Report NEP-CMP-2021-05-31

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:

• Xin Jin, 2021. "Can we imitate the principal investor's behavior to learn option price?," Papers 2105.11376, arXiv.org, revised Jan 2022.
• Hofer, Martin & Sako, Tomas & Martinez, Jr., Arturo & Addawe, Mildred & Durante, Ron Lester, 2020. "Applying Artificial Intelligence on Satellite Imagery to Compile Granular Poverty Statistics," ADB Economics Working Paper Series 629, Asian Development Bank.
• Ozan Aksoy, 2021. "Preaching to Social Media: Turkey’s Friday Khutbas and Their Effects on Twitter," DoQSS Working Papers 21-17, Quantitative Social Science - UCL Social Research Institute, University College London.
• Zihao Zhang & Stefan Zohren, 2021. "Multi-Horizon Forecasting for Limit Order Books: Novel Deep Learning Approaches and Hardware Acceleration using Intelligent Processing Units," Papers 2105.10430, arXiv.org, revised Aug 2021.
• Soga, Kenichi & Comfort, Louise & Zhao, Bingyu & Lorusso, Paola & Soysal, Sena, 2021. "Integrating Traffic Network Analysis and Communication Network Analysis at a Regional Scale to Support More Efficient Evacuation in Response to a Wildfire Event," Institute of Transportation Studies, Research Reports, Working Papers, Proceedings qt1z913878, Institute of Transportation Studies, UC Berkeley.
• Puttanapong , Nattapong & Martinez, Jr. , Arturo & Addawe, Mildred & Bulan, Joseph & Durante , Ron Lester & Martillan , Marymell, 2020. "Predicting Poverty Using Geospatial Data in Thailand," ADB Economics Working Paper Series 630, Asian Development Bank.
• Tim Leung & Theodore Zhao, 2021. "Financial Time Series Analysis and Forecasting with HHT Feature Generation and Machine Learning," Papers 2105.10871, arXiv.org.
• Daniel Poh & Bryan Lim & Stefan Zohren & Stephen Roberts, 2021. "Enhancing Cross-Sectional Currency Strategies by Context-Aware Learning to Rank with Self-Attention," Papers 2105.10019, arXiv.org, revised Jan 2022.
• Sansone, Dario & Zhu, Anna, 2021. "Using Machine Learning to Create an Early Warning System for Welfare Recipients," IZA Discussion Papers 14377, Institute of Labor Economics (IZA).
• Diao, Xinshen & Dorosh, Paul A. & Fang, Peixun & Schmidt, Emily, 2021. "Effects of COVID-19 and other shocks on Papua New Guinea’s food economy: A multi-market simulation analysis," IFPRI discussion papers 2004, International Food Policy Research Institute (IFPRI).
• Rui & Shi, 2021. "Learning from zero: how to make consumption-saving decisions in a stochastic environment with an AI algorithm," Papers 2105.10099, arXiv.org, revised Feb 2022.
• Klaus Grünberger & Edlira Narazani & Stefano Filauro & Áron Kiss, 2021. "Social and fiscal impacts of statutory minimum wages in EU countries: A microsimulation analysis with EUROMOD," JRC Working Papers on Taxation & Structural Reforms 2021-06, Joint Research Centre.
• Samuel N. Cohen & Christoph Reisinger & Sheng Wang, 2021. "Arbitrage-free neural-SDE market models," Papers 2105.11053, arXiv.org, revised Aug 2021.
• Joan Huang & John Simon, 2021. "Central Bank Communication: One Size Does Not Fit All," RBA Research Discussion Papers rdp2021-05, Reserve Bank of Australia.
• Yong Shi & Wei Dai & Wen Long & Bo Li, 2021. "Deep Kernel Gaussian Process Based Financial Market Predictions," Papers 2105.12293, arXiv.org.
• Huseyin Gurkan & Francis de Véricourt, 2020. "Contracting, pricing, and data collection under the AI flywheel effect," ESMT Research Working Papers ESMT-20-01_R2, ESMT European School of Management and Technology, revised 17 May 2021.
• Longden, Elaine, 2021. "Predicting Nature of Default using Machine Learning Techniques," Other publications TiSEM e1d97882-8cf3-40a4-a82e-8, Tilburg University, School of Economics and Management.
• Javier Alcazar & Andrea Cadarso & Amara Katabarwa & Marta Mauri & Borja Peropadre & Guoming Wang & Yudong Cao, 2021. "Quantum algorithm for credit valuation adjustments," Papers 2105.12087, arXiv.org.
• Nieves Montes, 2021. "A Computational Model of the Institutional Analysis and Development Framework," Papers 2105.13151, arXiv.org.
• Haozhe Su & M. V. Tretyakov & David P. Newton, 2021. "Deep learning of transition probability densities for stochastic asset models with applications in option pricing," Papers 2105.10467, arXiv.org, revised Jul 2023.
• Patrick Cheridito & John Ery & Mario V. Wuthrich, 2021. "Assessing asset-liability risk with neural networks," Papers 2105.12432, arXiv.org.
• Fernández-Villaverde, Jesús & Koyama, Mark & Lin, Youhong & Sng, Tuan-Hwee, 2020. "The Fractured-Land Hypothesis," CEPR Discussion Papers 15209, C.E.P.R. Discussion Papers.
• Thomas Orton, 2021. "An Introduction To Regret Minimization In Algorithmic Trading: A Survey of Universal Portfolio Techniques," Papers 2105.13126, arXiv.org.
• Fernández-Villaverde, Jesús & Guerron-Quintana, Pablo A., 2020. "Estimating DSGE Models: Recent Advances and Future Challenges," CEPR Discussion Papers 15164, C.E.P.R. Discussion Papers.
• Giovanni Dosi & Francesco Lamperti & Mariana Mazzucato & Mauro Napoletano & Andrea Roventini, 2021. "Mission-Oriented Policies and the "Entrepreneurial State" at Work: An Agent-Based Exploration," LEM Papers Series 2021/18, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Zeinab Rouhollahi, 2021. "Towards Artificial Intelligence Enabled Financial Crime Detection," Papers 2105.10866, arXiv.org.
• Rym Ben Bachouch & Jihène Tounsi & Chouari Borhen, 2020. "Home health care scheduling activities," Post-Print hal-03229580, HAL.
• Bianchi, Francesco & Ludvigson, Sydney & Ma, Sai, 2020. "Belief Distortions and Macroeconomic Fluctuations," CEPR Discussion Papers 15003, C.E.P.R. Discussion Papers.
• Christoph J. Borner & Ingo Hoffmann & Jonas Krettek & Lars M. Kurzinger & Tim Schmitz, 2021. "Bitcoin: Like a Satellite or Always Hardcore? A Core-Satellite Identification in the Cryptocurrency Market," Papers 2105.12336, arXiv.org.