Report NEP-CMP-2023-11-13

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:

• Freek Holvoet & Katrien Antonio & Roel Henckaerts, 2023. "Neural networks for insurance pricing with frequency and severity data: a benchmark study from data preprocessing to technical tariff," Papers 2310.12671, arXiv.org, revised Aug 2024.
• Ajit Desai, 2023. "Machine learning for economics research: when, what and how," Staff Analytical Notes 2023-16, Bank of Canada.
• Zoran Stoiljkovic, 2023. "Applying Reinforcement Learning to Option Pricing and Hedging," Papers 2310.04336, arXiv.org.
• Yujie Ding & Shuai Jia & Tianyi Ma & Bingcheng Mao & Xiuze Zhou & Liuliu Li & Dongming Han, 2023. "Integrating Stock Features and Global Information via Large Language Models for Enhanced Stock Return Prediction," Papers 2310.05627, arXiv.org.
• Zhengmeng Xu & Yujie Wang & Xiaotong Feng & Yilin Wang & Yanli Li & Hai Lin, 2023. "Quantum-Enhanced Forecasting: Leveraging Quantum Gramian Angular Field and CNNs for Stock Return Predictions," Papers 2310.07427, arXiv.org, revised Dec 2023.
• Igor Sadoune & Marcelin Joanis & Andrea Lodi, 2023. "Implementing a Hierarchical Deep Learning Approach for Simulating multilevel Auction Data," CIRANO Working Papers 2023s-23, CIRANO.
• Mariam Dundua & Otar Gorgodze, 2022. "Application of Artificial Intelligence for Monetary Policy-Making," NBG Working Papers 02/2022, National Bank of Georgia.
• Sarit Maitra & Vivek Mishra & Goutam Kr. Kundu & Kapil Arora, 2023. "Integration of Fractional Order Black-Scholes Merton with Neural Network," Papers 2310.04464, arXiv.org, revised Oct 2023.
• Mikhaylov, Dmitry, 2023. "Macroeconomic Forecasting with the Use of News Data," Working Papers w20220250, Russian Presidential Academy of National Economy and Public Administration.
• Bolivar, Osmar, 2023. "Evolución de la pobreza en las comunidades de Bolivia entre 2012 y 2022: Un enfoque de machine learning y teledetección [Evolution of poverty in Bolivian communities between 2012 and 2022: A machin," MPRA Paper 118932, University Library of Munich, Germany.
• Abdul Latif Baydoun, 2022. "Artificial intelligence and ethical consumer agency," Post-Print hal-04214774, HAL.
• Cyril Bachelard & Apostolos Chalkis & Vissarion Fisikopoulos & Elias Tsigaridas, 2023. "Randomized geometric tools for anomaly detection in stock markets," Post-Print hal-04223511, HAL.
• Michael E. Glinsky & Sharon Sievert, 2023. "A new economic and financial theory of money," Papers 2310.04986, arXiv.org, revised Oct 2024.
• Boyu Zhang & Hongyang Yang & Tianyu Zhou & Ali Babar & Xiao-Yang Liu, 2023. "Enhancing Financial Sentiment Analysis via Retrieval Augmented Large Language Models," Papers 2310.04027, arXiv.org, revised Nov 2023.
• Kauhanen, Antti & Pajarinen, Mika & Rouvinen, Petri, 2023. "On the Impacts of Generative Artificial Intelligence," ETLA Brief 128, The Research Institute of the Finnish Economy.
• Daniele Condorelli & Massimiliano Furlan, 2023. "Cheap Talking Algorithms," Papers 2310.07867, arXiv.org, revised Oct 2024.
• Neng Wang & Hongyang Yang & Christina Dan Wang, 2023. "FinGPT: Instruction Tuning Benchmark for Open-Source Large Language Models in Financial Datasets," Papers 2310.04793, arXiv.org, revised Nov 2023.
• Tom Bryan & Jacob Carlson & Abhishek Arora & Melissa Dell, 2023. "EfficientOCR: An Extensible, Open-Source Package for Efficiently Digitizing World Knowledge," Papers 2310.10050, arXiv.org.
• Alfarisi, Omar, 2023. "Artificial Earth Economics General Intelligence AEEGI," OSF Preprints hn49b, Center for Open Science.
• Saeid Vaghefi & Qian Wang & Veruska Muccione & Jingwei Ni & Mathias Kraus & Julia Bingler & Tobias Schimanski & Chiara Colesanti Senni & Nicolas Webersinke & Christian Huggel & Markus Leippold, 2023. "ChatClimate: Grounding Conversational AI in Climate Science," Swiss Finance Institute Research Paper Series 23-88, Swiss Finance Institute.