Report NEP-CMP-2024-01-15

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:

• Maochun Xu & Zixun Lan & Zheng Tao & Jiawei Du & Zongao Ye, 2023. "Deep Reinforcement Learning for Quantitative Trading," Papers 2312.15730, arXiv.org.
• Diana Barro & Luca Barzanti & Marco Corazza & Martina Nardon, 2023. "Machine Learning and Fundraising: Applications of Artificial Neural Networks," Working Papers 2023: 33, Department of Economics, University of Venice "Ca' Foscari".
• Ramaharo, Franck Maminirina & Rasolofomanana, Gerzhino H, 2023. "Nowcasting Madagascar's real GDP using machine learning algorithms," AfricArxiv vpuac, Center for Open Science.
• Richiardi, Matteo & Bronka, Patryk & van de Ven, Justin, 2023. "Back to the future: Agent-based modelling and dynamic microsimulation," Centre for Microsimulation and Policy Analysis Working Paper Series CEMPA8/23, Centre for Microsimulation and Policy Analysis at the Institute for Social and Economic Research.
• Jacques Bughin, 2023. "Looking beyond ChatGPT: Why AI Reinforcement Learning is set for Prime Time," Working Papers TIMES² 2023-061, ULB -- Universite Libre de Bruxelles.
• Luca Gaegauf & Simon Scheidegger & Fabio Trojani, 2023. "A Comprehensive Machine Learning Framework for Dynamic Portfolio Choice With Transaction Costs," Swiss Finance Institute Research Paper Series 23-114, Swiss Finance Institute.
• HRADEC Jiri & OSTLAENDER Nicole & BERNINI Alba, 2023. "FABLES: Framework for Autonomous Behaviour-rich Language-driven Emotion-enabled Synthetic populations," JRC Research Reports JRC135070, Joint Research Centre.
• Wladimir Ostrovsky, 2023. "Dealer Strategies in Agent-Based Models," Papers 2312.05943, arXiv.org.
• Neil Kichler & Sher Afghan & Uwe Naumann, 2023. "Towards Sobolev Pruning," Papers 2312.03510, arXiv.org, revised Dec 2023.
• Stefano Bianchini & Moritz Muller & Pierre Pelletier, 2023. "Drivers and Barriers of AI Adoption and Use in Scientific Research," Papers 2312.09843, arXiv.org, revised Feb 2024.
• Yan Leng & Yuan Yuan, 2023. "Do LLM Agents Exhibit Social Behavior?," Papers 2312.15198, arXiv.org, revised Oct 2024.
• Marcin Rzeszutek & Jorgen Vitting Andersen & Adam Szyszka & Szymon Talaga, 2023. "Subjective Well-Being of Corporate Managers And Its Impact on Stock Market Volatility and Financial Stability During the Covid-19 Pandemic in Poland: Agent-Based Model Perspective," Documents de travail du Centre d'Economie de la Sorbonne 23017, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
• Xiangyu Cui & Xun Li & Yun Shi & Si Zhao, 2023. "Discrete-Time Mean-Variance Strategy Based on Reinforcement Learning," Papers 2312.15385, arXiv.org.
• Jacques Bughin, 2023. "How productive is Generative AI really ?," Working Papers TIMES² 2023-064, ULB -- Universite Libre de Bruxelles.
• Soheila Khajoui & Saeid Dehyadegari & Sayyed Abdolmajid Jalaee, 2023. "Forecasting exports in selected OECD countries and Iran using MLP Artificial Neural Network," Papers 2312.15535, arXiv.org.
• Jingwei Ni & Julia Bingler & Chiara Colesanti Senni & Mathias Kraus & Glen Gostlow & Tobias Schimanski & Dominik Stammbach & Saeid Vaghefi & Qian Wang & Nicolas Webersinke & Tobias Wekhof & Tingyu Yu , 2023. "chatReport: Democratizing Sustainability Disclosure Analysis through LLM-based Tools," Swiss Finance Institute Research Paper Series 23-111, Swiss Finance Institute.
• Zhiyang Jia & Bodil M. Larsen & Bård Lian & Runa Nesbakken & Odd E. Nygård & Thor O. Thoresen & Trine E. Vattø, 2023. "The LOTTE system of tax microsimulation models," Discussion Papers 1009, Statistics Norway, Research Department.
• Jean Lee & Hoyoul Luis Youn & Josiah Poon & Soyeon Caren Han, 2023. "StockEmotions: Discover Investor Emotions for Financial Sentiment Analysis and Multivariate Time Series," Papers 2301.09279, arXiv.org, revised Feb 2023.
• Harashima, Taiji, 2023. "Numerical Simulation of an Endogenously Growing Economy and Its Balanced Growth Path," MPRA Paper 119391, University Library of Munich, Germany.
• Anil R. Doshi & Oliver P. Hauser, 2023. "Generative artificial intelligence enhances creativity but reduces the diversity of novel content," Papers 2312.00506, arXiv.org, revised Mar 2024.
• von der Heyde, Leah & Haensch, Anna-Carolina & Wenz, Alexander, 2023. "Vox Populi, Vox AI? Using Language Models to Estimate German Public Opinion," SocArXiv 8je9g, Center for Open Science.
• George Gui & Olivier Toubia, 2023. "The Challenge of Using LLMs to Simulate Human Behavior: A Causal Inference Perspective," Papers 2312.15524, arXiv.org, revised Jan 2025.