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Report NEP-CMP-2024-07-22
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:
- Paulo Barbosa & João Cortes & João Amador, 2024, "Distance to Export: A Machine Learning Approach with Portuguese Firms," GEE Papers, Gabinete de Estratégia e Estudos, Ministério da Economia, number 182, Jul, revised Jul 2024.
- Yuqi Nie & Yaxuan Kong & Xiaowen Dong & John M. Mulvey & H. Vincent Poor & Qingsong Wen & Stefan Zohren, 2024, "A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges," Papers, arXiv.org, number 2406.11903, Jun.
- Zhouzhou Gu & Mathieu Lauri`ere & Sebastian Merkel & Jonathan Payne, 2024, "Global Solutions to Master Equations for Continuous Time Heterogeneous Agent Macroeconomic Models," Papers, arXiv.org, number 2406.13726, Jun.
- Haibo Wang & Lutfu S. Sua & Bahram Alidaee, 2024, "Enhancing supply chain security with automated machine learning," Papers, arXiv.org, number 2406.13166, Jun, revised Jul 2025.
- Natalia Roszyk & Robert Ślepaczuk, 2024, "The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models," Working Papers, Faculty of Economic Sciences, University of Warsaw, number 2024-13.
- Liyang Wang & Yu Cheng & Ao Xiang & Jingyu Zhang & Haowei Yang, 2024, "Application of Natural Language Processing in Financial Risk Detection," Papers, arXiv.org, number 2406.09765, Jun, revised Jun 2024.
- Ayato Kitadai & Sinndy Dayana Rico Lugo & Yudai Tsurusaki & Yusuke Fukasawa & Nariaki Nishino, 2024, "Can AI with High Reasoning Ability Replicate Human-like Decision Making in Economic Experiments?," Papers, arXiv.org, number 2406.11426, Jun.
- Philipp Schwarz & Oliver Schacht & Sven Klaassen & Daniel Grunbaum & Sebastian Imhof & Martin Spindler, 2024, "Management Decisions in Manufacturing using Causal Machine Learning -- To Rework, or not to Rework?," Papers, arXiv.org, number 2406.11308, Jun.
- Wood, David A. & Achhpilia, Muskan P. & Adams, Mollie T. & Aghazadeh, Sanaz & Akinyele, Kazeem & Akpan, Mfon & Allee, Kristian D. & Allen, Abigail M. & Almer, Elizabeth D. & Ames, Daniel & Arity, Vikt, 2023, "The ChatGPT artificial intelligence chatbot: How well does it answer accounting assessment questions?," Other publications TiSEM, Tilburg University, School of Economics and Management, number b4a29b3e-18a1-4259-a70c-d.
- Ruohan Zhan & Shichao Han & Yuchen Hu & Zhenling Jiang, 2024, "Estimating Treatment Effects under Recommender Interference: A Structured Neural Networks Approach," Papers, arXiv.org, number 2406.14380, Jun, revised Oct 2025.
- Rangan Gupta & Christian Pierdzioch & Aviral K. Tiwari, 2024, "Gasoline Prices and Presidential Approval Ratings of the United States," Working Papers, University of Pretoria, Department of Economics, number 202427, Jun.
- Samuel Atkins & Ali Fathi & Sammy Assefa, 2024, "Reinforcement Learning for Corporate Bond Trading: A Sell Side Perspective," Papers, arXiv.org, number 2406.12983, Jun.
- Eric AVENEL, 2024, "Convolutional Neural Networks to signal currency crises: from the Asian financial crisis to the Covid crisis," Economics Working Paper Archive (University of Rennes & University of Caen), Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS, number 2024-02, Jun.
- Mihaela Nistor, 2024, "Risk Management in a Complex and Interconnected World," Speech, Federal Reserve Bank of New York, number 98431, Jun.
- Cantone, Giulio Giacomo, 2024, "Protocol: How To Correct The Classification Error By Asking To Large Language Models The Similarity Among Categories," OSF Preprints, Center for Open Science, number d9egt, Jun, DOI: 10.31219/osf.io/d9egt.
- Carlo Drago, 2024, "Text mining in economics and health economics using Stata," Italian Stata Users' Group Meetings 2024, Stata Users Group, number 10, May.
- Olivier Guéant, 2022, "Computational methods for market making algorithms," Post-Print, HAL, number hal-04590381, Nov, DOI: 10.1007/978-3-031-11818-0_66.
- Linn Engstrom & Sigrid Kallblad & Johan Karlsson, 2024, "Computation of Robust Option Prices via Structured Multi-Marginal Martingale Optimal Transport," Papers, arXiv.org, number 2406.09959, Jun, revised Mar 2025.
- Baciu, Dan Costa, 2024, "How Changes In Urban Mobility Affect Experienced Urban Diversity: Case Study For Scenarios In Wellington," OSF Preprints, Center for Open Science, number w87yb, Jun, DOI: 10.31219/osf.io/w87yb.
- Matheus V. X. Ferreira & Aadityan Ganesh & Jack Hourigan & Hannah Huh & S. Matthew Weinberg & Catherine Yu, 2024, "Computing Optimal Manipulations in Cryptographic Self-Selection Proof-of-Stake Protocols," Papers, arXiv.org, number 2406.15282, Jun.