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Report NEP-CMP-2024-04-08
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:
- Bantle, Melissa, 2024, "Screen for collusive behavior: A machine learning approach," Hohenheim Discussion Papers in Business, Economics and Social Sciences, University of Hohenheim, Faculty of Business, Economics and Social Sciences, number 01-2024.
- Mohammad Ali Labbaf Khaniki & Mohammad Manthouri, 2024, "Enhancing Price Prediction in Cryptocurrency Using Transformer Neural Network and Technical Indicators," Papers, arXiv.org, number 2403.03606, Mar.
- Daixin Wang & Zhiqiang Zhang & Yeyu Zhao & Kai Huang & Yulin Kang & Jun Zhou, 2024, "Financial Default Prediction via Motif-preserving Graph Neural Network with Curriculum Learning," Papers, arXiv.org, number 2403.06482, Mar.
- Young Shin Kim & Hyun-Gyoon Kim, 2024, "Quanto Option Pricing on a Multivariate Levy Process Model with a Generative Artificial Intelligence," Papers, arXiv.org, number 2402.17919, Feb, revised Mar 2024.
- Rambod Rahmani & Marco Parola & Mario G. C. A. Cimino, 2024, "A machine learning workflow to address credit default prediction," Papers, arXiv.org, number 2403.03785, Mar.
- Juan C. King & Roberto Dale & Jos'e M. Amig'o, 2024, "Blockchain Metrics and Indicators in Cryptocurrency Trading," Papers, arXiv.org, number 2403.00770, Feb.
- Oluwafemi F Olaiyapo, 2024, "Applying News and Media Sentiment Analysis for Generating Forex Trading Signals," Papers, arXiv.org, number 2403.00785, Feb.
- Alessandro Niro & Michael Werner, 2024, "Detecting Anomalous Events in Object-centric Business Processes via Graph Neural Networks," Papers, arXiv.org, number 2403.00775, Feb.
- Benjamin Wee, 2024, "Comparing MCMC algorithms in Stochastic Volatility Models using Simulation Based Calibration," Papers, arXiv.org, number 2402.12384, Jan.
- Jamotton, Charlotte & Hainaut, Donatien, 2024, "Latent Dirichlet Allocation for structured insurance data," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024008, Mar.
- Savvakis C. Savvides, 2024, "The Integrated Financial Model and the use of Growth Patterns in Monte Carlo simulation Risk Analysis," Development Discussion Papers, JDI Executive Programs, number 2024-03, Mar.
- Andrzej Daniluk & Evgeny Lakshtanov & Rafal Muchorski, 2024, "Denoised Monte Carlo for option pricing and Greeks estimation," Papers, arXiv.org, number 2402.12528, Feb.
- Dengler, Thomas & Gerke, Rafael & Giesen, Sebastian & Kienzler, Daniel & Röttger, Joost & Scheer, Alexander & Wacks, Johannes, 2024, "A primer on optimal policy projections," Technical Papers, Deutsche Bundesbank, number 01/2024.
- Wagner, Joachim, 2024, "Cloud computing and extensive margins of exports: Evidence for manufacturing firms from 27 EU countries," KCG Working Papers, Kiel Centre for Globalization (KCG), number 34.