," MPRA Paper, University Library of Munich, Germany, number 115335, Nov.
• Rogelio A. Mancisidor & Kjersti Aas, 2022, "Multimodal Generative Models for Bankruptcy Prediction Using Textual Data," Papers, arXiv.org, number 2211.08405, Oct, revised Feb 2024.
• Langenbucher, Katja, 2022, "Consumer credit in the age of AI: Beyond anti-discrimination law," LawFin Working Paper Series, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin), number 42.
• Purcell, Zoe & Bonnefon, Jean-François, 2022, "Humans Feel Too Special for Machines to Score Their Morals," IAST Working Papers, Institute for Advanced Study in Toulouse (IAST), number 22-146, Nov.
• Krämer, Jan & Shekhar, Shiva & Hofmann, Janina, 2022, "Regulating Algorithmic Learning in Digital Platform Ecosystems through Data Sharing and Data Siloing: Consequences for Innovation and Welfare," 31st European Regional ITS Conference, Gothenburg 2022: Reining in Digital Platforms? Challenging monopolies, promoting competition and developing regulatory regimes, International Telecommunications Society (ITS), number 265645.
• Degrande, Thibault & Vannieuwenborg, Frederic & Verbrugge, Sofie & Colle, Didier, 2022, "A Model for Cooperative Intelligent Transport Diffusion Simulation in the European Vehicle Fleet," 31st European Regional ITS Conference, Gothenburg 2022: Reining in Digital Platforms? Challenging monopolies, promoting competition and developing regulatory regimes, International Telecommunications Society (ITS), number 265619.
• , editor2021 & Younus, Ahmed Muayad, 2022, "Effects of Artificial Intelligence, Big Data Analytics, and Business Intelligence on Digital Transformation in UAE Telecommunication Firms," OSF Preprints, Center for Open Science, number 8usrk, Jun, DOI: 10.31219/osf.io/8usrk.
• Naudé, Wim, 2022, "The Future Economics of Artificial Intelligence: Mythical Agents, a Singleton and the Dark Forest," IZA Discussion Papers, Institute of Labor Economics (IZA), number 15713, Nov.
• Simon Hirsch & Florian Ziel, 2022, "Simulation-based Forecasting for Intraday Power Markets: Modelling Fundamental Drivers for Location, Shape and Scale of the Price Distribution," Papers, arXiv.org, number 2211.13002, Nov.