Report NEP-CMP-2024-08-26

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:

• Shi, Chengchun & Qi, Zhengling & Wang, Jianing & Zhou, Fan, 2023. "Value enhancement of reinforcement learning via efficient and robust trust region optimization," LSE Research Online Documents on Economics 122756, London School of Economics and Political Science, LSE Library.
• Tiago Monteiro, 2024. "AI-Powered Energy Algorithmic Trading: Integrating Hidden Markov Models with Neural Networks," Papers 2407.19858, arXiv.org, revised Aug 2024.
• Alejandra de la Rica Escudero & Eduardo C. Garrido-Merchan & Maria Coronado-Vaca, 2024. "Explainable Post hoc Portfolio Management Financial Policy of a Deep Reinforcement Learning agent," Papers 2407.14486, arXiv.org.
• Abdul Jabbar & Syed Qaisar Jalil, 2024. "A Comprehensive Analysis of Machine Learning Models for Algorithmic Trading of Bitcoin," Papers 2407.18334, arXiv.org.
• Joel P. Villarino & 'Alvaro Leitao, 2024. "On Deep Learning for computing the Dynamic Initial Margin and Margin Value Adjustment," Papers 2407.16435, arXiv.org.
• Chung I Lu & Julian Sester, 2024. "Generative model for financial time series trained with MMD using a signature kernel," Papers 2407.19848, arXiv.org, revised Jul 2024.
• Undral Byambadalai & Tatsushi Oka & Shota Yasui, 2024. "Estimating Distributional Treatment Effects in Randomized Experiments: Machine Learning for Variance Reduction," Papers 2407.16037, arXiv.org.
• Wolff, Dominik & Echterling, Fabian, 2024. "Stock picking with machine learning," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 149079, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Kamila Zaman & Alberto Marchisio & Muhammad Kashif & Muhammad Shafique, 2024. "PO-QA: A Framework for Portfolio Optimization using Quantum Algorithms," Papers 2407.19857, arXiv.org.
• Gavin Ugale & Cameron Hall, 2024. "Generative AI for anti-corruption and integrity in government: Taking stock of promise, perils and practice," OECD Artificial Intelligence Papers 12, OECD Publishing.
• Hongshen Yang & Avinash Malik, 2024. "Reinforcement Learning Pair Trading: A Dynamic Scaling approach," Papers 2407.16103, arXiv.org.
• Höschle, Lisa & Yu, Xiaohua, 2023. "Food Price Dynamics in OECD Countries--Evidence on Clusters and Predictors from Machine Learning," GEWISOLA 63rd Annual Conference, Goettingen, Germany, September 20-22, 2023 344249, GEWISOLA.
• Sabhi Rajae & Abdelbaki Jamal Eddine & Taouab Omar & Eddaoudi Faissal & Abdelbaki Noureddine, 2024. "Managing emotions and algorithms: the delicate equilibrium between artificial intelligence and behavioral finance [Gérer les émotions et les algorithmes : l'équilibre délicat entre l'intelligence a," Post-Print hal-04644322, HAL.
• Ma, Tao & Yang, Xuzhi & Szabo, Zoltan, 2024. "To switch or not to switch? Balanced policy switching in offline reinforcement learning," LSE Research Online Documents on Economics 124144, London School of Economics and Political Science, LSE Library.
• Taha Barwahwala & Aprajit Mahajan & Shekhar Mittal & Ofir Reich, 2024. "Is Model Accuracy Enough? A Field Evaluation Of A Machine Learning Model To Catch Bogus Firms," NBER Working Papers 32705, National Bureau of Economic Research, Inc.
• Chong Zhang & Xinyi Liu & Zhongmou Zhang & Mingyu Jin & Lingyao Li & Zhenting Wang & Wenyue Hua & Dong Shu & Suiyuan Zhu & Xiaobo Jin & Sujian Li & Mengnan Du & Yongfeng Zhang, 2024. "When AI Meets Finance (StockAgent): Large Language Model-based Stock Trading in Simulated Real-world Environments," Papers 2407.18957, arXiv.org, revised Sep 2024.
• Li, Jie & Fearnhead, Paul & Fryzlewicz, Piotr & Wang, Tengyao, 2024. "Automatic change-point detection in time series via deep learning," LSE Research Online Documents on Economics 120083, London School of Economics and Political Science, LSE Library.
• Philippe Lorenz & Karine Perset & Jamie Berryhill, 2023. "Initial policy considerations for generative artificial intelligence," OECD Artificial Intelligence Papers 1, OECD Publishing.
• Ludovic Goudenege & Andrea Molent & Antonino Zanette, 2024. "Leveraging Machine Learning for High-Dimensional Option Pricing within the Uncertain Volatility Model," Papers 2407.13213, arXiv.org.
• St'ephane Cr'epey & Botao Li & Hoang Nguyen & Bouazza Saadeddine, 2024. "CVA Sensitivities, Hedging and Risk," Papers 2407.18583, arXiv.org.
• Oecd, 2023. "Generative artificial intelligence in finance," OECD Artificial Intelligence Papers 9, OECD Publishing.
• Oecd, 2024. "Artificial intelligence, data and competition," OECD Artificial Intelligence Papers 18, OECD Publishing.
• Mahdi Ebrahimi Kahou & Jesus Fernandez-Villaverde & Sebastian Gomez-Cardona & Jesse Perla & Jan Rosa, 2024. "Spooky Boundaries at a Distance: Inductive Bias, Dynamic Models, and Behavioral Macro," PIER Working Paper Archive 24-019, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
• Natalia Roszyk & Robert 'Slepaczuk, 2024. "The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models," Papers 2407.16780, arXiv.org.
• Wenbo Yan & Ying Tan, 2024. "TCGPN: Temporal-Correlation Graph Pre-trained Network for Stock Forecasting," Papers 2407.18519, arXiv.org.
• Shi, Chengchun & Zhou, Yunzhe & Li, Lexin, 2023. "Testing directed acyclic graph via structural, supervised and generative adversarial learning," LSE Research Online Documents on Economics 119446, London School of Economics and Political Science, LSE Library.
• Tian Guo & Emmanuel Hauptmann, 2024. "Fine-Tuning Large Language Models for Stock Return Prediction Using Newsflow," Papers 2407.18103, arXiv.org, revised Aug 2024.
• Oecd, 2024. "Governing with Artificial Intelligence: Are governments ready?," OECD Artificial Intelligence Papers 20, OECD Publishing.
• Kamesh Korangi & Christophe Mues & Cristi'an Bravo, 2024. "Large-scale Time-Varying Portfolio Optimisation using Graph Attention Networks," Papers 2407.15532, arXiv.org.
• Oecd, 2024. "Explanatory memorandum on the updated OECD definition of an AI system," OECD Artificial Intelligence Papers 8, OECD Publishing.
• Zi Wang & Xingcheng Xu & Yanqing Yang & Xiaodong Zhu, 2024. "Optimal Trade and Industrial Policies in the Global Economy: A Deep Learning Framework," Papers 2407.17731, arXiv.org.
• Flavio Calvino & Chiara Criscuolo & Hélène Dernis & Lea Samek, 2023. "What technologies are at the core of AI?: An exploration based on patent data," OECD Artificial Intelligence Papers 6, OECD Publishing.
• Foltas, Alexander, 2024. "Inefficient forecast narratives: A BERT-based approach," Working Papers 45, German Research Foundation's Priority Programme 1859 "Experience and Expectation. Historical Foundations of Economic Behaviour", Humboldt University Berlin.
• Kerri Lu & Stephen Bates & Sherrie Wang, 2024. "Quantifying uncertainty in area and regression coefficient estimation from remote sensing maps," Papers 2407.13659, arXiv.org, revised Sep 2024.
• Annelore Verhagen, 2024. "Using AI to manage minimum income benefits and unemployment assistance: Opportunities, risks and possible policy directions," OECD Artificial Intelligence Papers 21, OECD Publishing.
• Beckert, Jens & Arndt, H. Lukas R., 2024. "The Greek tragedy: Narratives and imagined futures in the Greek sovereign debt crisis," MPIfG Discussion Paper 24/4, Max Planck Institute for the Study of Societies.
• Joshua S. Gans, 2024. "Will User-Contributed AI Training Data Eat Its Own Tail?," NBER Working Papers 32686, National Bureau of Economic Research, Inc.
• Liu, Xiaolu & Zhang, Yumei & Lan, Xiangmin & Si, Wei, 2024. "Simulation Analysis of Adjusting domestic Trade Costs in China to Enhance Residents’ Food Consumption," IAAE 2024 Conference, August 2-7, 2024, New Delhi, India 344315, International Association of Agricultural Economists (IAAE).
• Debuque-Gonzales, Margarita & Corpus, John Paul P., 2024. "Let’s Get Fiscal: Extending the Small Macroeconometric Model of the Philippine Economy," Research Paper Series RPS 2024-05, Philippine Institute for Development Studies.
• Guan-Yuan Wang, 2022. "Churn Prediction for High-Value Players in Freemium Mobile Games: Using Random Under-Sampling," Post-Print hal-04632443, HAL.
• Marcello Monga, 2024. "Automated Market Making and Decentralized Finance," Papers 2407.16885, arXiv.org.
• Oecd, 2024. "Defining AI incidents and related terms," OECD Artificial Intelligence Papers 16, OECD Publishing.
• Davillas, Apostolos & Jones, Andrew M., 2024. "Biological Age and Predicting Future Health Care Utilisation," IZA Discussion Papers 17159, Institute of Labor Economics (IZA).
• Arnone, Massimo & Leogrande, Angelo, 2024. "The Sustainability of the Factoring Chain in Europe in the Light of the Integration of ESG Factors," MPRA Paper 121342, University Library of Munich, Germany.
• Devang Sinha & Siddhartha P. Chakrabarty, 2024. "Multilevel Monte Carlo in Sample Average Approximation: Convergence, Complexity and Application," Papers 2407.18504, arXiv.org.
• Carlsson, John G, 2024. "Applying Topological Data Analysis to Logistics Systems Analysis," Institute of Transportation Studies, Working Paper Series qt7m0347nd, Institute of Transportation Studies, UC Davis.