Report NEP-CMP-2024-07-22

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:

• Paulo Barbosa & João Cortes & João Amador, 2024. "Distance to Export: A Machine Learning Approach with Portuguese Firms," GEE Papers 182, Gabinete de Estratégia e Estudos, Ministério da Economia, revised Jul 2024.
• Yuqi Nie & Yaxuan Kong & Xiaowen Dong & John M. Mulvey & H. Vincent Poor & Qingsong Wen & Stefan Zohren, 2024. "A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges," Papers 2406.11903, arXiv.org.
• Zhouzhou Gu & Mathieu Lauri`ere & Sebastian Merkel & Jonathan Payne, 2024. "Global Solutions to Master Equations for Continuous Time Heterogeneous Agent Macroeconomic Models," Papers 2406.13726, arXiv.org.
• Haibo Wang & Lutfu S. Sua & Bahram Alidaee, 2024. "Enhancing supply chain security with automated machine learning," Papers 2406.13166, arXiv.org, revised Dec 2024.
• Natalia Roszyk & Robert Ślepaczuk, 2024. "The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models," Working Papers 2024-13, Faculty of Economic Sciences, University of Warsaw.
• Liyang Wang & Yu Cheng & Ao Xiang & Jingyu Zhang & Haowei Yang, 2024. "Application of Natural Language Processing in Financial Risk Detection," Papers 2406.09765, arXiv.org, revised Jun 2024.
• Ayato Kitadai & Sinndy Dayana Rico Lugo & Yudai Tsurusaki & Yusuke Fukasawa & Nariaki Nishino, 2024. "Can AI with High Reasoning Ability Replicate Human-like Decision Making in Economic Experiments?," Papers 2406.11426, arXiv.org.
• Philipp Schwarz & Oliver Schacht & Sven Klaassen & Daniel Grunbaum & Sebastian Imhof & Martin Spindler, 2024. "Management Decisions in Manufacturing using Causal Machine Learning -- To Rework, or not to Rework?," Papers 2406.11308, arXiv.org.
• Wood, David A. & Achhpilia, Muskan P. & Adams, Mollie T. & Aghazadeh, Sanaz & Akinyele, Kazeem & Akpan, Mfon & Allee, Kristian D. & Allen, Abigail M. & Almer, Elizabeth D. & Ames, Daniel & Arity, Vikt, 2023. "The ChatGPT artificial intelligence chatbot: How well does it answer accounting assessment questions?," Other publications TiSEM b4a29b3e-18a1-4259-a70c-d, Tilburg University, School of Economics and Management.
• Ruohan Zhan & Shichao Han & Yuchen Hu & Zhenling Jiang, 2024. "Estimating Treatment Effects under Recommender Interference: A Structured Neural Networks Approach," Papers 2406.14380, arXiv.org, revised Jul 2024.
• Rangan Gupta & Christian Pierdzioch & Aviral K. Tiwari, 2024. "Gasoline Prices and Presidential Approval Ratings of the United States," Working Papers 202427, University of Pretoria, Department of Economics.
• Samuel Atkins & Ali Fathi & Sammy Assefa, 2024. "Reinforcement Learning for Corporate Bond Trading: A Sell Side Perspective," Papers 2406.12983, arXiv.org.
• Eric AVENEL, 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) 2024-02, Center for Research in Economics and Management (CREM), University of Rennes, University of Caen and CNRS.
• Mihaela Nistor, 2024. "Risk Management in a Complex and Interconnected World," Speech 98431, Federal Reserve Bank of New York.
• Cantone, Giulio Giacomo, 2024. "Protocol: How To Correct The Classification Error By Asking To Large Language Models The Similarity Among Categories," OSF Preprints d9egt, Center for Open Science.
• Carlo Drago, 2024. "Text mining in economics and health economics using Stata," Italian Stata Users' Group Meetings 2024 10, Stata Users Group.
• Olivier Guéant, 2022. "Computational methods for market making algorithms," Post-Print hal-04590381, HAL.
• Linn Engstrom & Sigrid Kallblad & Johan Karlsson, 2024. "Computation of Robust Option Prices via Structured Multi-Marginal Martingale Optimal Transport," Papers 2406.09959, arXiv.org.
• Baciu, Dan Costa, 2024. "How Changes In Urban Mobility Affect Experienced Urban Diversity: Case Study For Scenarios In Wellington," OSF Preprints w87yb, Center for Open Science.
• Matheus V. X. Ferreira & Aadityan Ganesh & Jack Hourigan & Hannah Huh & S. Matthew Weinberg & Catherine Yu, 2024. "Computing Optimal Manipulations in Cryptographic Self-Selection Proof-of-Stake Protocols," Papers 2406.15282, arXiv.org.