Report NEP-CMP-2022-10-10

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:

• du Plessis, Emile & Fritsche, Ulrich, 2022. "New forecasting methods for an old problem: Predicting 147 years of systemic financial crises," WiSo-HH Working Paper Series 67, University of Hamburg, Faculty of Business, Economics and Social Sciences, WISO Research Laboratory.
• Yiyan Huang & Cheuk Hang Leung & Xing Yan & Qi Wu & Shumin Ma & Zhiri Yuan & Dongdong Wang & Zhixiang Huang, 2022. "Robust Causal Learning for the Estimation of Average Treatment Effects," Papers 2209.01805, arXiv.org.
• Berend Jelmer Dirk Gort & Xiao-Yang Liu & Xinghang Sun & Jiechao Gao & Shuaiyu Chen & Christina Dan Wang, 2022. "Deep Reinforcement Learning for Cryptocurrency Trading: Practical Approach to Address Backtest Overfitting," Papers 2209.05559, arXiv.org, revised Jan 2023.
• Michelle Alexopoulos & Xinfen Han & Oleksiy Kryvtsov & Xu Zhang, 2022. "More Than Words: Fed Chairs' Communications During Congressional Testimonies," Working Papers tecipa-737, University of Toronto, Department of Economics.
• Jessica Birkholz, 2022. "Transforming Regional Knowledge Bases: A Network and Machine Learning Approach to Link Entrepreneurial Experimentation and Regional Absorptive Capacity," Bremen Papers on Economics & Innovation 2205, University of Bremen, Faculty of Business Studies and Economics.
• Lena Sasal & Tanujit Chakraborty & Abdenour Hadid, 2022. "W-Transformers : A Wavelet-based Transformer Framework for Univariate Time Series Forecasting," Papers 2209.03945, arXiv.org.
• Shrub, Yuliya & Rieger, Jonas & Müller, Henrik & Jentsch, Carsten, 2022. "Text data rule - don't they? A study on the (additional) information of Handelsblatt data for nowcasting German GDP in comparison to established economic indicators," Ruhr Economic Papers 964, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Ella Marley-Zagar & Ian R. White & Tim P. Morris, 2022. "A suite of Stata programs for analysing simulation studies," London Stata Conference 2022 02, Stata Users Group.
• Linda Zhang & Gang D.U. & Jun W.U. & Yujie M.A., 2020. "Joint production planning, pricing and retailer selection with emission control based on Stackelberg game and nested genetic algorithm," Post-Print hal-03276837, HAL.
• Tae-Hwy Lee & Ekaterina Seregina, 2022. "Combining Forecasts under Structural Breaks Using Graphical LASSO," Papers 2209.01697, arXiv.org, revised Sep 2023.
• Nora Lustig & Valentina Martinez Pabon, 2022. "Universal Basic Income, Taxes, and the Poor," Working Papers 2205, Tulane University, Department of Economics.
• Lange, Kai-Robin & Reccius, Matthias & Schmidt, Tobias & Müller, Henrik & Roos, Michael W. M. & Jentsch, Carsten, 2022. "Towards extracting collective economic narratives from texts," Ruhr Economic Papers 963, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
• Krzysztof Makarski & Joanna Tyrowicz, 2022. "Inequality in an OLG economy with endogenous structural change," GRAPE Working Papers 68, GRAPE Group for Research in Applied Economics.
• Nora Lustig & Valentina Martinez Pabon & Federico Sanz & Stephen Younger, 2022. "The Impact of COVID-19 on Living Standards: Addressing the Challenges of Nowcasting Unprecedented Macroeconomic Shocks with Scant Data and Uncharted Economic Behavior," Working Papers 2206, Tulane University, Department of Economics.