Report NEP-CMP-2022-12-19

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:

• Shayan Halder, 2022. "FinBERT-LSTM: Deep Learning based stock price prediction using News Sentiment Analysis," Papers 2211.07392, arXiv.org.
• William Barnett & Kun He & Jingtong He, 2022. "Consumption Loan Augmented Divisia Monetary Index and China Monetary Aggregation," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202217, University of Kansas, Department of Economics.
• Katarzyna Kopczewska, 2021. "Spatial Machine Learning – New Opportunities for Regional Science," Working Papers 2021-16, Faculty of Economic Sciences, University of Warsaw.
• Petre, Konstantin & Varoutas, Dimitris, 2022. "On the application of Machine Learning in telecommunications forecasting: A comparison," 31st European Regional ITS Conference, Gothenburg 2022: Reining in Digital Platforms? Challenging monopolies, promoting competition and developing regulatory regimes 265665, International Telecommunications Society (ITS).
• Kakuho Furukawa & Ryohei Hisano & Yukio Minoura & Tomoyuki Yagi, 2022. "A Nowcasting Model of Industrial Production using Alternative Data and Machine Learning Approaches," Bank of Japan Working Paper Series 22-E-16, Bank of Japan.
• Wei-Chang Yeh & Yu-Hsin Hsieh & Chia-Ling Huang, 2022. "Newly Developed Flexible Grid Trading Model Combined ANN and SSO algorithm," Papers 2211.12839, arXiv.org.
• Duo Qin, 2022. "Redirect the Probability Approach in Econometrics Towards PAC Learning," Working Papers 249, Department of Economics, SOAS University of London, UK.
• Leonardo Perotti & Lech A. Grzelak, 2022. "On Pricing of Discrete Asian and Lookback Options under the Heston Model," Papers 2211.03638, arXiv.org, revised Feb 2024.
• Utku U. Acikalin & Tolga Caskurlu & Gerard Hoberg & Gordon M. Phillips, 2022. "Intellectual Property Protection Lost and Competition: An Examination Using Machine Learning," NBER Working Papers 30671, National Bureau of Economic Research, Inc.
• Song Li & Jiandong Zhou & Chong MO & Jin LI & Geoffrey K. F. Tso & Yuxing Tian, 2022. "Motif-aware temporal GCN for fraud detection in signed cryptocurrency trust networks," Papers 2211.13123, arXiv.org, revised Mar 2023.
• Castelli, Chiara & Castellini, Marta & Ciola, Emanuele & Gusperti, Camilla & Romani, Ilenia Gaia & Vergalli, Sergio, 2022. "A review of macroeconomic models for the WEFE nexus assessment," FEEM Working Papers 329519, Fondazione Eni Enrico Mattei (FEEM).
• Niko Hauzenberger & Florian Huber & Karin Klieber & Massimiliano Marcellino, 2022. "Bayesian Neural Networks for Macroeconomic Analysis," Papers 2211.04752, arXiv.org, revised Apr 2024.
• Kristoffer Andersson & Alessandro Gnoatto & Marco Patacca & Athena Picarelli, 2022. "A deep solver for BSDEs with jumps," Papers 2211.04349, arXiv.org, revised Nov 2024.
• Harashima, Taiji, 2022. "Numerical Simulations of Reaching a Steady State: No Need to Generate Any Rational Expectations," MPRA Paper 115335, University Library of Munich, Germany.
• Rogelio A. Mancisidor & Kjersti Aas, 2022. "Multimodal Generative Models for Bankruptcy Prediction Using Textual Data," Papers 2211.08405, arXiv.org, revised Feb 2024.
• Langenbucher, Katja, 2022. "Consumer credit in the age of AI: Beyond anti-discrimination law," LawFin Working Paper Series 42, Goethe University, Center for Advanced Studies on the Foundations of Law and Finance (LawFin).
• Purcell, Zoe & Bonnefon, Jean-François, 2022. "Humans Feel Too Special for Machines to Score Their Morals," IAST Working Papers 22-146, Institute for Advanced Study in Toulouse (IAST).
• Krämer, Jan & Shekhar, Shiva & Hofmann, Janina, 2022. "Regulating Algorithmic Learning in Digital Platform Ecosystems through Data Sharing and Data Siloing: Consequences for Innovation and Welfare," 31st European Regional ITS Conference, Gothenburg 2022: Reining in Digital Platforms? Challenging monopolies, promoting competition and developing regulatory regimes 265645, International Telecommunications Society (ITS).
• Degrande, Thibault & Vannieuwenborg, Frederic & Verbrugge, Sofie & Colle, Didier, 2022. "A Model for Cooperative Intelligent Transport Diffusion Simulation in the European Vehicle Fleet," 31st European Regional ITS Conference, Gothenburg 2022: Reining in Digital Platforms? Challenging monopolies, promoting competition and developing regulatory regimes 265619, International Telecommunications Society (ITS).
• , editor2021 & Younus, Ahmed Muayad, 2022. "Effects of Artificial Intelligence, Big Data Analytics, and Business Intelligence on Digital Transformation in UAE Telecommunication Firms," OSF Preprints 8usrk, Center for Open Science.
• Naudé, Wim, 2022. "The Future Economics of Artificial Intelligence: Mythical Agents, a Singleton and the Dark Forest," IZA Discussion Papers 15713, Institute of Labor Economics (IZA).
• Simon Hirsch & Florian Ziel, 2022. "Simulation-based Forecasting for Intraday Power Markets: Modelling Fundamental Drivers for Location, Shape and Scale of the Price Distribution," Papers 2211.13002, arXiv.org.