Report NEP-CMP-2024-03-18

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:

• Marc Schmitt, 2024, "Explainable Automated Machine Learning for Credit Decisions: Enhancing Human Artificial Intelligence Collaboration in Financial Engineering," Papers, arXiv.org, number 2402.03806, Feb.
• Himanshu Gupta & Aditya Jaiswal, 2024, "A Study on Stock Forecasting Using Deep Learning and Statistical Models," Papers, arXiv.org, number 2402.06689, Feb.
• Philipp Bach & Oliver Schacht & Victor Chernozhukov & Sven Klaassen & Martin Spindler, 2024, "Hyperparameter Tuning for Causal Inference with Double Machine Learning: A Simulation Study," Papers, arXiv.org, number 2402.04674, Feb.
• Yuan Gao & Haokun Chen & Xiang Wang & Zhicai Wang & Xue Wang & Jinyang Gao & Bolin Ding, 2024, "DiffsFormer: A Diffusion Transformer on Stock Factor Augmentation," Papers, arXiv.org, number 2402.06656, Feb.
• Victor Duarte & Diogo Duarte & Dejanir H. Silva, 2024, "Machine Learning for Continuous-Time Finance," CESifo Working Paper Series, CESifo, number 10909.
• Juan Tenorio & Wilder Perez, 2024, "Monthly GDP nowcasting with Machine Learning and Unstructured Data," Papers, arXiv.org, number 2402.04165, Feb.
• Mayer, Thierry & Rapoport, Hillel & Umana-Dajud, Camilo, 2024, "Free Trade Agreements and the Movement of Business People," IZA Discussion Papers, Institute of Labor Economics (IZA), number 16789, Feb.
• Md. Alamin Talukder & Rakib Hossen & Md Ashraf Uddin & Mohammed Nasir Uddin & Uzzal Kumar Acharjee, 2024, "Securing Transactions: A Hybrid Dependable Ensemble Machine Learning Model using IHT-LR and Grid Search," Papers, arXiv.org, number 2402.14389, Feb.
• Sahab Zandi & Kamesh Korangi & Mar'ia 'Oskarsd'ottir & Christophe Mues & Cristi'an Bravo, 2024, "Attention-based Dynamic Multilayer Graph Neural Networks for Loan Default Prediction," Papers, arXiv.org, number 2402.00299, Jan, revised Jun 2024.
• Soheila Khajoui & Saeid Dehyadegari & Sayyed Abdolmajid Jalaee, 2024, "Forecasting Imports in OECD Member Countries and Iran by Using Neural Network Algorithms of LSTM," Papers, arXiv.org, number 2402.01648, Jan.
• Andrea Coletta & Kshama Dwarakanath & Penghang Liu & Svitlana Vyetrenko & Tucker Balch, 2024, "LLM-driven Imitation of Subrational Behavior : Illusion or Reality?," Papers, arXiv.org, number 2402.08755, Feb.
• Kshama Dwarakanath & Tucker Balch & Svitlana Vyetrenko, 2024, "ABIDES-Economist: Agent-Based Simulator of Economic Systems with Learning Agents," Papers, arXiv.org, number 2402.09563, Feb, revised Aug 2025.
• Vittoria La Serra & Emiliano Svezia, 2023, "A robust record linkage approach for anomaly detection in granular insurance asset reporting," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 821, Dec.
• Tomasz .Zk{a}d{l}o & Adam Chwila, 2024, "A step towards the integration of machine learning and classic model-based survey methods," Papers, arXiv.org, number 2402.07521, Feb, revised Jul 2025.
• Gennaro Catapano, 2023, "Borrower based measures analysis via a new agent based model of the Italian real estate sector," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 822, Dec.
• Nathan I. N. Henry & Mangor Pedersen & Matt Williams & Jamin L. B. Martin & Liesje Donkin, 2024, "A Hormetic Approach to the Value-Loading Problem: Preventing the Paperclip Apocalypse?," Papers, arXiv.org, number 2402.07462, Feb, revised Feb 2024.
• Fabian Krause & Jan-Peter Calliess, 2024, "End-to-End Policy Learning of a Statistical Arbitrage Autoencoder Architecture," Papers, arXiv.org, number 2402.08233, Feb.
• Connor R. Forsythe & Cristian Arteaga & John P. Helveston, 2024, "The Mixed Aggregate Preference Logit Model: A Machine Learning Approach to Modeling Unobserved Heterogeneity in Discrete Choice Analysis," Papers, arXiv.org, number 2402.00184, Jan, revised Mar 2025.
• Pinski, Marc & Haas, Miguel & Benlian, Alexander, 2024, "Building Metaknowledge in AI Literacy – The Effect of Gamified vs. Text-based Learning on AI Literacy Metaknowledge," 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 142981.
• Tao Ren & Ruihan Zhou & Jinyang Jiang & Jiafeng Liang & Qinghao Wang & Yijie Peng, 2024, "RiskMiner: Discovering Formulaic Alphas via Risk Seeking Monte Carlo Tree Search," Papers, arXiv.org, number 2402.07080, Feb, revised Feb 2024.
• Heimann, Tobias & Delzeit, Ruth, 2024, "Land for fish: Quantifying the connection between the aquaculture sector and agricultural markets," Open Access Publications from Kiel Institute for the World Economy, Kiel Institute for the World Economy (IfW Kiel), number 281986, DOI: 10.1016/j.ecolecon.2023.108090.
• Richiardi, Matteo & Bronka, Patryk & van de Ven, Justin, 2024, "Attenuation and reinforcement mechanisms over the life course," Centre for Microsimulation and Policy Analysis Working Paper Series, Centre for Microsimulation and Policy Analysis at the Institute for Social and Economic Research, number CEMPA2/24, Feb.
• Elie Bouri & Rangan Gupta & Christian Pierdzioch, 2024, "Modeling the Presidential Approval Ratings of the United States using Machine-Learning: Does Climate Policy Uncertainty Matter?," Working Papers, University of Pretoria, Department of Economics, number 202406, Feb.
• Joshua C. Yang & Damian Dailisan & Marcin Korecki & Carina I. Hausladen & Dirk Helbing, 2024, "LLM Voting: Human Choices and AI Collective Decision Making," Papers, arXiv.org, number 2402.01766, Jan, revised Aug 2024.
• Evangelos Katsamakas & Oleg V. Pavlov & Ryan Saklad, 2024, "Artificial intelligence and the transformation of higher education institutions," Papers, arXiv.org, number 2402.08143, Feb.
• Aliona Cebotari & Enrique Chueca-Montuenga & Yoro Diallo & Yunsheng Ma & Ms. Rima A Turk & Weining Xin & Harold Zavarce, 2024, "Political Fragility: Coups d’État and Their Drivers," IMF Working Papers, International Monetary Fund, number 2024/034, Feb.
• Narun Raman & Taylor Lundy & Samuel Amouyal & Yoav Levine & Kevin Leyton-Brown & Moshe Tennenholtz, 2024, "STEER: Assessing the Economic Rationality of Large Language Models," Papers, arXiv.org, number 2402.09552, Feb, revised May 2024.
• Giulia Bovini & Emanuele Dicarlo & Antonella Tomasi, 2023, "The revision of anti-poverty measures in Italy," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 820, Dec.
• Paul Hurlet & Ouassim Manout & Azise Oumar Diallo, 2024, "Policy implications of shared e-scooter parking regulation: an agent-based approach," Post-Print, HAL, number hal-04422427, DOI: 10.1016/j.procs.2024.06.046.
• Ying, Xiangji & Vorland, Colby J. & Qureshi, Riaz & Brown, Andrew William & Kilicoglu, Halil & Saldanha, Ian & DeVito, Nicholas J & Mayo-Wilson, Evan, 2024, "GPT's Performance in Identifying Outcome Changes on ClinicalTrials.gov," MetaArXiv, Center for Open Science, number npvwr, Feb, DOI: 10.31219/osf.io/npvwr.
• Stefano Pietrosanti & Edoardo Rainone, 2023, "Connecting the dots: the network nature of shocks propagation in credit markets," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1436, Dec.
• Duy-Minh Dang & Hao Zhou, 2024, "A monotone piecewise constant control integration approach for the two-factor uncertain volatility model," Papers, arXiv.org, number 2402.06840, Feb, revised Jun 2025.
• Nazif Durmaz & Henry Thompson, 2024, "Simulating the Constant Cost Trade Model," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2024-03, Feb.
• Rosa-García, Alfonso, 2024, "Student Reactions to AI-Replicant Professor in an Econ101 Teaching Video," MPRA Paper, University Library of Munich, Germany, number 120135, Feb.
• Manish Jha & Jialin Qian & Michael Weber & Baozhong Yang, 2024, "ChatGPT and Corporate Policies," NBER Working Papers, National Bureau of Economic Research, Inc, number 32161, Feb.
• Olivier Bargain & Damien Echevin & Audrey Etienne & Nicolas Moreau & Adrien Pacifico, 2022, "Tax Minimization by French Cohabiting Couples," Post-Print, HAL, number hal-04440515, Jun, DOI: 10.1086/719427.
• Schmidt, James, 2024, "County Wildfire Risk Ratings in Northern California: FAIR Plan Insurance Policies and Simulation Models vs. Red Flag Warnings and Diablo Winds," MPRA Paper, University Library of Munich, Germany, number 120195, Feb.
• Lin, Alessandro & Peruffo, Marcel, 2024, "Aggregate uncertainty, HANK, and the ZLB," Working Paper Series, European Central Bank, number 2911, Feb.
• Werding, Martin & Runschke, Benedikt & Schwarz, Milena, 2024, "Alterungsschub und Rentenreform: Simulationen für GRV und Beamtenversorgung," Working Papers, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung, number 01/2024.
• Qixin Zhan & Heng-fu Zou, 2024, "Liberty Capital Accumulation and Economic Growth," CEMA Working Papers, China Economics and Management Academy, Central University of Finance and Economics, number 619, Feb.
• Mingyang Li & Han Pengsihua & Fujiao Meng & Zejun Wang & Weian Liu, 2024, "Time-Delayed Game Strategy Analysis Among Japan, Other Nations, and the International Atomic Energy Agency in the Context of Fukushima Nuclear Wastewater Discharge Decision," Papers, arXiv.org, number 2402.07227, Feb.
• Ms. Li Liu & Mr. Ben Lockwood & Eddy H.F. Tam, 2024, "Small Firm Growth and the VAT Threshold Evidence for the UK," IMF Working Papers, International Monetary Fund, number 2024/033, Feb.
• Mingyang Li & Han Pengsihua & Songqing Zhao & Zejun Wang & Limin Yang & Weian Liu, 2024, "Fukushima Nuclear Wastewater Discharge: An Evolutionary Game Theory Approach to International and Domestic Interaction and Strategic Decision-Making," Papers, arXiv.org, number 2402.07210, Feb.

Report NEP-CMP-2024-03-18

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: