Report NEP-CMP-2024-06-17

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.

Subscribe to this report: email, RSS, or Mastodon, or Bluesky.

Other reports in NEP-CMP

The following items were announced in this report:

• Simone Brusatin & Tommaso Padoan & Andrea Coletta & Domenico Delli Gatti & Aldo Glielmo, 2024. "Simulating the Economic Impact of Rationality through Reinforcement Learning and Agent-Based Modelling," Papers 2405.02161, arXiv.org, revised Oct 2024.
• Xiaowei Chen & Hong Li & Yufan Lu & Rui Zhou, 2024. "Unveiling Nonlinear Dynamics in Catastrophe Bond Pricing: A Machine Learning Perspective," Papers 2405.00697, arXiv.org, revised Aug 2024.
• Reilly Pickard & F. Wredenhagen & Y. Lawryshyn, 2024. "Optimizing Deep Reinforcement Learning for American Put Option Hedging," Papers 2405.08602, arXiv.org.
• Tänzer, Alina, 2024. "The effectiveness of central bank purchases of long-term treasury securities: A neural network approach," IMFS Working Paper Series 204, Goethe University Frankfurt, Institute for Monetary and Financial Stability (IMFS).
• Theodoros Zafeiriou & Dimitris Kalles, 2024. "Comparative analysis of neural network architectures for short-term FOREX forecasting," Papers 2405.08045, arXiv.org.
• Tomaz Cajner & Leland D. Crane & Christopher J. Kurz & Norman J. Morin & Paul E. Soto & Betsy Vrankovich, 2024. "Manufacturing Sentiment: Forecasting Industrial Production with Text Analysis," Finance and Economics Discussion Series 2024-026, Board of Governors of the Federal Reserve System (U.S.).
• Tian Tian & Jiahao Deng, 2024. "Unleashing the Power of AI: Transforming Marketing Decision-Making in Heavy Machinery with Machine Learning, Radar Chart Simulation, and Markov Chain Analysis," Papers 2405.01913, arXiv.org.
• Daniel de Souza Santos & Tiago Alessandro Espinola Ferreira, 2024. "Neural Network Learning of Black-Scholes Equation for Option Pricing," Papers 2405.05780, arXiv.org.
• G. Ibikunle & B. Moews & D. Muravyev & K. Rzayev, 2024. "Can machine learning unlock new insights into high-frequency trading?," Papers 2405.08101, arXiv.org, revised Jan 2025.
• Reilly Pickard & Finn Wredenhagen & Julio DeJesus & Mario Schlener & Yuri Lawryshyn, 2024. "Hedging American Put Options with Deep Reinforcement Learning," Papers 2405.06774, arXiv.org.
• Ashish Anil Pawar & Vishnureddy Prashant Muskawar & Ritesh Tiku, 2024. "Portfolio Management using Deep Reinforcement Learning," Papers 2405.01604, arXiv.org.
• Ajit Desai & Anneke Kosse & Jacob Sharples, 2024. "Finding a needle in a haystack: a machine learning framework for anomaly detection in payment systems," BIS Working Papers 1188, Bank for International Settlements.
• Joaquin Vespignani & Russell Smyth, 2024. "Artificial Intelligence Investments Reduce Risks to Critical Mineral Supply," CAMA Working Papers 2024-30, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
• Yusuke Narita & Kohei Yata, 2024. "Algorithm as Experiment: Machine Learning, Market Design, and Policy Eligibility Rules," Cowles Foundation Discussion Papers 2391, Cowles Foundation for Research in Economics, Yale University.
• Kea Baret & Amélie Barbier-Gauchard & Theophilos Papadimitriou, 2023. "Forecasting the Stability and Growth Pact compliance using Machine Learning," Post-Print hal-03121966, HAL.
• Zhiyu Cao & Zachary Feinstein, 2024. "Large Language Model in Financial Regulatory Interpretation," Papers 2405.06808, arXiv.org, revised Jul 2024.
• Felix Haag & Carlo Stingl & Katrin Zerfass & Konstantin Hopf & Thorsten Staake, 2024. "Overcoming Anchoring Bias: The Potential of AI and XAI-based Decision Support," Papers 2405.04972, arXiv.org.
• Attila Sarkany & Lukas Janasek & Jozef Barunik, 2024. "Quantile Preferences in Portfolio Choice: A Q-DRL Approach to Dynamic Diversification," Working Papers IES 2024/21, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2024.
• Christian Peukert & Florian Abeillon & Jérémie Haese & Franziska Kaiser & Alexander Staub, 2024. "Strategic Behavior and AI Training Data," CESifo Working Paper Series 11099, CESifo.
• Maria S. Mavillonio, 2024. "Textual Representation of Business Plans and Firm Success," Discussion Papers 2024/308, Dipartimento di Economia e Management (DEM), University of Pisa, Pisa, Italy.
• Jack Birner & Marco Mazzoli & Eleonora Priori & Pietro Terna, 2024. "Breaking open the black box of the production function: an agent-based model accounting for time in production processes," Papers 2405.07103, arXiv.org.
• Jiri Kukacka & Erik Zila, 2024. "Wealth, Cost, and Misperception: Empirical Estimation of Three Interaction Channels in a Financial-Macroeconomic Agent-Based Model," Working Papers IES 2024/22, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised May 2024.
• Chuanhao Li & Runhan Yang & Tiankai Li & Milad Bafarassat & Kourosh Sharifi & Dirk Bergemann & Zhuoran Yang, 2024. "STRIDE: A Tool-Assisted LLM Agent Framework for Strategic and Interactive Decision-Making," Cowles Foundation Discussion Papers 2393, Cowles Foundation for Research in Economics, Yale University.
• Nicholas Tenev, 2024. "De-Biasing Models of Biased Decisions: A Comparison of Methods Using Mortgage Application Data," Papers 2405.00910, arXiv.org.
• S. Borağan Aruoba & Thomas Drechsel, 2024. "Identifying Monetary Policy Shocks: A Natural Language Approach," NBER Working Papers 32417, National Bureau of Economic Research, Inc.
• Eric Ghysels & Jack Morgan, 2024. "On Quantum Ambiguity and Potential Exponential Computational Speed-Ups to Solving Dynamic Asset Pricing Models," Papers 2405.01479, arXiv.org, revised May 2024.
• Sylvain BARTHÉLÉMY & Virginie GAUTIER & Fabien RONDEAU, 2024. "Convolutional Neural Networks to signal currency crises: from the Asian financial crisis to the Covid crisis," Economics Working Paper Archive (University of Rennes & University of Caen) 2024-01, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
• Thorsten Hens & Trine Nordlie, 2024. "How good are LLMs in risk profiling?," Swiss Finance Institute Research Paper Series 24-30, Swiss Finance Institute.
• Adam Hallengreen & Thomas H. Joergensen & Annasofie M. Olesen, 2024. "Household Bargaining with Limited Commitment: A Practitioners Guide," CEBI working paper series 24-09, University of Copenhagen. Department of Economics. The Center for Economic Behavior and Inequality (CEBI).