Report NEP-CMP-2024-01-22

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.

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Other reports in NEP-CMP

The following items were announced in this report:

• Milan Ficura & Jiri Witzany, 2023, "Historical Calibration of SVJD Models with Deep Learning," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2023/36, Dec, revised Dec 2023.
• Franck Jaotombo & Luca Adorni & Badih Ghattas & Laurent Boyer, 2023, "Finding the best trade-off between performance and interpretability in predicting hospital length of stay using structured and unstructured data," Post-Print, HAL, number hal-04339462, Nov.
• Aaron Wheeler & Jeffrey D. Varner, 2023, "Scalable Agent-Based Modeling for Complex Financial Market Simulations," Papers, arXiv.org, number 2312.14903, Dec, revised Jan 2024.
• Zeteng Lin, 2023, "How Generative-AI can be Effectively used in Government Chatbots," Papers, arXiv.org, number 2312.02181, Nov.
• Franck Jaotombo & Vanessa Pauly & Guillaume Fond & Veronica Orleans & Pascal Auquier & Badih Ghattas & Laurent Boyer, 2023, "Machine-learning prediction for hospital length of stay using a French medico-administrative database," Post-Print, HAL, number hal-04325691, Jan.
• Spandagos, Constantine & Tovar Reaños, Miguel & Lynch, Muireann Á, 2023, "Energy poverty prediction and effective targeting for just transitions with machine learning," Papers, Economic and Social Research Institute (ESRI), number WP762.
• Augusto Cerqua & Marco Letta & Fiammetta Menchetti, 2023, "Causal inference and policy evaluation without a control group," Papers, arXiv.org, number 2312.05858, Dec, revised Oct 2024.
• 'Alvaro Cartea & Gerardo Duran-Martin & Leandro S'anchez-Betancourt, 2023, "Detecting Toxic Flow," Papers, arXiv.org, number 2312.05827, Dec, revised Jan 2026.
• Paul S. Clarke & Annalivia Polselli, 2023, "Double Machine Learning for Static Panel Models with Fixed Effects," Papers, arXiv.org, number 2312.08174, Dec, revised Dec 2024.
• Alex Kim & Sangwon Yoon, 2023, "Corporate Bankruptcy Prediction with Domain-Adapted BERT," Papers, arXiv.org, number 2312.03194, Dec.
• Enrique Ide & Eduard Talamas, 2023, "Artificial Intelligence in the Knowledge Economy," Papers, arXiv.org, number 2312.05481, Dec, revised May 2025.
• Min Dai & Yuchao Dong & Yanwei Jia & Xun Yu Zhou, 2023, "Data-Driven Merton's Strategies via Policy Randomization," Papers, arXiv.org, number 2312.11797, Dec, revised Feb 2026.
• Zhongyang Guo & Guanran Jiang & Zhongdan Zhang & Peng Li & Zhefeng Wang & Yinchun Wang, 2023, "Shai: A large language model for asset management," Papers, arXiv.org, number 2312.14203, Dec.
• Ivan Conjeaud, 2023, "Algorithmic collusion under competitive design," Papers, arXiv.org, number 2312.02644, Dec, revised Sep 2024.
• Roberto Daluiso & Marco Pinciroli & Michele Trapletti & Edoardo Vittori, 2023, "CVA Hedging by Risk-Averse Stochastic-Horizon Reinforcement Learning," Papers, arXiv.org, number 2312.14044, Dec.
• Yu Xia & Ali Arian & Sriram Narayanamoorthy & Joshua Mabry, 2023, "RetailSynth: Synthetic Data Generation for Retail AI Systems Evaluation," Papers, arXiv.org, number 2312.14095, Dec.
• David Hason Rudd & Huan Huo & Guandong Xu, 2023, "Predicting Financial Literacy via Semi-supervised Learning," Papers, arXiv.org, number 2312.10984, Dec.
• Florian Englmaier & Michael Hofmann & Stefanie Wolter, 2023, "Mapping the Dynamics of Management Styles— Evidence from German Survey Data," Rationality and Competition Discussion Paper Series, CRC TRR 190 Rationality and Competition, number 481, Dec.
• Hanyu Li & Wenhan Huang & Zhijian Duan & David Henry Mguni & Kun Shao & Jun Wang & Xiaotie Deng, 2023, "A survey on algorithms for Nash equilibria in finite normal-form games," Papers, arXiv.org, number 2312.11063, Dec.
• Engberg, Erik & Koch, Michael & Lodefalk, Magnus & Schroeder, Sarah, 2023, "Artificial Intelligence, Tasks, Skills and Wages: Worker-Level Evidence from Germany," Ratio Working Papers, The Ratio Institute, number 371, Dec.
• Akalan, Rodi & Brink, Siegrun & Icks, Annette & Wolter, Hans-Jürgen, 2023, "Bedrohungen und Chancen frühzeitig erkennen: Entwicklung eines Früherkennungskonzepts," IfM-Materialien, Institut für Mittelstandsforschung (IfM) Bonn, number 303.
• Richiardi, Matteo & Bronka, Patryk & van de Ven, Justin & Kopasker, Daniel & Vittal Katikireddi, Srinivasa, 2023, "SimPaths: an open-source microsimulation model for life course analysis," Centre for Microsimulation and Policy Analysis Working Paper Series, Centre for Microsimulation and Policy Analysis at the Institute for Social and Economic Research, number CEMPA6/23, Apr.
• Engberg, Erik & Koch, Michael & Lodefalk, Magnus & Schroeder, Sarah, 2023, "Artificial Intelligence, Tasks, Skills and Wages: Worker-Level Evidence from Germany," Working Papers, Örebro University, School of Business, number 2023:12, Dec.
• Svetlana Boyarchenko & Sergei Levendorskii, 2023, "Simulation of a L\'evy process, its extremum, and hitting time of the extremum via characteristic functions," Papers, arXiv.org, number 2312.03929, Dec.
• Paolo Gelain & Pierlauro Lopez, 2023, "A DSGE Model Including Trend Information and Regime Switching at the ZLB," Working Papers, Federal Reserve Bank of Cleveland, number 23-35, Dec, DOI: 10.26509/frbc-wp-202335.
• Rafael Andersson Lipcsey, 2023, "The Transformative Effects of AI on International Economics," Papers, arXiv.org, number 2312.06679, Dec.

Report NEP-CMP-2024-01-22

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: