Report NEP-CMP-2022-05-16

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:

• Tao Chen & Mike Ludkovski & Moritz Vo{ss}, 2022. "On Parametric Optimal Execution and Machine Learning Surrogates," Papers 2204.08581, arXiv.org, revised Oct 2023.
• Sabyasachi Kar & Amaani Bashir & Mayank Jain, 2021. "New Approaches to Forecasting Growth and Inflation: Big Data and Machine Learning," IEG Working Papers 446, Institute of Economic Growth.
• Duygu Ider & Stefan Lessmann, 2022. "Forecasting Cryptocurrency Returns from Sentiment Signals: An Analysis of BERT Classifiers and Weak Supervision," Papers 2204.05781, arXiv.org, revised Mar 2023.
• Zexuan Yin & Paolo Barucca, 2022. "Variational Heteroscedastic Volatility Model," Papers 2204.05806, arXiv.org.
• Vito Polito & Yunyi Zhang, 2022. "Tackling Large Outliers in Macroeconomic Data with Vector Artificial Neural Network Autoregression," Working Papers 2022004, The University of Sheffield, Department of Economics.
• Pongpitch Amatyakul & Nutnicha Theppornpitak, 2022. "Fiscal and Monetary Policies in an Agent-Based Model," PIER Discussion Papers 177, Puey Ungphakorn Institute for Economic Research.
• Souhir Ben Amor & Heni Boubaker & Lotfi Belkacem, 2022. "A Dual Generalized Long Memory Modelling for Forecasting Electricity Spot Price: Neural Network and Wavelet Estimate," Papers 2204.08289, arXiv.org.
• Luke Snow & Shashwat Jain & Vikram Krishnamurthy, 2022. "Lyapunov based Stochastic Stability of Human-Machine Interaction: A Quantum Decision System Approach," Papers 2204.00059, arXiv.org.
• Augustine Denteh & Helge Liebert, 2022. "Who Increases Emergency Department Use? New Insights from the Oregon Health Insurance Experiment," CESifo Working Paper Series 9664, CESifo.
• Bhagath Cheela & André DeHon & Jesús Fernández-Villaverde & Alessandro Peri, 2022. "Programming FPGAs for Economics: An Introduction to Electrical Engineering Economics," NBER Working Papers 29936, National Bureau of Economic Research, Inc.
• Snezha SK Kazakova & Allison AD Dunne & Daan DB Bijwaard & Julien Gosse & Charles Hoffreumon & Nicolas van Zeebroeck, 2020. "European enterprise survey on the use of technologies based on artificial intelligence," ULB Institutional Repository 2013/341443, ULB -- Universite Libre de Bruxelles.
• Andrea Borsato & Andre Lorentz, 2022. "Data Production and the coevolving AI trajectories: An attempted evolutionary model," Working Papers of BETA 2022-09, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
• Mr. Marco Gross & Mr. Thierry Tressel & Xiaodan Ding & Eugen Tereanu, 2022. "What Drives Mortgage Default Risk in Europe and the U.S.?," IMF Working Papers 2022/065, International Monetary Fund.