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Report NEP-CMP-2023-07-24
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:
- Denis Koshelev & Alexey Ponomarenko & Sergei Seleznev, 2023, "Amortized Neural Networks for Agent-Based Model Forecasting," Bank of Russia Working Paper Series, Bank of Russia, number wps115, Jul.
- Thibault Collin, 2023, "Using Deep Learning to Hedge Rainbow Options," Working Papers, HAL, number hal-04060013, Jun.
- Karol Chojnacki & Robert Ślepaczuk, 2023, "This study compares well-known tools of technical analysis (Moving Average Crossover MAC) with Machine Learning based strategies (LSTM and XGBoost) and Ensembled Machine Learning Strategies (LSTM ense," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2023-15.
- Item repec:ags:aaea22:335521 is not listed on IDEAS anymore
- Falco J. Bargagli-Stoffi & Fabio Incerti & Massimo Riccaboni & Armando Rungi, 2023, "Machine Learning for Zombie Hunting: Predicting Distress from Firms' Accounts and Missing Values," Papers, arXiv.org, number 2306.08165, Jun.
- Ilias Chronopoulos & Katerina Chrysikou & George Kapetanios & James Mitchell & Aristeidis Raftapostolos, 2023, "Deep Neural Network Estimation in Panel Data Models," Working Papers, Federal Reserve Bank of Cleveland, number 23-15, Jul, DOI: 10.26509/frbc-wp-202315.
- Cassidy K. Buhler & Hande Y. Benson, 2023, "Efficient Solution of Portfolio Optimization Problems via Dimension Reduction and Sparsification," Papers, arXiv.org, number 2306.12639, Jun.
- Jesús Fernández-Villaverde & Isaiah Hull, 2023, "Dynamic Programming on a Quantum Annealer: Solving the RBC Model," CESifo Working Paper Series, CESifo, number 10500.
- Marco Catola & Silvia Leoni, 2023, "Pollution Abatement and Lobbying in a Cournot Game. An Agent-Based Modelling approach," Discussion Papers, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy, number 2023/294, Jun.
- Xinli Yu & Zheng Chen & Yuan Ling & Shujing Dong & Zongyi Liu & Yanbin Lu, 2023, "Temporal Data Meets LLM -- Explainable Financial Time Series Forecasting," Papers, arXiv.org, number 2306.11025, Jun.
- Xiaoyue Li & John M. Mulvey, 2023, "Optimal Portfolio Execution in a Regime-switching Market with Non-linear Impact Costs: Combining Dynamic Program and Neural Network," Papers, arXiv.org, number 2306.08809, Jun.
- Leonardo Bargigli & Filippo Pietrini, 2023, "An agent based model of fads," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2023_01.rdf.
- Carlo Drago & Loris Di Nallo & Maria Lucetta Russotto, 2023, "Social Sustainability in European Banks: A Machine Learning Approach using Interval- Based Composite Indicators," Working Papers, Fondazione Eni Enrico Mattei, number 2023.13, Jun.
- Okan Erol, Kazim, 2022, "TURKMOD: developing a tax and benefit microsimulation model for Turkey," Centre for Microsimulation and Policy Analysis Working Paper Series, Centre for Microsimulation and Policy Analysis at the Institute for Social and Economic Research, number CEMPA1/22, Feb.
- Fabio Baschetti & Giacomo Bormetti & Pietro Rossi, 2023, "Deep calibration with random grids," Papers, arXiv.org, number 2306.11061, Jun, revised Jan 2024.
- Gaël Le Mens & Balász Kovács & Michael T. Hannan & Guillem Pros, 2023, "Uncovering the semantics of concepts using GPT-4 and Other recent large language models," Economics Working Papers, Department of Economics and Business, Universitat Pompeu Fabra, number 1864, Jun.
- Kai Feng & Han Hong & Ke Tang & Jingyuan Wang, 2023, "Statistical Tests for Replacing Human Decision Makers with Algorithms," Papers, arXiv.org, number 2306.11689, Jun, revised Dec 2024.
- Oecd, 2023, "Regulatory sandboxes in artificial intelligence," OECD Digital Economy Papers, OECD Publishing, number 356, Jul, DOI: 10.1787/8f80a0e6-en.
- Lin Liu & Rajarshi Mukherjee & James M. Robins, 2023, "Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators," Papers, arXiv.org, number 2306.10590, Jun, revised Aug 2023.
- Richiardi, Matteo & Bronka, Patryk & van de Ven, Justin, 2022, "Dynamic simulation of taxes and welfare benefits by database imputation," Centre for Microsimulation and Policy Analysis Working Paper Series, Centre for Microsimulation and Policy Analysis at the Institute for Social and Economic Research, number CEMPA3/22, Mar.
- Evelina Gavrilova & Audun Langørgen & Floris T. Zoutman & Floris Zoutman, 2023, "Difference-in-Difference Causal Forests, with an Application to Payroll Tax Incidence in Norway," CESifo Working Paper Series, CESifo, number 10532.
- Astrid Bertrand & James Eagan & Winston Maxwell, 2023, "Questioning the ability of feature-based explanations to empower non-experts in robo-advised financial decision-making," Post-Print, HAL, number hal-04125939, Jun, DOI: 10.1145/3593013.3594053.
- Richiardi, Matteo & Bronka, Patryk, 2022, "LABSim: a dynamic life course model of individual life course trajectories for Italy," Centre for Microsimulation and Policy Analysis Working Paper Series, Centre for Microsimulation and Policy Analysis at the Institute for Social and Economic Research, number CEMPA5/22, Mar.
- Alex Kim & Maximilian Muhn & Valeri Nikolaev, 2023, "Bloated Disclosures: Can ChatGPT Help Investors Process Information?," Papers, arXiv.org, number 2306.10224, Jun, revised Oct 2025.