Report NEP-CMP-2024-07-08

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:

• Lei Fan & Justin Sirignano, 2024. "Machine Learning Methods for Pricing Financial Derivatives," Papers 2406.00459, arXiv.org.
• Shidi Deng & Maximilian Schiffer & Martin Bichler, 2024. "Algorithmic Collusion in Dynamic Pricing with Deep Reinforcement Learning," Papers 2406.02437, arXiv.org.
• Benjamin Avanzi & Eric Dong & Patrick J. Laub & Bernard Wong, 2024. "Distributional Refinement Network: Distributional Forecasting via Deep Learning," Papers 2406.00998, arXiv.org.
• Mahdi Ebrahimi Kahou & James Yu & Jesse Perla & Geoff Pleiss, 2024. "How Inductive Bias in Machine Learning Aligns with Optimality in Economic Dynamics," Papers 2406.01898, arXiv.org, revised Jun 2024.
• Xi-Ning Zhuang & Zhao-Yun Chen & Cheng Xue & Xiao-Fan Xu & Chao Wang & Huan-Yu Liu & Tai-Ping Sun & Yun-Jie Wang & Yu-Chun Wu & Guo-Ping Guo, 2024. "Statistics-Informed Parameterized Quantum Circuit via Maximum Entropy Principle for Data Science and Finance," Papers 2406.01335, arXiv.org, revised Jun 2024.
• Iñaki Aldasoro & Leonardo Gambacorta & Anton Korinek & Vatsala Shreeti & Merlin Stein, 2024. "Intelligent financial system: how AI is transforming finance," BIS Working Papers 1194, Bank for International Settlements.
• Denish Omondi Otieno & Faranak Abri & Sima Siami-Namini & Akbar Siami Namin, 2024. "The Accuracy of Domain Specific and Descriptive Analysis Generated by Large Language Models," Papers 2405.19578, arXiv.org.
• Henri Fraisse & Christophe Hurlin, 2024. "Modèles internes des banques pour le calcul du capital réglementaire (IRB) et intelligence artificielle," Débats économiques et financiers 44, Banque de France.
• Shumiao Ouyang & Hayong Yun & Xingjian Zheng, 2024. "How Ethical Should AI Be? How AI Alignment Shapes the Risk Preferences of LLMs," Papers 2406.01168, arXiv.org, revised Aug 2024.
• Jinxin Xu & Kaixian Xu & Yue Wang & Qinyan Shen & Ruisi Li, 2024. "A K-means Algorithm for Financial Market Risk Forecasting," Papers 2405.13076, arXiv.org.
• Zhonghao Xian & Xing Yan & Cheuk Hang Leung & Qi Wu, 2024. "Risk-Neutral Generative Networks," Papers 2405.17770, arXiv.org.
• Jian-Qiao Zhu & Haijiang Yan & Thomas L. Griffiths, 2024. "Language Models Trained to do Arithmetic Predict Human Risky and Intertemporal Choice," Papers 2405.19313, arXiv.org.
• Xuefeng Gao & Lingfei Li & Xun Yu Zhou, 2024. "Reinforcement Learning for Jump-Diffusions, with Financial Applications," Papers 2405.16449, arXiv.org, revised Aug 2024.
• Ning Li & Huaikang Zhou & Kris Mikel-Hong, 2024. "Generative AI Enhances Team Performance and Reduces Need for Traditional Teams," Papers 2405.17924, arXiv.org.
• Andrzej Cichocki & Sergio Cruces & Auxiliadora Sarmiento & Toshihisa Tanaka, 2024. "Generalized Exponentiated Gradient Algorithms and Their Application to On-Line Portfolio Selection," Papers 2406.00655, arXiv.org.
• Umang Khetan & Jetson Leder-Luis & Jialan Wang & Yunrong Zhou, 2024. "Unemployment Insurance Fraud in the Debit Card Market," NBER Working Papers 32527, National Bureau of Economic Research, Inc.
• Christian Bayer & Ralph Luetticke & Maximilian Weiss & Yannik Winkelmann, 2024. "An Endogenous Gridpoint Method for Distributional Dynamics," CRC TR 224 Discussion Paper Series crctr224_2024_548, University of Bonn and University of Mannheim, Germany.
• Hui Li & Jian Ni & Fangzhu Yang, 2024. "Product Design Using Generative Adversarial Network: Incorporating Consumer Preference and External Data," Papers 2405.15929, arXiv.org, revised Jun 2024.
• Christian Oliver Ewald & Charles Nolan, 2024. "On the Adaptation of the Lagrange Formalism to Continuous Time Stochastic Optimal Control: A Lagrange-Chow Redux," Working Papers 2024_04, Business School - Economics, University of Glasgow.
• Prajwal Naga & Dinesh Balivada & Sharath Chandra Nirmala & Poornoday Tiruveedi, 2024. "Decision Trees for Intuitive Intraday Trading Strategies," Papers 2405.13959, arXiv.org.