Report NEP-CMP-2024-08-12

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:

• Anishka Chauhan & Pratham Mayur & Yeshwanth Sai Gokarakonda & Pooriya Jamie & Naman Mehrotra, 2024. "Indian Stock Market Prediction using Augmented Financial Intelligence ML," Papers 2407.02236, arXiv.org.
• Zheng, Maoyong & Escalante, Cesar L., 2024. "Exploring USDA-FSA Farm Lending Patterns: Machine Learning-Based Models for Understanding the Impact of Borrower attributes on Loan Purposes," 2024 Annual Meeting, July 28-30, New Orleans, LA 343857, Agricultural and Applied Economics Association.
• Stevens, Alexander & Okrent, Abigail M. & Mancino, Lisa, 2024. "Imputing Measures of Diet Quality Using Circana Scanner Data and Machine Learning," 2024 Annual Meeting, July 28-30, New Orleans, LA 343997, Agricultural and Applied Economics Association.
• Villacis, Alexis H. & Badruddoza, Syed & Mishra, Ashok K., 2024. "A Machine Learning-based Exploration of Resilience through the Lens of Food Security," 2024 Annual Meeting, July 28-30, New Orleans, LA 343542, Agricultural and Applied Economics Association.
• Yu Cheng & Junjie Guo & Shiqing Long & You Wu & Mengfang Sun & Rong Zhang, 2024. "Advanced Financial Fraud Detection Using GNN-CL Model," Papers 2407.06529, arXiv.org.
• Mühlbauer, Sabrina & Weber, Enzo, 2024. "Predicting Job Match Quality: A Machine Learning Approach," IAB-Discussion Paper 202409, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
• Alexandre Truc & Muriel Dal Pont Legrand, 2024. "Agent-Based Models: Impact and Interdisciplinary Influences in Economics," GREDEG Working Papers 2024-19, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
• Jinniao Qiu & Antony Ware & Yang Yang, 2024. "Stochastic Path-Dependent Volatility Models for Price-Storage Dynamics in Natural Gas Markets and Discrete-Time Swing Option Pricing," Papers 2406.16400, arXiv.org.
• Jibang Wu & Siyu Chen & Mengdi Wang & Huazheng Wang & Haifeng Xu, 2024. "Contractual Reinforcement Learning: Pulling Arms with Invisible Hands," Papers 2407.01458, arXiv.org, revised Jul 2024.
• Yupeng Cao & Zhiyuan Yao & Zhi Chen & Zhiyang Deng, 2024. "CatMemo at the FinLLM Challenge Task: Fine-Tuning Large Language Models using Data Fusion in Financial Applications," Papers 2407.01953, arXiv.org.
• Mario Martinoli & Raffaello Seri & Fulvio Corsi, 2024. "Generalized Optimization Algorithms for Complex Models," LEM Papers Series 2024/18, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
• Daiya Mita & Akihiko Takahashi, 2024. "A New Equity Investment Strategy with Artificial Intelligence, Multi Factors, and Technical Indicators," CIRJE F-Series CIRJE-F-1230, CIRJE, Faculty of Economics, University of Tokyo.
• Jung-Lundberg, Saman, 2024. "Der Einsatz von KI in der Bauprojektsteuerung," IU Discussion Papers – Design, Architektur & Bau 3 (Juli 2024), IU International University of Applied Sciences.
• Daiya Mita & Akihiko Takahashi, 2024. "A New Equity Investment Strategy with Artificial Intelligence, Multi Factors, and Technical Indicators," CARF F-Series CARF-F-588, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo.
• Parisa Davar & Fr'ed'eric Godin & Jose Garrido, 2024. "Catastrophic-risk-aware reinforcement learning with extreme-value-theory-based policy gradients," Papers 2406.15612, arXiv.org, revised Jun 2024.
• Kamil Kashif & Robert 'Slepaczuk, 2024. "LSTM-ARIMA as a Hybrid Approach in Algorithmic Investment Strategies," Papers 2406.18206, arXiv.org.
• Helmut Wasserbacher & Martin Spindler, 2024. "Credit Ratings: Heterogeneous Effect on Capital Structure," Papers 2406.18936, arXiv.org.
• Domenico Delli Gatti & Tommaso Ferraresi & Filippo Gusella & Lilit Popoyan & Giorgio Ricchiuti & Andrea Roventini, 2024. "The interplay between real and exchange rate market: an agent-based model approach," Working Papers - Economics wp2024_10.rdf, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa.
• Jesper Kristensen & David Wender & Carl Anthony, 2024. "Commodification of Compute," Papers 2406.19261, arXiv.org, revised Jul 2024.
• Peng Yifeng & Gao Chen, 2024. "New intelligent empowerment for digital transformation," Papers 2406.18440, arXiv.org.
• Will Hicks, 2024. "Information Entropy of the Financial Market: Modelling Random Processes Using Open Quantum Systems," Papers 2406.20027, arXiv.org.
• Haibo Han & Bin Wang, 2024. "The influence of policy perception on the employment of college graduates under the new development paradigm—based on machine learning," French Stata Users' Group Meetings 2024 35, Stata Users Group.
• Hrishikesh Vinod, 2024. "April 2024 Buy-Sell Guide for Dow Jones 30 Stocks and Modified Omega Criterion," Fordham Economics Discussion Paper Series dp2024-03er:dp2024-03, Fordham University, Department of Economics.
• McWilliams, William N. & Isengildina Massa, Olga & Stewart, Shamar L., 2024. "Annual Food Price Inflation Forecasting: A Macroeconomic Random Forest Approach," 2024 Annual Meeting, July 28-30, New Orleans, LA 343923, Agricultural and Applied Economics Association.
• Sydney Balboni & Grace Ivey & Brett Storoe & John Cisler & Tyge Plater & Caitlyn Grant & Ella Bruce & Benjamin Paulson, 2024. "NourishNet: Proactive Severity State Forecasting of Food Commodity Prices for Global Warning Systems," Papers 2407.00698, arXiv.org.
• Ecker-Ehrhardt, Matthias, 2024. "Building bridges or digging the trench? International organizations, social media, and polarized fragmentation," Global Cooperation Research Papers 34, University of Duisburg-Essen, Käte Hamburger Kolleg / Centre for Global Cooperation Research (KHK/GCR21).
• Cai, Xiqian & Chen, Shuai & Cheng, Zhengquan, 2024. "The #Metoo Movement and Judges' Gender Gap in Decisions," IZA Discussion Papers 17115, Institute of Labor Economics (IZA).