Report NEP-CMP-2024-09-09

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:

• Achintya Gopal, 2024. "NeuralFactors: A Novel Factor Learning Approach to Generative Modeling of Equities," Papers 2408.01499, arXiv.org.
• Teng Ye & Jingnan Zheng & Junhui Jin & Jingyi Qiu & Wei Ai & Qiaozhu Mei, 2024. "Using Artificial Intelligence to Unlock Crowdfunding Success for Small Businesses," Papers 2407.09480, arXiv.org.
• Haowei Ni & Shuchen Meng & Xupeng Chen & Ziqing Zhao & Andi Chen & Panfeng Li & Shiyao Zhang & Qifu Yin & Yuanqing Wang & Yuxi Chan, 2024. "Harnessing Earnings Reports for Stock Predictions: A QLoRA-Enhanced LLM Approach," Papers 2408.06634, arXiv.org, revised Nov 2024.
• Gregory Yampolsky & Dhruv Desai & Mingshu Li & Stefano Pasquali & Dhagash Mehta, 2024. "Case-based Explainability for Random Forest: Prototypes, Critics, Counter-factuals and Semi-factuals," Papers 2408.06679, arXiv.org.
• Wee Ling Tan & Stephen Roberts & Stefan Zohren, 2024. "Deep Learning for Options Trading: An End-To-End Approach," Papers 2407.21791, arXiv.org.
• Jian-Qiao Zhu & Joshua C. Peterson & Benjamin Enke & Thomas L. Griffiths, 2024. "Capturing the Complexity of Human Strategic Decision-Making with Machine Learning," Papers 2408.07865, arXiv.org.
• Andras Komaromi & Xiaomin Wu & Ran Pan & Yang Liu & Pablo Cisneros & Anchal Manocha & Hiba El Oirghi, 2024. "Enhancing IMF Economics Training: AI-Powered Analysis of Qualitative Learner Feedback," IMF Working Papers 2024/166, International Monetary Fund.
• Julian Ashwin & Paul Beaudry & Martin Ellison, 2024. "Neural Network Learning for Nonlinear Economies," NBER Working Papers 32807, National Bureau of Economic Research, Inc.
• Thiago Christiano Silva & Paulo Victor Berri Wilhelm & Diego Raphael Amancio, 2024. "Machine Learning and Economic Forecasting: the role of international trade networks," Working Papers Series 597, Central Bank of Brazil, Research Department.
• Hué, Sullivan & Hurlin, Christophe & Pérignon, Christophe & Saurin, Sébastien, 2022. "Explainable Performance," HEC Research Papers Series 1463, HEC Paris.
• Jon Danielsson & Andreas Uthemann, 2024. "Artificial intelligence and financial crises," Papers 2407.17048, arXiv.org.
• Bhaskarjit Sarmah & Benika Hall & Rohan Rao & Sunil Patel & Stefano Pasquali & Dhagash Mehta, 2024. "HybridRAG: Integrating Knowledge Graphs and Vector Retrieval Augmented Generation for Efficient Information Extraction," Papers 2408.04948, arXiv.org.
• Jianqing Fan & Weining Wang & Yue Zhao, 2024. "Conditional nonparametric variable screening by neural factor regression," CeMMAP working papers 17/24, Institute for Fiscal Studies.
• Brian Jabarian, 2024. "Large Language Models for Behavioral Economics: Internal Validity and Elicitation of Mental Models," Papers 2407.12032, arXiv.org.
• Yuheng Zheng & Zihan Ding, 2024. "Reinforcement Learning in High-frequency Market Making," Papers 2407.21025, arXiv.org, revised Aug 2024.
• Ugo Bolletta & Laurens Cherchye & Thomas Demuynck & Bram De Rock & Luca Paolo Merlino, 2024. "Identifying Marriage Markets," Working Papers ECARES 2024-12, ULB -- Universite Libre de Bruxelles.
• Sergiy Tkachuk & Szymon {L}ukasik & Anna Wr'oblewska, 2024. "Consumer Transactions Simulation through Generative Adversarial Networks," Papers 2408.03655, arXiv.org.
• Dawid, Herbert & Harting, Philipp & Hoog, Sander van der & Neugart, Michael, 2024. "Public Policy from the Bottom Up Using Agent-Based Modeling: The Eurace@Unibi Model," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 149219, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
• Jaehyuk Choi & Lilian Hu & Yue Kuen Kwok, 2024. "Efficient simulation of the SABR model," Papers 2408.01898, arXiv.org.
• Margherita Borella & Francisco A. Bullano & Mariacristina De Nardi & Benjamin Krueger & Elena Manresa, 2024. "Health Inequality and Health Types," NBER Working Papers 32799, National Bureau of Economic Research, Inc.
• Klatt, Nikolina, 2024. "Judicial rulings and political narratives: Analyzing the impact of Roe v. Wade's overturning on digital discourse using machine learning," Discussion Papers, Research Unit: Transformations of Democracy SP V 2024-502, WZB Berlin Social Science Center.
• Norbert Pfeifer & Miriam Steurer, 2024. "Stabilizing Geo-Spatial Surfaces in Data-Sparse Regions - An Application to Residential Property Prices," Graz Economics Papers 2024-11, University of Graz, Department of Economics.