Report NEP-CMP-2024-10-21

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:

• Tejas Ramdas & Martin T. Wells, 2024. "Bellwether Trades: Characteristics of Trades influential in Predicting Future Price Movements in Markets," Papers 2409.05192, arXiv.org.
• Chen Qiang, 2024. "Double machine learning and Stata application," Chinese Stata Conference 2023 03, Stata Users Group.
• Boris Ter-Avanesov & Homayoon Beigi, 2024. "MLP, XGBoost, KAN, TDNN, and LSTM-GRU Hybrid RNN with Attention for SPX and NDX European Call Option Pricing," Papers 2409.06724, arXiv.org, revised Oct 2024.
• Anthony Coache & Sebastian Jaimungal, 2024. "Robust Reinforcement Learning with Dynamic Distortion Risk Measures," Papers 2409.10096, arXiv.org.
• Kevin Cedric Guyard & Michel Deriaz, 2024. "Predicting Foreign Exchange EUR/USD direction using machine learning," Papers 2409.04471, arXiv.org, revised Oct 2024.
• Kim, Hayeon & Lee, Sang Woo & Seo, Sungwoo, 2024. "Strategies for Addressing Hallucinations in Generative AI: Exploring the Roles of Politeness, Attribution, and Anthropomorphism," 24th ITS Biennial Conference, Seoul 2024. New bottles for new wine: digital transformation demands new policies and strategies 302511, International Telecommunications Society (ITS).
• Neel Rajani & Lilli Kiessling & Aleksandr Ogaltsov & Claus Lang, 2024. "KodeXv0.1: A Family of State-of-the-Art Financial Large Language Models," Papers 2409.13749, arXiv.org.
• Zhengyang Chi & Junbin Gao & Chao Wang, 2024. "Global Stock Market Volatility Forecasting Incorporating Dynamic Graphs and All Trading Days," Papers 2409.15320, arXiv.org, revised Sep 2024.
• Wolfgang Keller & Carol H. Shiue & Sen Yan, 2024. "Mining Chinese Historical Sources At Scale: A Machine Learning-Approach to Qing State Capacity," NBER Working Papers 32982, National Bureau of Economic Research, Inc.
• Oh, Ryeong & Kim, Seongcheol, 2024. "How Do Individuals' Risk Perception and Cognitive Factors Influence Their Intention to Misuse AI in Video Production?," 24th ITS Biennial Conference, Seoul 2024. New bottles for new wine: digital transformation demands new policies and strategies 302478, International Telecommunications Society (ITS).