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Report NEP-CMP-2024-11-11
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:
- Manuela Pedio & Massimo Guidolin & Giulia Panzeri, 2024, "Machine Learning in Portfolio Decisions," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 24233.
- Diego Vallarino, 2024, "Dynamic Portfolio Rebalancing: A Hybrid new Model Using GNNs and Pathfinding for Cost Efficiency," Papers, arXiv.org, number 2410.01864, Oct.
- Leite, Walter & Zhang, Huibin & collier, zachary & Chawla, Kamal & , l.kong@ufl.edu & Lee, Yongseok & Quan, Jia & Soyoye, Olushola, 2024, "Machine Learning for Propensity Score Estimation: A Systematic Review and Reporting Guidelines," OSF Preprints, Center for Open Science, number gmrk7, Oct, DOI: 10.31219/osf.io/gmrk7.
- Dupret, Jean-Loup & Hainaut, Donatien, 2024, "Deep learning for high-dimensional continuous-time stochastic optimal control without explicit solution," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2024016, May.
- Zongwu Cai & Pixiong Chen, 2024, "Online Investor Sentiment via Machine Learning," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202411, Sep, revised Sep 2024.
- Yanxin Shen & Pulin Kirin Zhang, 2024, "Financial Sentiment Analysis on News and Reports Using Large Language Models and FinBERT," Papers, arXiv.org, number 2410.01987, Oct.
- Liu, Yirui & Qiao, Xinghao & Pei, Yulong & Wang, Liying, 2024, "Deep functional factor models: forecasting high-dimensional functional time series via Bayesian nonparametric factorization," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 125587, Jul.
- Lucas Gomes & Jannis Kueck & Mara Mattes & Martin Spindler & Alexey Zaytsev, 2024, "Collusion Detection with Graph Neural Networks," Papers, arXiv.org, number 2410.07091, Oct.
- Holtdirk, Tobias & Assenmacher, Dennis & Bleier, Arnim & Wagner, Claudia, 2024, "Fine-Tuning Large Language Models to Simulate German Voting Behaviour (Working Paper)," OSF Preprints, Center for Open Science, number udz28, Oct, DOI: 10.31219/osf.io/udz28.
- Yang Liu & Ran Pan & Rui Xu, 2024, "Mending the Crystal Ball: Enhanced Inflation Forecasts with Machine Learning," IMF Working Papers, International Monetary Fund, number 2024/206, Sep.
- Diego Vallarino, 2024, "A Dynamic Approach to Stock Price Prediction: Comparing RNN and Mixture of Experts Models Across Different Volatility Profiles," Papers, arXiv.org, number 2410.07234, Oct.
- Benedikt Gloria & Sven Bienert & Johannes Melsbach & Detlef Schoder, 2024, "Real-GPT: Efficiently Tailoring LLMs for Informed Decision-Making in the Real Estate Industry," ERES, European Real Estate Society (ERES), number eres2024-036, Jan.
- Baptiste Lefort & Eric Benhamou & Jean-Jacques Ohana & David Saltiel & Beatrice Guez, 2024, "Optimizing Performance: How Compact Models Match or Exceed GPT's Classification Capabilities through Fine-Tuning," Papers, arXiv.org, number 2409.11408, Aug.
- Nigar Karimova, 2024, "Application of AI in Credit Risk Scoring for Small Business Loans: A case study on how AI-based random forest model improves a Delphi model outcome in the case of Azerbaijani SMEs," Papers, arXiv.org, number 2410.05330, Oct.
- Sophia Bodensteiner & Lukas Lautenschlaeger & Wolfgang Schäfers, 2024, "Breaking Down the REIT Market: Is Social Media Capable of Predicting a REITs’ Performance?," ERES, European Real Estate Society (ERES), number eres2024-090, Jan.
- Miroslav Pánik & Andrej Adamušin, 2024, "Forecast of residential real estate prices in Slovakia using of neural networks," ERES, European Real Estate Society (ERES), number eres2024-091, Jan.
- Siyu Bie & Francis X. Diebold & Jingyu He & Junye Li, 2024, "Machine Learning and the Yield Curve:Tree-Based Macroeconomic Regime Switching," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 24-028, Oct.
- Siqi Huang & Anupam Nanda & Eero Valtonen, 2024, "Do Words Match Deeds? Exploring the Link Between ESG Discourse and Performance of Real Estate Companies," ERES, European Real Estate Society (ERES), number eres2024-076, Jan.