Report NEP-CMP-2022-04-04

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:

• Rian Dolphin & Barry Smyth & Ruihai Dong, 2022. "Stock Embeddings: Learning Distributed Representations for Financial Assets," Papers 2202.08968, arXiv.org.
• Giuseppe Cascarino & Mirko Moscatelli & Fabio Parlapiano, 2022. "Explainable Artificial Intelligence: interpreting default forecasting models based on Machine Learning," Questioni di Economia e Finanza (Occasional Papers) 674, Bank of Italy, Economic Research and International Relations Area.
• Chao Zhang & Yihuang Zhang & Mihai Cucuringu & Zhongmin Qian, 2022. "Volatility forecasting with machine learning and intraday commonality," Papers 2202.08962, arXiv.org, revised Feb 2023.
• Kristof Wiedermann, 2022. "An SMP-Based Algorithm for Solving the Constrained Utility Maximization Problem via Deep Learning," Papers 2202.07771, arXiv.org.
• Keil, Petr & Chase, Jonathan, 2022. "Interpolation of temporal biodiversity change, loss, and gain across scales: a machine learning approach," EcoEvoRxiv rky7b, Center for Open Science.
• Mukund Sundararajan & Walid Krichene, 2022. "Reciprocity in Machine Learning," Papers 2202.09480, arXiv.org.
• Damir Filipović & Markus Pelger & Ye Ye, 2022. "Stripping the Discount Curve - a Robust Machine Learning Approach," Swiss Finance Institute Research Paper Series 22-24, Swiss Finance Institute.
• Grant, Allan & Figus, Gioele & Schubert, Torben, 2022. "Understanding the macroeconomic effects of public research: An application of a regression-microfounded CGE-model to the case of the Fraunhofer-Gesellschaft in Germany," Discussion Papers "Innovation Systems and Policy Analysis" 72, Fraunhofer Institute for Systems and Innovation Research (ISI).
• Zimmermann, Florian & Keles, Dogan, 2022. "State or market: Investments in new nuclear power plants in France and their domestic and cross-border effects," Working Paper Series in Production and Energy 64, Karlsruhe Institute of Technology (KIT), Institute for Industrial Production (IIP).
• Matthias Lalisse, 2022. "Measuring the Impact of Campaign Finance on Congressional Voting: A Machine Learning Approach," Working Papers Series inetwp178, Institute for New Economic Thinking.
• Andrés Fernández Díaz & Benito Rodríguez Mallol, 2022. "Inteligencia artificial: una reevaluación," Documentos de trabajo de la Facultad de Ciencias Económicas y Empresariales 22-01, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales.
• Luca Coraggio & Marco Pagano & Annalisa Scognamiglio & Joacim Tåg, 2022. "JAQ of All Trades: Job Mismatch, Firm Productivity and Managerial Quality," CSEF Working Papers 641, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy, revised 24 Oct 2022.
• Alexander Lipton & Artur Sepp, 2022. "Toward an efficient hybrid method for pricing barrier options on assets with stochastic volatility," Papers 2202.07849, arXiv.org.
• Lugo, Josefrank Pernalete & Rossel, Ysaelen Josefina Odor, 2021. "Valuation of accounts national in the system of economy of Peru, 2007-2020," OSF Preprints f93zu, Center for Open Science.
• Shi, Chengchun & Wang, Xiaoyu & Luo, Shikai & Zhu, Hongtu & Ye, Jieping & Song, Rui, 2022. "Dynamic causal effects evaluation in A/B testing with a reinforcement learning framework," LSE Research Online Documents on Economics 113310, London School of Economics and Political Science, LSE Library.
• P'eter Bir'o & Gergely Cs'aji, 2022. "Strong core and Pareto-optimal solutions for the multiple partners matching problem under lexicographic preferences," Papers 2202.05484, arXiv.org.
• Radek Šauer, 2022. "ifo DSGE Model 2.0," ifo Working Paper Series 366, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
• Müller, Henrik & Schmidt, Tobias & Rieger, Jonas & Hufnagel, Lena Marie & Hornig, Nico, 2022. "A German inflation narrative. How the media frame price dynamics: Results from a RollingLDA analysis," DoCMA Working Papers 9, TU Dortmund University, Dortmund Center for Data-based Media Analysis (DoCMA).