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Report NEP-CMP-2023-05-29
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:
- Andrew Na & Meixin Zhang & Justin Wan, 2023, "Computing Volatility Surfaces using Generative Adversarial Networks with Minimal Arbitrage Violations," Papers, arXiv.org, number 2304.13128, Apr, revised Dec 2023.
- Antoine Jacquier & Zan Zuric, 2023, "Random neural networks for rough volatility," Papers, arXiv.org, number 2305.01035, May, revised Feb 2026.
- Ashish Dhiman, 2023, "UQ for Credit Risk Management: A deep evidence regression approach," Papers, arXiv.org, number 2305.04967, May, revised May 2023.
- Salvatore Certo & Anh Pham & Nicolas Robles & Andrew Vlasic, 2023, "Conditional Generative Models for Learning Stochastic Processes," Papers, arXiv.org, number 2304.10382, Apr, revised Aug 2023.
- Cheng Zhang & Nilam Nur Amir Sjarif & Roslina Ibrahim, 2023, "Deep learning models for price forecasting of financial time series: A review of recent advancements: 2020-2022," Papers, arXiv.org, number 2305.04811, Apr, revised Sep 2023.
- Faraz Sasani & Ramin Mousa & Ali Karkehabadi & Samin Dehbashi & Ali Mohammadi, 2023, "TM-vector: A Novel Forecasting Approach for Market stock movement with a Rich Representation of Twitter and Market data," Papers, arXiv.org, number 2304.02094, Mar.
- Li Rong Wang & Hsuan Fu & Xiuyi Fan, 2023, "Stock Price Predictability and the Business Cycle via Machine Learning," Papers, arXiv.org, number 2304.09937, Apr.
- Patrick Bajari & Zhihao Cen & Victor Chernozhukov & Manoj Manukonda & Suhas Vijaykumar & Jin Wang & Ramon Huerta & Junbo Li & Ling Leng & George Monokroussos & Shan Wang, 2023, "Hedonic Prices and Quality Adjusted Price Indices Powered by AI," Papers, arXiv.org, number 2305.00044, Apr, revised Jan 2026.
- Aggarwal, Sakshi, 2023, "LSTM based Anomaly Detection in Time Series for United States exports and imports," MPRA Paper, University Library of Munich, Germany, number 117149, Apr.
- Adamantios Ntakaris & Moncef Gabbouj & Juho Kanniainen, 2023, "Optimum Output Long Short-Term Memory Cell for High-Frequency Trading Forecasting," Papers, arXiv.org, number 2304.09840, Apr, revised May 2023.
- Mary Chen & Matthew DeHaven & Isabel Kitschelt & Seung Jung Lee & Martin Sicilian, 2023, "Identifying Financial Crises Using Machine Learning on Textual Data," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1374, Mar, DOI: 10.17016/IFDP.2023.1374.
- Michael Kopp, 2023, "The impact of the AI revolution on asset management," Papers, arXiv.org, number 2304.10212, Apr, revised Apr 2023.
- Philippe Goulet Coulombe & Maximilian Gobel, 2023, "Maximally Machine-Learnable Portfolios," Working Papers, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management, number 23-01, Apr, revised Apr 2023.
- Carlos Moreno Pérez & Marco Minozzo, 2022, "“Making Text Talk”: The Minutes of the Central Bank of Brazil and the Real Economy," Working Papers, Banco de España, number 2240, Nov, DOI: https://doi.org/10.53479/23646.
- Shogo Fukui, 2023, "Estimating Input Coefficients for Regional Input-Output Tables Using Deep Learning with Mixup," Papers, arXiv.org, number 2305.01201, May, revised Jun 2024.
- David Bruns-Smith & Oliver Dukes & Avi Feller & Elizabeth L. Ogburn, 2023, "Augmented balancing weights as linear regression," Papers, arXiv.org, number 2304.14545, Apr, revised Jun 2024.
- Sungwoo Kang & Jong-Kook Kim, 2023, "Using a Deep Learning Model to Simulate Human Stock Trader's Methods of Chart Analysis," Papers, arXiv.org, number 2304.14870, Apr, revised Apr 2024.
- Ali Shirazi & Fereshteh Sadeghi Naieni Fard, 2023, "Financial Hedging and Risk Compression, A journey from linear regression to neural network," Papers, arXiv.org, number 2305.04801, Apr.
- Khan, Haider, 2023, "Geoeconomics, Structural Change and Energy Use in Iran: A SAM-Based CGE Analysis with Some Geoeconomic and Geopolitical Considerations," MPRA Paper, University Library of Munich, Germany, number 117155, Apr.
- Jann Spiess & Guido Imbens & Amar Venugopal, 2023, "Double and Single Descent in Causal Inference with an Application to High-Dimensional Synthetic Control," Papers, arXiv.org, number 2305.00700, May, revised Oct 2023.
- Aayush Shah & Mann Doshi & Meet Parekh & Nirmit Deliwala & Pramila M. Chawan, 2023, "Identifying Trades Using Technical Analysis and ML/DL Models," Papers, arXiv.org, number 2304.09936, Apr.
- Ali Lashgari, 2023, "Assessing Text Mining and Technical Analyses on Forecasting Financial Time Series," Papers, arXiv.org, number 2304.14544, Apr.