Report NEP-CMP-2022-08-08

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:

• Fengyu Han & Yue Wang, 2022. "Predicting Stock Price Movement after Disclosure of Corporate Annual Reports: A Case Study of 2021 China CSI 300 Stocks," Papers 2206.12528, arXiv.org, revised Jul 2022.
• Vladimir Skavysh & Sofia Priazhkina & Diego Guala & Thomas Bromley, 2022. "Quantum Monte Carlo for Economics: Stress Testing and Macroeconomic Deep Learning," Staff Working Papers 22-29, Bank of Canada.
• Frensi Zejnullahu & Maurice Moser & Joerg Osterrieder, 2022. "Applications of Reinforcement Learning in Finance -- Trading with a Double Deep Q-Network," Papers 2206.14267, arXiv.org.
• Emanuele Ciola & Enrico Turco & Andrea Gurgone & Davide Bazzana & Sergio Vergalli & Francesco Menoncin, 2022. "Charging the macroeconomy with an energy sector: an agent-based model," Working Papers 2022.09, Fondazione Eni Enrico Mattei.
• Elivelto Ebermam & Helder Knidel & Renato A. Krohling, 2022. "Development of a hybrid method for stock trading based on TOPSIS, EMD and ELM," Papers 2206.06723, arXiv.org.
• Yiqi Deng & Siu Ming Yiu, 2022. "Deep Multiple Instance Learning For Forecasting Stock Trends Using Financial News," Papers 2206.14452, arXiv.org.
• Zitao Song & Xuyang Jin & Chenliang Li, 2022. "Safe-FinRL: A Low Bias and Variance Deep Reinforcement Learning Implementation for High-Freq Stock Trading," Papers 2206.05910, arXiv.org.
• Mathieu Rosenbaum & Jianfei Zhang, 2022. "On the universality of the volatility formation process: when machine learning and rough volatility agree," Papers 2206.14114, arXiv.org.
• Luyao Zhang & Tianyu Wu & Saad Lahrichi & Carlos-Gustavo Salas-Flores & Jiayi Li, 2022. "A Data Science Pipeline for Algorithmic Trading: A Comparative Study of Applications for Finance and Cryptoeconomics," Papers 2206.14932, arXiv.org.
• Angelica Salvi del Pero & Peter Wyckoff & Ann Vourc'h, 2022. "Using Artificial Intelligence in the workplace: What are the main ethical risks?," OECD Social, Employment and Migration Working Papers 273, OECD Publishing.