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Report NEP-CMP-2023-12-11
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:
- Koti S. Jaddu & Paul A. Bilokon, 2023, "Combining Deep Learning on Order Books with Reinforcement Learning for Profitable Trading," Papers, arXiv.org, number 2311.02088, Oct.
- Reza Yarbakhsh & Mahdieh Soleymani Baghshah & Hamidreza Karimaghaie, 2023, "Predicting risk/reward ratio in financial markets for asset management using machine learning," Papers, arXiv.org, number 2311.09148, Nov.
- Abdel-Karim, Benjamin M. & Benlian, Alexander & Hinz, Oliver, 2023, "The Predictive Value of Data from Virtual Investment Communities," 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 141359, Nov, DOI: 10.3390/make3010001.
- Zengqing Wu & Run Peng & Xu Han & Shuyuan Zheng & Yixin Zhang & Chuan Xiao, 2023, "Smart Agent-Based Modeling: On the Use of Large Language Models in Computer Simulations," Papers, arXiv.org, number 2311.06330, Nov, revised Dec 2023.
- Chunyang Huang & Shaoliang Zhang, 2023, "Explainable artificial intelligence model for identifying Market Value in Professional Soccer Players," Papers, arXiv.org, number 2311.04599, Nov, revised Nov 2023.
- Yasuhiro Nakayama & Tomochika Sawaki, 2023, "Causal Inference on Investment Constraints and Non-stationarity in Dynamic Portfolio Optimization through Reinforcement Learning," Papers, arXiv.org, number 2311.04946, Nov.
- Chen, Ying & Grith, Maria & Lai, Hannah L. H., 2023, "Neural Tangent Kernel in Implied Volatility Forecasting: A Nonlinear Functional Autoregression Approach," MPRA Paper, University Library of Munich, Germany, number 119022, Oct.
- Tractenberg, Rochelle E., 2023, "What is "ethical AI"? Leading or participating on an ethical team and/or working in statistics, data science, and artificial intelligence," SocArXiv, Center for Open Science, number 8e6pv, Nov, DOI: 10.31219/osf.io/8e6pv.
- Mathias Kraus & Julia Bingler & Markus Leippold & Tobias Schimanski & Chiara Colesanti Senni & Dominik Stammbach & Saeid Vaghefi & Nicolas Webersinke, 2023, "Enhancing Large Language Models with Climate Resources," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-99, Oct.
- Nils Grashof & Alexander Kopka, 2023, "Widening or closing the gap? The relationship between artificial intelligence, firm-level productivity and regional clusters," Bremen Papers on Economics & Innovation, University of Bremen, Faculty of Business Studies and Economics, number 2304, Nov, DOI: https://doi.org/10.26092/elib/2663.
- Morteza Alaeddini & Julie Dugdale & Paul Reaidy & Philippe Madiès, 2023, "Exploring Credit Relationship Dynamics in an Interbank Market Benefiting from Blockchain-based Distributed Trust: Insights from an Agent-based Model," Post-Print, HAL, number hal-04266077, Sep, DOI: 10.1007/978-3-031-34920-1_33.
- George Athanasopoulos & Rob J Hyndman & Raffaele Mattera, 2023, "Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics, number 17/23.
- Ikumo Isono & Hilmy Prilliadi, 2023, "Accelerating Artificial Intelligence Discussions in ASEAN: Addressing Disparities, Challenges, and Regional Policy Imperatives," Working Papers, Economic Research Institute for ASEAN and East Asia (ERIA), number DP-2023-16, Nov.
- Angelika Abramiuk-Szurlej & Mikolaj Szurlej & Katarzyna Sznajd-Weron, 2023, "Rigorous agent-based modeling is critical: Modeling the diffusion of green products and practices," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/23/02.