Report NEP-CMP-2022-05-09

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:

• Sebastian Baran & Przemys{l}aw Rola, 2022. "Prediction of motor insurance claims occurrence as an imbalanced machine learning problem," Papers 2204.06109, arXiv.org.
• Franco D. Albareti & Thomas Ankenbrand & Denis Bieri & Esther Hanggi & Damian Lotscher & Stefan Stettler & Marcel Schongens, 2022. "A Structured Survey of Quantum Computing for the Financial Industry," Papers 2204.10026, arXiv.org.
• Arkadiusz Jk{e}drzejewski & Jesus Lago & Grzegorz Marcjasz & Rafa{l} Weron, 2022. "Electricity Price Forecasting: The Dawn of Machine Learning," Papers 2204.00883, arXiv.org.
• Yiyang Zheng, 2022. "Neural Network and Order Flow, Technical Analysis: Predicting short-term direction of futures contract," Papers 2203.12457, arXiv.org.
• Zhuangwei Shi & Yang Hu & Guangliang Mo & Jian Wu, 2022. "Attention-based CNN-LSTM and XGBoost hybrid model for stock prediction," Papers 2204.02623, arXiv.org, revised Feb 2023.
• Bruno Spilak & Wolfgang Karl Hardle, 2022. "Risk budget portfolios with convex Non-negative Matrix Factorization," Papers 2204.02757, arXiv.org, revised Jun 2023.
• Xianfei Hui & Baiqing Sun & Indranil SenGupta & Yan Zhou & Hui Jiang, 2022. "Stochastic volatility modeling of high-frequency CSI 300 index and dynamic jump prediction driven by machine learning," Papers 2204.02891, arXiv.org, revised Jan 2023.
• Kun Zhang & Ben Mingbin Feng & Guangwu Liu & Shiyu Wang, 2022. "Sample Recycling for Nested Simulation with Application in Portfolio Risk Measurement," Papers 2203.15929, arXiv.org.
• Sourav Medya & Mohammad Rasoolinejad & Yang Yang & Brian Uzzi, 2022. "An Exploratory Study of Stock Price Movements from Earnings Calls," Papers 2203.12460, arXiv.org.
• Pedro Lopez-Merino & Juliette Rouchier, 2021. "An agent-based model of (food) consumption: Accounting for the Intention-Behaviour-Gap on three dimensions of characteristics with limited knowledge," Post-Print hal-03618377, HAL.
• Jozef Barunik & Lubos Hanus, 2022. "Learning Probability Distributions in Macroeconomics and Finance," Papers 2204.06848, arXiv.org.
• Xu, Jack, 2022. "Fundamental Credit Analysis through Dynamical Modeling and Simulation of the Balance Sheet: Applications to Chinese Real Estate Developers," MPRA Paper 112699, University Library of Munich, Germany.
• Carl Remlinger & Joseph Mikael & Romuald Elie, 2022. "Robust Operator Learning to Solve PDE," Working Papers hal-03599726, HAL.
• Charl Maree & Christian W. Omlin, 2022. "Reinforcement Learning with Intrinsic Affinity for Personalized Asset Management," Papers 2204.09218, arXiv.org.
• Magnus Wiese & Phillip Murray, 2022. "Risk-Neutral Market Simulation," Papers 2202.13996, arXiv.org.
• Souhir Ben Amor & Heni Boubaker & Lotfi Belkacem, 2022. "Predictive Accuracy of a Hybrid Generalized Long Memory Model for Short Term Electricity Price Forecasting," Papers 2204.09568, arXiv.org.
• Denteh, Augustine & Liebert, Helge, 2022. "Who Increases Emergency Department Use? New Insights from the Oregon Health Insurance Experiment," IZA Discussion Papers 15192, Institute of Labor Economics (IZA).
• Josten, Cecily & Lordan, Grace, 2022. "Automation and the Changing Nature of Work," IZA Discussion Papers 15180, Institute of Labor Economics (IZA).
• Alessio Brini & Gabriele Tedeschi & Daniele Tantari, 2022. "Reinforcement Learning Policy Recommendation for Interbank Network Stability," Papers 2204.07134, arXiv.org, revised May 2023.
• Peng Hu & Yaobin Lu & Yeming Gong, 2021. "Dual humanness and trust in conversational AI : A person-centered approach," Post-Print hal-03598766, HAL.
• Guglielmo Briscese & Maddalena Grignani & Stephen Stapleton, 2022. "Crises and Political Polarization: Towards a Better Understanding of the Timing and Impact of Shocks and Media," Papers 2202.12339, arXiv.org, revised Feb 2023.
• Rebekka Buse & Konstantin Gorgen & Melanie Schienle, 2022. "Predicting Value at Risk for Cryptocurrencies With Generalized Random Forests," Papers 2203.08224, arXiv.org, revised Dec 2024.
• Uwe Sunde & Dainis Zegners & Anthony Strittmatter, 2022. "Speed, Quality, and the Optimal Timing of Complex Decisions: Field Evidence," CESifo Working Paper Series 9546, CESifo.
• Paola Mallia, 2022. "You reap what (you think) you sow? Evidence on farmers’behavioral adjustments in the case of correct crop varietal identification," Working Papers hal-03597332, HAL.
• Kerstin Hotte & Taheya Tarannum & Vilhelm Verendel & Lauren Bennett, 2022. "Measuring artificial intelligence: a systematic assessment and implications for governance," Papers 2204.10304, arXiv.org, revised Dec 2024.