Report NEP-CMP-2022-04-18

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:

• Yuxuan Huang & Luiz Fernando Capretz & Danny Ho, 2022. "Machine Learning for Stock Prediction Based on Fundamental Analysis," Papers 2202.05702, arXiv.org.
• Bolte, Jérôme & Le, Tam & Pauwels, Edouard & Silveti-Falls, Antonio, 2022. "Nonsmooth Implicit Differentiation for Machine Learning and Optimization," TSE Working Papers 126768, Toulouse School of Economics (TSE).
• Philippe Cotte & Pierre Lagier & Vincent Margot & Christophe Geissler, 2022. "Making use of supercomputers in financial machine learning," Working Papers hal-03590926, HAL.
• Hamed Hamze Bajgiran & Federico Echenique, 2022. "Closure operators: Complexity and applications to classification and decision-making," Papers 2202.05339, arXiv.org, revised May 2022.
• Wan, Wayne Xinwei & Lindenthal, Thies, 2022. "Towards accountability in machine learning applications: A system-testing approach," ZEW Discussion Papers 22-001, ZEW - Leibniz Centre for European Economic Research.
• Wai Weng Lo & Gayan K. Kulatilleke & Mohanad Sarhan & Siamak Layeghy & Marius Portmann, 2022. "Inspection-L: Self-Supervised GNN Node Embeddings for Money Laundering Detection in Bitcoin," Papers 2203.10465, arXiv.org, revised Oct 2022.
• Samuel N. Cohen & Christoph Reisinger & Sheng Wang, 2022. "Estimating risks of option books using neural-SDE market models," Papers 2202.07148, arXiv.org.
• Emmanuel Flachaire & Gilles Hacheme & Sullivan Hu'e & S'ebastien Laurent, 2022. "GAM(L)A: An econometric model for interpretable Machine Learning," Papers 2203.11691, arXiv.org.
• Daniel Hopp, 2022. "Performance of long short-term memory artificial neural networks in nowcasting during the COVID-19 crisis," Papers 2203.11872, arXiv.org.
• Mueller, H. & Rauh, C., 2022. "Using Past Violence and Current News to Predict Changes in Violence," Cambridge Working Papers in Economics 2220, Faculty of Economics, University of Cambridge.
• Gonzalo Ballestero, 2022. "Collusion and Artificial Intelligence: A Computational Experiment with Sequential Pricing Algorithms under Stochastic Costs," Working Papers 118, Red Nacional de Investigadores en Economía (RedNIE).
• Roy, Avipsa & Law, Mankin, 2022. "Examining spatial disparities in electric vehicle charging station placements using machine learning," SocArXiv hvw2t, Center for Open Science.
• Bingyan Han, 2022. "Distributionally robust risk evaluation with a causality constraint and structural information," Papers 2203.10571, arXiv.org, revised Aug 2024.
• Marko Ledic & Ivica Rubil & Ivica Urban, 2022. "Missing top incomes and tax-benefit microsimulation: evidence from correcting household survey data using tax records data," Working Papers 609, ECINEQ, Society for the Study of Economic Inequality.
• Cartuyvels, Jacques & Papavasiliou, Anthony, 2022. "Calibration of Operating Reserve Demand Curves using Monte Carlo Simulations," LIDAM Discussion Papers CORE 2022009, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Winkelhaus, Sven & Zhang, Minqi & Grosse, E. H. & Glock, C. H., 2022. "Hybrid order picking: A simulation model of a joint manual and autonomous order picking system," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 131493, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Miriam Beblo & Denis Beninger & Francois Laisney, 2022. "Family Tax Splitting : A Microsimulation of Its Potential Labour Supply and Intra-household Welfare Effects in Germany," Working Papers hal-00279012, HAL.
• Czarnitzki, Dirk & Fernández, Gastón P. & Rammer, Christian, 2022. "Artificial intelligence and firm-level productivity," ZEW Discussion Papers 22-005, ZEW - Leibniz Centre for European Economic Research.
• Aleksandar Vasilev, 2022. "A Real-Business-Cycle Model with Financial Liberalization: Lessons for Bulgaria (1999-2020)," Bulgarian Economic Papers bep-2022-03, Faculty of Economics and Business Administration, Sofia University St Kliment Ohridski - Bulgaria // Center for Economic Theories and Policies at Sofia University St Kliment Ohridski, revised Apr 2022.
• Krebs, Johannes & Rademacher, Daniel & von Sachs, Rainer, 2022. "Statistical inference for intrinsic wavelet estimators of SPD covariance matrices in a log-Euclidean manifold," LIDAM Discussion Papers ISBA 2022004, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).