Report NEP-CMP-2023-09-25

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:

• Kristoffer Andersson & Cornelis W. Oosterlee, 2023. "D-TIPO: Deep time-inconsistent portfolio optimization with stocks and options," Papers 2308.10556, arXiv.org, revised Sep 2023.
• Kian Tehranian, 2023. "Can Machine Learning Catch Economic Recessions Using Economic and Market Sentiments?," Papers 2308.16200, arXiv.org.
• Joao Felix & Michel Alexandre & Gilberto Tadeu Lima, 2023. "Applying Machine Learning Algorithms to Predict the Size of the Informal Economy," Working Papers, Department of Economics 2023_10, University of São Paulo (FEA-USP), revised 11 Sep 2023.
• Xingyue Pu & Stefan Zohren & Stephen Roberts & Xiaowen Dong, 2023. "Learning to Learn Financial Networks for Optimising Momentum Strategies," Papers 2308.12212, arXiv.org.
• Hansen, Sakina & Loftus, Joshua, 2023. "Model-agnostic auditing: a lost cause?," LSE Research Online Documents on Economics 120114, London School of Economics and Political Science, LSE Library.
• Gilberto Boaretto & Marcelo C. Medeiros, 2023. "Forecasting inflation using disaggregates and machine learning," Papers 2308.11173, arXiv.org.
• Sascha Frey & Kang Li & Peer Nagy & Silvia Sapora & Chris Lu & Stefan Zohren & Jakob Foerster & Anisoara Calinescu, 2023. "JAX-LOB: A GPU-Accelerated limit order book simulator to unlock large scale reinforcement learning for trading," Papers 2308.13289, arXiv.org.
• Naman S & Gaurang B & Neel S & Aswath Babu H, 2023. "The Potential of Quantum Techniques for Stock Price Prediction," Papers 2308.13642, arXiv.org.
• Xu Han & Zengqing Wu & Chuan Xiao, 2023. ""Guinea Pig Trials" Utilizing GPT: A Novel Smart Agent-Based Modeling Approach for Studying Firm Competition and Collusion," Papers 2308.10974, arXiv.org, revised Jan 2024.
• Tyrel Stokes & Ian Shrier & Russell Steele, 2023. "Simulation Experiments as a Causal Problem," Papers 2308.10823, arXiv.org.
• A. Ege Yilmaz & Stefan Stettler & Thomas Ankenbrand & Urs Rhyner, 2023. "Grover Search for Portfolio Selection," Papers 2308.13063, arXiv.org.
• Md Sabbirul Haque & Md Shahedul Amin & Jonayet Miah, 2023. "Retail Demand Forecasting: A Comparative Study for Multivariate Time Series," Papers 2308.11939, arXiv.org.
• Reinking, Ernst & Becker, Marco, 2023. "Opportunities for business use of today's AI models - Rapidly achievable personalization of Large Language Models (like ChatGPT) in times of Industry 5.0," EconStor Preprints 275738, ZBW - Leibniz Information Centre for Economics.
• Rick Steinert & Saskia Altmann, 2023. "Linking microblogging sentiments to stock price movement: An application of GPT-4," Papers 2308.16771, arXiv.org.
• Andres Alonso-Robisco & Jose Manuel Carbo, 2023. "Analysis of CBDC Narrative OF Central Banks using Large Language Models," Working Papers 2321, Banco de España.
• Andrés Azqueta-Gavaldón & Marina Diakonova & Corinna Ghirelli & Javier J. Pérez, 2023. "Sources of economic policy uncertainty in the euro area: a ready-to-use database," Occasional Papers 2315, Banco de España.
• Melissa Dell & Jacob Carlson & Tom Bryan & Emily Silcock & Abhishek Arora & Zejiang Shen & Luca D'Amico-Wong & Quan Le & Pablo Querubin & Leander Heldring, 2023. "American Stories: A Large-Scale Structured Text Dataset of Historical U.S. Newspapers," Papers 2308.12477, arXiv.org.
• S. Srinivas & R. Gadela & R. Sabu & A. Das & G. Nath & V. Datla, 2023. "Effects of Daily News Sentiment on Stock Price Forecasting," Papers 2308.08549, arXiv.org.