Report NEP-CMP-2024-03-18

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:

• Marc Schmitt, 2024. "Explainable Automated Machine Learning for Credit Decisions: Enhancing Human Artificial Intelligence Collaboration in Financial Engineering," Papers 2402.03806, arXiv.org.
• Himanshu Gupta & Aditya Jaiswal, 2024. "A Study on Stock Forecasting Using Deep Learning and Statistical Models," Papers 2402.06689, arXiv.org.
• Philipp Bach & Oliver Schacht & Victor Chernozhukov & Sven Klaassen & Martin Spindler, 2024. "Hyperparameter Tuning for Causal Inference with Double Machine Learning: A Simulation Study," Papers 2402.04674, arXiv.org.
• Yuan Gao & Haokun Chen & Xiang Wang & Zhicai Wang & Xue Wang & Jinyang Gao & Bolin Ding, 2024. "DiffsFormer: A Diffusion Transformer on Stock Factor Augmentation," Papers 2402.06656, arXiv.org.
• Victor Duarte & Diogo Duarte & Dejanir H. Silva, 2024. "Machine Learning for Continuous-Time Finance," CESifo Working Paper Series 10909, CESifo.
• Juan Tenorio & Wilder Perez, 2024. "Monthly GDP nowcasting with Machine Learning and Unstructured Data," Papers 2402.04165, arXiv.org.
• Mayer, Thierry & Rapoport, Hillel & Umana-Dajud, Camilo, 2024. "Free Trade Agreements and the Movement of Business People," IZA Discussion Papers 16789, Institute of Labor Economics (IZA).
• Md. Alamin Talukder & Rakib Hossen & Md Ashraf Uddin & Mohammed Nasir Uddin & Uzzal Kumar Acharjee, 2024. "Securing Transactions: A Hybrid Dependable Ensemble Machine Learning Model using IHT-LR and Grid Search," Papers 2402.14389, arXiv.org.
• Sahab Zandi & Kamesh Korangi & Mar'ia 'Oskarsd'ottir & Christophe Mues & Cristi'an Bravo, 2024. "Attention-based Dynamic Multilayer Graph Neural Networks for Loan Default Prediction," Papers 2402.00299, arXiv.org, revised Jun 2024.
• Soheila Khajoui & Saeid Dehyadegari & Sayyed Abdolmajid Jalaee, 2024. "Forecasting Imports in OECD Member Countries and Iran by Using Neural Network Algorithms of LSTM," Papers 2402.01648, arXiv.org.
• Andrea Coletta & Kshama Dwarakanath & Penghang Liu & Svitlana Vyetrenko & Tucker Balch, 2024. "LLM-driven Imitation of Subrational Behavior : Illusion or Reality?," Papers 2402.08755, arXiv.org.
• Kshama Dwarakanath & Svitlana Vyetrenko & Peyman Tavallali & Tucker Balch, 2024. "ABIDES-Economist: Agent-Based Simulation of Economic Systems with Learning Agents," Papers 2402.09563, arXiv.org.
• Vittoria La Serra & Emiliano Svezia, 2023. "A robust record linkage approach for anomaly detection in granular insurance asset reporting," Questioni di Economia e Finanza (Occasional Papers) 821, Bank of Italy, Economic Research and International Relations Area.
• Tomasz .Zk{a}d{l}o & Adam Chwila, 2024. "A step towards the integration of machine learning and small area estimation," Papers 2402.07521, arXiv.org.
• Gennaro Catapano, 2023. "Borrower based measures analysis via a new agent based model of the Italian real estate sector," Questioni di Economia e Finanza (Occasional Papers) 822, Bank of Italy, Economic Research and International Relations Area.
• Nathan I. N. Henry & Mangor Pedersen & Matt Williams & Jamin L. B. Martin & Liesje Donkin, 2024. "A Hormetic Approach to the Value-Loading Problem: Preventing the Paperclip Apocalypse?," Papers 2402.07462, arXiv.org, revised Feb 2024.
• Fabian Krause & Jan-Peter Calliess, 2024. "End-to-End Policy Learning of a Statistical Arbitrage Autoencoder Architecture," Papers 2402.08233, arXiv.org.
• Connor R. Forsythe & Cristian Arteaga & John P. Helveston, 2024. "The Heterogeneous Aggregate Valence Analysis (HAVAN) Model: A Flexible Approach to Modeling Unobserved Heterogeneity in Discrete Choice Analysis," Papers 2402.00184, arXiv.org.
• Pinski, Marc & Haas, Miguel & Benlian, Alexander, 2024. "Building Metaknowledge in AI Literacy – The Effect of Gamified vs. Text-based Learning on AI Literacy Metaknowledge," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 142981, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Tao Ren & Ruihan Zhou & Jinyang Jiang & Jiafeng Liang & Qinghao Wang & Yijie Peng, 2024. "RiskMiner: Discovering Formulaic Alphas via Risk Seeking Monte Carlo Tree Search," Papers 2402.07080, arXiv.org, revised Feb 2024.
• Heimann, Tobias & Delzeit, Ruth, 2024. "Land for fish: Quantifying the connection between the aquaculture sector and agricultural markets," Open Access Publications from Kiel Institute for the World Economy 281986, Kiel Institute for the World Economy (IfW Kiel).
• Richiardi, Matteo & Bronka, Patryk & van de Ven, Justin, 2024. "Attenuation and reinforcement mechanisms over the life course," Centre for Microsimulation and Policy Analysis Working Paper Series CEMPA2/24, Centre for Microsimulation and Policy Analysis at the Institute for Social and Economic Research.
• Elie Bouri & Rangan Gupta & Christian Pierdzioch, 2024. "Modeling the Presidential Approval Ratings of the United States using Machine-Learning: Does Climate Policy Uncertainty Matter?," Working Papers 202406, University of Pretoria, Department of Economics.
• Joshua C. Yang & Damian Dailisan & Marcin Korecki & Carina I. Hausladen & Dirk Helbing, 2024. "LLM Voting: Human Choices and AI Collective Decision Making," Papers 2402.01766, arXiv.org, revised Aug 2024.
• Evangelos Katsamakas & Oleg V. Pavlov & Ryan Saklad, 2024. "Artificial intelligence and the transformation of higher education institutions," Papers 2402.08143, arXiv.org.
• Aliona Cebotari & Enrique Chueca-Montuenga & Yoro Diallo & Yunsheng Ma & Ms. Rima A Turk & Weining Xin & Harold Zavarce, 2024. "Political Fragility: Coups d’État and Their Drivers," IMF Working Papers 2024/034, International Monetary Fund.
• Narun Raman & Taylor Lundy & Samuel Amouyal & Yoav Levine & Kevin Leyton-Brown & Moshe Tennenholtz, 2024. "STEER: Assessing the Economic Rationality of Large Language Models," Papers 2402.09552, arXiv.org, revised May 2024.
• Giulia Bovini & Emanuele Dicarlo & Antonella Tomasi, 2023. "The revision of anti-poverty measures in Italy," Questioni di Economia e Finanza (Occasional Papers) 820, Bank of Italy, Economic Research and International Relations Area.
• Paul Hurlet & Ouassim Manout & Azise Oumar Diallo, 2024. "Policy implications of shared e-scooter parking regulation: an agent-based approach," Post-Print hal-04422427, HAL.
• Ying, Xiangji & Vorland, Colby J. & Qureshi, Riaz & Brown, Andrew William & Kilicoglu, Halil & Saldanha, Ian & DeVito, Nicholas J & Mayo-Wilson, Evan, 2024. "GPT's Performance in Identifying Outcome Changes on ClinicalTrials.gov," MetaArXiv npvwr, Center for Open Science.
• Stefano Pietrosanti & Edoardo Rainone, 2023. "Connecting the dots: the network nature of shocks propagation in credit markets," Temi di discussione (Economic working papers) 1436, Bank of Italy, Economic Research and International Relations Area.
• Duy-Minh Dang & Hao Zhou, 2024. "A monotone piecewise constant control integration approach for the two-factor uncertain volatility model," Papers 2402.06840, arXiv.org, revised Feb 2024.
• Nazif Durmaz & Henry Thompson, 2024. "Simulating the Constant Cost Trade Model," Auburn Economics Working Paper Series auwp2024-03, Department of Economics, Auburn University.
• Rosa-García, Alfonso, 2024. "Student Reactions to AI-Replicant Professor in an Econ101 Teaching Video," MPRA Paper 120135, University Library of Munich, Germany.
• Manish Jha & Jialin Qian & Michael Weber & Baozhong Yang, 2024. "ChatGPT and Corporate Policies," NBER Working Papers 32161, National Bureau of Economic Research, Inc.
• Olivier Bargain & Damien Echevin & Audrey Etienne & Nicolas Moreau & Adrien Pacifico, 2022. "Tax Minimization by French Cohabiting Couples," Post-Print hal-04440515, HAL.
• Schmidt, James, 2024. "County Wildfire Risk Ratings in Northern California: FAIR Plan Insurance Policies and Simulation Models vs. Red Flag Warnings and Diablo Winds," MPRA Paper 120195, University Library of Munich, Germany.
• Lin, Alessandro & Peruffo, Marcel, 2024. "Aggregate uncertainty, HANK, and the ZLB," Working Paper Series 2911, European Central Bank.
• Werding, Martin & Runschke, Benedikt & Schwarz, Milena, 2024. "Alterungsschub und Rentenreform: Simulationen für GRV und Beamtenversorgung," Working Papers 01/2024, German Council of Economic Experts / Sachverständigenrat zur Begutachtung der gesamtwirtschaftlichen Entwicklung.
• Qixin Zhan & Heng-fu Zou, 2024. "Liberty Capital Accumulation and Economic Growth," CEMA Working Papers 619, China Economics and Management Academy, Central University of Finance and Economics.
• Mingyang Li & Han Pengsihua & Fujiao Meng & Zejun Wang & Weian Liu, 2024. "Time-Delayed Game Strategy Analysis Among Japan, Other Nations, and the International Atomic Energy Agency in the Context of Fukushima Nuclear Wastewater Discharge Decision," Papers 2402.07227, arXiv.org.
• Ms. Li Liu & Mr. Ben Lockwood & Eddy H.F. Tam, 2024. "Small Firm Growth and the VAT Threshold Evidence for the UK," IMF Working Papers 2024/033, International Monetary Fund.
• Mingyang Li & Han Pengsihua & Songqing Zhao & Zejun Wang & Limin Yang & Weian Liu, 2024. "Fukushima Nuclear Wastewater Discharge: An Evolutionary Game Theory Approach to International and Domestic Interaction and Strategic Decision-Making," Papers 2402.07210, arXiv.org.