Report NEP-CMP-2023-06-12

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:

• Dangxing Chen & Weicheng Ye, 2023. "How to address monotonicity for model risk management?," Papers 2305.00799, arXiv.org, revised Sep 2023.
• Pierre Brugière & Gabriel Turinici, 2023. "Deep learning of Value at Risk through generative neural network models : the case of the Variational Auto Encoder," Post-Print hal-03880381, HAL.
• Gutierrez-Lythgoe, Antonio, 2023. "Autoempleo y Machine Learning: Una aplicación para España [Self-employment and Machine Learning: An application for Spain]," MPRA Paper 117275, University Library of Munich, Germany.
• Patrick Bajari & Zhihao Cen & Victor Chernozhukov & Manoj Manukonda & Jin Wang & Ramon Huerta & Junbo Li & Ling Leng & George Monokroussos & Suhas Vijaykunar & Shan Wan, 2023. "Hedonic prices and quality adjusted price indices powered by AI," CeMMAP working papers 08/23, Institute for Fiscal Studies.
• Marcell T. Kurbucz & P'eter P'osfay & Antal Jakov'ac, 2023. "Predicting the Price Movement of Cryptocurrencies Using Linear Law-based Transformation," Papers 2305.04884, arXiv.org.
• Nadeem Malibari & Iyad Katib & Rashid Mehmood, 2023. "Systematic Review on Reinforcement Learning in the Field of Fintech," Papers 2305.07466, arXiv.org.
• Carlos Moreno Pérez & Marco Minozzo, 2022. "Natural Language Processing and Financial Markets: Semi-supervised Modelling of Coronavirus and Economic News," Working Papers 2228, Banco de España.
• Jiaju Miao & Pawel Polak, 2023. "Online Ensemble of Models for Optimal Predictive Performance with Applications to Sector Rotation Strategy," Papers 2304.09947, arXiv.org.
• Lucrezia Fanti & Marcelo C. Pereira & Maria Enrica Virgillito, 2023. "A North-South Agent Based Model of Segmented Labour Markets. The Role of Education and Trade Asymmetries," DISCE - Quaderni del Dipartimento di Politica Economica dipe0032, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
• Peiyu Jing & Ravi Seshadri & Takanori Sakai & Ali Shamshiripour & Andre Romano Alho & Antonios Lentzakis & Moshe E. Ben-Akiva, 2023. "Evaluating congestion pricing schemes using agent-based passenger and freight microsimulation," Papers 2305.07318, arXiv.org.
• R. Le Frioux & A. de Palma & N. Blond, 2023. "Assessing the Economic Costs of Road Traffic-Related Air Pollution in La Reunion," THEMA Working Papers 2023-09, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
• Dam, John & Rickon, Henry, 2023. "Innovation in Artificial Intelligence and the Catalyst of Open Data Sharing: Literature Review and Policy implications," Thesis Commons a3zwu, Center for Open Science.
• , Alexander, 2023. "Kajian Jurnal-Jurnal Ekonomi dan Sosial dalam Bisnis dengan metode Chat GPT (AI)," OSF Preprints xw783, Center for Open Science.
• Christopher J. Cho & Timothy J. Norman & Manuel Nunes, 2023. "PRIME: A Price-Reverting Impact Model of a cryptocurrency Exchange," Papers 2305.07559, arXiv.org.
• Arellano, Manuel & Blundell, Richard & Bonhomme, Stéphane & Light, Jack, 2023. "Heterogeneity of Consumption Responses to Income Shocks in the Presence of Nonlinear Persistence," TSE Working Papers 23-1435, Toulouse School of Economics (TSE).