Report NEP-CMP-2024-05-27

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:

• Francisco G'omez Casanova & 'Alvaro Leitao & Fernando de Lope Contreras & Carlos V'azquez, 2024. "Deep Joint Learning valuation of Bermudan Swaptions," Papers 2404.11257, arXiv.org.
• Anoop Kumar & Suresh Dodda & Navin Kamuni & Rajeev Kumar Arora, 2024. "Unveiling the Impact of Macroeconomic Policies: A Double Machine Learning Approach to Analyzing Interest Rate Effects on Financial Markets," Papers 2404.07225, arXiv.org.
• James T. Wilkinson & Jacob Kelter & John Chen & Uri Wilensky, 2024. "A Network Simulation of OTC Markets with Multiple Agents," Papers 2405.02480, arXiv.org.
• Anna Knezevic, 2024. "Enhancing path-integral approximation for non-linear diffusion with neural network," Papers 2404.08903, arXiv.org.
• Jose Ignacio Hernandez & Niek Mouter & Sander van Cranenburgh, 2024. "An economically-consistent discrete choice model with flexible utility specification based on artificial neural networks," Papers 2404.13198, arXiv.org.
• Benjamin S. Manning & Kehang Zhu & John J. Horton, 2024. "Automated Social Science: Language Models as Scientist and Subjects," NBER Working Papers 32381, National Bureau of Economic Research, Inc.
• Tom Ewen, 2024. "Pricing of European Calls with the Quantum Fourier Transform," Papers 2404.14115, arXiv.org.
• Jérôme Baray & Alain Decrop & Gérard Cliquet, 2024. "Standardisiertes Modell zur Bewertung generativer KI zur Unterstützung der Marktforschung: ChatGPT-Test [Standardized model for evaluating generative AI in support of marketing research: ChatGPT te," Post-Print hal-04547450, HAL.
• Douglas Kiarelly Godoy de Araujo, 2024. "Synthetic controls with machine learning: application on the effect of labour deregulation on worker productivity in Brazil," BIS Working Papers 1181, Bank for International Settlements.