Report NEP-CMP-2024-03-25

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:

• Sina Montazeri & Akram Mirzaeinia & Amir Mirzaeinia, 2024. "CNN-DRL with Shuffled Features in Finance," Papers 2402.03338, arXiv.org.
• Andrea Macr`i & Fabrizio Lillo, 2024. "Reinforcement Learning for Optimal Execution when Liquidity is Time-Varying," Papers 2402.12049, arXiv.org, revised Feb 2024.
• Edwin Zhang & Sadie Zhao & Tonghan Wang & Safwan Hossain & Henry Gasztowtt & Stephan Zheng & David C. Parkes & Milind Tambe & Yiling Chen, 2024. "Social Environment Design," Papers 2402.14090, arXiv.org, revised Jun 2024.
• Juan Carlos Escanciano & Ricardo Parra, 2024. "Extending the Scope of Inference About Predictive Ability to Machine Learning Methods," Papers 2402.12838, arXiv.org, revised Apr 2024.
• Yifan Duan & Guibin Zhang & Shilong Wang & Xiaojiang Peng & Wang Ziqi & Junyuan Mao & Hao Wu & Xinke Jiang & Kun Wang, 2024. "CaT-GNN: Enhancing Credit Card Fraud Detection via Causal Temporal Graph Neural Networks," Papers 2402.14708, arXiv.org, revised Nov 2024.
• Hao Qian & Hongting Zhou & Qian Zhao & Hao Chen & Hongxiang Yao & Jingwei Wang & Ziqi Liu & Fei Yu & Zhiqiang Zhang & Jun Zhou, 2024. "MDGNN: Multi-Relational Dynamic Graph Neural Network for Comprehensive and Dynamic Stock Investment Prediction," Papers 2402.06633, arXiv.org.
• Hang Yuan & Saizhuo Wang & Jian Guo, 2024. "Alpha-GPT 2.0: Human-in-the-Loop AI for Quantitative Investment," Papers 2402.09746, arXiv.org.
• Andrei Neagu & Fr'ed'eric Godin & Clarence Simard & Leila Kosseim, 2024. "Deep Hedging with Market Impact," Papers 2402.13326, arXiv.org, revised Feb 2024.
• Claudia Biancotti & Carolina Camassa, 2023. "Loquacity and visible emotion: ChatGPT as a policy advisor," Questioni di Economia e Finanza (Occasional Papers) 814, Bank of Italy, Economic Research and International Relations Area.
• Jeroen Rombouts & Marie Ternes & Ines Wilms, 2024. "Cross-Temporal Forecast Reconciliation at Digital Platforms with Machine Learning," Papers 2402.09033, arXiv.org, revised May 2024.
• Sarah Soleiman & Julien Randon-Furling & Marie Cottrell, 2022. "Machine Learning and Data-Driven Approaches in Spatial Statistics: A Case Study of Housing Price Estimation," Post-Print hal-03900972, HAL.
• Lenhard, Gregor, 2024. "Learning from the Past: The Role of Personal Experiences in Artificial Stock Markets," Working papers 2024/01, Faculty of Business and Economics - University of Basel.
• Steven Y. K. Wong & Jennifer S. K. Chan & Lamiae Azizi, 2024. "Quantifying neural network uncertainty under volatility clustering," Papers 2402.14476, arXiv.org, revised Sep 2024.
• Zengqing Wu & Run Peng & Shuyuan Zheng & Qianying Liu & Xu Han & Brian Inhyuk Kwon & Makoto Onizuka & Shaojie Tang & Chuan Xiao, 2024. "Shall We Team Up: Exploring Spontaneous Cooperation of Competing LLM Agents," Papers 2402.12327, arXiv.org, revised Oct 2024.
• David H. Kreitmeir & Paul A. Raschky, 2024. "The Heterogeneous Productivity Effects of Generative AI," SoDa Laboratories Working Paper Series 2024-01, Monash University, SoDa Laboratories.
• Athey, Susan & Keleher, Niall & Spiess, Jann, 2023. "Machine Learning Who to Nudge: Causal vs Predictive Targeting in a Field Experiment on Student Financial Aid Renewal," Research Papers 4146, Stanford University, Graduate School of Business.
• Manuel Schlenkrich & Wolfgang Seiringer & Klaus Altendorfer & Sophie N. Parragh, 2024. "Enhancing Rolling Horizon Production Planning Through Stochastic Optimization Evaluated by Means of Simulation," Papers 2402.14506, arXiv.org, revised Sep 2024.
• Leek, Lauren Caroline & Bischl, Simeon & Freier, Maximilian, 2024. "Introducing Textual Measures of Central Bank Policy-Linkages Using ChatGPT," SocArXiv 78wnp, Center for Open Science.
• Jaehyuk Choi, 2024. "Exact simulation scheme for the Ornstein-Uhlenbeck driven stochastic volatility model with the Karhunen-Lo\`eve expansions," Papers 2402.09243, arXiv.org.