Report NEP-CMP-2023-05-01

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:

• Maximilian Tschuchnig & Petra Tschuchnig & Cornelia Ferner & Michael Gadermayr, 2023. "Inflation forecasting with attention based transformer neural networks," Papers 2303.15364, arXiv.org, revised Mar 2023.
• El Amine Cherrat & Snehal Raj & Iordanis Kerenidis & Abhishek Shekhar & Ben Wood & Jon Dee & Shouvanik Chakrabarti & Richard Chen & Dylan Herman & Shaohan Hu & Pierre Minssen & Ruslan Shaydulin & Yue , 2023. "Quantum Deep Hedging," Papers 2303.16585, arXiv.org, revised Nov 2023.
• Marlon Azinovic & Jan v{Z}emliv{c}ka, 2023. "Economics-Inspired Neural Networks with Stabilizing Homotopies," Papers 2303.14802, arXiv.org.
• Murray Z. Frank & Jing Gao & Keer Yang, 2023. "Behavioral Machine Learning? Computer Predictions of Corporate Earnings also Overreact," Papers 2303.16158, arXiv.org.
• Lutz Sommer, 2023. "How Artificial Intelligence can be used in International Human Resources Management: A Case Study ," GATR Journals gjbssr632, Global Academy of Training and Research (GATR) Enterprise.
• Zhen Zeng & Rachneet Kaur & Suchetha Siddagangappa & Saba Rahimi & Tucker Balch & Manuela Veloso, 2023. "Financial Time Series Forecasting using CNN and Transformer," Papers 2304.04912, arXiv.org.
• Min Hu & Zhizhong Tan & Bin Liu & Guosheng Yin, 2023. "Futures Quantitative Investment with Heterogeneous Continual Graph Neural Network," Papers 2303.16532, arXiv.org, revised Dec 2023.
• Christian Mitsch, 2023. "Specific investments under negotiated transfer pricing: effects of different surplus sharing parameters on managerial performance: An agent-based simulation with fuzzy Q-learning agents," Papers 2303.14515, arXiv.org.
• Cavaillé, Charlotte & Van Der Straeten, Karine & Chen, Daniel L., 2023. "Willingness to Say? Optimal Survey Design for Prediction," TSE Working Papers 23-1424, Toulouse School of Economics (TSE).
• Osorio Rodarte, Israel & Maliszewska, Maryla & Pereira, Maria Filipa Seara, 2022. "The distributional impacts of trade: The World Bank CGE-GIDD model used in applied trade policy simulations for Rwanda," Conference papers 333483, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
• Valentin Zelenyuk & Valentyn Panchenko, 2023. "Bayesian Artificial Neural Networks for Frontier Efficiency Analysis," CEPA Working Papers Series WP022023, School of Economics, University of Queensland, Australia.
• Chendi Ni & Yuying Li & Peter A. Forsyth, 2023. "Neural Network Approach to Portfolio Optimization with Leverage Constraints:a Case Study on High Inflation Investment," Papers 2304.05297, arXiv.org, revised May 2023.
• Laura Felber & Simon Beyeler, 2023. "Nowcasting economic activity using transaction payments data," Working Papers 2023-01, Swiss National Bank.
• Davood Pirayesh Neghab & Mucahit Cevik & M. I. M. Wahab, 2023. "Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning," Papers 2303.16149, arXiv.org.
• Davila-Pena, Laura & Borm, Peter & Garcia-Jurado, Ignacio & Schouten, Jop, 2023. "An Allocation Rule for Graph Machine Scheduling Problems," Discussion Paper 2023-009, Tilburg University, Center for Economic Research.
• David Wu & Sebastian Jaimungal, 2023. "Robust Risk-Aware Option Hedging," Papers 2303.15216, arXiv.org, revised Dec 2023.
• Davila-Pena, Laura & Borm, Peter & Garcia-Jurado, Ignacio & Schouten, Jop, 2023. "An Allocation Rule for Graph Machine Scheduling Problems," Other publications TiSEM 17013f33-1d65-4294-802c-b, Tilburg University, School of Economics and Management.
• Galindev, Ragchaasuren & Decaluwé, Bernard, 2022. "Monetary policy interest rate rule in a CGE model," Conference papers 333464, Purdue University, Center for Global Trade Analysis, Global Trade Analysis Project.
• Qianqian Xie & Weiguang Han & Yanzhao Lai & Min Peng & Jimin Huang, 2023. "The Wall Street Neophyte: A Zero-Shot Analysis of ChatGPT Over MultiModal Stock Movement Prediction Challenges," Papers 2304.05351, arXiv.org, revised Apr 2023.
• Graham Cookson;Jake Hitch, 2022. "Limitations of CBO’s Simulation Model of New Drug Development as a Tool for Policymakers," Contract Research 002394, Office of Health Economics.
• Shijie Wu & Ozan Irsoy & Steven Lu & Vadim Dabravolski & Mark Dredze & Sebastian Gehrmann & Prabhanjan Kambadur & David Rosenberg & Gideon Mann, 2023. "BloombergGPT: A Large Language Model for Finance," Papers 2303.17564, arXiv.org, revised Dec 2023.
• Gael M. Martin & David T. Frazier & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2023. "Bayesian Forecasting in the 21st Century: A Modern Review," Monash Econometrics and Business Statistics Working Papers 1/23, Monash University, Department of Econometrics and Business Statistics.