Printed from https://ideas.repec.org/n/nep-cmp/2024-06-10.html
Report NEP-CMP-2024-06-10
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:
- Pedro Duarte Gomes, 2024, "Mathematics of Differential Machine Learning in Derivative Pricing and Hedging," Papers, arXiv.org, number 2405.01233, May.
- Hulusi Mehmet Tanrikulu & Hakan Pabuccu, 2024, "The Effect of Data Types' on the Performance of Machine Learning Algorithms for Financial Prediction," Papers, arXiv.org, number 2404.19324, Apr.
- Shuochen Bi & Wenqing Bao & Jue Xiao & Jiangshan Wang & Tingting Deng, 2024, "Application and practice of AI technology in quantitative investment," Papers, arXiv.org, number 2404.18184, Apr.
- Pierre Beck & Pablo Garcia Sanchez & Alban Moura & Julien Pascal & Olivier Pierrard, 2024, "Deep learning solutions of DSGE models: A technical report," BCL working papers, Central Bank of Luxembourg, number 184, May.
- Alicia Vidler & Toby Walsh, 2024, "Modelling Opaque Bilateral Market Dynamics in Financial Trading: Insights from a Multi-Agent Simulation Study," Papers, arXiv.org, number 2405.02849, May.
- Prabhu Prasad Panda & Maysam Khodayari Gharanchaei & Xilin Chen & Haoshu Lyu, 2024, "Application of Deep Learning for Factor Timing in Asset Management," Papers, arXiv.org, number 2404.18017, Apr.
- Peyman Khezr & Kendall Taylor, 2024, "Artificial Intelligence for Multi-Unit Auction design," Papers, arXiv.org, number 2404.15633, Apr, revised Aug 2024.
- Silvia Garc'ia-M'endez & Francisco de Arriba-P'erez & Ana Barros-Vila & Francisco J. Gonz'alez-Casta~no, 2024, "Targeted aspect-based emotion analysis to detect opportunities and precaution in financial Twitter messages," Papers, arXiv.org, number 2404.08665, Mar.
- Yupeng Cao & Zhi Chen & Qingyun Pei & Nathan Jinseok Lee & K. P. Subbalakshmi & Papa Momar Ndiaye, 2024, "ECC Analyzer: Extract Trading Signal from Earnings Conference Calls using Large Language Model for Stock Performance Prediction," Papers, arXiv.org, number 2404.18470, Apr, revised Aug 2024.
- Marco Bardoscia & Adrian Carro & Marc Hinterschweiger & Mauro Napoletano & Lilit Popoyan & Andrea Roventini & Arzu Uluc, 2024, "The impact of prudential regulations on the UK housing market and economy: Insights from an agent-based model," Working Papers, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research, number 118, May.
- Shuochen Bi & Wenqing Bao, 2024, "Innovative Application of Artificial Intelligence Technology in Bank Credit Risk Management," Papers, arXiv.org, number 2404.18183, Apr.
- Lukasz Szpruch & Tanut Treetanthiploet & Yufei Zhang, 2024, "$\epsilon$-Policy Gradient for Online Pricing," Papers, arXiv.org, number 2405.03624, May.
- Alcántara Mata, Antonio & Ruiz Mora, Carlos & Tsay, Calvin, 2024, "A Quantile Neural Network Framework for Twostage Stochastic Optimization," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 43773, Mar.
- Huan-Yi Su & Ke Wu & Yu-Hao Huang & Wu-Jun Li, 2024, "NumLLM: Numeric-Sensitive Large Language Model for Chinese Finance," Papers, arXiv.org, number 2405.00566, May.
- Minwu Kim & Sidahmed Benabderrahmane & Talal Rahwan, 2024, "Interpretable Machine Learning Models for Predicting the Next Targets of Activist Funds," Papers, arXiv.org, number 2404.16169, Apr, revised Sep 2025.
- Leonardo Ciambezi & Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2024, "Accounting for the Multiple Sources of Inflation: an Agent-Based Model Investigation," LEM Papers Series, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy, number 2024/15, May.
- Nugroho, Rizqi Ilma & Gnann, Till & Speth, Daniel & Purwanto, Widodo Wahyu & Hanafi, Jessica & Soehodho, Sutanto, 2024, "Agent-based simulation for market diffusion of passenger cars and motorcycles BEV in Greater Jakarta Area," Working Papers "Sustainability and Innovation", Fraunhofer Institute for Systems and Innovation Research (ISI), number S05/2024, DOI: 10.24406/publica-2986.
- Kevin Xin & Lizhi Xin, 2024, "QxEAI: Quantum-like evolutionary algorithm for automated probabilistic forecasting," Papers, arXiv.org, number 2405.03701, May, revised Jun 2024.