Report NEP-CMP-2024-07-29

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:

• Yuhui Jin, 2024. "GraphCNNpred: A stock market indices prediction using a Graph based deep learning system," Papers 2407.03760, arXiv.org, revised Jul 2024.
• Yanqing Yang & Xingcheng Xu & Jinfeng Ge & Yan Xu, 2024. "Machine Learning for Economic Forecasting: An Application to China's GDP Growth," Papers 2407.03595, arXiv.org.
• Cristian Chica & Yinglong Guo & Gilad Lerman, 2024. "Artificial Intelligence and Algorithmic Price Collusion in Two-sided Markets," Papers 2407.04088, arXiv.org.
• Feng, Yuan & Liu, Shuang & Zhang, Man & Jin, Yanhong & Yu, Xiaohua, 2024. "Investigating Factors Influencing Dietary Quality in China: Machine Learning Approaches," 2024 Annual Meeting, July 28-30, New Orleans, LA 343836, Agricultural and Applied Economics Association.
• Zhang, Yuxiang & Liu, Yizao & Sears, James M., 2024. "Using Machine Learning Method to Estimate the Heterogeneous Impacts of the Updated Nutrition Facts Panel," 2024 Annual Meeting, July 28-30, New Orleans, LA 343727, Agricultural and Applied Economics Association.
• Feng Xu & Yan Yin & Xinyu Zhang & Tianyuan Liu & Shengyi Jiang & Zongzhang Zhang, 2024. "$\text{Alpha}^2$: Discovering Logical Formulaic Alphas using Deep Reinforcement Learning," Papers 2406.16505, arXiv.org, revised Jun 2024.
• Zexing Xu & Linjun Zhang & Sitan Yang & Rasoul Etesami & Hanghang Tong & Huan Zhang & Jiawei Han, 2024. "F-FOMAML: GNN-Enhanced Meta-Learning for Peak Period Demand Forecasting with Proxy Data," Papers 2406.16221, arXiv.org.
• Raeid Saqur, 2024. "What Teaches Robots to Walk, Teaches Them to Trade too -- Regime Adaptive Execution using Informed Data and LLMs," Papers 2406.15508, arXiv.org.
• Adam Korniejczuk & Robert 'Slepaczuk, 2024. "Statistical arbitrage in multi-pair trading strategy based on graph clustering algorithms in US equities market," Papers 2406.10695, arXiv.org.
• Yoon, Sang-Ha, 2024. "Developing an International Macroeconomic Forecasting Model Based on Big Data," World Economy Brief 24-18, Korea Institute for International Economic Policy.
• Felderer, Barbara & Repke, Lydia & Weber, Wiebke & Schweisthal, jonas & Bothmann, Ludwig, 2024. "Predicting the Validity and Reliability of Survey Questions," OSF Preprints hkngd, Center for Open Science.
• Zhao, Jing & Cochrane, Mark & Zhang, Xin & Elmore, Andrew & Lee, Janice & Su, Ye, 2024. "Evolution of Spatial Drivers for Oil Palm Expansion over Time: Insights from Spatiotemporal Data and Machine Learning Models," 2024 Annual Meeting, July 28-30, New Orleans, LA 344016, Agricultural and Applied Economics Association.
• Zuzanna Kostecka & Robert 'Slepaczuk, 2024. "Improving Realized LGD Approximation: A Novel Framework with XGBoost for Handling Missing Cash-Flow Data," Papers 2406.17308, arXiv.org.
• Susan Athey & Herman Brunborg & Tianyu Du & Ayush Kanodia & Keyon Vafa, 2024. "LABOR-LLM: Language-Based Occupational Representations with Large Language Models," Papers 2406.17972, arXiv.org, revised Dec 2024.
• Tan, Fuli & Wang, Jingjing & De Steur, Hans & Fan, Shenggen, 2024. "Unveiling the predictive factors influencing consumers purchase intention towards biofortified products: A PLS-SEM model with agent-based simulation," 2024 Annual Meeting, July 28-30, New Orleans, LA 344020, Agricultural and Applied Economics Association.
• Takeshi Fukasawa, 2024. "Simple method for efficiently solving dynamic models with continuous actions using policy gradient," Papers 2407.04227, arXiv.org.
• Khudri, Md Mohsan & Hussey, Andrew, 2024. "Breastfeeding and Child Development Outcomes across Early Childhood and Adolescence: Doubly Robust Estimation with Machine Learning," IZA Discussion Papers 17080, Institute of Labor Economics (IZA).
• Resta, Emanuela & Logroscino, Giancarlo & Tafuri, Silvio & Peter, Preethymol & Noviello, Chiara & Costantiello, Alberto & Leogrande, Angelo, 2024. "The ESG Determinants of Mental Health Index Across Italian Regions: A Machine Learning Approach," MPRA Paper 121204, University Library of Munich, Germany.
• Dawid, Herbert & Gemkow, Simon & Harting, Philipp & Kabus, Kordian & Neugart, Michael & Wersching, Klaus, 2024. "Skills, Innovation, and Growth: An Agent-Based Policy Analysis," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 146365, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Fernando Acebes & M Pereda & David Poza & Javier Pajares & Jose M Galan, 2024. "Stochastic Earned Value Analysis using Monte Carlo Simulation and Statistical Learning Techniques," Papers 2406.02589, arXiv.org.
• Dawid, Herbert & Neugart, Michael, 2024. "Effects of technological change and automation on industry structure and (wage-)inequality: insights from a dynamic task-based model," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 146300, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Nicolas Apfel & Julia Hatamyar & Martin Huber & Jannis Kueck, 2024. "Learning control variables and instruments for causal analysis in observational data," Papers 2407.04448, arXiv.org.
• Sarra Ben Yahia & Jose Angel Garcia Sanchez & Rania Hentati Kaffel, 2024. "Impact of Sentiment analysis on Energy Sector Stock Prices : A FinBERT Approach," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-04629569, HAL.
• Batabyal, Amitrajeet & Kourtit, Karima & Nijkamp, Peter, 2023. "Artificial Intelligence Based Technologies and Economic Growth in a Creative Region," MPRA Paper 121328, University Library of Munich, Germany, revised 17 Apr 2024.
• Dawid, H. & Harting, P. & Neugart, M., 2024. "Fiscal transfers and regional economic growth," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 146302, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Brevin Franklin & Emily Silcock & Abhishek Arora & Tom Bryan & Melissa Dell, 2024. "News Deja Vu: Connecting Past and Present with Semantic Search," Papers 2406.15593, arXiv.org.
• Orson Mengara, 2024. "Trading Devil: Robust backdoor attack via Stochastic investment models and Bayesian approach," Papers 2406.10719, arXiv.org, revised Sep 2024.
• Will Hicks, 2024. "Modelling Uncertain Volatility Using Quantum Stochastic Calculus: Unitary vs Non-Unitary Time Evolution," Papers 2407.04520, arXiv.org.
• Abhishek Arora & Emily Silcock & Leander Heldring & Melissa Dell, 2024. "Contrastive Entity Coreference and Disambiguation for Historical Texts," Papers 2406.15576, arXiv.org.
• Igor Sadoune & Marcelin Joanis & Andrea Lodi, 2024. "Algorithmic Collusion And The Minimum Price Markov Game," Papers 2407.03521, arXiv.org, revised Nov 2024.
• Lee, Jacob W. & Elliott, Brendan & Lam, Aaron & Gupta, Neha & Wilson, Norbert L.W. & Collins, Leslie M. & Mainsah, Boyla, 2024. "Tracking Trends in Topics of Agricultural and Applied Economics Discourse over the Last Century Using Natural Language Processing," 2024 Annual Meeting, July 28-30, New Orleans, LA 343814, Agricultural and Applied Economics Association.
• Philipp Wirth & Francesca Medda & Thomas Schroder, 2024. "Longitudinal market structure detection using a dynamic modularity-spectral algorithm," Papers 2407.04500, arXiv.org.
• Alexander Quispe & Rodrigo Grijalba, 2024. "Impact of the Availability of ChatGPT on Software Development: A Synthetic Difference in Differences Estimation using GitHub Data," Papers 2406.11046, arXiv.org.
• Giovanni Cerulli, 2024. "Optimal policy learning using Stata," Italian Stata Users' Group Meetings 2024 02, Stata Users Group.
• Subhankar Ghosh & Jayant Gupta & Arun Sharma & Shuai An & Shashi Shekhar, 2024. "Reducing False Discoveries in Statistically-Significant Regional-Colocation Mining: A Summary of Results," Papers 2407.02536, arXiv.org.
• Mridu Prabal Goswami, 2024. "Strategy-proof Selling: a Geometric Approach," Papers 2406.12279, arXiv.org, revised Jul 2024.
• H. Peter Boswijk & Jun Yu & Yang Zu, 2024. "Testing for an Explosive Bubble using High-Frequency Volatility," Working Papers 202402, University of Macau, Faculty of Business Administration.