Report NEP-CMP-2024-04-08

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:

• Bantle, Melissa, 2024. "Screen for collusive behavior: A machine learning approach," Hohenheim Discussion Papers in Business, Economics and Social Sciences 01-2024, University of Hohenheim, Faculty of Business, Economics and Social Sciences.
• Mohammad Ali Labbaf Khaniki & Mohammad Manthouri, 2024. "Enhancing Price Prediction in Cryptocurrency Using Transformer Neural Network and Technical Indicators," Papers 2403.03606, arXiv.org.
• Daixin Wang & Zhiqiang Zhang & Yeyu Zhao & Kai Huang & Yulin Kang & Jun Zhou, 2024. "Financial Default Prediction via Motif-preserving Graph Neural Network with Curriculum Learning," Papers 2403.06482, arXiv.org.
• Young Shin Kim & Hyun-Gyoon Kim, 2024. "Quanto Option Pricing on a Multivariate Levy Process Model with a Generative Artificial Intelligence," Papers 2402.17919, arXiv.org, revised Mar 2024.
• Rambod Rahmani & Marco Parola & Mario G. C. A. Cimino, 2024. "A machine learning workflow to address credit default prediction," Papers 2403.03785, arXiv.org.
• Juan C. King & Roberto Dale & Jos'e M. Amig'o, 2024. "Blockchain Metrics and Indicators in Cryptocurrency Trading," Papers 2403.00770, arXiv.org.
• Oluwafemi F Olaiyapo, 2024. "Applying News and Media Sentiment Analysis for Generating Forex Trading Signals," Papers 2403.00785, arXiv.org.
• Alessandro Niro & Michael Werner, 2024. "Detecting Anomalous Events in Object-centric Business Processes via Graph Neural Networks," Papers 2403.00775, arXiv.org.
• Benjamin Wee, 2024. "Comparing MCMC algorithms in Stochastic Volatility Models using Simulation Based Calibration," Papers 2402.12384, arXiv.org.
• Jamotton, Charlotte & Hainaut, Donatien, 2024. "Latent Dirichlet Allocation for structured insurance data," LIDAM Discussion Papers ISBA 2024008, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
• Savvakis C. Savvides, 2024. "The Integrated Financial Model and the use of Growth Patterns in Monte Carlo simulation Risk Analysis," Development Discussion Papers 2024-03, JDI Executive Programs.
• Andrzej Daniluk & Evgeny Lakshtanov & Rafal Muchorski, 2024. "Denoised Monte Carlo for option pricing and Greeks estimation," Papers 2402.12528, arXiv.org.
• Dengler, Thomas & Gerke, Rafael & Giesen, Sebastian & Kienzler, Daniel & Röttger, Joost & Scheer, Alexander & Wacks, Johannes, 2024. "A primer on optimal policy projections," Technical Papers 01/2024, Deutsche Bundesbank.
• Wagner, Joachim, 2024. "Cloud computing and extensive margins of exports: Evidence for manufacturing firms from 27 EU countries," KCG Working Papers 34, Kiel Centre for Globalization (KCG).