Report NEP-CMP-2023-11-06

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:

• Zhengyong Jiang & Jeyan Thiayagalingam & Jionglong Su & Jinjun Liang, 2023. "CAD: Clustering And Deep Reinforcement Learning Based Multi-Period Portfolio Management Strategy," Papers 2310.01319, arXiv.org.
• Stephanie Houle & Ryan Macdonald, 2023. "Identifying Nascent High-Growth Firms Using Machine Learning," Staff Working Papers 23-53, Bank of Canada.
• Fung, Esabella, 2023. "A machine learning approach for assessing labor supply to the online labor market," MPRA Paper 118844, University Library of Munich, Germany.
• Walter Sosa Escudero, 2023. "Big Data y Algoritmos para la Medición de la Pobreza y el Desarrollo," CEDLAS, Working Papers 0319, CEDLAS, Universidad Nacional de La Plata.
• Leon Bremer, 2023. "Fuzzy firm name matching: Merging Amadeus firm data to PATSTAT," Tinbergen Institute Discussion Papers 23-055/VIII, Tinbergen Institute.
• Mercedes de Luis & Emilio Rodríguez & Diego Torres, 2023. "Machine learning applied to active fixed-income portfolio management: a Lasso logit approach," Working Papers 2324, Banco de España.
• Rim, Maria J. & Kwon, Youngsun, 2023. "Collecting, generating and analyzing national statistics with AI: what benefits and costs?," 32nd European Regional ITS Conference, Madrid 2023: Realising the digital decade in the European Union – Easier said than done? 278015, International Telecommunications Society (ITS).
• Eitle, Verena, 2023. "Adoption of Artificial Intelligence in an Organizational Context: Analysis of the Factors Influencing the Adoption and Decision-Making Process," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 140616, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Jakub Michańków & Paweł Sakowski & Robert Ślepaczuk, 2023. "Hedging Properties of Algorithmic Investment Strategies using Long Short-Term Memory and Time Series models for Equity Indices," Working Papers 2023-25, Faculty of Economic Sciences, University of Warsaw.
• Nicolas Fanta & Roman Horvath, 2023. "Artificial Intelligence and Central Bank Communication: The Case of the ECB," Working Papers IES 2023/29, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Sep 2023.
• Koen W. de Bock & Kristof Coussement & Arno De Caigny & Roman Slowiński & Bart Baesens & Robert N Boute & Tsan-Ming Choi & Dursun Delen & Mathias Kraus & Stefan Lessmann & Sebastián Maldonado & David , 2023. "Explainable AI for Operational Research: A Defining Framework, Methods, Applications, and a Research Agenda," Post-Print hal-04219546, HAL.
• Billio, Monica & Casarin, Roberto & Costola, Michele & Veggente, Veronica, 2023. "Learning from experts: Energy efficiency in residential buildings," SAFE Working Paper Series 403, Leibniz Institute for Financial Research SAFE.
• Lisa D. Cook, 2023. "Generative AI, Productivity, the Labor Market, and Choice Behavior: A speech at the National Bureau of Economic Research Economics of Artificial Intelligence Conference, Fall 2023, Toronto, Canada, Se," Speech 96966, Board of Governors of the Federal Reserve System (U.S.).
• Lechardoy, Lucie & López Forés, Laura & Codagnone, Cristiano, 2023. "Artificial intelligence at the workplace and the impacts on work organisation, working conditions and ethics," 32nd European Regional ITS Conference, Madrid 2023: Realising the digital decade in the European Union – Easier said than done? 277997, International Telecommunications Society (ITS).
• Jakub Micha'nk'ow & {L}ukasz Kwiatkowski & Janusz Morajda, 2023. "Combining Deep Learning and GARCH Models for Financial Volatility and Risk Forecasting," Papers 2310.01063, arXiv.org.
• Sukwoong Choi & Hyo Kang & Namil Kim & Junsik Kim, 2023. "How Does Artificial Intelligence Improve Human Decision-Making? Evidence from the AI-Powered Go Program," Papers 2310.08704, arXiv.org.
• Nam, Jinyoung & Kim, Junghwan & Jung, Yoonhyuk, 2023. "Understandings of the AI business ecosystem in South Korea: AI startups' perspective," 32nd European Regional ITS Conference, Madrid 2023: Realising the digital decade in the European Union – Easier said than done? 278005, International Telecommunications Society (ITS).
• Hsiang-Hui Liu & Han-Jay Shu & Wei-Ning Chiu, 2023. "NoxTrader: LSTM-Based Stock Return Momentum Prediction for Quantitative Trading," Papers 2310.00747, arXiv.org, revised Oct 2023.
• Jameel, Alaa S. & Harjan, Sinan Abdullah & Ahmad, Abd Rahman, 2023. "Behavioral Intentions to use Artificial Intelligence Among Managers in Small and Medium Enterprises," OSF Preprints w69yh, Center for Open Science.
• Ethan Callanan & Amarachi Mbakwe & Antony Papadimitriou & Yulong Pei & Mathieu Sibue & Xiaodan Zhu & Zhiqiang Ma & Xiaomo Liu & Sameena Shah, 2023. "Can GPT models be Financial Analysts? An Evaluation of ChatGPT and GPT-4 on mock CFA Exams," Papers 2310.08678, arXiv.org.
• Guarascio, Dario & Reljic, Jelena & Stöllinger, Roman, 2023. "Artificial Intelligence and Employment: A Look into the Crystal Ball," GLO Discussion Paper Series 1333, Global Labor Organization (GLO).
• Ajay K. Agrawal & Joshua S. Gans & Avi Goldfarb, 2023. "The Turing Transformation: Artificial Intelligence, Intelligence Augmentation, and Skill Premiums," NBER Working Papers 31767, National Bureau of Economic Research, Inc.
• Susan Athey & Niall Keleher & Jann Spiess, 2023. "Machine Learning Who to Nudge: Causal vs Predictive Targeting in a Field Experiment on Student Financial Aid Renewal," Papers 2310.08672, arXiv.org, revised May 2024.
• Qinmeng Luan & James Hamp, 2023. "Automated regime detection in multidimensional time series data using sliced Wasserstein k-means clustering," Papers 2310.01285, arXiv.org.