Report NEP-CMP-2024-02-26

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:

• Mestiri, Sami, 2023. "How to use machine learning in finance," MPRA Paper 120045, University Library of Munich, Germany.
• d’Aspremont, Alexandre & Arous, Simon Ben & Bricongne, Jean-Charles & Lietti, Benjamin & Meunier, Baptiste, 2024. "Satellites turn “concrete”: tracking cement with satellite data and neural networks," Working Paper Series 2900, European Central Bank.
• Tanmay Ghosh & Nithin Nagaraj, 2024. "Evaluating the Determinants of Mode Choice Using Statistical and Machine Learning Techniques in the Indian Megacity of Bengaluru," Papers 2401.13977, arXiv.org.
• Andrew Ye & James Xu & Yi Wang & Yifan Yu & Daniel Yan & Ryan Chen & Bosheng Dong & Vipin Chaudhary & Shuai Xu, 2024. "Learning the Market: Sentiment-Based Ensemble Trading Agents," Papers 2402.01441, arXiv.org.
• Valentina Aparicio & Daniel Gordon & Sebastian G. Huayamares & Yuhuai Luo, 2024. "BioFinBERT: Finetuning Large Language Models (LLMs) to Analyze Sentiment of Press Releases and Financial Text Around Inflection Points of Biotech Stocks," Papers 2401.11011, arXiv.org.
• Bryan T. Kelly & Boris Kuznetsov & Semyon Malamud & Teng Andrea Xu, 2023. "Large (and Deep) Factor Models," Swiss Finance Institute Research Paper Series 23-121, Swiss Finance Institute.
• F. Bolivar & M. A. Duran & A. Lozano-Vivas, 2024. "Bank Business Models, Size, and Profitability," Papers 2401.12323, arXiv.org.
• Shubham Singh & Mayur Bhat, 2024. "Transformer-based approach for Ethereum Price Prediction Using Crosscurrency correlation and Sentiment Analysis," Papers 2401.08077, arXiv.org.
• Nora Bearth & Michael Lechner, 2024. "Causal Machine Learning for Moderation Effects," Papers 2401.08290, arXiv.org, revised Apr 2024.
• O. Didkovskyi & N. Jean & G. Le Pera & C. Nordio, 2024. "Cross-Domain Behavioral Credit Modeling: transferability from private to central data," Papers 2401.09778, arXiv.org.
• Henri Arno & Klaas Mulier & Joke Baeck & Thomas Demeester, 2024. "From Numbers to Words: Multi-Modal Bankruptcy Prediction Using the ECL Dataset," Papers 2401.12652, arXiv.org.
• Busch, Malte & Duwe, Daniel, 2023. "Artificial intelligence in innovation processes. A study using the example of an innvation research institute," EconStor Research Reports 281981, ZBW - Leibniz Information Centre for Economics.
• Mathieu Chevrier & Brice Corgnet & Eric Guerci & Julie Rosaz, 2024. "Algorithm Credulity: Human and Algorithmic Advice in Prediction Experiments," GREDEG Working Papers 2024-03, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
• João A. Bastos, 2023. "Conformal prediction of option prices," Working Papers REM 2023/0304, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
• Marie Obidzinski & Yves Oytana, 2024. "Artificial intelligence, inattention and liability rules," Working Papers 2024-08, CRESE.
• Anubha Goel & Damir Filipović & Puneet Pasricha, 2024. "Sparse Portfolio Selection via Topological Data Analysis based Clustering," Swiss Finance Institute Research Paper Series 24-07, Swiss Finance Institute.
• Gmyrek, Pawel, & Lutz, Christoph, & Newlands, Gemma,, 2024. "A Technological Construction of Society comparing GPT-4 and human respondents for occupational evaluation in the UK," ILO Working Papers 995347793502676, International Labour Organization.
• Hannes Wallimann & Silvio Sticher, 2024. "How to Use Data Science in Economics -- a Classroom Game Based on Cartel Detection," Papers 2401.14757, arXiv.org.
• Lars Ericson & Xuejun Zhu & Xusi Han & Rao Fu & Shuang Li & Steve Guo & Ping Hu, 2024. "Deep Generative Modeling for Financial Time Series with Application in VaR: A Comparative Review," Papers 2401.10370, arXiv.org.