Report NEP-CMP-2022-05-30

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:

• Pasquale Maddaloni & Davide Nicola Continanza & Andrea del Monaco & Daniele Figoli & Marco di Lucido & Filippo Quarta & Giuseppe Turturiello, 2022. "Stacking machine-learning models for anomaly detection: comparing AnaCredit to other banking datasets," Questioni di Economia e Finanza (Occasional Papers) 689, Bank of Italy, Economic Research and International Relations Area.
• Alexander Brunhuemer & Lukas Larcher & Philipp Seidl & Sascha Desmettre & Johannes Kofler & Gerhard Larcher, 2022. "Supervised machine learning classification for short straddles on the S&P500," Papers 2204.13587, arXiv.org.
• Francois Mercier & Makesh Narsimhan, 2022. "Discovering material information using hierarchical Reformer model on financial regulatory filings," Papers 2204.05979, arXiv.org.
• Francis de Véricourt & Huseyin Gurkan, 2022. "Is your machine better than you? You may never know," ESMT Research Working Papers ESMT-22-02, ESMT European School of Management and Technology.
• Mikkel Bennedsen & Eric Hillebrand & Sebastian Jensen, 2022. "A Neural Network Approach to the Environmental Kuznets Curve," CREATES Research Papers 2022-09, Department of Economics and Business Economics, Aarhus University.
• Jakub Drahokoupil, 2022. "Application of the XGBoost algorithm and Bayesian optimization for the Bitcoin price prediction during the COVID-19 period," FFA Working Papers 4.006, Prague University of Economics and Business, revised 09 May 2022.
• Masanori Hirano & Hiroki Sakaji & Kiyoshi Izumi, 2022. "Policy Gradient Stock GAN for Realistic Discrete Order Data Generation in Financial Markets," Papers 2204.13338, arXiv.org.
• Ms. Natasha X Che & Xuege Zhang, 2022. "High Performance Export Portfolio: Design Growth-Enhancing Export Structure with Machine Learning," IMF Working Papers 2022/075, International Monetary Fund.
• Xianfei Hui & Baiqing Sun & Hui Jiang & Yan Zhou, 2022. "Modeling dynamic volatility under uncertain environment with fuzziness and randomness," Papers 2204.12657, arXiv.org, revised Oct 2022.
• Yoan Hermstrüwer & Pascal Langenbach, 2022. "Fair Governance with Humans and Machines," Discussion Paper Series of the Max Planck Institute for Research on Collective Goods 2022_04, Max Planck Institute for Research on Collective Goods, revised 01 Mar 2023.
• Karim Amzile & Mohamed Habachi, 2022. "Assessment of Support Vector Machine performance for default prediction and credit rating," Post-Print halshs-03643738, HAL.
• Sihao Hu & Zhen Zhang & Shengliang Lu & Bingsheng He & Zhao Li, 2022. "Sequence-Based Target Coin Prediction for Cryptocurrency Pump-and-Dump," Papers 2204.12929, arXiv.org, revised Apr 2023.
• Gour Sundar Mitra Thakur & Rupak Bhattacharyya & Seema Sarkar, 2022. "Fuzzy Expert System for Stock Portfolio Selection: An Application to Bombay Stock Exchange," Papers 2204.13385, arXiv.org, revised May 2022.
• Ali Raheman & Anton Kolonin & Alexey Glushchenko & Arseniy Fokin & Ikram Ansari, 2022. "Adaptive Multi-Strategy Market-Making Agent For Volatile Markets," Papers 2204.13265, arXiv.org.
• Matilde Marcolli, 2022. "Pareto Optimization in Categories," Papers 2204.11931, arXiv.org.