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Report NEP-CMP-2024-05-27
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:
- Francisco G'omez Casanova & 'Alvaro Leitao & Fernando de Lope Contreras & Carlos V'azquez, 2024, "Deep Joint Learning valuation of Bermudan Swaptions," Papers, arXiv.org, number 2404.11257, Apr.
- Anoop Kumar & Suresh Dodda & Navin Kamuni & Rajeev Kumar Arora, 2024, "Unveiling the Impact of Macroeconomic Policies: A Double Machine Learning Approach to Analyzing Interest Rate Effects on Financial Markets," Papers, arXiv.org, number 2404.07225, Mar.
- James T. Wilkinson & Jacob Kelter & John Chen & Uri Wilensky, 2024, "A Network Simulation of OTC Markets with Multiple Agents," Papers, arXiv.org, number 2405.02480, May.
- Anna Knezevic, 2024, "Enhancing path-integral approximation for non-linear diffusion with neural network," Papers, arXiv.org, number 2404.08903, Apr.
- Jose Ignacio Hernandez & Niek Mouter & Sander van Cranenburgh, 2024, "An economically-consistent discrete choice model with flexible utility specification based on artificial neural networks," Papers, arXiv.org, number 2404.13198, Apr.
- Benjamin S. Manning & Kehang Zhu & John J. Horton, 2024, "Automated Social Science: Language Models as Scientist and Subjects," NBER Working Papers, National Bureau of Economic Research, Inc, number 32381, Apr.
- Tom Ewen, 2024, "Pricing of European Calls with the Quantum Fourier Transform," Papers, arXiv.org, number 2404.14115, Apr.
- Jérôme Baray & Alain Decrop & Gérard Cliquet, 2024, "Standardisiertes Modell zur Bewertung generativer KI zur Unterstützung der Marktforschung: ChatGPT-Test
[Standardized model for evaluating generative AI in support of marketing research: ChatGPT te," Post-Print, HAL, number hal-04547450, Apr. - Douglas Kiarelly Godoy de Araujo, 2024, "Synthetic controls with machine learning: application on the effect of labour deregulation on worker productivity in Brazil," BIS Working Papers, Bank for International Settlements, number 1181, Apr.