Report NEP-CMP-2024-03-11

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, 2024. "Financial applications of machine learning using R software," MPRA Paper 119998, University Library of Munich, Germany.
• Magassouba, Aboubacar Sidiki & Diallo, Abdourahmane & Nkurunziza, Armel & Tchole, Ali Issakou Malam & Touré, Almamy Amara & Magassouba, Mamoudou & Sylla, Younoussa & diallo, Mamadou Abdoulaye R & Nabé, 2024. "Implementing a Machine Learning Model to Predict Continuation of Contraception Among Women Aged 15-49: Secondary Analysis of the Last 4 Demographic and Health Surveys in West African Country," SocArXiv u38sh, Center for Open Science.
• Yulu Gong & Mengran Zhu & Shuning Huo & Yafei Xiang & Hanyi Yu, 2024. "Utilizing Deep Learning for Enhancing Network Resilience in Finance," Papers 2402.09820, arXiv.org, revised Feb 2024.
• Kelvin J. L. Koa & Yunshan Ma & Ritchie Ng & Tat-Seng Chua, 2024. "Learning to Generate Explainable Stock Predictions using Self-Reflective Large Language Models," Papers 2402.03659, arXiv.org, revised Feb 2024.
• Phoebe Koundouri & Panagiotis Stavros Aslanidis & Konstantinos Dellis & Georgios Feretzakis & Angelos Plataniotis, 2024. "Uncovering the SDG content of Human Security Policies through a Machine Learning web application," DEOS Working Papers 2406, Athens University of Economics and Business.
• Sven Klaassen & Jan Teichert-Kluge & Philipp Bach & Victor Chernozhukov & Martin Spindler & Suhas Vijaykumar, 2024. "DoubleMLDeep: Estimation of Causal Effects with Multimodal Data," Papers 2402.01785, arXiv.org.
• Johann Lussange & Stefano Vrizzi & Stefano Palminteri & Boris Gutkin, 2024. "Modelling crypto markets by multi-agent reinforcement learning," Papers 2402.10803, arXiv.org.
• Benjamin Patrick Evans & Sumitra Ganesh, 2024. "Learning and Calibrating Heterogeneous Bounded Rational Market Behaviour with Multi-Agent Reinforcement Learning," Papers 2402.00787, arXiv.org.
• Teodoro Baldazzi & Luigi Bellomarini & Stefano Ceri & Andrea Colombo & Andrea Gentili & Emanuel Sallinger, 2024. "Fine-tuning large language models for financial markets via ontological reasoning," Mercati, infrastrutture, sistemi di pagamento (Markets, Infrastructures, Payment Systems) 44, Bank of Italy, Directorate General for Markets and Payment System.
• Cai, Hengrui & Shi, Chengchun & Song, Rui & Lu, Wenbin, 2023. "Jump interval-learning for individualized decision making with continuous treatments," LSE Research Online Documents on Economics 118231, London School of Economics and Political Science, LSE Library.
• Ozili, Peterson K, 2024. "Artificial intelligence in central banking: benefits and risks of AI for central banks," MPRA Paper 120151, University Library of Munich, Germany.
• J. van den Berg, Gerard & Kunaschk, Max & Lang, Julia & Stephan, Gesine & Uhlendorff, Arne, 2023. "Predicting re-employment: machine learning versus assessments by unemployed workers and by their caseworkers," Working Paper Series 2023:22, IFAU - Institute for Evaluation of Labour Market and Education Policy.
• Joshua S. Gans, 2024. "Copyright Policy Options for Generative Artificial Intelligence," NBER Working Papers 32106, National Bureau of Economic Research, Inc.
• Jean Lee & Nicholas Stevens & Soyeon Caren Han & Minseok Song, 2024. "A Survey of Large Language Models in Finance (FinLLMs)," Papers 2402.02315, arXiv.org.
• Takuji Arai & Yuto Imai, 2024. "Option pricing for Barndorff-Nielsen and Shephard model by supervised deep learning," Papers 2402.00445, arXiv.org.
• Zhenglong Li & Vincent Tam & Kwan L. Yeung, 2024. "Developing A Multi-Agent and Self-Adaptive Framework with Deep Reinforcement Learning for Dynamic Portfolio Risk Management," Papers 2402.00515, arXiv.org, revised Sep 2024.
• Bernhard Hientzsch, 2023. "Reinforcement Learning and Deep Stochastic Optimal Control for Final Quadratic Hedging," Papers 2401.08600, arXiv.org.
• Saizhuo Wang & Hang Yuan & Lionel M. Ni & Jian Guo, 2024. "QuantAgent: Seeking Holy Grail in Trading by Self-Improving Large Language Model," Papers 2402.03755, arXiv.org.
• Matteo Coronese & Martina Occelli & Francesco Lamperti & Andrea Roventini, 2024. "Towards sustainable agriculture: behaviors, spatial dynamics and policy in an evolutionary agent-based model," LEM Papers Series 2024/05, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Daniel Borup & Philippe Goulet Coulombe & Erik Christian Montes Schütte & David E. Rapach & Sander Schwenk-Nebbe, 2024. "The Anatomy of Out-of-Sample Forecasting Accuracy," FRB Atlanta Working Paper 2022-16b, Federal Reserve Bank of Atlanta.
• Joshua S. Gans, 2024. "How Learning About Harms Impacts the Optimal Rate of Artificial Intelligence Adoption," NBER Working Papers 32105, National Bureau of Economic Research, Inc.
• Yike Wang & Chris Gu & Taisuke Otsu, 2024. "Graph Neural Networks: Theory for Estimation with Application on Network Heterogeneity," Papers 2401.16275, arXiv.org.
• Marcos Lacasa Cazcarra, 2024. "Machine Learning Analysis of the Impact of Increasing the Minimum Wage on Income Inequality in Spain from 2001 to 2021," Papers 2402.02402, arXiv.org.
• Johannes Carow & Niklas M. Witzig, 2024. "Time Pressure and Strategic Risk-Taking in Professional Chess," Working Papers 2404, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
• Xiaorui Zuo & Yao-Tsung Chen & Wolfgang Karl Hardle, 2024. "Emoji Driven Crypto Assets Market Reactions," Papers 2402.10481, arXiv.org, revised May 2024.
• Mateo Seré, 2023. "Don´t Stop Me Now: Gender Attitudes in Academic Seminars Through Machine Learning," Working Papers 2309, Herman Deleeck Centre for Social Policy, University of Antwerp.
• Matthews, Ben, 2024. "Simulating Victimization Divides," SocArXiv k8j9e, Center for Open Science.
• Leogrande, Angelo & Costantiello, Alberto & Leogrande, Domenico, 2023. "The Socio-Economic Determinants Of The Number Of Physicians In Italian Regions," SocArXiv 92wnh, Center for Open Science.