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Report NEP-CMP-2024-03-25
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:
- Sina Montazeri & Akram Mirzaeinia & Amir Mirzaeinia, 2024, "CNN-DRL with Shuffled Features in Finance," Papers, arXiv.org, number 2402.03338, Jan.
- Andrea Macr`i & Fabrizio Lillo, 2024, "Reinforcement Learning for Optimal Execution when Liquidity is Time-Varying," Papers, arXiv.org, number 2402.12049, Feb, revised Feb 2024.
- Edwin Zhang & Sadie Zhao & Tonghan Wang & Safwan Hossain & Henry Gasztowtt & Stephan Zheng & David C. Parkes & Milind Tambe & Yiling Chen, 2024, "Social Environment Design," Papers, arXiv.org, number 2402.14090, Feb, revised Jun 2024.
- Juan Carlos Escanciano & Ricardo Parra, 2024, "Extending the Scope of Inference About Predictive Ability to Machine Learning Methods," Papers, arXiv.org, number 2402.12838, Feb, revised May 2025.
- Yifan Duan & Guibin Zhang & Shilong Wang & Xiaojiang Peng & Wang Ziqi & Junyuan Mao & Hao Wu & Xinke Jiang & Kun Wang, 2024, "CaT-GNN: Enhancing Credit Card Fraud Detection via Causal Temporal Graph Neural Networks," Papers, arXiv.org, number 2402.14708, Feb, revised Nov 2024.
- Hao Qian & Hongting Zhou & Qian Zhao & Hao Chen & Hongxiang Yao & Jingwei Wang & Ziqi Liu & Fei Yu & Zhiqiang Zhang & Jun Zhou, 2024, "MDGNN: Multi-Relational Dynamic Graph Neural Network for Comprehensive and Dynamic Stock Investment Prediction," Papers, arXiv.org, number 2402.06633, Jan.
- Hang Yuan & Saizhuo Wang & Jian Guo, 2024, "Alpha-GPT 2.0: Human-in-the-Loop AI for Quantitative Investment," Papers, arXiv.org, number 2402.09746, Feb.
- Andrei Neagu & Fr'ed'eric Godin & Clarence Simard & Leila Kosseim, 2024, "Deep Hedging with Market Impact," Papers, arXiv.org, number 2402.13326, Feb, revised Feb 2024.
- Claudia Biancotti & Carolina Camassa, 2023, "Loquacity and visible emotion: ChatGPT as a policy advisor," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 814, Oct.
- Jeroen Rombouts & Marie Ternes & Ines Wilms, 2024, "Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning," Papers, arXiv.org, number 2402.09033, Feb, revised May 2024.
- Sarah Soleiman & Julien Randon-Furling & Marie Cottrell, 2022, "Machine Learning and Data-Driven Approaches in Spatial Statistics: A Case Study of Housing Price Estimation," Post-Print, HAL, number hal-03900972, Jul, DOI: 10.1007/978-3-031-15444-7_4.
- Lenhard, Gregor, 2024, "Learning from the Past: The Role of Personal Experiences in Artificial Stock Markets," Working papers, Faculty of Business and Economics - University of Basel, number 2024/01, Mar.
- Steven Y. K. Wong & Jennifer S. K. Chan & Lamiae Azizi, 2024, "Quantifying neural network uncertainty under volatility clustering," Papers, arXiv.org, number 2402.14476, Feb, revised Sep 2024.
- Zengqing Wu & Run Peng & Shuyuan Zheng & Qianying Liu & Xu Han & Brian Inhyuk Kwon & Makoto Onizuka & Shaojie Tang & Chuan Xiao, 2024, "Shall We Team Up: Exploring Spontaneous Cooperation of Competing LLM Agents," Papers, arXiv.org, number 2402.12327, Feb, revised Oct 2024.
- David H. Kreitmeir & Paul A. Raschky, 2024, "The Heterogeneous Productivity Effects of Generative AI," SoDa Laboratories Working Paper Series, Monash University, SoDa Laboratories, number 2024-01, Mar.
- Athey, Susan & Keleher, Niall & Spiess, Jann, 2023, "Machine Learning Who to Nudge: Causal vs Predictive Targeting in a Field Experiment on Student Financial Aid Renewal," Research Papers, Stanford University, Graduate School of Business, number 4146, Oct.
- Manuel Schlenkrich & Wolfgang Seiringer & Klaus Altendorfer & Sophie N. Parragh, 2024, "Enhancing Rolling Horizon Production Planning Through Stochastic Optimization Evaluated by Means of Simulation," Papers, arXiv.org, number 2402.14506, Feb, revised Sep 2024.
- Leek, Lauren Caroline & Bischl, Simeon & Freier, Maximilian, 2024, "Introducing Textual Measures of Central Bank Policy-Linkages Using ChatGPT," SocArXiv, Center for Open Science, number 78wnp, Feb, DOI: 10.31219/osf.io/78wnp.
- Jaehyuk Choi, 2024, "Exact simulation scheme for the Ornstein-Uhlenbeck driven stochastic volatility model with the Karhunen-Lo\`eve expansions," Papers, arXiv.org, number 2402.09243, Feb.