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Report NEP-CMP-2023-09-11
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:
- Yancheng Liang & Jiajie Zhang & Hui Li & Xiaochen Liu & Yi Hu & Yong Wu & Jinyao Zhang & Yongyan Liu & Yi Wu, 2023, "DeRisk: An Effective Deep Learning Framework for Credit Risk Prediction over Real-World Financial Data," Papers, arXiv.org, number 2308.03704, Aug.
- Karapanagiotis, Pantelis & Liebald, Marius, 2023, "Entity matching with similarity encoding: A supervised learning recommendation framework for linking (big) data," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 398.
- Yen-Jui Chang & Wei-Ting Wang & Hao-Yuan Chen & Shih-Wei Liao & Ching-Ray Chang, 2023, "A novel approach for quantum financial simulation and quantum state preparation," Papers, arXiv.org, number 2308.01844, Aug, revised Apr 2024.
- Borgschulte, Mark & Guenzel, Marius & Liu, Canyao & Malmendier, Ulrike, 2023, "CEO Stress, Aging, and Death," IZA Discussion Papers, Institute of Labor Economics (IZA), number 16366, Aug.
- Tohid Atashbar, 2023, "How Nations Become Fragile: An AI-Augmented Bird’s-Eye View (with a Case Study of South Sudan)," IMF Working Papers, International Monetary Fund, number 2023/167, Aug.
- Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu, 2023, "Deep Learning from Implied Volatility Surfaces," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-60, Aug.
- Sturm, Timo & Pumplun, Luisa & Gerlach, Jin & Kowalczyk, Martin & Buxmann, Peter, 2023, "Machine Learning Advice in Managerial Decision-Making: The Overlooked Role of Decision Makers’ Advice Utilization," Publications of Darmstadt Technical University, Institute for Business Studies (BWL), Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL), number 139044, Dec.
- Xianhua Peng & Chenyin Gong & Xue Dong He, 2023, "Reinforcement Learning for Financial Index Tracking," Papers, arXiv.org, number 2308.02820, Aug, revised Nov 2024.
- Chao Zhang & Xingyue Pu & Mihai Cucuringu & Xiaowen Dong, 2023, "Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects," Papers, arXiv.org, number 2308.01419, Aug.
- Tanut Treetanthiploet & Yufei Zhang & Lukasz Szpruch & Isaac Bowers-Barnard & Henrietta Ridley & James Hickey & Chris Pearce, 2023, "Insurance pricing on price comparison websites via reinforcement learning," Papers, arXiv.org, number 2308.06935, Aug.
- John V. Colias & Stella Park & Elizabeth Horn, 2023, "Optimizing B2B Product Offers with Machine Learning, Mixed Logit, and Nonlinear Programming," Papers, arXiv.org, number 2308.07830, Aug.
- Valter T. Yoshida Jr & Alan de Genaro & Rafael Schiozer & Toni R. E. dos Santos, 2023, "A Novel Credit Model Risk Measure: does more data lead to lower model risk in credit scoring models?," Working Papers Series, Central Bank of Brazil, Research Department, number 582, Aug.
- Suss, Joel & Kemeny, Thomas & Connor, Dylan Shane, 2023, "GEOWEALTH: spatial wealth inequality data for the United States, 1960-2020," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 119980, Aug.
- Harry Turunen & Anastasia Zhutova & Matthieu Lemoine, 2023, "Stochastic Simulation of the FR-BDF Model and an Assessment of Uncertainty around Conditional Forecasts," Working papers, Banque de France, number 920.
- Morgan Frank & Yong-Yeol Ahn & Esteban Moro, 2023, "AI exposure predicts unemployment risk," Papers, arXiv.org, number 2308.02624, Aug.
- Du, Tianyu & Kanodia, Ayush & Athey, Susan, 2023, "Torch-Choice: A PyTorch Package for Large-Scale Choice Modelling with Python," Research Papers, Stanford University, Graduate School of Business, number 4106, Apr.
- Rudy Morel & St'ephane Mallat & Jean-Philippe Bouchaud, 2023, "Path Shadowing Monte-Carlo," Papers, arXiv.org, number 2308.01486, Aug.
- Fabrice Duval & Christophe Elie-Dit-Cosaque, 2023, "Managers and AI-driven decisions: Exploring Managers’ Sensemaking Processes in Digital Transformation Contexts
[Les managers et les décisions fondées sur l'intelligence artificielle : explorer les processus de construction de sens dans les context," Post-Print, HAL, number hal-04165363, May.