Report NEP-CMP-2023-06-19

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.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-CMP

The following items were announced in this report:

• Borisenko Georgy, 2023. "Using neural networks to predict the value of stocks based on news data," Working Papers 0055, Moscow State University, Faculty of Economics.
• Julien Pascal, 2023. "Artificial neural networks to solve dynamic programming problems: A bias-corrected Monte Carlo operator," BCL working papers 172, Central Bank of Luxembourg.
• Sheng Xiang & Dawei Cheng & Chencheng Shang & Ying Zhang & Yuqi Liang, 2023. "Temporal and Heterogeneous Graph Neural Network for Financial Time Series Prediction," Papers 2305.08740, arXiv.org.
• Jia Xu & Longbing Cao, 2023. "Copula Variational LSTM for High-dimensional Cross-market Multivariate Dependence Modeling," Papers 2305.08778, arXiv.org.
• Lin An & Andrew A. Li & Benjamin Moseley & R. Ravi, 2023. "The Nonstationary Newsvendor with (and without) Predictions," Papers 2305.07993, arXiv.org, revised Jul 2024.
• Linyi Yang & Yingpeng Ma & Yue Zhang, 2023. "Measuring Consistency in Text-based Financial Forecasting Models," Papers 2305.08524, arXiv.org, revised Jun 2023.
• Brown, David P. & Cajueiro, Daniel O. & Eckert, Andrew & Silveira, Douglas, 2023. "Information and Transparency: Using Machine Learning to Detect Communication," Working Papers 2023-6, University of Alberta, Department of Economics.
• Lisa Baldi & Arfini, Filippo & Calzolai, Sara & Donati, Michele, 2023. "CAP reform and GHG emissions: policy assessment using a PMP agent-based model," 97th Annual Conference, March 27-29, 2023, Warwick University, Coventry, UK 334520, Agricultural Economics Society - AES.
• Mario Martinoli & Alessio Moneta & Gianluca Pallante, 2022. "Calibration and Validation of Macroeconomic Simulation Models by Statistical Causal Search," LEM Papers Series 2022/33, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Zikai Wei & Bo Dai & Dahua Lin, 2023. "E2EAI: End-to-End Deep Learning Framework for Active Investing," Papers 2305.16364, arXiv.org.
• Fridgen, Gilbert & Kräussl, Roman & Papageorgiou, Orestis & Tugnetti, Alessandro, 2023. "The fundamental value of art NFTs," CFS Working Paper Series 709, Center for Financial Studies (CFS).