Report NEP-CMP-2024-02-19
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.Subscribe to this report: email, RSS, or Mastodon.
Other reports in NEP-CMP
The following items were announced in this report:
- Zan Yu & Lianzeng Zhang, 2024. "Computing the Gerber-Shiu function with interest and a constant dividend barrier by physics-informed neural networks," Papers 2401.04378, arXiv.org.
- Subhamon Supantha & Naresh Kumar Sharma, 2024. "A Dynamic Agent Based Model of the Real Economy with Monopolistic Competition, Perfect Product Differentiation, Heterogeneous Agents, Increasing Returns to Scale and Trade in Disequilibrium," Papers 2401.07070, arXiv.org.
- Amina Badreddine, 2023. "The Artificial Intelligence In E-Commerce," Post-Print hal-04379642, HAL.
- Lezhi Li & Ting-Yu Chang & Hai Wang, 2023. "Multimodal Gen-AI for Fundamental Investment Research," Papers 2401.06164, arXiv.org.
- F. Bolivar & Miguel A. Duran & A. Lozano-Vivas, 2024. "Business Model Contributions to Bank Profit Performance: A Machine Learning Approach," Papers 2401.12334, arXiv.org.
- Michele Leonardo Bianchi, 2024. "Text mining arXiv: a look through quantitative finance papers," Papers 2401.01751, arXiv.org, revised Apr 2024.
- Sina Montazeri & Akram Mirzaeinia & Haseebullah Jumakhan & Amir Mirzaeinia, 2024. "CNN-DRL for Scalable Actions in Finance," Papers 2401.06179, arXiv.org.
- Jeongbin Kim & Matthew Kovach & Kyu-Min Lee & Euncheol Shin & Hector Tzavellas, 2024. "Learning to be Homo Economicus: Can an LLM Learn Preferences from Choice," Papers 2401.07345, arXiv.org.
- Jin, Keyan & Zhong, Ziqi & Zhao, Elena Yifei, 2024. "Sustainable digital marketing under big data: an AI random forest model approach," LSE Research Online Documents on Economics 121402, London School of Economics and Political Science, LSE Library.
- Virginie Terraza & Aslı Boru İpek & Mohammad Mahdi Rounaghi, 2024. "The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models," Post-Print hal-04395168, HAL.