Report NEP-CMP-2022-03-14

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:

• Caio Almeida & Jianqing Fan & Francesca Tang, 2021. "Can a Machine Correct Option Pricing Models?," Working Papers 2021-44, Princeton University. Economics Department..
• Ogulcan E. Orsel & Sasha S. Yamada, 2022. "Comparative Study of Machine Learning Models for Stock Price Prediction," Papers 2202.03156, arXiv.org.
• Isaac K. Ofori & Christopher Quaidoo & Pamela E. Ofori, 2021. "What Drives Financial Sector Development in Africa? Insights from Machine Learning," Research Africa Network Working Papers 21/074, Research Africa Network (RAN).
• Jia Wang & Hongwei Zhu & Jiancheng Shen & Yu Cao & Benyuan Liu, 2022. "Dual-CLVSA: a Novel Deep Learning Approach to Predict Financial Markets with Sentiment Measurements," Papers 2202.03158, arXiv.org.
• Marius Hofert & Avinash Prasad & Mu Zhu, 2022. "Dependence model assessment and selection with DecoupleNets," Papers 2202.03406, arXiv.org, revised Oct 2022.
• Stefan Pasch & Daniel Ehnes, 2022. "StonkBERT: Can Language Models Predict Medium-Run Stock Price Movements?," Papers 2202.02268, arXiv.org.
• Ruben Tarne & Dirk Bezemer & Thomas Theobald, 2021. "The Effect of borrower-specific Loan-to-Value policies on household debt, wealth inequality and consumption volatility," IMK Working Paper 212-2021, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• Emanuele Citera & Shyam Gouri Suresh & Mark Setterfield, 2021. "The network origins of aggregate Fluctuations: A demand-side approach," FMM Working Paper 72-2021, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
• Sohom Ghosh & Sudip Kumar Naskar, 2022. "FiNCAT: Financial Numeral Claim Analysis Tool," Papers 2202.00631, arXiv.org.
• Minheng Xiao, 2022. "Time-Series K-means in Causal Inference and Mechanism Clustering for Financial Data," Papers 2202.03146, arXiv.org, revised Dec 2024.