Report NEP-CMP-2024-06-10

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:

• Pedro Duarte Gomes, 2024. "Mathematics of Differential Machine Learning in Derivative Pricing and Hedging," Papers 2405.01233, arXiv.org.
• Hulusi Mehmet Tanrikulu & Hakan Pabuccu, 2024. "The Effect of Data Types' on the Performance of Machine Learning Algorithms for Financial Prediction," Papers 2404.19324, arXiv.org.
• Shuochen Bi & Wenqing Bao & Jue Xiao & Jiangshan Wang & Tingting Deng, 2024. "Application and practice of AI technology in quantitative investment," Papers 2404.18184, arXiv.org.
• Pierre Beck & Pablo Garcia Sanchez & Alban Moura & Julien Pascal & Olivier Pierrard, 2024. "Deep learning solutions of DSGE models: A technical report," BCL working papers 184, Central Bank of Luxembourg.
• Alicia Vidler & Toby Walsh, 2024. "Modelling Opaque Bilateral Market Dynamics in Financial Trading: Insights from a Multi-Agent Simulation Study," Papers 2405.02849, arXiv.org.
• Prabhu Prasad Panda & Maysam Khodayari Gharanchaei & Xilin Chen & Haoshu Lyu, 2024. "Application of Deep Learning for Factor Timing in Asset Management," Papers 2404.18017, arXiv.org.
• Peyman Khezr & Kendall Taylor, 2024. "Artificial Intelligence for Multi-Unit Auction design," Papers 2404.15633, arXiv.org, revised Aug 2024.
• Silvia Garc'ia-M'endez & Francisco de Arriba-P'erez & Ana Barros-Vila & Francisco J. Gonz'alez-Casta~no, 2024. "Targeted aspect-based emotion analysis to detect opportunities and precaution in financial Twitter messages," Papers 2404.08665, arXiv.org.
• Yupeng Cao & Zhi Chen & Qingyun Pei & Nathan Jinseok Lee & K. P. Subbalakshmi & Papa Momar Ndiaye, 2024. "ECC Analyzer: Extract Trading Signal from Earnings Conference Calls using Large Language Model for Stock Performance Prediction," Papers 2404.18470, arXiv.org, revised Aug 2024.
• Marco Bardoscia & Adrian Carro & Marc Hinterschweiger & Mauro Napoletano & Lilit Popoyan & Andrea Roventini & Arzu Uluc, 2024. "The impact of prudential regulations on the UK housing market and economy: Insights from an agent-based model," Working Papers 118, Queen Mary, University of London, School of Business and Management, Centre for Globalisation Research.
• Shuochen Bi & Wenqing Bao, 2024. "Innovative Application of Artificial Intelligence Technology in Bank Credit Risk Management," Papers 2404.18183, arXiv.org.
• Lukasz Szpruch & Tanut Treetanthiploet & Yufei Zhang, 2024. "$\epsilon$-Policy Gradient for Online Pricing," Papers 2405.03624, arXiv.org.
• Tsay, Calvin, 2024. "A Quantile Neural Network Framework for Twostage Stochastic Optimization," DES - Working Papers. Statistics and Econometrics. WS 43773, Universidad Carlos III de Madrid. Departamento de Estadística.
• Huan-Yi Su & Ke Wu & Yu-Hao Huang & Wu-Jun Li, 2024. "NumLLM: Numeric-Sensitive Large Language Model for Chinese Finance," Papers 2405.00566, arXiv.org.
• Minwu Kim & Sidahmed Benabderrahmane & Talal Rahwan, 2024. "Interpretable Machine Learning Models for Predicting the Next Targets of Activist Funds," Papers 2404.16169, arXiv.org, revised Oct 2024.
• Leonardo Ciambezi & Mattia Guerini & Mauro Napoletano & Andrea Roventini, 2024. "Accounting for the Multiple Sources of Inflation: an Agent-Based Model Investigation," LEM Papers Series 2024/15, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Nugroho, Rizqi Ilma & Gnann, Till & Speth, Daniel & Purwanto, Widodo Wahyu & Hanafi, Jessica & Soehodho, Sutanto, 2024. "Agent-based simulation for market diffusion of passenger cars and motorcycles BEV in Greater Jakarta Area," Working Papers "Sustainability and Innovation" S05/2024, Fraunhofer Institute for Systems and Innovation Research (ISI).
• Kevin Xin & Lizhi Xin, 2024. "QxEAI: Quantum-like evolutionary algorithm for automated probabilistic forecasting," Papers 2405.03701, arXiv.org, revised Jun 2024.