Report NEP-CMP-2023-02-27

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:

• Jonathan Leslie, 2023, "Seeing the Future: Improving Macroeconomic Forecasts with Spatial Data and Recurrent Convolutional Neural Networks," CAEPR Working Papers, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington, number 2023-003 Classification-C, Mar.
• Benjamin Avanzi & Greg Taylor & Melantha Wang & Bernard Wong, 2023, "Machine Learning with High-Cardinality Categorical Features in Actuarial Applications," Papers, arXiv.org, number 2301.12710, Jan.
• Mike Tsionas & Christopher F. Parmeter & Valentin Zelenyuk, 2023, "Bayesian Artificial Neural Networks for Frontier Efficiency Analysis," CEPA Working Papers Series, School of Economics, University of Queensland, Australia, number WP012023, Jan.
• Andrew Na & Justin Wan, 2023, "Efficient Pricing and Hedging of High Dimensional American Options Using Recurrent Networks," Papers, arXiv.org, number 2301.08232, Jan.
• Chronopoulos, Ilias & Raftapostolos, Aristeidis & Kapetanios, George, 2023, "Forecasting Value-at-Risk using deep neural network quantile regression," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 34837, Feb.
• Gero Junike & Solveig Flaig & Ralf Werner, 2023, "Validation of machine learning based scenario generators," Papers, arXiv.org, number 2301.12719, Jan, revised Dec 2024.
• Andrew Papanicolaou & Hao Fu & Prashanth Krishnamurthy & Farshad Khorrami, 2023, "A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization with MGARCH and Small Transaction Costs," Papers, arXiv.org, number 2301.10869, Jan, revised Feb 2023.
• Kazuki Amagai & Tomoya Suzuki, 2023, "Long-Term Modeling of Financial Machine Learning for Active Portfolio Management," Papers, arXiv.org, number 2301.12346, Jan.
• Karl Naumann-Woleske, 2023, "Agent-based Integrated Assessment Models: Alternative Foundations to the Environment-Energy-Economics Nexus," Papers, arXiv.org, number 2301.08135, Jan, revised Jan 2023.
• wardani, dita, 2023, "Inovasi Desain Produk Tas Berbasis AI," OSF Preprints, Center for Open Science, number a4v83, Jan, DOI: 10.31219/osf.io/a4v83.
• Doherr, Thorsten, 2023, "The SearchEngine: A holistic approach to matching," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 23-001.
• Cameron Perot, 2023, "Quantum Boltzmann Machines: Applications in Quantitative Finance," Papers, arXiv.org, number 2301.13295, Jan.
• Christian Mitsch, 2023, "The impact of surplus sharing on the outcomes of specific investments under negotiated transfer pricing: An agent-based simulation with fuzzy Q-learning agents," Papers, arXiv.org, number 2301.12255, Jan.
• Weiguang Han & Boyi Zhang & Qianqian Xie & Min Peng & Yanzhao Lai & Jimin Huang, 2023, "Select and Trade: Towards Unified Pair Trading with Hierarchical Reinforcement Learning," Papers, arXiv.org, number 2301.10724, Jan, revised Feb 2023.
• Mr. Anil Ari & Gabor Pula & Liyang Sun, 2022, "Structural Reforms and Economic Growth: A Machine Learning Approach," IMF Working Papers, International Monetary Fund, number 2022/184, Sep.
• Xiaohong Chen & Zhengling Qi & Runzhe Wan, 2023, "STEEL: Singularity-aware Reinforcement Learning," Papers, arXiv.org, number 2301.13152, Jan, revised Jun 2024.
• Glenn Abela, 2022, "Assessing the impacts of the COVID-19 wage supplement scheme: A microsimulation study," CBM Working Papers, Central Bank of Malta, number WP/06/2022.
• Sina Esmaeilpour Charandabi, 2023, "Prediction of Customer Churn in Banking Industry," Papers, arXiv.org, number 2301.13099, Jan.
• Chiara Bellucci & Silvia Carta & Sara De Tollis & Federica Di Giacomo & Marco Manzo & Daniela Bucci & Donato Curto & Fabrizio De Grandis & Francesca Sica, 2023, "A Corporate Income Tax Microsimulation Model for Italy," Working Papers, Ministry of Economy and Finance, Department of Finance, number wp2023-17, Feb.
• Heekwon Kyung & Jun Lee, 2021, "Directions and Implications of the United States' Artificial Intelligence Strategy," i-KIET Issues and Analysis, Korea Institute for Industrial Economics and Trade, number 21/9, May.
• Moreira, Hugo, 2023, "Governing knowledge and technology: European approach to artificial intelligence," SocArXiv, Center for Open Science, number 59fbk, Jan, DOI: 10.31219/osf.io/59fbk.
• John J. Horton, 2023, "Large Language Models as Simulated Economic Agents: What Can We Learn from Homo Silicus?," Papers, arXiv.org, number 2301.07543, Jan.
• Fateh Belaïd & Zeinab Ranjbar & Camille Massié, 2021, "Exploring the cost-effectiveness of energy efficiency implementation measures in the residential sector," Post-Print, HAL, number hal-03271495, Mar, DOI: 10.1016/j.enpol.2020.112122.
• Reiss, Michael, 2023, "On the marginal utility of fiat money: insurmountable circularity or not?," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 268397.
• Brice Corgnet, 2023, "An Experimental Test of Algorithmic Dismissals," Working Papers, Groupe d'Analyse et de Théorie Economique Lyon St-Etienne (GATE Lyon St-Etienne), Université de Lyon, number 2302.
• MAIER ESSINGER Sofia & RICCI Mattia, 2022, "The Redistributive Impact of Consumption Taxation in the EU: Lessons from the post-financial crisis decade," JRC Working Papers on Taxation & Structural Reforms, Joint Research Centre, number 2022-10, Dec.

Report NEP-CMP-2023-02-27

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: