Report NEP-CMP-2023-05-08

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:

• Nikolas Michael & Mihai Cucuringu & Sam Howison, 2023. "OFTER: An Online Pipeline for Time Series Forecasting," Papers 2304.03877, arXiv.org.
• Jeremi Assael & Thibaut Heurtebize & Laurent Carlier & François Soupé, 2023. "Greenhouse gas emissions: estimating corporate non-reported emissions using interpretable machine learning," Post-Print hal-03905325, HAL.
• Weiguang Han & Jimin Huang & Qianqian Xie & Boyi Zhang & Yanzhao Lai & Min Peng, 2023. "Mastering Pair Trading with Risk-Aware Recurrent Reinforcement Learning," Papers 2304.00364, arXiv.org.
• Jérémi Assael & Laurent Carlier & Damien Challet, 2023. "Dissecting the explanatory power of ESG features on equity returns by sector, capitalization, and year with interpretable machine learning," Post-Print hal-03791538, HAL.
• Item repec:tin:wpaper:20230016 is not listed on IDEAS anymore

• Hou, Kewei & Qiao, Fang & Zhang, Xiaoyan, 2023. "Finding Anomalies in China," Working Paper Series 2023-02, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
• {L}ukasz Lepak & Pawe{l} Wawrzy'nski, 2023. "On-line reinforcement learning for optimization of real-life energy trading strategy," Papers 2303.16266, arXiv.org, revised Feb 2024.
• Christoph J. Borner & Ingo Hoffmann & John H. Stiebel, 2023. "On the Connection between Temperature and Volatility in Ideal Agent Systems," Papers 2303.15164, arXiv.org.
• Melissa Newham & Marica Valente, 2023. "The Cost of Influence:How Gifts to Physicians Shape Prescriptions and Drug Costs," Working Papers 2023-03, Faculty of Economics and Statistics, Universität Innsbruck.
• Finn Lattimore & Daniel M. Steinberg & Anna Zhu, 2023. "The Economic Effect of Gaining a New Qualification Later in Life," Papers 2304.01490, arXiv.org, revised Apr 2023.
• Tianyu Du & Ayush Kanodia & Susan Athey, 2023. "Torch-Choice: A PyTorch Package for Large-Scale Choice Modelling with Python," Papers 2304.01906, arXiv.org, revised Jul 2023.