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Report NEP-CMP-2023-04-17
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:
- Hakan Pabuccu & Serdar Ongan & Ayse Ongan, 2023, "Forecasting the movements of Bitcoin prices: an application of machine learning algorithms," Papers, arXiv.org, number 2303.04642, Mar.
- Oguz Koc & Omur Ugur & A. Sevtap Kestel, 2023, "The Impact of Feature Selection and Transformation on Machine Learning Methods in Determining the Credit Scoring," Papers, arXiv.org, number 2303.05427, Mar.
- Anastasios Petropoulos & Evangelos Stavroulakis & Panagiotis Lazaris & Vasilis Siakoulis & Nikolaos Vlachogiannakis, 2023, "Is COVID-19 reflected in AnaCredit dataset? A big data - machine learning approach for analysing behavioural patterns using loan level granular information," Working Papers, Bank of Greece, number 315, Mar, DOI: 10.52903/wp2023315.
- Pierre Bras & Gilles Pagès, 2022, "Langevin algorithms for Markovian Neural Networks and Deep Stochastic control," Working Papers, HAL, number hal-03980632, Dec.
- Zijian Shi & John Cartlidge, 2023, "Neural Stochastic Agent-Based Limit Order Book Simulation: A Hybrid Methodology," Papers, arXiv.org, number 2303.00080, Feb.
- Ba Chu & Shafiullah Qureshi, 2021, "Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth," Carleton Economic Papers, Carleton University, Department of Economics, number 21-12, Oct.
- Pieter M. van Staden & Peter A. Forsyth & Yuying Li, 2023, "A parsimonious neural network approach to solve portfolio optimization problems without using dynamic programming," Papers, arXiv.org, number 2303.08968, Mar.
- Shima Nabiee & Nader Bagherzadeh, 2023, "Stock Trend Prediction: A Semantic Segmentation Approach," Papers, arXiv.org, number 2303.09323, Mar.
- Gonzalo Ballestero, 2021, "Collusion and Artificial Intelligence: A computational experiment with sequential pricing algorithms under stochastic costs," Young Researchers Working Papers, Universidad de San Andres, Departamento de Economia, number 1, Nov, revised Oct 2022.
- Paolo Verme, 2023, "Predicting Poverty with Missing Incomes," Working Papers, ECINEQ, Society for the Study of Economic Inequality, number 642, Mar.
- Hengxi Zhang & Zhendong Shi & Yuanquan Hu & Wenbo Ding & Ercan E. Kuruoglu & Xiao-Ping Zhang, 2023, "Optimizing Trading Strategies in Quantitative Markets using Multi-Agent Reinforcement Learning," Papers, arXiv.org, number 2303.11959, Mar, revised Dec 2023.
- Qingyi Wang & Shenhao Wang & Yunhan Zheng & Hongzhou Lin & Xiaohu Zhang & Jinhua Zhao & Joan Walker, 2023, "Deep hybrid model with satellite imagery: how to combine demand modeling and computer vision for behavior analysis?," Papers, arXiv.org, number 2303.04204, Mar, revised Feb 2024.
- Fuquan Tang, 2023, "Application of supervised learning models in the Chinese futures market," Papers, arXiv.org, number 2303.04581, Mar.
- Keer Yang & Guanqun Zhang & Chuan Bi & Qiang Guan & Hailu Xu & Shuai Xu, 2023, "Improving CNN-base Stock Trading By Considering Data Heterogeneity and Burst," Papers, arXiv.org, number 2303.09407, Mar.
- Zuo, Xuejin & Peng, Xiujian & Yang, Xin & Yang, Xiaoping & Yue, Han & Wang, Meifeng & Adams, Philip, 2022, "The Economic Characteristics of an Aging Society: a Dynamic Computable General Equilibrium Analysis," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 333484.
- Alberto Manzano & Gonzalo Ferro & 'Alvaro Leitao & Carlos V'azquez & Andr'es G'omez, 2023, "Real Option Pricing using Quantum Computers," Papers, arXiv.org, number 2303.06089, Mar, revised Jul 2024.
- Cai, Yongxia & Woollacott, Jared & Beach, Robert & Rafelski, Lauren & Ramig, Christopher & Shelby, Michael, 2022, "Insights from Adding Transportation Sector Detail into an Economy-Wide Model: The Case of the ADAGE CGE Model," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 333451.
- Xiaobin Tang & Nuo Lei, 2023, "Research on CPI Prediction Based on Natural Language Processing," Papers, arXiv.org, number 2303.05666, Mar.
- Dapeng Li & Feiyang Pan & Jia He & Zhiwei Xu & Dandan Tu & Guoliang Fan, 2023, "Style Miner: Find Significant and Stable Explanatory Factors in Time Series with Constrained Reinforcement Learning," Papers, arXiv.org, number 2303.11716, Mar.
- Xuefan, Pan, 2023, "Analysing the response of U.S. financial market to the Federal Open Market Committee statements and minutes based on computational linguistic approaches," Warwick-Monash Economics Student Papers, Warwick Monash Economics Student Papers, number 43.
- Schiffman, Florian, 2022, "Runge-Kutta integrators for fast and accurate solutions in GEMPACK," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 333479.
- González, Javier & Latorre, María C. & Valverde, Gabriela Ortiz, 2022, "A comprehensive short and long-run assessment on the impact of the EU-Mercosur agreement on Brazil," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 333391.
- Hu, Xiurong & Liu, Junfeng, 2022, "Mitigation pathway of domestic mixed environmental taxes and the effects of trade restrictions on air pollution mitigation in China," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 333460.
- Ramos, Maria Priscila & Custodio, Estefania & Jiménez, Sofía & Sartori, Martina & Ferrari, Emanuele, 2022, "Enhancing labour productivity by improving nutrition in Kenya: micro-econometric estimates for dynamic CGE model calibration," Conference papers, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project, number 333426.
- Xin-Yu Wang & Chung-Han Hsieh, 2023, "On Robustness of Double Linear Policy with Time-Varying Weights," Papers, arXiv.org, number 2303.10806, Mar.
- Manav Raj & Justin Berg & Rob Seamans, 2023, "Art-ificial Intelligence: The Effect of AI Disclosure on Evaluations of Creative Content," Papers, arXiv.org, number 2303.06217, Mar, revised Jun 2024.