Report NEP-CMP-2023-09-04

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," Papers, arXiv.org, number 2308.05753, Aug.
• Nouhaila Innan & Muhammad Al-Zafar Khan & Mohamed Bennai, 2023, "Financial Fraud Detection: A Comparative Study of Quantum Machine Learning Models," Papers, arXiv.org, number 2308.05237, Aug.
• Jsowd, Kyldo, 2023, "Advances in Deep Learning for Meta-Analysis in AI-Driven Chatbots," OSF Preprints, Center for Open Science, number amdqz, Jul, DOI: 10.31219/osf.io/amdqz.
• Jsowd, Kyldo, 2023, "Building Intelligent Chatbot Systems using Meta-Analysis and Deep Learning," OSF Preprints, Center for Open Science, number s9bza, Jul, DOI: 10.31219/osf.io/s9bza.
• Liu, Yirui & Qiao, Xinghao & Wang, Liying & Lam, Jessica, 2023, "EEGNN: edge enhanced graph neural network with a Bayesian nonparametric graph model," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119918, Apr.
• Jonas Hanetho, 2023, "Deep Policy Gradient Methods in Commodity Markets," Papers, arXiv.org, number 2308.01910, Jun.
• Camilo R. Contreras & Pierre Valette-Florence, 2021, "Brands And Chatbots: An Overview Using Machine Learning," Post-Print, HAL, number hal-04153038, Nov.
• Yuwei Yin & Yazheng Yang & Jian Yang & Qi Liu, 2023, "FinPT: Financial Risk Prediction with Profile Tuning on Pretrained Foundation Models," Papers, arXiv.org, number 2308.00065, Jul.
• Matteo Prata & Giuseppe Masi & Leonardo Berti & Viviana Arrigoni & Andrea Coletta & Irene Cannistraci & Svitlana Vyetrenko & Paola Velardi & Novella Bartolini, 2023, "LOB-Based Deep Learning Models for Stock Price Trend Prediction: A Benchmark Study," Papers, arXiv.org, number 2308.01915, Jul, revised Sep 2023.
• Seidel, Claudia & Shang, Linmei & Britz, Wolfgang, , "A critical assessment of neural networks as meta-model of a farm optimization model," Discussion Papers, University of Bonn, Institute for Food and Resource Economics, number 338200, DOI: 10.22004/ag.econ.338200.
• Jsowd, Kyldo, 2023, "Building Next-Generation Chatbots: The Synergy of Deep Learning and Meta-Analysis," OSF Preprints, Center for Open Science, number s365g, Jul, DOI: 10.31219/osf.io/s365g.
• Brühl, Volker, 2023, "Generative Artificial Intelligence (GAI): Foundations, use cases and economic potential," CFS Working Paper Series, Center for Financial Studies (CFS), number 713, DOI: 10.2139/ssrn.4515593.
• Ji Huang, 2023, "A Probabilistic Solution to High-Dimensional Continuous-Time Macro and Finance Models," CESifo Working Paper Series, CESifo, number 10600.
• Eduardo C. Garrido-Merch'an & Sol Mora-Figueroa-Cruz-Guzm'an & Mar'ia Coronado-Vaca, 2023, "Deep Reinforcement Learning for ESG financial portfolio management," Papers, arXiv.org, number 2307.09631, Jun.
• Shi, Chengchun & Luo, Shikai & Le, Yuan & Zhu, Hongtu & Song, Rui, 2022, "Statistically efficient advantage learning for offline reinforcement learning in infinite horizons," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 115598, Sep.
• Jsowd, Kyldo, 2023, "Evaluating Chatbot Performance: A Meta-Analysis Approach with Deep Learning," OSF Preprints, Center for Open Science, number 593tq, Jul, DOI: 10.31219/osf.io/593tq.
• Cordier, J.; & Salvi, I.; & Steinbeck, V.; & Geissler, A.; & Vogel, J.;, 2023, "Is rapid recovery always the best recovery? - Developing a machine learning approach for optimal assignment rules under capacity constraints for knee replacement patients," Health, Econometrics and Data Group (HEDG) Working Papers, HEDG, c/o Department of Economics, University of York, number 23/08, Aug.
• Oleksandr Romanko & Akhilesh Narayan & Roy H. Kwon, 2023, "ChatGPT-based Investment Portfolio Selection," Papers, arXiv.org, number 2308.06260, Aug.
• Teona Shugliashvili, 2023, "The words have power: the impact of news on exchange rates," FFA Working Papers, Prague University of Economics and Business, number 5.006, Jun, revised 31 Jul 2023.
• Lillo, Fabrizio & Livieri, Giulia & Marmi, Stefano & Solomko, Anton & Vaienti, Sandro, 2023, "Analysis of bank leverage via dynamical systems and deep neural networks," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119917, May.
• Bagnara, Matteo & Goodarzi, Milad, 2023, "Clustering-based sector investing," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 397.
• Saizhuo Wang & Hang Yuan & Leon Zhou & Lionel M. Ni & Heung-Yeung Shum & Jian Guo, 2023, "Alpha-GPT: Human-AI Interactive Alpha Mining for Quantitative Investment," Papers, arXiv.org, number 2308.00016, Jul, revised Sep 2025.
• Jens Foerderer, 2023, "Should we trust web-scraped data?," Papers, arXiv.org, number 2308.02231, Aug.

Report NEP-CMP-2023-09-04

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: