Report NEP-CMP-2024-01-08

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:

• Matteo Gambara & Giulia Livieri & Andrea Pallavicini, 2023. "Machine learning methods for American-style path-dependent contracts," Papers 2311.16762, arXiv.org.
• Philippe Goulet Coulombe & Mikael Frenette & Karin Klieber, 2023. "From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks," Papers 2311.16333, arXiv.org, revised Apr 2024.
• Vincent Gurgul & Stefan Lessmann & Wolfgang Karl Hardle, 2023. "Deep Learning and NLP in Cryptocurrency Forecasting: Integrating Financial, Blockchain, and Social Media Data," Papers 2311.14759, arXiv.org, revised Oct 2024.
• Robert Stok & Paul Bilokon, 2023. "From Deep Filtering to Deep Econometrics," Papers 2311.06256, arXiv.org.
• Ruslan Tepelyan & Achintya Gopal, 2023. "Generative Machine Learning for Multivariate Equity Returns," Papers 2311.14735, arXiv.org.
• Colin M. Van Oort & Ethan Ratliff-Crain & Brian F. Tivnan & Safwan Wshah, 2023. "Adaptive Agents and Data Quality in Agent-Based Financial Markets," Papers 2311.15974, arXiv.org.
• Salas Rojo, Pedro & Rodríguez, Juan Gabriel, 2022. "Inheritances and wealth inequality: a machine learning approach," LSE Research Online Documents on Economics 120916, London School of Economics and Political Science, LSE Library.
• kilani, bochra hadj, 2023. "K-Means Clustering algorithms in Urban studies: A Review of Unsupervised Machine Learning techniques," OSF Preprints bs6wy, Center for Open Science.
• Keegan Harris & Nicole Immorlica & Brendan Lucier & Aleksandrs Slivkins, 2023. "Algorithmic Persuasion Through Simulation," Papers 2311.18138, arXiv.org, revised Jun 2024.
• Yangyang Yu & Haohang Li & Zhi Chen & Yuechen Jiang & Yang Li & Denghui Zhang & Rong Liu & Jordan W. Suchow & Khaldoun Khashanah, 2023. "FinMem: A Performance-Enhanced LLM Trading Agent with Layered Memory and Character Design," Papers 2311.13743, arXiv.org, revised Dec 2023.
• Boyang Yu, 2023. "Benchmarking Large Language Model Volatility," Papers 2311.15180, arXiv.org.
• Shalini Sharma & Angshul Majumdar & Emilie Chouzenoux & Victor Elvira, 2023. "Deep State-Space Model for Predicting Cryptocurrency Price," Papers 2311.14731, arXiv.org.
• Cantone, Giulio Giacomo, 2023. "I mildly disagree that our opinions should not be averaged. A commentary on Carpentras and Quayle (2023)," MetaArXiv 5kzt4, Center for Open Science.
• Konstantins Benkovskis & Dzintars Jaunzems & Olegs Matvejevs, 2023. "A Purpose-Based Energy Substitution Structure For CGE," Working Papers 2023/07, Latvijas Banka.
• Joao Guerreiro & Sergio Rebelo & Pedro Teles, 2023. "Regulating Artificial Intelligence," NBER Working Papers 31921, National Bureau of Economic Research, Inc.
• Jen-Yin Yeh & Hsin-Yu Chiu & Jhih-Huei Huang, 2023. "Predicting Failure of P2P Lending Platforms through Machine Learning: The Case in China," Papers 2311.14577, arXiv.org.
• Ummara Mumtaz & Summaya Mumtaz, 2023. "Potential of ChatGPT in predicting stock market trends based on Twitter Sentiment Analysis," Papers 2311.06273, arXiv.org.
• Haoqiang Kang & Xiao-Yang Liu, 2023. "Deficiency of Large Language Models in Finance: An Empirical Examination of Hallucination," Papers 2311.15548, arXiv.org.
• Ruiqi Sun & Daniel Trefler, 2023. "The Impact of AI and Cross-Border Data Regulation on International Trade in Digital Services: A Large Language Model," NBER Working Papers 31925, National Bureau of Economic Research, Inc.
• Hilde C. Bjørnland & Roberto Casarin & Marco Lorusso & Francesco Ravazzolo, 2023. "Fiscal Policy Regimes in Resource-Rich Economies," Working Papers No 13/2023, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School.
• von der Heyde, Leah & Haensch, Anna-Carolina & Wenz, Alexander, 2023. "Assessing Bias in LLM-Generated Synthetic Datasets: The Case of German Voter Behavior," SocArXiv 97r8s, Center for Open Science.
• Yuzhakov, Vladimir (Южаков, Владимир) & Talapina, Elvira (Талапина, Эльвира) & Chereshneva, Irina (Черешнева, Ирина), 2022. "The Analysis Of Legal Means To Prevent Fundamental Human Rights Violations Due To The Use Of Artificial Intelligence In Public Administration [Анализ Правовых Способов Предотвращения Нарушений Фунд," Working Papers w20220285, Russian Presidential Academy of National Economy and Public Administration.
• Gabriel Turinici & Pierre Brugiere, 2023. "Onflow: an online portfolio allocation algorithm," Papers 2312.05169, arXiv.org.
• Nir Chemaya & Daniel Martin, 2023. "Perceptions and Detection of AI Use in Manuscript Preparation for Academic Journals," Papers 2311.14720, arXiv.org, revised Jan 2024.
• Lijun Bo & Yijie Huang & Xiang Yu, 2023. "On optimal tracking portfolio in incomplete markets: The reinforcement learning approach," Papers 2311.14318, arXiv.org, revised Oct 2024.
• Jingyi Tian & Jun Nagayasu, 2023. "Financial Systemic Risk behind Artificial Intelligence:Evidence from China," TUPD Discussion Papers 44, Graduate School of Economics and Management, Tohoku University.
• Modis, Theodore, 2023. "The Impact of Artificial Intelligence on Complexity," OSF Preprints rtw9b, Center for Open Science.
• Goller, Daniel & Gschwendt, Christian & Wolter, Stefan C., 2023. ""This Time It's Different" - Generative Artificial Intelligence and Occupational Choice," IZA Discussion Papers 16638, Institute of Labor Economics (IZA).
• Yu, Chen, 2023. "AI Eat Men and the Awakening of the Middle Class," OSF Preprints bj2p4, Center for Open Science.
• Deborah Miori & Constantin Petrov, 2023. "Narratives from GPT-derived Networks of News, and a link to Financial Markets Dislocations," Papers 2311.14419, arXiv.org.
• Mohammad Rasouli & Ravi Chiruvolu & Ali Risheh, 2023. "AI for Investment: A Platform Disruption," Papers 2311.06251, arXiv.org.
• GÓMEZ-GONZÁLEZ Emilio & GOMEZ Emilia, 2023. "Artificial intelligence for healthcare and well-being during exceptional times," JRC Research Reports JRC134715, Joint Research Centre.
• Item repec:bre:wpaper:node_9593 is not listed on IDEAS anymore

• L. Ingber, 2023. "Quantum variables in Finance," Lester Ingber Papers 23qf, Lester Ingber.