Report NEP-CMP-2022-07-11

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-CMP

The following items were announced in this report:

• Nicole Koenigstein, 2022. "Dynamic and Context-Dependent Stock Price Prediction Using Attention Modules and News Sentiment," Papers 2205.01639, arXiv.org.
• William Lefebvre & Gr'egoire Loeper & Huy^en Pham, 2022. "Differential learning methods for solving fully nonlinear PDEs," Papers 2205.09815, arXiv.org.
• Ziyu Wang & Yuhao Zhou & Jun Zhu, 2022. "Fast Instrument Learning with Faster Rates," Papers 2205.10772, arXiv.org, revised Oct 2022.
• Raphael P. B. Piovezan & Pedro Paulo de Andrade Junior, 2022. "Machine learning method for return direction forecasting of Exchange Traded Funds using classification and regression models," Papers 2205.12746, arXiv.org, revised Jun 2022.
• Tsang, Andrew, 2021. "Uncovering Heterogeneous Regional Impacts of Chinese Monetary Policy," WiSo-HH Working Paper Series 62, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
• Xuxin Mao & Janine Boshoff & Garry Young & Hande Kucuk, 2021. "Applying Machine Learning to Detect Outliers in Alternative Data Sources. A universal methodology framework for scanner and web-scraped data sources," Economic Statistics Centre of Excellence (ESCoE) Technical Reports ESCOE-TR-12, Economic Statistics Centre of Excellence (ESCoE).
• German Rodikov & Nino Antulov-Fantulin, 2022. "Volatility-inspired $\sigma$-LSTM cell," Papers 2205.07022, arXiv.org.
• Syed Abul, Basher & Perry, Sadorsky, 2022. "Forecasting Bitcoin price direction with random forests: How important are interest rates, inflation, and market volatility?," MPRA Paper 113293, University Library of Munich, Germany.
• Philipp Ratz, 2022. "Nonparametric Value-at-Risk via Sieve Estimation," Papers 2205.07101, arXiv.org.
• George Kapetanios & Fotis Papailias, 2022. "An Evaluation Framework for Targeted Indicators Aggregates vs. Disaggregates," Economic Statistics Centre of Excellence (ESCoE) Technical Reports ESCOE-TR-17, Economic Statistics Centre of Excellence (ESCoE).
• Nicolas Boursin & Carl Remlinger & Joseph Mikael & Carol Anne Hargreaves, 2022. "Deep Generators on Commodity Markets; application to Deep Hedging," Papers 2205.13942, arXiv.org.
• Farmer, J. Doyne & Carro, Adrian & Hinterschweiger, Marc & Uluc, Arzu, 2022. "Heterogeneous Effects and Spillovers of Macroprudential Policy in an Agent-Based Model of the UK Housing Market," INET Oxford Working Papers 2022-06, Institute for New Economic Thinking at the Oxford Martin School, University of Oxford.
• Sung Jae Jun & Sokbae Lee, 2022. "Average Adjusted Association: Efficient Estimation with High Dimensional Confounders," Papers 2205.14048, arXiv.org, revised Apr 2023.