Report NEP-CMP-2023-02-27

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:

• Jonathan Leslie, 2023. "?Seeing? the Future: Improving Macroeconomic Forecasts with Spatial Data and Recurrent Convolutional Neural Networks," CAEPR Working Papers 2023-003 Classification-C, Center for Applied Economics and Policy Research, Department of Economics, Indiana University Bloomington.
• Benjamin Avanzi & Greg Taylor & Melantha Wang & Bernard Wong, 2023. "Machine Learning with High-Cardinality Categorical Features in Actuarial Applications," Papers 2301.12710, arXiv.org.
• Mike Tsionas & Christopher F. Parmeter & Valentin Zelenyuk, 2023. "Bayesian Artificial Neural Networks for Frontier Efficiency Analysis," CEPA Working Papers Series WP012023, School of Economics, University of Queensland, Australia.
• Andrew Na & Justin Wan, 2023. "Efficient Pricing and Hedging of High Dimensional American Options Using Recurrent Networks," Papers 2301.08232, arXiv.org.
• Chronopoulos, Ilias & Raftapostolos, Aristeidis & Kapetanios, George, 2023. "Forecasting Value-at-Risk using deep neural network quantile regression," Essex Finance Centre Working Papers 34837, University of Essex, Essex Business School.
• Gero Junike & Solveig Flaig & Ralf Werner, 2023. "Validation of machine learning based scenario generators," Papers 2301.12719, arXiv.org, revised Dec 2024.
• Andrew Papanicolaou & Hao Fu & Prashanth Krishnamurthy & Farshad Khorrami, 2023. "A Deep Neural Network Algorithm for Linear-Quadratic Portfolio Optimization with MGARCH and Small Transaction Costs," Papers 2301.10869, arXiv.org, revised Feb 2023.
• Kazuki Amagai & Tomoya Suzuki, 2023. "Long-Term Modeling of Financial Machine Learning for Active Portfolio Management," Papers 2301.12346, arXiv.org.
• Karl Naumann-Woleske, 2023. "Agent-based Integrated Assessment Models: Alternative Foundations to the Environment-Energy-Economics Nexus," Papers 2301.08135, arXiv.org, revised Jan 2023.
• wardani, dita, 2023. "Inovasi Desain Produk Tas Berbasis AI," OSF Preprints a4v83, Center for Open Science.
• Doherr, Thorsten, 2023. "The SearchEngine: A holistic approach to matching," ZEW Discussion Papers 23-001, ZEW - Leibniz Centre for European Economic Research.
• Cameron Perot, 2023. "Quantum Boltzmann Machines: Applications in Quantitative Finance," Papers 2301.13295, arXiv.org.
• Christian Mitsch, 2023. "The impact of surplus sharing on the outcomes of specific investments under negotiated transfer pricing: An agent-based simulation with fuzzy Q-learning agents," Papers 2301.12255, arXiv.org.
• Weiguang Han & Boyi Zhang & Qianqian Xie & Min Peng & Yanzhao Lai & Jimin Huang, 2023. "Select and Trade: Towards Unified Pair Trading with Hierarchical Reinforcement Learning," Papers 2301.10724, arXiv.org, revised Feb 2023.
• Mr. Anil Ari & Gabor Pula & Liyang Sun, 2022. "Structural Reforms and Economic Growth: A Machine Learning Approach," IMF Working Papers 2022/184, International Monetary Fund.
• Xiaohong Chen & Zhengling Qi & Runzhe Wan, 2023. "STEEL: Singularity-aware Reinforcement Learning," Papers 2301.13152, arXiv.org, revised Jun 2024.
• Glenn Abela, 2022. "Assessing the impacts of the COVID-19 wage supplement scheme: A microsimulation study," CBM Working Papers WP/06/2022, Central Bank of Malta.
• Sina Esmaeilpour Charandabi, 2023. "Prediction of Customer Churn in Banking Industry," Papers 2301.13099, arXiv.org.
• Chiara Bellucci & Silvia Carta & Sara De Tollis & Federica Di Giacomo & Marco Manzo & Daniela Bucci & Donato Curto & Fabrizio De Grandis & Francesca Sica, 2023. "A Corporate Income Tax Microsimulation Model for Italy," Working Papers wp2023-17, Ministry of Economy and Finance, Department of Finance.
• Kyung, Heekwon & Lee, Jun, 2021. "Directions and Implications of the United States' Artificial Intelligence Strategy," i-KIET Issues and Analysis 21/9, Korea Institute for Industrial Economics and Trade.
• Moreira, Hugo, 2023. "Governing knowledge and technology: European approach to artificial intelligence," SocArXiv 59fbk, Center for Open Science.
• John J. Horton, 2023. "Large Language Models as Simulated Economic Agents: What Can We Learn from Homo Silicus?," Papers 2301.07543, arXiv.org.
• Fateh Belaïd & Zeinab Ranjbar & Camille Massié, 2021. "Exploring the cost-effectiveness of energy efficiency implementation measures in the residential sector," Post-Print hal-03271495, HAL.
• Reiss, Michael, 2023. "On the marginal utility of fiat money: insurmountable circularity or not?," EconStor Preprints 268397, ZBW - Leibniz Information Centre for Economics.
• Brice Corgnet, 2023. "An Experimental Test of Algorithmic Dismissals," Working Papers 2302, Groupe d'Analyse et de Théorie Economique Lyon St-Étienne (GATE Lyon St-Étienne), Université de Lyon.
• MAIER ESSINGER Sofia & RICCI Mattia, 2022. "The Redistributive Impact of Consumption Taxation in the EU: Lessons from the post-financial crisis decade," JRC Working Papers on Taxation & Structural Reforms 2022-10, Joint Research Centre.