Printed from https://ideas.repec.org/n/nep-cmp/2023-01-23.html
Report NEP-CMP-2023-01-23
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:
- Prateek Jain & Alberto Garcia Garcia, 2022, "Quantum classical hybrid neural networks for continuous variable prediction," Papers, arXiv.org, number 2212.04209, Dec, revised Mar 2023.
- Xiaodong Li & Pangjing Wu & Chenxin Zou & Qing Li, 2022, "Hierarchical Deep Reinforcement Learning for VWAP Strategy Optimization," Papers, arXiv.org, number 2212.14670, Dec.
- Raj G. Patel & Chia-Wei Hsing & Serkan Sahin & Samuel Palmer & Saeed S. Jahromi & Shivam Sharma & Tomas Dominguez & Kris Tziritas & Christophe Michel & Vincent Porte & Mustafa Abid & Stephane Aubert &, 2022, "Quantum-Inspired Tensor Neural Networks for Option Pricing," Papers, arXiv.org, number 2212.14076, Dec, revised Mar 2024.
- Hoang, Daniel & Wiegratz, Kevin, 2022, "Machine learning methods in finance: Recent applications and prospects," Working Paper Series in Economics, Karlsruhe Institute of Technology (KIT), Department of Economics and Management, number 158.
- MohammadAmin Fazli & Mahdi Lashkari & Hamed Taherkhani & Jafar Habibi, 2022, "A Novel Experts Advice Aggregation Framework Using Deep Reinforcement Learning for Portfolio Management," Papers, arXiv.org, number 2212.14477, Dec.
- Hilde C. Bjørnland, 2022, "The effect of rising energy prices amid geopolitical developments and supply disruptions," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 07/2022, Dec.
- John A. List & Ian Muir & Gregory K. Sun, 2022, "Using Machine Learning for Efficient Flexible Regression Adjustment in Economic Experiments," NBER Working Papers, National Bureau of Economic Research, Inc, number 30756, Dec.
- Asati, Akshita, 2022, "A Comparative Study On Forecasting Consumer Price Index Of India Amongst XGBoost, Theta, ARIMA, Prophet And LSTM Algorithms," OSF Preprints, Center for Open Science, number hyqsb, Dec, DOI: 10.31219/osf.io/hyqsb.
- N'yoma Diamond & Grant Perkins, 2022, "Using Intermarket Data to Evaluate the Efficient Market Hypothesis with Machine Learning," Papers, arXiv.org, number 2212.08734, Dec, revised Dec 2022.
- Arthur Charpentier, 2022, "Quantifying fairness and discrimination in predictive models," Papers, arXiv.org, number 2212.09868, Dec.
- Hamid Nasiri & Mohammad Mehdi Ebadzadeh, 2022, "Multi-step-ahead Stock Price Prediction Using Recurrent Fuzzy Neural Network and Variational Mode Decomposition," Papers, arXiv.org, number 2212.14687, Dec.
- Jean-Franc{c}ois Chassagneux & Junchao Chen & Noufel Frikha, 2022, "Deep Runge-Kutta schemes for BSDEs," Papers, arXiv.org, number 2212.14372, Dec.
- Maria Teresa Monteduro & Dalila De Rosa & Chiara Subrizi, 2023, "Did the policy responses to COVID-19 protect Italian households’ incomes? Evidence from incomes nowcasting in microsimulation models," Working Papers, Ministry of Economy and Finance, Department of Finance, number wp2023-16, Jan.
- Joseph Levitas & Konstantin Yavilberg & Oleg Korol & Genadi Man, 2022, "Prediction of Auto Insurance Risk Based on t-SNE Dimensionality Reduction," Papers, arXiv.org, number 2212.09385, Dec, revised Mar 2023.
- Majid Ahmadi & Nathan Durst & Jeff Lachman & John A. List & Mason List & Noah List & Atom T. Vayalinkal, 2022, "Nothing Propinks Like Propinquity: Using Machine Learning to Estimate the Effects of Spatial Proximity in the Major League Baseball Draft," NBER Working Papers, National Bureau of Economic Research, Inc, number 30786, Dec.
- Dreher, Sandra & Eichfelder, Sebastian & Noth, Felix, 2022, "Does IFRS information on tax loss carryforwards and negative performance improve predictions of earnings and cash flows?," arqus Discussion Papers in Quantitative Tax Research, arqus - Arbeitskreis Quantitative Steuerlehre, number 276.
- Giovanni Dosi, 2023, "Why is economics the only discipline with so many curves going up and down? There is an alternative," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2023/02, Jan.
- Akaki Mamageishvili & Edward W. Felten, 2022, "Efficient Rollup Batch Posting Strategy on Base Layer," Papers, arXiv.org, number 2212.10337, Dec, revised Feb 2023.
- Laureti, Lucio & Costantiello, Alberto & Leogrande, Angelo, 2022, "The fight against corruption at global level. A metric approach," MPRA Paper, University Library of Munich, Germany, number 115837, Dec.