Report NEP-CMP-2023-04-17

This is the archive for NEP-CMP, a report on new working papers in the area of Computational Economics. Stan Miles issued this report. It is usually issued weekly.

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Other reports in NEP-CMP

The following items were announced in this report:

• Hakan Pabuccu & Serdar Ongan & Ayse Ongan, 2023. "Forecasting the movements of Bitcoin prices: an application of machine learning algorithms," Papers 2303.04642, arXiv.org.
• Oguz Koc & Omur Ugur & A. Sevtap Kestel, 2023. "The Impact of Feature Selection and Transformation on Machine Learning Methods in Determining the Credit Scoring," Papers 2303.05427, arXiv.org.
• Anastasios Petropoulos & Evangelos Stavroulakis & Panagiotis Lazaris & Vasilis Siakoulis & Nikolaos Vlachogiannakis, 2023. "Is COVID-19 reflected in AnaCredit dataset? A big data - machine learning approach for analysing behavioural patterns using loan level granular information," Working Papers 315, Bank of Greece.
• Pierre Bras & Gilles Pagès, 2022. "Langevin algorithms for Markovian Neural Networks and Deep Stochastic control," Working Papers hal-03980632, HAL.
• Zijian Shi & John Cartlidge, 2023. "Neural Stochastic Agent-Based Limit Order Book Simulation: A Hybrid Methodology," Papers 2303.00080, arXiv.org.
• Ba Chu & Shafiullah Qureshi, 2021. "Comparing Out-of-Sample Performance of Machine Learning Methods to Forecast U.S. GDP Growth," Carleton Economic Papers 21-12, Carleton University, Department of Economics.
• Pieter M. van Staden & Peter A. Forsyth & Yuying Li, 2023. "A parsimonious neural network approach to solve portfolio optimization problems without using dynamic programming," Papers 2303.08968, arXiv.org.
• Shima Nabiee & Nader Bagherzadeh, 2023. "Stock Trend Prediction: A Semantic Segmentation Approach," Papers 2303.09323, arXiv.org.
• Gonzalo Ballestero, 2021. "Collusion and Artificial Intelligence: A computational experiment with sequential pricing algorithms under stochastic costs," Young Researchers Working Papers 1, Universidad de San Andres, Departamento de Economia, revised Oct 2022.
• Paolo Verme, 2023. "Predicting Poverty with Missing Incomes," Working Papers 642, ECINEQ, Society for the Study of Economic Inequality.
• Hengxi Zhang & Zhendong Shi & Yuanquan Hu & Wenbo Ding & Ercan E. Kuruoglu & Xiao-Ping Zhang, 2023. "Optimizing Trading Strategies in Quantitative Markets using Multi-Agent Reinforcement Learning," Papers 2303.11959, arXiv.org, revised Dec 2023.
• Qingyi Wang & Shenhao Wang & Yunhan Zheng & Hongzhou Lin & Xiaohu Zhang & Jinhua Zhao & Joan Walker, 2023. "Deep hybrid model with satellite imagery: how to combine demand modeling and computer vision for behavior analysis?," Papers 2303.04204, arXiv.org, revised Feb 2024.
• Fuquan Tang, 2023. "Application of supervised learning models in the Chinese futures market," Papers 2303.04581, arXiv.org.
• Keer Yang & Guanqun Zhang & Chuan Bi & Qiang Guan & Hailu Xu & Shuai Xu, 2023. "Improving CNN-base Stock Trading By Considering Data Heterogeneity and Burst," Papers 2303.09407, arXiv.org.
• Zuo, Xuejin & Peng, Xiujian & Yang, Xin & Yang, Xiaoping & Yue, Han & Wang, Meifeng & Adams, Philip, 2022. "The Economic Characteristics of an Aging Society: a Dynamic Computable General Equilibrium Analysis," Conference papers 333484, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
• Alberto Manzano & Gonzalo Ferro & 'Alvaro Leitao & Carlos V'azquez & Andr'es G'omez, 2023. "Real Option Pricing using Quantum Computers," Papers 2303.06089, arXiv.org, revised Jul 2024.
• Cai, Yongxia & Woollacott, Jared & Beach, Robert & Rafelski, Lauren & Ramig, Christopher & Shelby, Michael, 2022. "Insights from Adding Transportation Sector Detail into an Economy-Wide Model: The Case of the ADAGE CGE Model," Conference papers 333451, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
• Xiaobin Tang & Nuo Lei, 2023. "Research on CPI Prediction Based on Natural Language Processing," Papers 2303.05666, arXiv.org.
• Dapeng Li & Feiyang Pan & Jia He & Zhiwei Xu & Dandan Tu & Guoliang Fan, 2023. "Style Miner: Find Significant and Stable Explanatory Factors in Time Series with Constrained Reinforcement Learning," Papers 2303.11716, arXiv.org.
• Xuefan, Pan, 2023. "Analysing the response of U.S. financial market to the Federal Open Market Committee statements and minutes based on computational linguistic approaches," Warwick-Monash Economics Student Papers 43, Warwick Monash Economics Student Papers.
• Schiffman, Florian, 2022. "Runge-Kutta integrators for fast and accurate solutions in GEMPACK," Conference papers 333479, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
• González, Javier & Latorre, María C. & Valverde, Gabriela Ortiz, 2022. "A comprehensive short and long-run assessment on the impact of the EU-Mercosur agreement on Brazil," Conference papers 333391, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
• Hu, Xiurong & Liu, Junfeng, 2022. "Mitigation pathway of domestic mixed environmental taxes and the effects of trade restrictions on air pollution mitigation in China," Conference papers 333460, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
• Ramos, Maria Priscila & Custodio, Estefania & Jiménez, Sofía & Sartori, Martina & Ferrari, Emanuele, 2022. "Enhancing labour productivity by improving nutrition in Kenya: micro-econometric estimates for dynamic CGE model calibration," Conference papers 333426, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
• Xin-Yu Wang & Chung-Han Hsieh, 2023. "On Robustness of Double Linear Policy with Time-Varying Weights," Papers 2303.10806, arXiv.org.
• Manav Raj & Justin Berg & Rob Seamans, 2023. "Art-ificial Intelligence: The Effect of AI Disclosure on Evaluations of Creative Content," Papers 2303.06217, arXiv.org, revised Jun 2024.