Report NEP-CMP-2022-01-31

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:

• Garg, Karan, 2021. "Machines and Markets : Assessing the Impact of Algorithmic Trading on Financial Market Efficiency," Warwick-Monash Economics Student Papers 11, Warwick Monash Economics Student Papers.
• David Anderson & Urban Ulrych, 2022. "Accelerated American Option Pricing with Deep Neural Networks," Swiss Finance Institute Research Paper Series 22-03, Swiss Finance Institute.
• van der Hagen, L. & Agatz, N.A.H. & Spliet, R. & Visser, T.R. & Kok, A.L., 2022. "Machine Learning-Based Feasibility Checks for Dynamic Time Slot Management," ERIM Report Series Research in Management ERS-2022-001-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Aldott, Zoltan, 2021. "Predicting Specialty Coffee Auction Prices Using Machine Learning," Warwick-Monash Economics Student Papers 15, Warwick Monash Economics Student Papers.
• Songyan Hou & Thomas Krabichler & Marcus Wunsch, 2021. "Deep Partial Hedging," Papers 2112.07335, arXiv.org.
• Vladimir Pyrlik & Pavel Elizarov & Aleksandra Leonova, 2021. "Forecasting Realized Volatility Using Machine Learning and Mixed-Frequency Data (the Case of the Russian Stock Market)," CERGE-EI Working Papers wp713, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
• Justin Dang & Aman Ullah, 2021. "Machine Learning Based Semiparametric Time Series Conditional Variance: Estimation and Forecasting," Working Papers 202204, University of California at Riverside, Department of Economics, revised Jan 2022.
• Katsafados, Apostolos & Anastasiou, Dimitris, 2022. "Short-term Prediction of Bank Deposit Flows: Do Textual Features matter?," MPRA Paper 111418, University Library of Munich, Germany.
• Shimon Kogan & Vitaly Meursault, 2021. "Corporate Disclosure: Facts or Opinions?," Working Papers 21-40, Federal Reserve Bank of Philadelphia.
• Francisco Caio Lima Paiva & Leonardo Kanashiro Felizardo & Reinaldo Augusto da Costa Bianchi & Anna Helena Reali Costa, 2021. "Intelligent Trading Systems: A Sentiment-Aware Reinforcement Learning Approach," Papers 2112.02095, arXiv.org.
• Gabriel Borrageiro & Nick Firoozye & Paolo Barucca, 2022. "The Recurrent Reinforcement Learning Crypto Agent," Papers 2201.04699, arXiv.org, revised May 2022.
• Ricketts, Simon, 2021. "Do Political Actors Engage in Strategic Deception on Social Media?," Warwick-Monash Economics Student Papers 16, Warwick Monash Economics Student Papers.
• Carbonero, Francesco & Davies, Jeremy & Ernst, Ekkehard & Fossen, Frank M. & Samaan, Daniel & Sorgner, Alina, 2021. "The Impact of Artificial Intelligence on Labor Markets in Developing Countries: A New Method with an Illustration for Lao PDR and Viet Nam," IZA Discussion Papers 14944, Institute of Labor Economics (IZA).
• Yu, Bo & Tran, Trang & Lee, Wang-Sheng, 2021. "Green Infrastructure and Air Pollution: Evidence from Highways Connecting Two Megacities in China," IZA Discussion Papers 14900, Institute of Labor Economics (IZA).
• Suppawong Tuarob & Thanapon Noraset & Tanisa Tawichsri, 2022. "Using Large-Scale Social Media Data for Population-Level Mental Health Monitoring and Public Sentiment Assessment: A Case Study of Thailand," PIER Discussion Papers 169, Puey Ungphakorn Institute for Economic Research.