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Report NEP-CMP-2024-07-08
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:
- Lei Fan & Justin Sirignano, 2024, "Machine Learning Methods for Pricing Financial Derivatives," Papers, arXiv.org, number 2406.00459, Jun.
- Shidi Deng & Maximilian Schiffer & Martin Bichler, 2024, "Algorithmic Collusion in Dynamic Pricing with Deep Reinforcement Learning," Papers, arXiv.org, number 2406.02437, Jun.
- Benjamin Avanzi & Eric Dong & Patrick J. Laub & Bernard Wong, 2024, "Distributional Refinement Network: Distributional Forecasting via Deep Learning," Papers, arXiv.org, number 2406.00998, Jun.
- Mahdi Ebrahimi Kahou & Jesse Perla & Geoff Pleiss, 2024, "Solving Models of Economic Dynamics with Ridgeless Kernel Regressions," Papers, arXiv.org, number 2406.01898, Jun, revised Oct 2025.
- Xi-Ning Zhuang & Zhao-Yun Chen & Cheng Xue & Xiao-Fan Xu & Chao Wang & Huan-Yu Liu & Tai-Ping Sun & Yun-Jie Wang & Yu-Chun Wu & Guo-Ping Guo, 2024, "Statistics-Informed Parameterized Quantum Circuit via Maximum Entropy Principle for Data Science and Finance," Papers, arXiv.org, number 2406.01335, Jun, revised Jun 2024.
- Iñaki Aldasoro & Leonardo Gambacorta & Anton Korinek & Vatsala Shreeti & Merlin Stein, 2024, "Intelligent financial system: how AI is transforming finance," BIS Working Papers, Bank for International Settlements, number 1194, Jun.
- Denish Omondi Otieno & Faranak Abri & Sima Siami-Namini & Akbar Siami Namin, 2024, "The Accuracy of Domain Specific and Descriptive Analysis Generated by Large Language Models," Papers, arXiv.org, number 2405.19578, May.
- Henri Fraisse & Christophe Hurlin, 2024, "Modèles internes des banques pour le calcul du capital réglementaire (IRB) et intelligence artificielle," Débats Economiques et financiers, Banque de France, number 44.
- Shumiao Ouyang & Hayong Yun & Xingjian Zheng, 2024, "AI as Decision-Maker: Ethics and Risk Preferences of LLMs," Papers, arXiv.org, number 2406.01168, Jun, revised Jun 2025.
- Jinxin Xu & Kaixian Xu & Yue Wang & Qinyan Shen & Ruisi Li, 2024, "A K-means Algorithm for Financial Market Risk Forecasting," Papers, arXiv.org, number 2405.13076, May.
- Zhonghao Xian & Xing Yan & Cheuk Hang Leung & Qi Wu, 2024, "Risk-Neutral Generative Networks," Papers, arXiv.org, number 2405.17770, May.
- Jian-Qiao Zhu & Haijiang Yan & Thomas L. Griffiths, 2024, "Language Models Trained to do Arithmetic Predict Human Risky and Intertemporal Choice," Papers, arXiv.org, number 2405.19313, May, revised May 2025.
- Xuefeng Gao & Lingfei Li & Xun Yu Zhou, 2024, "Reinforcement Learning for Jump-Diffusions, with Financial Applications," Papers, arXiv.org, number 2405.16449, May, revised Aug 2025.
- Ning Li & Huaikang Zhou & Kris Mikel-Hong, 2024, "Generative AI Enhances Team Performance and Reduces Need for Traditional Teams," Papers, arXiv.org, number 2405.17924, May.
- Andrzej Cichocki & Sergio Cruces & Auxiliadora Sarmiento & Toshihisa Tanaka, 2024, "Generalized Exponentiated Gradient Algorithms and Their Application to On-Line Portfolio Selection," Papers, arXiv.org, number 2406.00655, Jun.
- Umang Khetan & Jetson Leder-Luis & Jialan Wang & Yunrong Zhou, 2024, "Unemployment Insurance Fraud in the Debit Card Market," NBER Working Papers, National Bureau of Economic Research, Inc, number 32527, May.
- Christian Bayer & Ralph Luetticke & Maximilian Weiss & Yannik Winkelmann, 2024, "An Endogenous Gridpoint Method for Distributional Dynamics," CRC TR 224 Discussion Paper Series, University of Bonn and University of Mannheim, Germany, number crctr224_2024_548, May.
- Hui Li & Jian Ni & Fangzhu Yang, 2024, "Product Design Using Generative Adversarial Network: Incorporating Consumer Preference and External Data," Papers, arXiv.org, number 2405.15929, May, revised May 2025.
- Christian Oliver Ewald & Charles Nolan, 2024, "On the Adaptation of the Lagrange Formalism to Continuous Time Stochastic Optimal Control: A Lagrange-Chow Redux," Working Papers, Business School - Economics, University of Glasgow, number 2024_04, Apr.
- Prajwal Naga & Dinesh Balivada & Sharath Chandra Nirmala & Poornoday Tiruveedi, 2024, "Decision Trees for Intuitive Intraday Trading Strategies," Papers, arXiv.org, number 2405.13959, May.